MILK - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders - Futures Only, April 11, 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 : 32,434: 1,573 3,121 1,142 25,354 15,882 28,069 20,145: 4,365 12,289
Old : 32,434: 1,573 3,121 1,142 25,354 15,882 28,069 20,145: 4,365 12,289
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 4, 2006 :
: 1,281: 22 390 158 928 880 1,108 1,428: 173 -147
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.8 9.6 3.5 78.2 49.0 86.5 62.1: 13.5 37.9
Old : 100.0: 4.8 9.6 3.5 78.2 49.0 86.5 62.1: 13.5 37.9
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 : 48: 5 13 6 19 18 26 35:
Old : 48: 5 13 6 19 18 26 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 : 50.2 27.9 72.4 39.6 50.2 26.4 71.1 37.4
Old : 50.2 27.9 72.4 39.6 50.2 26.4 71.1 37.4
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, April 11, 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 : 141,526: 16,117 33,504 31,661 77,878 45,287 125,656 110,452: 15,870 31,074
Old : 137,580: 16,501 34,045 30,201 76,298 44,010 123,000 108,256: 14,580 29,324
Other: 3,946: 894 737 182 1,580 1,277 2,656 2,196: 1,290 1,750
: : :
: : Changes in Commitments from: April 4, 2006 :
: -2,224: -1,522 3,548 175 -942 -5,590 -2,289 -1,867: 65 -357
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.4 23.7 22.4 55.0 32.0 88.8 78.0: 11.2 22.0
Old : 100.0: 12.0 24.7 22.0 55.5 32.0 89.4 78.7: 10.6 21.3
Other: 100.0: 22.7 18.7 4.6 40.0 32.4 67.3 55.7: 32.7 44.3
: : :
:# Traders : Number of Traders in Each Category :
All : 199: 52 71 67 29 36 123 157:
Old : 197: 57 76 66 26 36 118 157:
Other: 47: 11 15 3 9 14 23 29:
:----------------------------------------------------------------------------------------------------
: 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 : 36.6 19.1 50.5 27.4 36.6 14.7 48.1 22.1
Old : 37.7 19.4 51.8 27.9 37.7 15.0 49.5 22.6
Other: 35.4 22.7 52.6 36.6 34.5 20.6 50.9 33.3
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE Code-056641
Commitments of Traders - Futures Only, April 11, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 1,968: 354 489 19 692 630 1,065 1,138: 903 830
Old : 1,968: 354 489 19 692 630 1,065 1,138: 903 830
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 4, 2006 :
: 264: 29 191 -66 -62 90 -99 215: 363 49
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.0 24.8 1.0 35.2 32.0 54.1 57.8: 45.9 42.2
Old : 100.0: 18.0 24.8 1.0 35.2 32.0 54.1 57.8: 45.9 42.2
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 : 23: 6 8 1 7 6 13 15:
Old : 23: 6 8 1 7 6 13 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.8 32.1 47.6 47.2 32.3 32.1 43.4 42.7
Old : 34.8 32.1 47.6 47.2 32.3 32.1 43.4 42.7
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, April 11, 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 : 238,034: 43,884 46,060 45,987 118,269 91,790 208,140 183,837: 29,894 54,197
Old : 238,034: 43,884 46,060 45,987 118,269 91,790 208,140 183,837: 29,894 54,197
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 4, 2006 :
: 576: -3,962 979 1,322 4,252 -2,052 1,612 249: -1,036 327
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.4 19.4 19.3 49.7 38.6 87.4 77.2: 12.6 22.8
Old : 100.0: 18.4 19.4 19.3 49.7 38.6 87.4 77.2: 12.6 22.8
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 : 317: 70 82 82 87 120 209 258:
Old : 317: 70 82 82 87 120 209 258:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.9 14.7 36.4 21.7 22.7 9.1 32.9 14.1
Old : 22.9 14.7 36.4 21.7 22.7 9.1 32.9 14.1
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, April 11, 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 : 4,789: 1,796 778 614 1,026 1,450 3,436 2,842: 1,353 1,947
Old : 4,789: 1,796 778 614 1,026 1,450 3,436 2,842: 1,353 1,947
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 4, 2006 :
: -286: 43 -88 197 10 -8 250 101: -536 -387
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.5 16.2 12.8 21.4 30.3 71.7 59.3: 28.3 40.7
Old : 100.0: 37.5 16.2 12.8 21.4 30.3 71.7 59.3: 28.3 40.7
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 : 50: 14 15 9 13 17 32 37:
Old : 50: 14 15 9 13 17 32 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 : 35.6 22.8 53.9 32.6 30.7 12.4 41.4 19.6
Old : 35.6 22.8 53.9 32.6 30.7 12.4 41.4 19.6
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, April 11, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50,000 POUNDS) :
: : :
All : 32,117: 12,579 8,202 3,147 11,688 6,459 27,414 17,808: 4,703 14,309
Old : 32,117: 12,579 8,202 3,147 11,688 6,459 27,414 17,808: 4,703 14,309
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 4, 2006 :
: -1,382: -196 695 -548 -509 -1,152 -1,253 -1,005: -129 -377
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.2 25.5 9.8 36.4 20.1 85.4 55.4: 14.6 44.6
Old : 100.0: 39.2 25.5 9.8 36.4 20.1 85.4 55.4: 14.6 44.6
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 : 159: 27 45 27 49 53 94 113:
Old : 159: 27 45 27 49 53 94 113:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.0 13.4 36.8 19.0 24.1 10.0 32.8 14.4
Old : 26.0 13.4 36.8 19.0 24.1 10.0 32.8 14.4
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, April 11, 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 : 87,690: 24,639 10,697 1,531 29,815 58,926 55,985 71,154: 31,705 16,536
Old : 87,690: 24,639 10,697 1,531 29,815 58,926 55,985 71,154: 31,705 16,536
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 4, 2006 :
: 3,389: 12,558 -5,530 42 -7,243 8,463 5,357 2,975: -1,968 414
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.1 12.2 1.7 34.0 67.2 63.8 81.1: 36.2 18.9
Old : 100.0: 28.1 12.2 1.7 34.0 67.2 63.8 81.1: 36.2 18.9
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 : 74: 24 15 3 21 22 46 39:
Old : 74: 24 15 3 21 22 46 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 : 21.8 41.5 35.1 52.4 21.4 36.8 32.1 47.2
Old : 21.8 41.5 35.1 52.4 21.4 36.8 32.1 47.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
Commitments of Traders - Futures Only, April 11, 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 : 78,605: 6,470 35,121 295 61,557 23,376 68,322 58,792: 10,283 19,813
Old : 78,605: 6,470 35,121 295 61,557 23,376 68,322 58,792: 10,283 19,813
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 4, 2006 :
: -415: -942 -10,419 295 -1,023 12,312 -1,670 2,188: 1,255 -2,603
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.2 44.7 0.4 78.3 29.7 86.9 74.8: 13.1 25.2
Old : 100.0: 8.2 44.7 0.4 78.3 29.7 86.9 74.8: 13.1 25.2
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 : 48: 9 22 1 11 11 20 34:
Old : 48: 9 22 1 11 11 20 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 : 68.0 33.4 80.8 44.8 67.8 33.2 78.5 44.6
Old : 68.0 33.4 80.8 44.8 67.8 33.2 78.5 44.6
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, April 11, 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 : 79,961: 16,180 20,804 0 59,923 55,481 76,103 76,285: 3,858 3,676
Old : 79,961: 16,180 20,804 0 59,923 55,481 76,103 76,285: 3,858 3,676
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 4, 2006 :
: 52: -445 973 -303 761 -827 13 -157: 39 209
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.2 26.0 0.0 74.9 69.4 95.2 95.4: 4.8 4.6
Old : 100.0: 20.2 26.0 0.0 74.9 69.4 95.2 95.4: 4.8 4.6
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 : 67: 13 27 0 19 15 32 42:
Old : 67: 13 27 0 19 15 32 42:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.5 59.0 70.0 73.1 39.2 41.4 53.0 52.5
Old : 47.5 59.0 70.0 73.1 39.2 41.4 53.0 52.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
Commitments of Traders - Futures Only, April 11, 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 : 79,127: 16,971 22,595 0 42,536 37,687 59,507 60,282: 19,620 18,845
Old : 79,127: 16,971 22,595 0 42,536 37,687 59,507 60,282: 19,620 18,845
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 4, 2006 :
: -244: 2,956 -2,104 0 -6,352 5,470 -3,396 3,366: 3,152 -3,610
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.4 28.6 0.0 53.8 47.6 75.2 76.2: 24.8 23.8
Old : 100.0: 21.4 28.6 0.0 53.8 47.6 75.2 76.2: 24.8 23.8
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 : 64: 17 19 0 16 17 33 36:
Old : 64: 17 19 0 16 17 33 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 : 30.1 34.4 50.2 48.9 28.5 28.6 46.2 43.1
Old : 30.1 34.4 50.2 48.9 28.5 28.6 46.2 43.1
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, April 11, 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 : 205,630: 36,213 90,684 132 140,062 80,234 176,407 171,050: 29,223 34,580
Old : 205,630: 36,213 90,684 132 140,062 80,234 176,407 171,050: 29,223 34,580
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 4, 2006 :
: 15,898: 5,610 27,365 -242 13,220 -13,742 18,588 13,381: -2,690 2,517
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.6 44.1 0.1 68.1 39.0 85.8 83.2: 14.2 16.8
Old : 100.0: 17.6 44.1 0.1 68.1 39.0 85.8 83.2: 14.2 16.8
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 : 107: 28 40 4 28 19 57 62:
Old : 107: 28 40 4 28 19 57 62:
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 : 36.9 30.9 55.2 47.7 34.7 27.2 48.9 41.0
Old : 36.9 30.9 55.2 47.7 34.7 27.2 48.9 41.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
Commitments of Traders - Futures Only, April 11, 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 : 159,310: 58,717 17,087 2,012 46,263 110,321 106,992 129,420: 52,318 29,890
Old : 159,310: 58,717 17,087 2,012 46,263 110,321 106,992 129,420: 52,318 29,890
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 4, 2006 :
: -2,611: -9,142 1,620 1,357 2,584 -2,759 -5,201 218: 2,590 -2,829
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.9 10.7 1.3 29.0 69.2 67.2 81.2: 32.8 18.8
Old : 100.0: 36.9 10.7 1.3 29.0 69.2 67.2 81.2: 32.8 18.8
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 : 113: 51 23 10 23 28 80 55:
Old : 113: 51 23 10 23 28 80 55:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.5 39.3 31.0 56.6 19.0 37.8 30.2 53.9
Old : 19.5 39.3 31.0 56.6 19.0 37.8 30.2 53.9
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, April 11, 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 : 12,412: 3,587 1,251 0 7,192 9,545 10,779 10,796: 1,633 1,616
Old : 12,412: 3,587 1,251 0 7,192 9,545 10,779 10,796: 1,633 1,616
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 4, 2006 :
: -61: 585 -1,363 0 -296 1,681 289 318: -350 -379
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.9 10.1 0.0 57.9 76.9 86.8 87.0: 13.2 13.0
Old : 100.0: 28.9 10.1 0.0 57.9 76.9 86.8 87.0: 13.2 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 : 26: 5 4 0 10 10 15 14:
Old : 26: 5 4 0 10 10 15 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 : 46.4 72.7 70.5 82.6 46.3 70.0 70.4 80.0
Old : 46.4 72.7 70.5 82.6 46.3 70.0 70.4 80.0
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, April 11, 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 : 84,723: 30,647 873 1,904 50,102 75,920 82,653 78,697: 2,070 6,026
Old : 84,723: 30,647 873 1,904 50,102 75,920 82,653 78,697: 2,070 6,026
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 4, 2006 :
: 12,258: 985 0 -45 11,870 11,181 12,810 11,136: -552 1,122
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.2 1.0 2.2 59.1 89.6 97.6 92.9: 2.4 7.1
Old : 100.0: 36.2 1.0 2.2 59.1 89.6 97.6 92.9: 2.4 7.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 7 1 3 14 18 21 22:
Old : 33: 7 1 3 14 18 21 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 : 49.1 59.2 71.2 77.7 49.1 59.0 69.3 74.3
Old : 49.1 59.2 71.2 77.7 49.1 59.0 69.3 74.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
Commitments of Traders - Futures Only, April 11, 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 : 9,600,372: 991,963 1,535,260 1,380,073 6,238,036 5,248,019 8,610,072 8,163,352: 990,300 1,437,020
Old : 9,600,372: 991,963 1,535,260 1,380,073 6,238,036 5,248,019 8,610,072 8,163,352: 990,300 1,437,020
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 4, 2006 :
: 68,638: -12,018 103,623 2,834 90,959 -10,589 81,775 95,868: -13,137 -27,230
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.3 16.0 14.4 65.0 54.7 89.7 85.0: 10.3 15.0
Old : 100.0: 10.3 16.0 14.4 65.0 54.7 89.7 85.0: 10.3 15.0
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 : 299: 64 67 102 134 147 246 276:
Old : 299: 64 67 102 134 147 246 276:
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 : 35.1 14.3 47.1 21.4 33.2 11.1 40.8 17.9
Old : 35.1 14.3 47.1 21.4 33.2 11.1 40.8 17.9
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, April 11, 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 : 646,584: 67,269 59,267 1,124 447,073 492,945 515,466 553,336: 131,118 93,248
Old : 646,584: 67,269 59,267 1,124 447,073 492,945 515,466 553,336: 131,118 93,248
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 4, 2006 :
: 400: 1,270 -1,621 -785 -3,970 10,427 -3,485 8,021: 3,885 -7,621
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.4 9.2 0.2 69.1 76.2 79.7 85.6: 20.3 14.4
Old : 100.0: 10.4 9.2 0.2 69.1 76.2 79.7 85.6: 20.3 14.4
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 : 191: 33 45 11 80 56 123 102:
Old : 191: 33 45 11 80 56 123 102:
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 31.6 29.6 45.0 20.7 30.9 29.5 44.2
Old : 20.8 31.6 29.6 45.0 20.7 30.9 29.5 44.2
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, April 11, 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 : 1,179,131: 173,993 372,905 13,467 713,454 667,279 900,914 1,053,651: 278,217 125,480
Old : 1,179,131: 173,993 372,905 13,467 713,454 667,279 900,914 1,053,651: 278,217 125,480
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 4, 2006 :
: 27,452: -28,841 57,528 2,424 90,455 -38,185 64,038 21,767: -36,586 5,685
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.8 31.6 1.1 60.5 56.6 76.4 89.4: 23.6 10.6
Old : 100.0: 14.8 31.6 1.1 60.5 56.6 76.4 89.4: 23.6 10.6
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 : 210: 49 57 20 71 69 132 134:
Old : 210: 49 57 20 71 69 132 134:
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 29.4 33.1 44.1 19.4 26.9 29.9 38.4
Old : 20.8 29.4 33.1 44.1 19.4 26.9 29.9 38.4
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, April 11, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 400 INDEX X $500) :
: : :
All : 10,901: 1,948 705 0 5,575 8,766 7,523 9,471: 3,378 1,430
Old : 10,901: 1,948 705 0 5,575 8,766 7,523 9,471: 3,378 1,430
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 4, 2006 :
: -190: -6 0 0 30 -79 24 -79: -214 -111
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.9 6.5 0.0 51.1 80.4 69.0 86.9: 31.0 13.1
Old : 100.0: 17.9 6.5 0.0 51.1 80.4 69.0 86.9: 31.0 13.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 4 1 0 12 13 16 14:
Old : 26: 4 1 0 12 13 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 : 32.7 45.4 50.1 72.3 32.7 43.3 49.9 68.0
Old : 32.7 45.4 50.1 72.3 32.7 43.3 49.9 68.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
Commitments of Traders - Futures Only, April 11, 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 : 48,391: 9,947 11,860 0 31,289 33,035 41,236 44,895: 7,155 3,496
Old : 48,391: 9,947 11,860 0 31,289 33,035 41,236 44,895: 7,155 3,496
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 4, 2006 :
: 1,534: 1,219 205 0 1,577 741 2,796 946: -1,262 588
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.6 24.5 0.0 64.7 68.3 85.2 92.8: 14.8 7.2
Old : 100.0: 20.6 24.5 0.0 64.7 68.3 85.2 92.8: 14.8 7.2
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 : 54: 8 10 0 23 22 31 32:
Old : 54: 8 10 0 23 22 31 32:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.4 36.8 58.5 60.6 38.9 36.8 52.8 58.8
Old : 42.4 36.8 58.5 60.6 38.9 36.8 52.8 58.8
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, April 11, 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 : 59,672: 16,707 12,068 223 33,109 36,080 50,039 48,371: 9,633 11,301
Old : 59,672: 16,707 12,068 223 33,109 36,080 50,039 48,371: 9,633 11,301
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 4, 2006 :
: -60: -219 -116 61 73 630 -85 575: 25 -635
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.0 20.2 0.4 55.5 60.5 83.9 81.1: 16.1 18.9
Old : 100.0: 28.0 20.2 0.4 55.5 60.5 83.9 81.1: 16.1 18.9
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 : 80: 16 17 2 26 28 44 45:
Old : 80: 16 17 2 26 28 44 45:
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 : 39.1 30.7 51.2 46.4 39.1 30.4 50.9 44.4
Old : 39.1 30.7 51.2 46.4 39.1 30.4 50.9 44.4
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, April 11, 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 : 291,463: 97,794 114,773 5,848 135,832 157,549 239,474 278,170: 51,989 13,293
Old : 291,463: 97,794 114,773 5,848 135,832 157,549 239,474 278,170: 51,989 13,293
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 4, 2006 :
: 5,203: -8,327 1,299 1,782 13,309 10,278 6,764 13,359: -1,561 -8,156
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.6 39.4 2.0 46.6 54.1 82.2 95.4: 17.8 4.6
Old : 100.0: 33.6 39.4 2.0 46.6 54.1 82.2 95.4: 17.8 4.6
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 : 219: 74 74 16 39 45 122 126:
Old : 219: 74 74 16 39 45 122 126:
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 : 27.3 26.4 35.9 42.5 24.5 26.3 32.8 41.0
Old : 27.3 26.4 35.9 42.5 24.5 26.3 32.8 41.0
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, April 11, 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 : 54,618: 23,254 16,317 2 19,038 22,291 42,294 38,610: 12,324 16,008
Old : 54,618: 23,254 16,317 2 19,038 22,291 42,294 38,610: 12,324 16,008
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 4, 2006 :
: -10,506: 1,625 -11,162 0 -11,189 5,438 -9,564 -5,724: -942 -4,782
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.6 29.9 0.0 34.9 40.8 77.4 70.7: 22.6 29.3
Old : 100.0: 42.6 29.9 0.0 34.9 40.8 77.4 70.7: 22.6 29.3
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 : 54: 15 16 1 13 17 29 33:
Old : 54: 15 16 1 13 17 29 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 : 38.8 26.9 51.8 38.5 38.8 26.5 51.1 38.1
Old : 38.8 26.9 51.8 38.5 38.8 26.5 51.1 38.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE Code-239741
Commitments of Traders - Futures Only, April 11, 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 : 32,507: 5,266 5,073 21 23,820 20,857 29,107 25,951: 3,400 6,556
Old : 32,507: 5,266 5,073 21 23,820 20,857 29,107 25,951: 3,400 6,556
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 4, 2006 :
: 1,903: -44 178 0 2,244 2,104 2,200 2,282: -297 -379
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.2 15.6 0.1 73.3 64.2 89.5 79.8: 10.5 20.2
Old : 100.0: 16.2 15.6 0.1 73.3 64.2 89.5 79.8: 10.5 20.2
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 : 62: 5 9 1 28 26 34 35:
Old : 62: 5 9 1 28 26 34 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 : 37.7 32.1 54.6 45.6 37.7 29.6 54.6 43.1
Old : 37.7 32.1 54.6 45.6 37.7 29.6 54.6 43.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-239742
Commitments of Traders - Futures Only, April 11, 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 : 313,842: 72,406 65,331 672 220,544 235,107 293,622 301,110: 20,220 12,732
Old : 313,842: 72,406 65,331 672 220,544 235,107 293,622 301,110: 20,220 12,732
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 4, 2006 :
: 12,115: -6,221 -1,555 -564 20,632 13,238 13,847 11,119: -1,732 996
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.1 20.8 0.2 70.3 74.9 93.6 95.9: 6.4 4.1
Old : 100.0: 23.1 20.8 0.2 70.3 74.9 93.6 95.9: 6.4 4.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 161: 30 61 8 37 49 70 115:
Old : 161: 30 61 8 37 49 70 115:
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 : 53.2 34.8 69.3 51.1 50.1 31.4 64.3 47.5
Old : 53.2 34.8 69.3 51.1 50.1 31.4 64.3 47.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
Commitments of Traders - Futures Only, April 11, 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 : 53,697: 18,310 17,800 72 25,358 27,786 43,740 45,658: 9,957 8,039
Old : 53,697: 18,310 17,800 72 25,358 27,786 43,740 45,658: 9,957 8,039
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 4, 2006 :
: 2,106: -8 1,253 -2 338 -241 328 1,010: 1,778 1,096
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.1 33.1 0.1 47.2 51.7 81.5 85.0: 18.5 15.0
Old : 100.0: 34.1 33.1 0.1 47.2 51.7 81.5 85.0: 18.5 15.0
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 : 93: 31 26 3 18 21 52 47:
Old : 93: 31 26 3 18 21 52 47:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.7 38.0 44.2 48.3 33.7 35.5 44.0 45.7
Old : 33.7 38.0 44.2 48.3 33.7 35.5 44.0 45.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
Commitments of Traders - Futures Only, April 11, 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 : 34,691: 12,918 4,538 79 16,533 18,013 29,530 22,630: 5,161 12,061
Old : 34,691: 12,918 4,538 79 16,533 18,013 29,530 22,630: 5,161 12,061
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 4, 2006 :
: 170: -1,657 1,751 74 666 3,092 -917 4,917: 1,087 -4,747
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.2 13.1 0.2 47.7 51.9 85.1 65.2: 14.9 34.8
Old : 100.0: 37.2 13.1 0.2 47.7 51.9 85.1 65.2: 14.9 34.8
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 : 53: 15 11 2 13 16 29 28:
Old : 53: 15 11 2 13 16 29 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 : 37.3 36.6 57.7 45.2 32.3 27.7 50.3 35.4
Old : 37.3 36.6 57.7 45.2 32.3 27.7 50.3 35.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GOLDMAN-SACHS COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
Commitments of Traders - Futures Only, April 11, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (GSCI X $250) :
: : :
All : 23,508: 5,560 1,048 58 15,142 21,909 20,760 23,015: 2,748 493
Old : 23,508: 5,560 1,048 58 15,142 21,909 20,760 23,015: 2,748 493
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 4, 2006 :
: 128: -1,646 -74 -39 -43 169 -1,728 56: 1,856 72
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.7 4.5 0.2 64.4 93.2 88.3 97.9: 11.7 2.1
Old : 100.0: 23.7 4.5 0.2 64.4 93.2 88.3 97.9: 11.7 2.1
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 : 20: 8 3 1 5 4 13 8:
Old : 20: 8 3 1 5 4 13 8:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 71.9 95.0 83.8 97.9 71.7 95.0 83.5 97.7
Old : 71.9 95.0 83.8 97.9 71.7 95.0 83.5 97.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE Code-597741
Commitments of Traders - Futures Only, April 11, 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 : 42,553: 4,865 2,905 2,442 17,348 25,590 24,655 30,937: 17,898 11,616
Old : 42,553: 4,865 2,905 2,442 17,348 25,590 24,655 30,937: 17,898 11,616
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 4, 2006 :
: 3,416: 144 -462 491 246 2,491 881 2,520: 2,535 896
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.4 6.8 5.7 40.8 60.1 57.9 72.7: 42.1 27.3
Old : 100.0: 11.4 6.8 5.7 40.8 60.1 57.9 72.7: 42.1 27.3
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 : 54: 9 8 6 22 31 33 44:
Old : 54: 9 8 6 22 31 33 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 : 31.4 28.9 41.5 41.7 15.4 24.2 21.1 33.0
Old : 31.4 28.9 41.5 41.7 15.4 24.2 21.1 33.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated April 14, 2006