MILK - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders - Futures Only, March 7, 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 : 29,545: 512 2,280 1,215 24,083 14,779 25,810 18,274: 3,735 11,271
Old : 29,545: 512 2,280 1,215 24,083 14,779 25,810 18,274: 3,735 11,271
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 28, 2006 :
: -1,575: -5 126 -142 -1,268 -807 -1,415 -823: -160 -752
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.7 7.7 4.1 81.5 50.0 87.4 61.9: 12.6 38.1
Old : 100.0: 1.7 7.7 4.1 81.5 50.0 87.4 61.9: 12.6 38.1
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 : 43: 4 11 7 20 18 27 33:
Old : 43: 4 11 7 20 18 27 33:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.4 29.3 73.1 39.7 49.4 27.5 73.1 36.8
Old : 49.4 29.3 73.1 39.7 49.4 27.5 73.1 36.8
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, March 7, 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 : 150,110: 17,365 27,114 36,821 75,980 52,248 130,166 116,183: 19,944 33,927
Old : 147,313: 17,647 27,323 35,937 74,672 51,436 128,256 114,696: 19,057 32,617
Other: 2,797: 535 608 67 1,308 812 1,910 1,487: 887 1,310
: : :
: : Changes in Commitments from: February 28, 2006 :
: -921: -2,891 -1,545 1,751 707 -1,117 -433 -911: -488 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.6 18.1 24.5 50.6 34.8 86.7 77.4: 13.3 22.6
Old : 100.0: 12.0 18.5 24.4 50.7 34.9 87.1 77.9: 12.9 22.1
Other: 100.0: 19.1 21.7 2.4 46.8 29.0 68.3 53.2: 31.7 46.8
: : :
:# Traders : Number of Traders in Each Category :
All : 199: 52 72 80 32 36 137 160:
Old : 197: 53 72 80 30 36 134 160:
Other: 34: 7 8 2 8 12 17 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 : 34.6 21.7 47.3 29.8 34.6 20.6 45.7 26.8
Old : 35.2 22.0 48.2 30.2 35.2 21.0 46.4 27.3
Other: 39.5 27.4 59.0 41.9 39.3 25.5 57.7 39.5
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE Code-056641
Commitments of Traders - Futures Only, March 7, 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 : 2,202: 623 169 212 718 669 1,553 1,050: 649 1,152
Old : 2,190: 623 169 206 718 669 1,547 1,044: 643 1,146
Other: 12: 0 0 6 0 0 6 6: 6 6
: : :
: : Changes in Commitments from: February 28, 2006 :
: 331: 302 42 103 -154 21 251 166: 80 165
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.3 7.7 9.6 32.6 30.4 70.5 47.7: 29.5 52.3
Old : 100.0: 28.4 7.7 9.4 32.8 30.5 70.6 47.7: 29.4 52.3
Other: 100.0: 0.0 0.0 50.0 0.0 0.0 50.0 50.0: 50.0 50.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 10 7 6 7 5 20 15:
Old : 26: 10 7 6 7 5 20 15:
Other: 1: 0 0 1 0 0 1 1:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.4 29.4 50.9 40.1 32.5 26.3 47.0 33.3
Old : 33.6 29.6 50.9 40.0 32.6 26.4 47.2 33.5
Other: 50.0 50.0 50.0 50.0 0.0 0.0 0.0 0.0
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders - Futures Only, March 7, 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 : 208,661: 40,647 26,069 35,719 107,519 93,452 183,885 155,240: 24,776 53,421
Old : 208,661: 40,647 26,069 35,719 107,519 93,452 183,885 155,240: 24,776 53,421
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 28, 2006 :
: -2,474: 681 3,265 -5,834 2,644 -2,219 -2,509 -4,788: 35 2,314
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.5 12.5 17.1 51.5 44.8 88.1 74.4: 11.9 25.6
Old : 100.0: 19.5 12.5 17.1 51.5 44.8 88.1 74.4: 11.9 25.6
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 : 292: 78 70 74 68 108 190 223:
Old : 292: 78 70 74 68 108 190 223:
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 : 26.0 15.4 38.6 22.0 26.0 12.7 37.4 17.4
Old : 26.0 15.4 38.6 22.0 26.0 12.7 37.4 17.4
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, March 7, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 110,000 BOARD FEET) :
: : :
All : 4,137: 1,675 535 279 770 1,909 2,724 2,723: 1,413 1,414
Old : 4,137: 1,675 535 279 770 1,909 2,724 2,723: 1,413 1,414
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 28, 2006 :
: -519: 12 -141 0 -254 -338 -242 -479: -277 -40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.5 12.9 6.7 18.6 46.1 65.8 65.8: 34.2 34.2
Old : 100.0: 40.5 12.9 6.7 18.6 46.1 65.8 65.8: 34.2 34.2
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 : 44: 15 9 5 8 15 24 29:
Old : 44: 15 9 5 8 15 24 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.6 31.6 44.9 42.3 30.6 30.4 43.2 39.0
Old : 30.6 31.6 44.9 42.3 30.6 30.4 43.2 39.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
Commitments of Traders - Futures Only, March 7, 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 : 37,178: 14,414 6,025 3,692 13,469 10,190 31,575 19,907: 5,603 17,271
Old : 37,178: 14,414 6,025 3,692 13,469 10,190 31,575 19,907: 5,603 17,271
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 28, 2006 :
: 1,420: 1,294 358 137 172 -138 1,603 357: -183 1,063
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.8 16.2 9.9 36.2 27.4 84.9 53.5: 15.1 46.5
Old : 100.0: 38.8 16.2 9.9 36.2 27.4 84.9 53.5: 15.1 46.5
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 : 163: 33 40 28 52 59 105 114:
Old : 163: 33 40 28 52 59 105 114:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.5 10.0 31.9 15.6 21.1 5.6 29.2 10.5
Old : 21.5 10.0 31.9 15.6 21.1 5.6 29.2 10.5
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 - Futures Only, March 7, 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 : 137,195: 55,226 13,903 1,730 40,234 105,162 97,190 120,795: 40,005 16,400
Old : 137,195: 55,226 13,903 1,730 40,234 105,162 97,190 120,795: 40,005 16,400
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 28, 2006 :
: 12,211: 295 -394 121 13,153 15,991 13,569 15,718: -1,358 -3,507
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.3 10.1 1.3 29.3 76.7 70.8 88.0: 29.2 12.0
Old : 100.0: 40.3 10.1 1.3 29.3 76.7 70.8 88.0: 29.2 12.0
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 : 84: 29 17 5 25 25 57 44:
Old : 84: 29 17 5 25 25 57 44:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.9 44.6 35.8 63.9 21.8 41.0 30.9 57.2
Old : 24.9 44.6 35.8 63.9 21.8 41.0 30.9 57.2
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, March 7, 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 : 127,779: 15,975 62,198 113 102,536 38,689 118,624 101,000: 9,155 26,779
Old : 127,779: 15,975 62,198 113 102,536 38,689 118,624 101,000: 9,155 26,779
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 28, 2006 :
: -6,639: -334 -22,373 113 -5,429 14,142 -5,650 -8,118: -989 1,479
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.5 48.7 0.1 80.2 30.3 92.8 79.0: 7.2 21.0
Old : 100.0: 12.5 48.7 0.1 80.2 30.3 92.8 79.0: 7.2 21.0
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 : 63: 8 32 2 18 16 27 49:
Old : 63: 8 32 2 18 16 27 49:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.5 30.7 75.9 43.3 49.9 30.0 73.6 42.6
Old : 50.5 30.7 75.9 43.3 49.9 30.0 73.6 42.6
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, March 7, 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 : 98,842: 40,730 6,170 1,486 50,344 87,361 92,560 95,017: 6,282 3,825
Old : 98,842: 40,730 6,170 1,486 50,344 87,361 92,560 95,017: 6,282 3,825
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 28, 2006 :
: -14,827: -26,221 2,124 750 10,454 -19,107 -15,017 -16,233: 190 1,406
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.2 6.2 1.5 50.9 88.4 93.6 96.1: 6.4 3.9
Old : 100.0: 41.2 6.2 1.5 50.9 88.4 93.6 96.1: 6.4 3.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 76: 34 16 7 20 15 58 35:
Old : 76: 34 16 7 20 15 58 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 : 31.7 65.7 51.9 84.8 24.6 49.0 39.4 61.8
Old : 31.7 65.7 51.9 84.8 24.6 49.0 39.4 61.8
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, March 7, 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 : 105,166: 14,981 27,325 12 71,871 52,999 86,864 80,336: 18,302 24,830
Old : 105,166: 14,981 27,325 12 71,871 52,999 86,864 80,336: 18,302 24,830
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 28, 2006 :
: 6,410: -74 4,081 -119 5,824 -2,161 5,631 1,801: 779 4,609
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.2 26.0 0.0 68.3 50.4 82.6 76.4: 17.4 23.6
Old : 100.0: 14.2 26.0 0.0 68.3 50.4 82.6 76.4: 17.4 23.6
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 : 64: 14 17 1 23 22 37 40:
Old : 64: 14 17 1 23 22 37 40:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.2 36.6 58.9 50.7 36.2 31.0 55.3 42.4
Old : 36.2 36.6 58.9 50.7 36.2 31.0 55.3 42.4
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, March 7, 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 : 248,612: 36,738 78,569 346 176,747 134,264 213,831 213,179: 34,781 35,433
Old : 248,612: 36,738 78,569 346 176,747 134,264 213,831 213,179: 34,781 35,433
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 28, 2006 :
: 46,839: -4,849 14,161 130 48,946 26,499 44,227 40,790: 2,612 6,049
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.8 31.6 0.1 71.1 54.0 86.0 85.7: 14.0 14.3
Old : 100.0: 14.8 31.6 0.1 71.1 54.0 86.0 85.7: 14.0 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 : 91: 18 31 8 34 25 56 60:
Old : 91: 18 31 8 34 25 56 60:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.1 29.9 56.6 46.5 36.1 24.6 47.1 34.6
Old : 36.1 29.9 56.6 46.5 36.1 24.6 47.1 34.6
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, March 7, 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 : 177,395: 49,877 35,999 2,590 75,783 98,478 128,250 137,067: 49,145 40,328
Old : 177,395: 49,877 35,999 2,590 75,783 98,478 128,250 137,067: 49,145 40,328
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 28, 2006 :
: 17,714: -1,005 3,519 1,108 19,302 16,348 19,405 20,975: -1,691 -3,261
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.1 20.3 1.5 42.7 55.5 72.3 77.3: 27.7 22.7
Old : 100.0: 28.1 20.3 1.5 42.7 55.5 72.3 77.3: 27.7 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 : 118: 42 37 10 30 27 78 69:
Old : 118: 42 37 10 30 27 78 69:
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 : 24.6 35.3 37.0 49.5 21.5 33.5 32.9 44.7
Old : 24.6 35.3 37.0 49.5 21.5 33.5 32.9 44.7
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, March 7, 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 : 17,982: 4,364 1,518 123 12,566 14,459 17,053 16,100: 929 1,882
Old : 17,982: 4,364 1,518 123 12,566 14,459 17,053 16,100: 929 1,882
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 28, 2006 :
: 3,506: 91 145 123 3,728 3,096 3,942 3,364: -436 142
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.3 8.4 0.7 69.9 80.4 94.8 89.5: 5.2 10.5
Old : 100.0: 24.3 8.4 0.7 69.9 80.4 94.8 89.5: 5.2 10.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 6 6 1 14 10 20 17:
Old : 31: 6 6 1 14 10 20 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.3 62.6 78.7 79.0 54.3 55.9 67.8 65.5
Old : 54.3 62.6 78.7 79.0 54.3 55.9 67.8 65.5
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, March 7, 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 : 43,909: 8,286 1,980 1,243 28,616 36,337 38,145 39,560: 5,764 4,349
Old : 43,909: 8,286 1,980 1,243 28,616 36,337 38,145 39,560: 5,764 4,349
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 28, 2006 :
: 2,257: 397 -362 810 -580 938 627 1,386: 1,630 871
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.9 4.5 2.8 65.2 82.8 86.9 90.1: 13.1 9.9
Old : 100.0: 18.9 4.5 2.8 65.2 82.8 86.9 90.1: 13.1 9.9
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 : 23: 5 3 3 11 13 17 18:
Old : 23: 5 3 3 11 13 17 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.4 51.3 69.5 77.6 50.4 50.5 65.1 70.9
Old : 52.4 51.3 69.5 77.6 50.4 50.5 65.1 70.9
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, March 7, 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 :10,190,472: 1,197,357 1,620,501 1,314,820 6,704,116 5,773,066 9,216,293 8,708,387: 974,179 1,482,085
Old :10,190,472: 1,197,357 1,620,501 1,314,820 6,704,116 5,773,066 9,216,293 8,708,387: 974,179 1,482,085
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 28, 2006 :
: 156,581: 68,101 -39,715 16,875 84,229 159,556 169,205 136,716: -12,624 19,865
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.7 15.9 12.9 65.8 56.7 90.4 85.5: 9.6 14.5
Old : 100.0: 11.7 15.9 12.9 65.8 56.7 90.4 85.5: 9.6 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 : 316: 75 63 101 142 158 262 287:
Old : 316: 75 63 101 142 158 262 287:
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 : 33.1 14.7 43.9 23.4 31.4 12.6 36.9 19.7
Old : 33.1 14.7 43.9 23.4 31.4 12.6 36.9 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, March 7, 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 : 695,690: 65,959 48,355 12,007 470,179 525,614 548,145 585,976: 147,545 109,714
Old : 695,690: 65,959 48,355 12,007 470,179 525,614 548,145 585,976: 147,545 109,714
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 28, 2006 :
: 23,153: 1,796 5,683 8,591 5,127 9,901 15,514 24,175: 7,639 -1,022
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.5 7.0 1.7 67.6 75.6 78.8 84.2: 21.2 15.8
Old : 100.0: 9.5 7.0 1.7 67.6 75.6 78.8 84.2: 21.2 15.8
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 : 182: 33 37 19 89 61 138 101:
Old : 182: 33 37 19 89 61 138 101:
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 : 19.5 31.4 28.0 44.1 19.4 30.7 27.7 43.3
Old : 19.5 31.4 28.0 44.1 19.4 30.7 27.7 43.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
Commitments of Traders - Futures Only, March 7, 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 : 1,351,728: 247,771 397,818 44,800 767,000 787,228 1,059,571 1,229,846: 292,157 121,882
Old : 1,351,728: 247,771 397,818 44,800 767,000 787,228 1,059,571 1,229,846: 292,157 121,882
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 28, 2006 :
: 131,486: -4,332 -36,369 26,351 129,165 144,070 151,184 134,052: -19,698 -2,566
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.3 29.4 3.3 56.7 58.2 78.4 91.0: 21.6 9.0
Old : 100.0: 18.3 29.4 3.3 56.7 58.2 78.4 91.0: 21.6 9.0
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 : 246: 63 71 34 75 72 157 160:
Old : 246: 63 71 34 75 72 157 160:
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 : 23.3 28.0 35.2 42.3 16.2 20.5 24.6 32.6
Old : 23.3 28.0 35.2 42.3 16.2 20.5 24.6 32.6
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, March 7, 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 : 13,088: 2,402 733 29 6,403 10,891 8,834 11,653: 4,254 1,435
Old : 13,088: 2,402 733 29 6,403 10,891 8,834 11,653: 4,254 1,435
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 28, 2006 :
: 976: -98 0 29 518 653 449 682: 527 294
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.4 5.6 0.2 48.9 83.2 67.5 89.0: 32.5 11.0
Old : 100.0: 18.4 5.6 0.2 48.9 83.2 67.5 89.0: 32.5 11.0
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 : 29: 5 1 1 14 16 19 18:
Old : 29: 5 1 1 14 16 19 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.3 48.7 47.2 70.1 29.6 47.2 46.2 67.3
Old : 30.3 48.7 47.2 70.1 29.6 47.2 46.2 67.3
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, March 7, 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 : 53,137: 6,479 12,445 604 39,896 36,392 46,979 49,441: 6,158 3,696
Old : 53,137: 6,479 12,445 604 39,896 36,392 46,979 49,441: 6,158 3,696
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 28, 2006 :
: 5,276: -379 1,514 604 5,656 3,121 5,881 5,239: -605 37
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.2 23.4 1.1 75.1 68.5 88.4 93.0: 11.6 7.0
Old : 100.0: 12.2 23.4 1.1 75.1 68.5 88.4 93.0: 11.6 7.0
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: 6 9 1 26 24 33 33:
Old : 54: 6 9 1 26 24 33 33:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.4 50.0 69.9 67.9 50.7 48.0 66.5 65.9
Old : 51.4 50.0 69.9 67.9 50.7 48.0 66.5 65.9
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, March 7, 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 : 3,040: 2,475 705 0 550 2,335 3,025 3,040: 15 0
Old : 3,040: 2,475 705 0 550 2,335 3,025 3,040: 15 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 28, 2006 :
: -4,469: -701 -751 -250 -3,304 -3,468 -4,255 -4,469: -214 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.4 23.2 0.0 18.1 76.8 99.5 100.0: 0.5 0.0
Old : 100.0: 81.4 23.2 0.0 18.1 76.8 99.5 100.0: 0.5 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 : 21: 10 3 0 2 6 12 9:
Old : 21: 10 3 0 2 6 12 9:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 66.6 89.1 92.1 98.4 66.6 89.1 92.1 98.4
Old : 66.6 89.1 92.1 98.4 66.6 89.1 92.1 98.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
Commitments of Traders - Futures Only, March 7, 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 : 74,882: 13,278 9,188 940 38,009 55,687 52,227 65,815: 22,655 9,067
Old : 74,882: 13,278 9,188 940 38,009 55,687 52,227 65,815: 22,655 9,067
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 28, 2006 :
: 6,407: -237 863 684 3,862 3,013 4,309 4,560: 2,098 1,847
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.7 12.3 1.3 50.8 74.4 69.7 87.9: 30.3 12.1
Old : 100.0: 17.7 12.3 1.3 50.8 74.4 69.7 87.9: 30.3 12.1
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 : 84: 20 14 5 35 29 57 46:
Old : 84: 20 14 5 35 29 57 46:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.4 29.7 40.0 49.6 23.8 27.4 32.0 43.8
Old : 29.4 29.7 40.0 49.6 23.8 27.4 32.0 43.8
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, March 7, 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 : 408,491: 113,763 124,100 8,556 262,855 196,807 385,174 329,463: 23,317 79,028
Old : 408,491: 113,763 124,100 8,556 262,855 196,807 385,174 329,463: 23,317 79,028
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 28, 2006 :
: 36,115: 7,981 14,315 3,184 27,023 7,530 38,188 25,029: -2,073 11,086
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.8 30.4 2.1 64.3 48.2 94.3 80.7: 5.7 19.3
Old : 100.0: 27.8 30.4 2.1 64.3 48.2 94.3 80.7: 5.7 19.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 221: 69 77 11 48 44 122 128:
Old : 221: 69 77 11 48 44 122 128:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.4 30.6 56.6 41.0 30.9 19.3 39.7 25.7
Old : 46.4 30.6 56.6 41.0 30.9 19.3 39.7 25.7
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, March 7, 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 : 67,707: 16,803 19,699 578 36,511 32,067 53,892 52,344: 13,815 15,363
Old : 67,707: 16,803 19,699 578 36,511 32,067 53,892 52,344: 13,815 15,363
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 28, 2006 :
: 9,330: 628 4,899 305 10,368 2,862 11,301 8,066: -1,971 1,264
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.8 29.1 0.9 53.9 47.4 79.6 77.3: 20.4 22.7
Old : 100.0: 24.8 29.1 0.9 53.9 47.4 79.6 77.3: 20.4 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 : 49: 12 12 3 19 15 33 28:
Old : 49: 12 12 3 19 15 33 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 : 35.6 33.3 51.7 49.6 32.8 32.5 45.8 45.4
Old : 35.6 33.3 51.7 49.6 32.8 32.5 45.8 45.4
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, March 7, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (RUSSEL 2000 INDEX X $500) :
: : :
All : 34,247: 5,384 6,816 194 23,256 19,554 28,834 26,564: 5,413 7,683
Old : 34,247: 5,384 6,816 194 23,256 19,554 28,834 26,564: 5,413 7,683
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 28, 2006 :
: 2,677: 6 132 191 2,320 1,855 2,517 2,178: 160 499
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.7 19.9 0.6 67.9 57.1 84.2 77.6: 15.8 22.4
Old : 100.0: 15.7 19.9 0.6 67.9 57.1 84.2 77.6: 15.8 22.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 57: 3 15 3 28 19 34 34:
Old : 57: 3 15 3 28 19 34 34:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.7 30.2 57.4 44.7 31.5 21.6 44.3 31.6
Old : 38.7 30.2 57.4 44.7 31.5 21.6 44.3 31.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-239742
Commitments of Traders - Futures Only, March 7, 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 : 305,319: 31,710 72,179 4,535 243,629 215,415 279,874 292,129: 25,445 13,190
Old : 305,319: 31,710 72,179 4,535 243,629 215,415 279,874 292,129: 25,445 13,190
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 28, 2006 :
: 20,448: -3,906 6,870 3,987 17,852 6,758 17,933 17,615: 2,515 2,833
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.4 23.6 1.5 79.8 70.6 91.7 95.7: 8.3 4.3
Old : 100.0: 10.4 23.6 1.5 79.8 70.6 91.7 95.7: 8.3 4.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 156: 29 54 6 35 57 66 115:
Old : 156: 29 54 6 35 57 66 115:
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 : 58.7 27.6 69.9 44.0 54.7 25.9 62.0 39.8
Old : 58.7 27.6 69.9 44.0 54.7 25.9 62.0 39.8
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, March 7, 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 : 74,629: 20,208 15,347 2,151 36,598 44,893 58,957 62,391: 15,672 12,238
Old : 74,629: 20,208 15,347 2,151 36,598 44,893 58,957 62,391: 15,672 12,238
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 28, 2006 :
: 7,329: -3,218 -903 1,937 7,096 5,324 5,815 6,358: 1,514 971
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.1 20.6 2.9 49.0 60.2 79.0 83.6: 21.0 16.4
Old : 100.0: 27.1 20.6 2.9 49.0 60.2 79.0 83.6: 21.0 16.4
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 : 101: 32 23 10 30 30 68 57:
Old : 101: 32 23 10 30 30 68 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 : 27.9 37.0 41.0 50.0 23.1 28.7 33.9 39.3
Old : 27.9 37.0 41.0 50.0 23.1 28.7 33.9 39.3
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, March 7, 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 : 51,160: 13,243 11,614 4,914 25,200 29,058 43,357 45,586: 7,803 5,574
Old : 51,160: 13,243 11,614 4,914 25,200 29,058 43,357 45,586: 7,803 5,574
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 28, 2006 :
: 6,949: -1,300 1,482 4,134 2,276 2,533 5,110 8,149: 1,839 -1,200
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.9 22.7 9.6 49.3 56.8 84.7 89.1: 15.3 10.9
Old : 100.0: 25.9 22.7 9.6 49.3 56.8 84.7 89.1: 15.3 10.9
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 : 61: 16 13 12 22 17 44 37:
Old : 61: 16 13 12 22 17 44 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 : 33.4 48.9 50.0 66.5 19.4 33.5 31.7 45.0
Old : 33.4 48.9 50.0 66.5 19.4 33.5 31.7 45.0
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, March 7, 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 : 44,401: 5,207 2,930 1,631 16,430 32,917 23,268 37,478: 21,133 6,923
Old : 44,401: 5,207 2,930 1,631 16,430 32,917 23,268 37,478: 21,133 6,923
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 28, 2006 :
: 5,127: 2,086 333 153 2,975 2,788 5,214 3,274: -87 1,853
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.7 6.6 3.7 37.0 74.1 52.4 84.4: 47.6 15.6
Old : 100.0: 11.7 6.6 3.7 37.0 74.1 52.4 84.4: 47.6 15.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 57: 11 13 6 20 29 34 46:
Old : 57: 11 13 6 20 29 34 46:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.5 41.2 35.7 56.0 11.8 33.6 16.9 42.8
Old : 26.5 41.2 35.7 56.0 11.8 33.6 16.9 42.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 10, 2006