BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders - Futures Only, May 16, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 20,000 POUNDS) :
: : :
All : 4,430: 0 26 83 3,882 4,006 3,965 4,115: 465 315
Old : 4,430: 0 26 83 3,882 4,006 3,965 4,115: 465 315
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 9, 2006 :
: 179: 0 13 3 115 239 118 255: 61 -76
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.6 1.9 87.6 90.4 89.5 92.9: 10.5 7.1
Old : 100.0: 0.0 0.6 1.9 87.6 90.4 89.5 92.9: 10.5 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 : 21: 0 1 1 12 14 13 15:
Old : 21: 0 1 1 12 14 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 : 69.1 62.9 86.0 81.6 68.2 62.2 82.5 79.0
Old : 69.1 62.9 86.0 81.6 68.2 62.2 82.5 79.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MILK - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders - Futures Only, May 16, 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 : 31,313: 1,706 3,747 1,080 24,957 15,509 27,743 20,336: 3,570 10,977
Old : 31,313: 1,706 3,747 1,080 24,957 15,509 27,743 20,336: 3,570 10,977
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 9, 2006 :
: 876: 383 441 -161 496 417 718 697: 158 179
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.4 12.0 3.4 79.7 49.5 88.6 64.9: 11.4 35.1
Old : 100.0: 5.4 12.0 3.4 79.7 49.5 88.6 64.9: 11.4 35.1
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 : 51: 4 16 7 23 18 31 37:
Old : 51: 4 16 7 23 18 31 37:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.5 30.9 72.4 41.1 50.5 29.4 70.9 39.0
Old : 50.5 30.9 72.4 41.1 50.5 29.4 70.9 39.0
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, May 16, 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 : 158,050: 23,847 30,959 42,718 73,225 48,317 139,790 121,994: 18,260 36,056
Old : 147,989: 21,473 33,832 38,941 71,518 43,625 131,932 116,398: 16,057 31,591
Other: 10,061: 5,576 329 575 1,707 4,692 7,858 5,596: 2,203 4,465
: : :
: : Changes in Commitments from: May 9, 2006 :
: 5,696: 1,641 778 3,832 -596 895 4,877 5,505: 819 191
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.1 19.6 27.0 46.3 30.6 88.4 77.2: 11.6 22.8
Old : 100.0: 14.5 22.9 26.3 48.3 29.5 89.1 78.7: 10.9 21.3
Other: 100.0: 55.4 3.3 5.7 17.0 46.6 78.1 55.6: 21.9 44.4
: : :
:# Traders : Number of Traders in Each Category :
All : 203: 52 72 77 34 41 144 157:
Old : 202: 50 78 76 28 41 136 157:
Other: 57: 19 9 6 12 23 34 36:
:----------------------------------------------------------------------------------------------------
: 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 : 31.5 16.7 44.2 25.8 31.5 14.9 41.4 21.3
Old : 33.6 17.0 45.7 26.6 33.6 15.3 44.1 22.2
Other: 40.8 26.1 56.8 36.0 39.6 26.1 51.8 33.6
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE Code-056641
Commitments of Traders - Futures Only, May 16, 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 : 2,209: 412 631 121 790 359 1,323 1,111: 886 1,098
Old : 2,189: 422 631 111 777 359 1,310 1,101: 879 1,088
Other: 20: 0 10 0 13 0 13 10: 7 10
: : :
: : Changes in Commitments from: May 9, 2006 :
: 203: -75 -35 47 45 77 17 89: 186 114
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.7 28.6 5.5 35.8 16.3 59.9 50.3: 40.1 49.7
Old : 100.0: 19.3 28.8 5.1 35.5 16.4 59.8 50.3: 40.2 49.7
Other: 100.0: 0.0 50.0 0.0 65.0 0.0 65.0 50.0: 35.0 50.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 8 5 3 9 6 18 14:
Old : 26: 8 5 3 9 6 18 14:
Other: 2: 0 1 0 1 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 : 32.4 29.2 45.7 41.0 32.4 29.0 44.8 38.6
Old : 32.7 29.5 45.5 40.9 32.7 29.2 44.6 38.9
Other: 65.0 50.0 65.0 50.0 65.0 50.0 65.0 50.0
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders - Futures Only, May 16, 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 : 271,148: 52,161 45,884 56,049 128,618 108,853 236,828 210,786: 34,320 60,362
Old : 271,148: 52,161 45,884 56,049 128,618 108,853 236,828 210,786: 34,320 60,362
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 9, 2006 :
: 15,037: -1,602 -4,816 7,423 6,533 8,667 12,354 11,274: 2,683 3,763
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.2 16.9 20.7 47.4 40.1 87.3 77.7: 12.7 22.3
Old : 100.0: 19.2 16.9 20.7 47.4 40.1 87.3 77.7: 12.7 22.3
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 : 334: 68 78 92 97 146 225 284:
Old : 334: 68 78 92 97 146 225 284:
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 : 19.9 11.9 32.6 19.8 18.9 9.0 27.9 14.0
Old : 19.9 11.9 32.6 19.8 18.9 9.0 27.9 14.0
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, May 16, 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 : 4,528: 2,367 959 247 571 1,576 3,185 2,782: 1,343 1,746
Old : 4,528: 2,367 959 247 571 1,576 3,185 2,782: 1,343 1,746
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 9, 2006 :
: 196: 71 171 33 0 -273 104 -69: 92 265
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.3 21.2 5.5 12.6 34.8 70.3 61.4: 29.7 38.6
Old : 100.0: 52.3 21.2 5.5 12.6 34.8 70.3 61.4: 29.7 38.6
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 : 53: 13 14 5 10 21 27 37:
Old : 53: 13 14 5 10 21 27 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 : 39.6 14.2 55.8 25.4 39.6 14.0 53.6 24.3
Old : 39.6 14.2 55.8 25.4 39.6 14.0 53.6 24.3
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, May 16, 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 : 28,749: 10,721 7,242 1,798 10,414 5,691 22,933 14,731: 5,816 14,018
Old : 28,749: 10,721 7,242 1,798 10,414 5,691 22,933 14,731: 5,816 14,018
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 9, 2006 :
: 1,178: 902 -59 229 -289 258 842 428: 336 750
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.3 25.2 6.3 36.2 19.8 79.8 51.2: 20.2 48.8
Old : 100.0: 37.3 25.2 6.3 36.2 19.8 79.8 51.2: 20.2 48.8
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 : 148: 35 36 24 43 51 91 100:
Old : 148: 35 36 24 43 51 91 100:
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 : 20.5 11.3 30.6 16.9 20.1 10.4 29.2 14.8
Old : 20.5 11.3 30.6 16.9 20.1 10.4 29.2 14.8
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, May 16, 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 : 117,839: 46,060 26,532 1,304 32,921 72,276 80,285 100,112: 37,554 17,727
Old : 117,839: 46,060 26,532 1,304 32,921 72,276 80,285 100,112: 37,554 17,727
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 9, 2006 :
: -3,207: -6,051 3,294 16 3,579 -5,242 -2,456 -1,932: -751 -1,275
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.1 22.5 1.1 27.9 61.3 68.1 85.0: 31.9 15.0
Old : 100.0: 39.1 22.5 1.1 27.9 61.3 68.1 85.0: 31.9 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 : 94: 43 16 5 21 21 65 41:
Old : 94: 43 16 5 21 21 65 41:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.5 35.6 28.5 52.3 17.3 35.2 28.2 51.8
Old : 17.5 35.6 28.5 52.3 17.3 35.2 28.2 51.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
Commitments of Traders - Futures Only, May 16, 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 : 100,736: 23,935 25,516 161 54,887 62,764 78,983 88,441: 21,753 12,295
Old : 100,736: 23,935 25,516 161 54,887 62,764 78,983 88,441: 21,753 12,295
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 9, 2006 :
: 5,880: 5,629 -3,803 -98 -1,304 14,058 4,227 10,157: 1,653 -4,277
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.8 25.3 0.2 54.5 62.3 78.4 87.8: 21.6 12.2
Old : 100.0: 23.8 25.3 0.2 54.5 62.3 78.4 87.8: 21.6 12.2
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 : 49: 15 13 1 12 14 27 28:
Old : 49: 15 13 1 12 14 27 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 : 44.0 59.1 60.1 69.7 43.8 59.1 58.7 69.5
Old : 44.0 59.1 60.1 69.7 43.8 59.1 58.7 69.5
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, May 16, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 500,000 MEXICAN PESOS) :
: : :
All : 88,324: 15,488 26,560 701 68,503 57,282 84,692 84,543: 3,632 3,781
Old : 88,324: 15,488 26,560 701 68,503 57,282 84,692 84,543: 3,632 3,781
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 9, 2006 :
: 1,363: -4,231 3,536 -7 5,554 -2,072 1,316 1,457: 47 -94
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.5 30.1 0.8 77.6 64.9 95.9 95.7: 4.1 4.3
Old : 100.0: 17.5 30.1 0.8 77.6 64.9 95.9 95.7: 4.1 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 : 74: 20 23 3 22 15 44 41:
Old : 74: 20 23 3 22 15 44 41:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.7 53.4 71.4 74.4 45.0 44.5 57.7 59.4
Old : 52.7 53.4 71.4 74.4 45.0 44.5 57.7 59.4
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, May 16, 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 : 110,006: 39,358 15,086 430 39,736 78,830 79,524 94,346: 30,482 15,660
Old : 110,006: 39,358 15,086 430 39,736 78,830 79,524 94,346: 30,482 15,660
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 9, 2006 :
: 5,998: -1,713 -218 332 6,902 7,807 5,521 7,921: 477 -1,923
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.8 13.7 0.4 36.1 71.7 72.3 85.8: 27.7 14.2
Old : 100.0: 35.8 13.7 0.4 36.1 71.7 72.3 85.8: 27.7 14.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 74: 30 13 4 17 24 48 40:
Old : 74: 30 13 4 17 24 48 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 : 24.8 40.9 38.7 56.6 24.8 38.4 38.5 54.1
Old : 24.8 40.9 38.7 56.6 24.8 38.4 38.5 54.1
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, May 16, 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 : 212,386: 47,053 27,932 1,100 116,805 158,078 164,958 187,110: 47,428 25,276
Old : 212,386: 47,053 27,932 1,100 116,805 158,078 164,958 187,110: 47,428 25,276
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 9, 2006 :
: 1,841: 284 7 227 3,782 881 4,293 1,115: -2,452 726
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.2 13.2 0.5 55.0 74.4 77.7 88.1: 22.3 11.9
Old : 100.0: 22.2 13.2 0.5 55.0 74.4 77.7 88.1: 22.3 11.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 98: 34 23 6 25 26 61 53:
Old : 98: 34 23 6 25 26 61 53:
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 : 32.1 46.5 49.4 62.2 28.6 42.2 43.3 54.0
Old : 32.1 46.5 49.4 62.2 28.6 42.2 43.3 54.0
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, May 16, 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 : 195,254: 87,436 14,060 1,831 45,579 143,424 134,846 159,315: 60,408 35,939
Old : 195,254: 87,436 14,060 1,831 45,579 143,424 134,846 159,315: 60,408 35,939
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 9, 2006 :
: -3,247: -539 -1,004 51 2,488 920 2,000 -33: -5,247 -3,214
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.8 7.2 0.9 23.3 73.5 69.1 81.6: 30.9 18.4
Old : 100.0: 44.8 7.2 0.9 23.3 73.5 69.1 81.6: 30.9 18.4
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 : 127: 66 19 16 25 28 96 58:
Old : 127: 66 19 16 25 28 96 58:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.6 44.0 26.2 61.6 15.7 43.9 24.6 60.2
Old : 16.6 44.0 26.2 61.6 15.7 43.9 24.6 60.2
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, May 16, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF NZ$ 100,000) :
: : :
All : 14,193: 7,867 501 0 5,136 11,955 13,003 12,456: 1,190 1,737
Old : 14,193: 7,867 501 0 5,136 11,955 13,003 12,456: 1,190 1,737
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 9, 2006 :
: 457: 583 103 0 -142 555 441 658: 16 -201
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.4 3.5 0.0 36.2 84.2 91.6 87.8: 8.4 12.2
Old : 100.0: 55.4 3.5 0.0 36.2 84.2 91.6 87.8: 8.4 12.2
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 : 26: 3 3 0 10 14 13 17:
Old : 26: 3 3 0 10 14 13 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 : 71.0 73.0 86.4 80.7 70.4 72.6 85.8 80.4
Old : 71.0 73.0 86.4 80.7 70.4 72.6 85.8 80.4
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, May 16, 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 :10,200,823: 880,806 1,566,723 1,806,981 6,491,020 5,621,020 9,178,807 8,994,724: 1,022,016 1,206,099
Old :10,200,823: 880,806 1,566,723 1,806,981 6,491,020 5,621,020 9,178,807 8,994,724: 1,022,016 1,206,099
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 9, 2006 :
: 148,416: -53,542 -80,540 125,376 128,991 329,027 200,825 373,863: -52,409 -225,447
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.6 15.4 17.7 63.6 55.1 90.0 88.2: 10.0 11.8
Old : 100.0: 8.6 15.4 17.7 63.6 55.1 90.0 88.2: 10.0 11.8
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 : 299: 61 67 104 133 147 249 275:
Old : 299: 61 67 104 133 147 249 275:
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 : 34.4 11.2 43.9 19.7 31.9 8.8 38.1 15.9
Old : 34.4 11.2 43.9 19.7 31.9 8.8 38.1 15.9
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, May 16, 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 : 666,313: 81,294 59,827 1,811 438,433 507,847 521,538 569,485: 144,775 96,828
Old : 666,313: 81,294 59,827 1,811 438,433 507,847 521,538 569,485: 144,775 96,828
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 9, 2006 :
: 5,553: 11,238 2,895 -1,244 -13,810 4,871 -3,816 6,522: 9,369 -969
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.2 9.0 0.3 65.8 76.2 78.3 85.5: 21.7 14.5
Old : 100.0: 12.2 9.0 0.3 65.8 76.2 78.3 85.5: 21.7 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 : 202: 40 43 15 90 58 142 104:
Old : 202: 40 43 15 90 58 142 104:
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 32.5 27.7 45.5 19.5 31.2 27.6 44.2
Old : 19.5 32.5 27.7 45.5 19.5 31.2 27.6 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, May 16, 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 : 1,369,005: 207,357 423,150 35,162 853,835 789,452 1,096,354 1,247,764: 272,651 121,241
Old : 1,369,005: 207,357 423,150 35,162 853,835 789,452 1,096,354 1,247,764: 272,651 121,241
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 9, 2006 :
: 7,741: -40,506 -9,171 12,779 47,091 403 19,364 4,011: -11,623 3,730
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.1 30.9 2.6 62.4 57.7 80.1 91.1: 19.9 8.9
Old : 100.0: 15.1 30.9 2.6 62.4 57.7 80.1 91.1: 19.9 8.9
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 : 234: 54 68 25 75 73 145 150:
Old : 234: 54 68 25 75 73 145 150:
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 : 21.9 29.5 33.7 42.5 20.6 23.5 30.2 34.6
Old : 21.9 29.5 33.7 42.5 20.6 23.5 30.2 34.6
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, May 16, 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 : 10,917: 2,082 705 0 5,091 8,627 7,173 9,332: 3,744 1,585
Old : 10,917: 2,082 705 0 5,091 8,627 7,173 9,332: 3,744 1,585
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 9, 2006 :
: 79: 244 0 0 29 1 273 1: -194 78
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.1 6.5 0.0 46.6 79.0 65.7 85.5: 34.3 14.5
Old : 100.0: 19.1 6.5 0.0 46.6 79.0 65.7 85.5: 34.3 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 : 25: 4 1 0 13 13 17 14:
Old : 25: 4 1 0 13 13 17 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 : 33.0 45.4 49.7 72.3 33.0 43.2 49.5 67.7
Old : 33.0 45.4 49.7 72.3 33.0 43.2 49.5 67.7
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, May 16, 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 : 56,225: 11,298 12,944 2 35,863 39,812 47,163 52,758: 9,062 3,467
Old : 56,225: 11,298 12,944 2 35,863 39,812 47,163 52,758: 9,062 3,467
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 9, 2006 :
: 286: 356 642 2 -722 -551 -364 93: 650 193
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.1 23.0 0.0 63.8 70.8 83.9 93.8: 16.1 6.2
Old : 100.0: 20.1 23.0 0.0 63.8 70.8 83.9 93.8: 16.1 6.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 55: 9 8 1 23 23 32 32:
Old : 55: 9 8 1 23 23 32 32:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.1 41.8 59.5 65.5 36.5 41.8 53.9 63.1
Old : 40.1 41.8 59.5 65.5 36.5 41.8 53.9 63.1
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, May 16, 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 : 63,214: 13,987 11,768 3 38,003 43,628 51,993 55,399: 11,221 7,815
Old : 63,214: 13,987 11,768 3 38,003 43,628 51,993 55,399: 11,221 7,815
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 9, 2006 :
: -521: -1,261 2,248 -162 964 3,126 -459 5,212: -62 -5,733
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.1 18.6 0.0 60.1 69.0 82.2 87.6: 17.8 12.4
Old : 100.0: 22.1 18.6 0.0 60.1 69.0 82.2 87.6: 17.8 12.4
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 : 85: 17 18 1 30 30 48 48:
Old : 85: 17 18 1 30 30 48 48:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.9 36.0 53.6 50.4 42.9 36.0 52.8 48.2
Old : 42.9 36.0 53.6 50.4 42.9 36.0 52.8 48.2
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, May 16, 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 : 373,119: 79,422 169,271 2,608 260,631 175,484 342,661 347,363: 30,458 25,756
Old : 373,119: 79,422 169,271 2,608 260,631 175,484 342,661 347,363: 30,458 25,756
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 9, 2006 :
: 14,319: -17,478 36,877 -1,277 49,718 -34,156 30,963 1,444: -16,644 12,875
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.3 45.4 0.7 69.9 47.0 91.8 93.1: 8.2 6.9
Old : 100.0: 21.3 45.4 0.7 69.9 47.0 91.8 93.1: 8.2 6.9
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 : 233: 70 86 13 56 36 134 127:
Old : 233: 70 86 13 56 36 134 127:
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 : 37.9 30.9 47.1 45.2 35.3 30.1 44.4 42.4
Old : 37.9 30.9 47.1 45.2 35.3 30.1 44.4 42.4
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, May 16, 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 : 78,831: 36,522 5,937 0 17,242 66,322 53,764 72,259: 25,067 6,572
Old : 78,831: 36,522 5,937 0 17,242 66,322 53,764 72,259: 25,067 6,572
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 9, 2006 :
: 4,171: 1,837 106 0 1,632 5,721 3,469 5,827: 702 -1,656
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.3 7.5 0.0 21.9 84.1 68.2 91.7: 31.8 8.3
Old : 100.0: 46.3 7.5 0.0 21.9 84.1 68.2 91.7: 31.8 8.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 57: 23 6 0 14 19 37 25:
Old : 57: 23 6 0 14 19 37 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.3 48.0 30.0 69.8 17.3 48.0 30.0 66.9
Old : 17.3 48.0 30.0 69.8 17.3 48.0 30.0 66.9
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, May 16, 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 : 40,077: 6,090 5,552 40 29,979 29,259 36,109 34,851: 3,968 5,226
Old : 40,077: 6,090 5,552 40 29,979 29,259 36,109 34,851: 3,968 5,226
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 9, 2006 :
: -225: 42 229 0 46 903 88 1,132: -313 -1,357
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.2 13.9 0.1 74.8 73.0 90.1 87.0: 9.9 13.0
Old : 100.0: 15.2 13.9 0.1 74.8 73.0 90.1 87.0: 9.9 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 : 65: 7 11 2 27 27 35 39:
Old : 65: 7 11 2 27 27 35 39:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.3 41.4 61.8 53.7 47.3 39.4 61.5 51.6
Old : 47.3 41.4 61.8 53.7 47.3 39.4 61.5 51.6
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, May 16, 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 : 410,542: 72,459 108,479 1,913 309,384 275,301 383,756 385,693: 26,786 24,849
Old : 410,542: 72,459 108,479 1,913 309,384 275,301 383,756 385,693: 26,786 24,849
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 9, 2006 :
: 49,862: -3,336 5,700 -351 52,615 35,869 48,928 41,218: 934 8,644
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.6 26.4 0.5 75.4 67.1 93.5 93.9: 6.5 6.1
Old : 100.0: 17.6 26.4 0.5 75.4 67.1 93.5 93.9: 6.5 6.1
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 : 172: 27 67 9 40 55 72 126:
Old : 172: 27 67 9 40 55 72 126:
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 : 57.3 30.3 73.3 45.0 54.8 27.4 69.6 42.0
Old : 57.3 30.3 73.3 45.0 54.8 27.4 69.6 42.0
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, May 16, 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 : 55,625: 17,753 18,802 243 25,542 27,711 43,538 46,756: 12,087 8,869
Old : 55,625: 17,753 18,802 243 25,542 27,711 43,538 46,756: 12,087 8,869
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 9, 2006 :
: -260: 325 708 143 -971 -1,633 -503 -782: 243 522
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.9 33.8 0.4 45.9 49.8 78.3 84.1: 21.7 15.9
Old : 100.0: 31.9 33.8 0.4 45.9 49.8 78.3 84.1: 21.7 15.9
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 : 82: 26 24 4 18 17 47 42:
Old : 82: 26 24 4 18 17 47 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 : 27.9 42.9 41.9 53.5 27.9 40.5 41.9 51.1
Old : 27.9 42.9 41.9 53.5 27.9 40.5 41.9 51.1
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, May 16, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NIKKEI INDEX X 500 YEN) :
: : :
All : 35,674: 7,694 5,367 707 22,346 18,452 30,747 24,526: 4,927 11,148
Old : 35,674: 7,694 5,367 707 22,346 18,452 30,747 24,526: 4,927 11,148
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 9, 2006 :
: -784: -2,914 -181 666 2,193 192 -55 677: -729 -1,461
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.6 15.0 2.0 62.6 51.7 86.2 68.8: 13.8 31.2
Old : 100.0: 21.6 15.0 2.0 62.6 51.7 86.2 68.8: 13.8 31.2
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 : 53: 11 10 4 18 16 30 29:
Old : 53: 11 10 4 18 16 30 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 : 41.0 39.7 57.8 49.3 28.9 29.1 43.6 36.4
Old : 41.0 39.7 57.8 49.3 28.9 29.1 43.6 36.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE Code-597741
Commitments of Traders - Futures Only, May 16, 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 : 49,850: 7,376 2,734 3,133 20,086 28,475 30,595 34,342: 19,255 15,508
Old : 49,850: 7,376 2,734 3,133 20,086 28,475 30,595 34,342: 19,255 15,508
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 9, 2006 :
: 2,584: 1,263 -1,516 -210 1,614 4,567 2,667 2,841: -83 -257
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.8 5.5 6.3 40.3 57.1 61.4 68.9: 38.6 31.1
Old : 100.0: 14.8 5.5 6.3 40.3 57.1 61.4 68.9: 38.6 31.1
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 : 59: 10 9 7 28 32 42 46:
Old : 59: 10 9 7 28 32 42 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 : 23.1 22.8 33.7 37.3 14.1 19.4 21.1 28.4
Old : 23.1 22.8 33.7 37.3 14.1 19.4 21.1 28.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated May 19, 2006