BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders - Futures Only, May 30, 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 : 4,452: 0 13 64 4,065 4,129 4,129 4,206: 323 246
Old : 4,452: 0 13 64 4,065 4,129 4,129 4,206: 323 246
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 23, 2006 :
: 179: 0 -12 -13 189 189 176 164: 3 15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.3 1.4 91.3 92.7 92.7 94.5: 7.3 5.5
Old : 100.0: 0.0 0.3 1.4 91.3 92.7 92.7 94.5: 7.3 5.5
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 : 21: 0 1 1 13 13 14 14:
Old : 21: 0 1 1 13 13 14 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 : 69.7 66.1 87.7 83.9 68.2 65.0 85.0 81.4
Old : 69.7 66.1 87.7 83.9 68.2 65.0 85.0 81.4
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 30, 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 : 32,040: 1,227 1,914 1,495 25,789 16,234 28,511 19,643: 3,529 12,397
Old : 32,040: 1,227 1,914 1,495 25,789 16,234 28,511 19,643: 3,529 12,397
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 23, 2006 :
: 429: -254 -1,285 167 411 537 324 -581: 105 1,010
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.8 6.0 4.7 80.5 50.7 89.0 61.3: 11.0 38.7
Old : 100.0: 3.8 6.0 4.7 80.5 50.7 89.0 61.3: 11.0 38.7
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 : 45: 4 10 7 24 18 32 31:
Old : 45: 4 10 7 24 18 32 31:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.4 34.1 70.7 44.8 50.4 32.6 70.1 42.1
Old : 50.4 34.1 70.7 44.8 50.4 32.6 70.1 42.1
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 30, 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 : 160,830: 22,145 30,658 47,056 74,093 48,261 143,294 125,975: 17,536 34,855
Old : 146,603: 18,610 35,452 41,278 71,654 40,951 131,542 117,681: 15,061 28,922
Other: 14,227: 8,765 436 548 2,439 7,310 11,752 8,294: 2,475 5,933
: : :
: : Changes in Commitments from: May 23, 2006 :
: 1,684: -1,581 352 2,306 289 -464 1,014 2,194: 670 -510
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.8 19.1 29.3 46.1 30.0 89.1 78.3: 10.9 21.7
Old : 100.0: 12.7 24.2 28.2 48.9 27.9 89.7 80.3: 10.3 19.7
Other: 100.0: 61.6 3.1 3.9 17.1 51.4 82.6 58.3: 17.4 41.7
: : :
:# Traders : Number of Traders in Each Category :
All : 200: 48 79 80 33 40 140 160:
Old : 198: 47 82 78 29 40 132 160:
Other: 66: 24 8 9 12 28 41 41:
:----------------------------------------------------------------------------------------------------
: 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 : 31.3 16.9 44.3 25.7 31.3 14.7 41.1 20.8
Old : 34.3 17.5 46.2 27.1 34.3 15.4 44.7 22.1
Other: 44.6 26.9 59.9 37.3 43.8 22.1 54.8 32.2
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE Code-056641
Commitments of Traders - Futures Only, May 30, 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 : 2,091: 378 748 242 697 370 1,317 1,360: 774 731
Old : 2,065: 391 748 229 697 370 1,317 1,347: 748 718
Other: 26: 0 13 0 0 0 0 13: 26 13
: : :
: : Changes in Commitments from: May 23, 2006 :
: 255: 54 232 73 19 27 146 332: 109 -77
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.1 35.8 11.6 33.3 17.7 63.0 65.0: 37.0 35.0
Old : 100.0: 18.9 36.2 11.1 33.8 17.9 63.8 65.2: 36.2 34.8
Other: 100.0: 0.0 50.0 0.0 0.0 0.0 0.0 50.0: 100.0 50.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 7 7 3 5 5 13 15:
Old : 24: 7 7 3 5 5 13 15:
Other: 1: 0 1 0 0 0 0 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 : 38.5 34.1 56.4 49.0 38.5 33.2 48.4 46.1
Old : 38.9 34.3 57.1 49.0 38.9 33.6 49.2 46.7
Other: 0.0 50.0 0.0 50.0 0.0 50.0 0.0 50.0
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders - Futures Only, May 30, 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 : 259,745: 51,994 42,747 53,290 127,849 107,129 233,133 203,166: 26,612 56,579
Old : 259,745: 51,994 42,747 53,290 127,849 107,129 233,133 203,166: 26,612 56,579
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 23, 2006 :
: -9,067: -143 -3,117 -3,352 -3,595 -1,705 -7,090 -8,174: -1,977 -893
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.0 16.5 20.5 49.2 41.2 89.8 78.2: 10.2 21.8
Old : 100.0: 20.0 16.5 20.5 49.2 41.2 89.8 78.2: 10.2 21.8
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: 65 73 79 81 143 199 265:
Old : 317: 65 73 79 81 143 199 265:
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 : 22.1 12.6 35.8 20.8 20.0 9.5 29.7 14.6
Old : 22.1 12.6 35.8 20.8 20.0 9.5 29.7 14.6
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 30, 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 : 4,979: 2,231 1,323 697 722 1,085 3,650 3,105: 1,329 1,874
Old : 4,979: 2,231 1,323 697 722 1,085 3,650 3,105: 1,329 1,874
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 23, 2006 :
: 739: -47 191 344 67 -244 364 291: 375 448
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.8 26.6 14.0 14.5 21.8 73.3 62.4: 26.7 37.6
Old : 100.0: 44.8 26.6 14.0 14.5 21.8 73.3 62.4: 26.7 37.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 59: 17 17 10 10 18 32 42:
Old : 59: 17 17 10 10 18 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 : 35.5 16.4 53.0 27.6 35.5 14.4 49.1 22.3
Old : 35.5 16.4 53.0 27.6 35.5 14.4 49.1 22.3
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 30, 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 : 24,707: 9,713 6,483 1,155 8,748 4,581 19,616 12,219: 5,091 12,488
Old : 24,707: 9,713 6,483 1,155 8,748 4,581 19,616 12,219: 5,091 12,488
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 23, 2006 :
: -2,379: -737 -1,163 -263 -1,127 -691 -2,127 -2,117: -252 -262
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.3 26.2 4.7 35.4 18.5 79.4 49.5: 20.6 50.5
Old : 100.0: 39.3 26.2 4.7 35.4 18.5 79.4 49.5: 20.6 50.5
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 : 134: 34 36 18 35 43 84 83:
Old : 134: 34 36 18 35 43 84 83:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.3 10.5 30.7 17.1 18.7 10.5 29.3 16.8
Old : 19.3 10.5 30.7 17.1 18.7 10.5 29.3 16.8
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 30, 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 : 109,252: 45,937 14,230 2,912 25,988 74,774 74,837 91,916: 34,415 17,336
Old : 109,252: 45,937 14,230 2,912 25,988 74,774 74,837 91,916: 34,415 17,336
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 23, 2006 :
: -2,724: 8,957 -7,048 729 -10,769 2,964 -1,083 -3,355: -1,641 631
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.0 13.0 2.7 23.8 68.4 68.5 84.1: 31.5 15.9
Old : 100.0: 42.0 13.0 2.7 23.8 68.4 68.5 84.1: 31.5 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 : 89: 39 14 8 20 23 64 42:
Old : 89: 39 14 8 20 23 64 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 : 17.6 36.4 28.8 53.2 17.4 36.2 28.0 53.0
Old : 17.6 36.4 28.8 53.2 17.4 36.2 28.0 53.0
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 30, 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 : 100,852: 30,264 19,733 80 50,973 70,528 81,317 90,341: 19,535 10,511
Old : 100,852: 30,264 19,733 80 50,973 70,528 81,317 90,341: 19,535 10,511
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 23, 2006 :
: -882: 126 -2,023 0 -309 2,116 -183 93: -699 -975
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.0 19.6 0.1 50.5 69.9 80.6 89.6: 19.4 10.4
Old : 100.0: 30.0 19.6 0.1 50.5 69.9 80.6 89.6: 19.4 10.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 46: 21 9 1 8 13 29 23:
Old : 46: 21 9 1 8 13 29 23:
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 : 44.3 66.6 59.7 76.9 44.0 66.6 58.3 76.7
Old : 44.3 66.6 59.7 76.9 44.0 66.6 58.3 76.7
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 30, 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 : 90,621: 8,027 36,887 320 79,365 48,217 87,712 85,424: 2,909 5,197
Old : 90,621: 8,027 36,887 320 79,365 48,217 87,712 85,424: 2,909 5,197
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 23, 2006 :
: -320: -3,957 6,382 -205 4,238 -7,759 76 -1,582: -396 1,262
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.9 40.7 0.4 87.6 53.2 96.8 94.3: 3.2 5.7
Old : 100.0: 8.9 40.7 0.4 87.6 53.2 96.8 94.3: 3.2 5.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 75: 15 35 2 20 12 35 49:
Old : 75: 15 35 2 20 12 35 49:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.5 53.2 77.0 72.7 53.1 43.1 63.8 56.6
Old : 59.5 53.2 77.0 72.7 53.1 43.1 63.8 56.6
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 30, 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 : 112,099: 51,965 12,268 50 30,254 83,711 82,269 96,029: 29,830 16,070
Old : 112,099: 51,965 12,268 50 30,254 83,711 82,269 96,029: 29,830 16,070
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 23, 2006 :
: -2,673: 9,037 -102 -66 -10,530 -3,452 -1,559 -3,620: -1,114 947
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.4 10.9 0.0 27.0 74.7 73.4 85.7: 26.6 14.3
Old : 100.0: 46.4 10.9 0.0 27.0 74.7 73.4 85.7: 26.6 14.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 70: 32 10 1 17 23 49 34:
Old : 70: 32 10 1 17 23 49 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 : 27.2 45.0 41.8 61.8 27.2 43.4 41.6 60.1
Old : 27.2 45.0 41.8 61.8 27.2 43.4 41.6 60.1
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 30, 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 : 208,512: 56,019 30,278 644 108,021 153,269 164,684 184,191: 43,828 24,321
Old : 208,512: 56,019 30,278 644 108,021 153,269 164,684 184,191: 43,828 24,321
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 23, 2006 :
: -3,437: 6,350 -1,062 -66 -8,113 -1,129 -1,829 -2,257: -1,608 -1,180
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.9 14.5 0.3 51.8 73.5 79.0 88.3: 21.0 11.7
Old : 100.0: 26.9 14.5 0.3 51.8 73.5 79.0 88.3: 21.0 11.7
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 : 90: 35 17 6 22 24 60 44:
Old : 90: 35 17 6 22 24 60 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 : 32.8 43.4 49.0 62.2 29.0 39.4 41.1 55.2
Old : 32.8 43.4 49.0 62.2 29.0 39.4 41.1 55.2
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 30, 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 : 195,502: 96,864 16,980 1,246 39,005 138,891 137,115 157,117: 58,387 38,385
Old : 195,502: 96,864 16,980 1,246 39,005 138,891 137,115 157,117: 58,387 38,385
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 23, 2006 :
: -2,304: 9,503 1,695 -1,071 -11,074 -7,173 -2,642 -6,549: 338 4,245
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.5 8.7 0.6 20.0 71.0 70.1 80.4: 29.9 19.6
Old : 100.0: 49.5 8.7 0.6 20.0 71.0 70.1 80.4: 29.9 19.6
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 : 126: 70 16 14 25 28 99 54:
Old : 126: 70 16 14 25 28 99 54:
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 : 16.7 40.7 27.5 59.7 15.8 40.6 25.6 57.7
Old : 16.7 40.7 27.5 59.7 15.8 40.6 25.6 57.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
Commitments of Traders - Futures Only, May 30, 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 : 13,244: 7,614 4,786 0 4,459 6,802 12,073 11,588: 1,171 1,656
Old : 13,244: 7,614 4,786 0 4,459 6,802 12,073 11,588: 1,171 1,656
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 23, 2006 :
: -1,081: 131 4,570 0 -1,136 -5,238 -1,005 -668: -76 -413
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.5 36.1 0.0 33.7 51.4 91.2 87.5: 8.8 12.5
Old : 100.0: 57.5 36.1 0.0 33.7 51.4 91.2 87.5: 8.8 12.5
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 : 23: 3 4 0 10 10 13 14:
Old : 23: 3 4 0 10 10 13 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 : 73.0 75.0 85.2 84.3 72.4 74.7 84.4 83.9
Old : 73.0 75.0 85.2 84.3 72.4 74.7 84.4 83.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
Commitments of Traders - Futures Only, May 30, 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 :10,155,363: 1,076,630 1,608,979 1,486,255 6,494,683 5,648,302 9,057,568 8,743,536: 1,097,795 1,411,827
Old :10,155,363: 1,076,630 1,608,979 1,486,255 6,494,683 5,648,302 9,057,568 8,743,536: 1,097,795 1,411,827
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 23, 2006 :
: -155,274: 20,462 11,252 -133,406 -84,579 -79,878 -197,523 -202,032: 42,249 46,758
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.6 15.8 14.6 64.0 55.6 89.2 86.1: 10.8 13.9
Old : 100.0: 10.6 15.8 14.6 64.0 55.6 89.2 86.1: 10.8 13.9
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 : 292: 67 59 101 130 146 243 270:
Old : 292: 67 59 101 130 146 243 270:
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 : 34.9 12.1 43.7 20.0 32.9 10.2 38.6 17.1
Old : 34.9 12.1 43.7 20.0 32.9 10.2 38.6 17.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
Commitments of Traders - Futures Only, May 30, 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 : 663,918: 80,077 64,525 4,778 431,930 511,139 516,785 580,442: 147,133 83,476
Old : 663,918: 80,077 64,525 4,778 431,930 511,139 516,785 580,442: 147,133 83,476
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 23, 2006 :
: -5,090: -49 2,537 -3 -4,881 -4,148 -4,933 -1,614: -157 -3,476
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.1 9.7 0.7 65.1 77.0 77.8 87.4: 22.2 12.6
Old : 100.0: 12.1 9.7 0.7 65.1 77.0 77.8 87.4: 22.2 12.6
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 : 201: 39 46 25 85 63 143 115:
Old : 201: 39 46 25 85 63 143 115:
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 : 18.9 33.0 26.9 45.9 18.8 31.8 26.8 44.7
Old : 18.9 33.0 26.9 45.9 18.8 31.8 26.8 44.7
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 30, 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 : 1,493,600: 217,857 438,229 39,190 1,012,748 888,429 1,269,795 1,365,848: 223,805 127,752
Old : 1,493,600: 217,857 438,229 39,190 1,012,748 888,429 1,269,795 1,365,848: 223,805 127,752
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 23, 2006 :
: 17,803: 21,357 -15,083 -2,783 37,973 33,449 56,547 15,583: -38,744 2,220
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.6 29.3 2.6 67.8 59.5 85.0 91.4: 15.0 8.6
Old : 100.0: 14.6 29.3 2.6 67.8 59.5 85.0 91.4: 15.0 8.6
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 : 244: 53 74 24 84 77 153 159:
Old : 244: 53 74 24 84 77 153 159:
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 : 26.2 28.4 38.6 39.5 22.5 22.2 33.1 32.2
Old : 26.2 28.4 38.6 39.5 22.5 22.2 33.1 32.2
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 30, 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 : 10,601: 1,855 705 0 5,000 8,642 6,855 9,347: 3,746 1,254
Old : 10,601: 1,855 705 0 5,000 8,642 6,855 9,347: 3,746 1,254
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 23, 2006 :
: -94: 1 0 0 -126 -57 -125 -57: 31 -37
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.5 6.7 0.0 47.2 81.5 64.7 88.2: 35.3 11.8
Old : 100.0: 17.5 6.7 0.0 47.2 81.5 64.7 88.2: 35.3 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 : 25: 4 1 0 12 13 16 14:
Old : 25: 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 : 32.9 46.3 49.6 73.9 32.9 43.9 49.3 69.2
Old : 32.9 46.3 49.6 73.9 32.9 43.9 49.3 69.2
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 30, 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 : 51,660: 8,581 18,362 0 37,495 29,897 46,076 48,259: 5,584 3,401
Old : 51,660: 8,581 18,362 0 37,495 29,897 46,076 48,259: 5,584 3,401
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 23, 2006 :
: -1,500: -1,312 2,887 0 611 -4,265 -701 -1,378: -799 -122
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.6 35.5 0.0 72.6 57.9 89.2 93.4: 10.8 6.6
Old : 100.0: 16.6 35.5 0.0 72.6 57.9 89.2 93.4: 10.8 6.6
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 : 62: 6 18 0 24 21 30 39:
Old : 62: 6 18 0 24 21 30 39:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.8 41.0 63.7 62.2 39.5 39.1 58.7 59.7
Old : 42.8 41.0 63.7 62.2 39.5 39.1 58.7 59.7
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 30, 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 : 69,570: 11,799 15,230 103 42,285 47,187 54,187 62,520: 15,383 7,050
Old : 69,570: 11,799 15,230 103 42,285 47,187 54,187 62,520: 15,383 7,050
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 23, 2006 :
: 878: -1,359 -310 10 -424 1,577 -1,773 1,277: 2,651 -399
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.0 21.9 0.1 60.8 67.8 77.9 89.9: 22.1 10.1
Old : 100.0: 17.0 21.9 0.1 60.8 67.8 77.9 89.9: 22.1 10.1
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 : 91: 15 23 3 33 29 50 53:
Old : 91: 15 23 3 33 29 50 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 : 37.3 38.3 48.7 53.2 36.5 38.3 46.5 52.1
Old : 37.3 38.3 48.7 53.2 36.5 38.3 46.5 52.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
Commitments of Traders - Futures Only, May 30, 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 : 427,909: 105,598 207,649 3,294 291,033 173,128 399,925 384,071: 27,984 43,838
Old : 427,909: 105,598 207,649 3,294 291,033 173,128 399,925 384,071: 27,984 43,838
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 23, 2006 :
: 10,101: 5,212 13,904 -1,587 8,647 -13,037 12,272 -720: -2,171 10,821
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.7 48.5 0.8 68.0 40.5 93.5 89.8: 6.5 10.2
Old : 100.0: 24.7 48.5 0.8 68.0 40.5 93.5 89.8: 6.5 10.2
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 : 241: 56 109 10 57 36 120 148:
Old : 241: 56 109 10 57 36 120 148:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.2 28.6 58.5 40.7 42.6 27.4 55.9 39.2
Old : 45.2 28.6 58.5 40.7 42.6 27.4 55.9 39.2
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 30, 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 : 76,396: 33,720 6,932 0 18,797 61,867 52,517 68,799: 23,879 7,597
Old : 76,396: 33,720 6,932 0 18,797 61,867 52,517 68,799: 23,879 7,597
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 23, 2006 :
: -5,176: 5,267 -5,211 0 -9,944 309 -4,677 -4,902: -499 -274
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.1 9.1 0.0 24.6 81.0 68.7 90.1: 31.3 9.9
Old : 100.0: 44.1 9.1 0.0 24.6 81.0 68.7 90.1: 31.3 9.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 51: 24 5 0 10 15 34 20:
Old : 51: 24 5 0 10 15 34 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.0 54.2 36.8 74.2 24.0 54.2 36.8 71.7
Old : 24.0 54.2 36.8 74.2 24.0 54.2 36.8 71.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE Code-239741
Commitments of Traders - Futures Only, May 30, 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 : 43,085: 4,998 5,830 14 31,987 32,048 36,999 37,892: 6,086 5,193
Old : 43,085: 4,998 5,830 14 31,987 32,048 36,999 37,892: 6,086 5,193
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 23, 2006 :
: 1,058: -433 252 0 297 1,085 -136 1,337: 1,194 -279
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.6 13.5 0.0 74.2 74.4 85.9 87.9: 14.1 12.1
Old : 100.0: 11.6 13.5 0.0 74.2 74.4 85.9 87.9: 14.1 12.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 61: 4 13 2 26 27 32 40:
Old : 61: 4 13 2 26 27 32 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 : 50.8 40.6 64.3 54.6 50.8 38.8 63.7 52.7
Old : 50.8 40.6 64.3 54.6 50.8 38.8 63.7 52.7
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 30, 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 : 425,496: 75,788 101,424 2,366 333,955 295,728 412,109 399,518: 13,387 25,978
Old : 425,496: 75,788 101,424 2,366 333,955 295,728 412,109 399,518: 13,387 25,978
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 23, 2006 :
: 9,330: -2,348 -988 600 16,302 872 14,554 484: -5,224 8,846
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.8 23.8 0.6 78.5 69.5 96.9 93.9: 3.1 6.1
Old : 100.0: 17.8 23.8 0.6 78.5 69.5 96.9 93.9: 3.1 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 : 170: 27 72 10 37 50 71 125:
Old : 170: 27 72 10 37 50 71 125:
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 : 60.8 30.3 76.3 46.9 54.9 27.4 69.3 41.1
Old : 60.8 30.3 76.3 46.9 54.9 27.4 69.3 41.1
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 30, 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 : 53,645: 14,768 16,972 567 25,484 29,128 40,819 46,667: 12,826 6,978
Old : 53,645: 14,768 16,972 567 25,484 29,128 40,819 46,667: 12,826 6,978
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 23, 2006 :
: -2,171: -2,184 -3,259 -34 518 1,918 -1,700 -1,375: -471 -796
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.5 31.6 1.1 47.5 54.3 76.1 87.0: 23.9 13.0
Old : 100.0: 27.5 31.6 1.1 47.5 54.3 76.1 87.0: 23.9 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 : 79: 21 25 5 19 17 44 43:
Old : 79: 21 25 5 19 17 44 43:
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 : 26.9 43.2 42.8 54.1 26.9 39.0 41.7 49.9
Old : 26.9 43.2 42.8 54.1 26.9 39.0 41.7 49.9
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 30, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NIKKEI INDEX X 500 YEN) :
: : :
All : 41,581: 7,917 5,580 122 26,249 16,475 34,288 22,177: 7,293 19,404
Old : 41,581: 7,917 5,580 122 26,249 16,475 34,288 22,177: 7,293 19,404
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 23, 2006 :
: -1,085: -636 -1,431 -479 -628 -759 -1,743 -2,669: 658 1,584
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.0 13.4 0.3 63.1 39.6 82.5 53.3: 17.5 46.7
Old : 100.0: 19.0 13.4 0.3 63.1 39.6 82.5 53.3: 17.5 46.7
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 : 51: 12 11 2 15 15 28 27:
Old : 51: 12 11 2 15 15 28 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.0 30.9 59.0 38.5 29.7 18.6 44.7 25.8
Old : 44.0 30.9 59.0 38.5 29.7 18.6 44.7 25.8
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, May 30, 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 : 21,375: 5,734 498 123 14,688 20,585 20,545 21,206: 830 169
Old : 21,375: 5,734 498 123 14,688 20,585 20,545 21,206: 830 169
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 23, 2006 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.8 2.3 0.6 68.7 96.3 96.1 99.2: 3.9 0.8
Old : 100.0: 26.8 2.3 0.6 68.7 96.3 96.1 99.2: 3.9 0.8
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 : 20: 10 2 2 7 2 17 6:
Old : 20: 10 2 2 7 2 17 6:
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 : 73.7 98.6 87.4 99.2 73.3 98.6 86.8 98.6
Old : 73.7 98.6 87.4 99.2 73.3 98.6 86.8 98.6
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 30, 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 : 46,841: 7,102 3,659 2,096 16,814 31,204 26,012 36,959: 20,829 9,882
Old : 46,841: 7,102 3,659 2,096 16,814 31,204 26,012 36,959: 20,829 9,882
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 23, 2006 :
: -1,481: 0 -234 -877 -1,227 464 -2,104 -647: 623 -834
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.2 7.8 4.5 35.9 66.6 55.5 78.9: 44.5 21.1
Old : 100.0: 15.2 7.8 4.5 35.9 66.6 55.5 78.9: 44.5 21.1
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 : 58: 9 10 5 27 33 39 46:
Old : 58: 9 10 5 27 33 39 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 : 24.0 26.1 34.0 42.1 13.7 21.6 18.0 33.6
Old : 24.0 26.1 34.0 42.1 13.7 21.6 18.0 33.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 2, 2006