BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders - Futures Only, June 20, 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 : 4,388: 0 14 71 3,969 4,179 4,040 4,264: 348 124
Old : 4,388: 0 14 71 3,969 4,179 4,040 4,264: 348 124
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 13, 2006 :
: 99: 0 2 -2 37 69 35 69: 64 30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.3 1.6 90.5 95.2 92.1 97.2: 7.9 2.8
Old : 100.0: 0.0 0.3 1.6 90.5 95.2 92.1 97.2: 7.9 2.8
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 : 21: 0 1 1 11 13 12 14:
Old : 21: 0 1 1 11 13 12 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 : 66.8 66.7 85.0 84.0 65.1 64.7 81.7 80.7
Old : 66.8 66.7 85.0 84.0 65.1 64.7 81.7 80.7
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, June 20, 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 : 31,464: 1,488 1,989 958 25,522 16,989 27,968 19,936: 3,496 11,528
Old : 31,464: 1,488 1,989 958 25,522 16,989 27,968 19,936: 3,496 11,528
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 13, 2006 :
: 708: 75 103 -71 1,271 1,028 1,275 1,060: -567 -352
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.7 6.3 3.0 81.1 54.0 88.9 63.4: 11.1 36.6
Old : 100.0: 4.7 6.3 3.0 81.1 54.0 88.9 63.4: 11.1 36.6
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 : 44: 5 9 6 23 18 31 30:
Old : 44: 5 9 6 23 18 31 30:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.0 37.4 70.0 48.0 51.0 36.1 69.5 45.6
Old : 51.0 37.4 70.0 48.0 51.0 36.1 69.5 45.6
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, June 20, 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 : 157,887: 32,333 16,971 29,129 77,229 74,848 138,691 120,948: 19,196 36,939
Old : 135,522: 27,847 25,238 19,802 73,049 61,871 120,698 106,911: 14,824 28,611
Other: 22,365: 13,347 594 466 4,180 12,977 17,993 14,037: 4,372 8,328
: : :
: : Changes in Commitments from: June 13, 2006 :
: 1,745: 2,593 -4,094 -4,740 2,307 11,401 160 2,567: 1,585 -822
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.5 10.7 18.4 48.9 47.4 87.8 76.6: 12.2 23.4
Old : 100.0: 20.5 18.6 14.6 53.9 45.7 89.1 78.9: 10.9 21.1
Other: 100.0: 59.7 2.7 2.1 18.7 58.0 80.5 62.8: 19.5 37.2
: : :
:# Traders : Number of Traders in Each Category :
All : 203: 72 55 64 37 43 152 137:
Old : 200: 65 68 54 28 42 132 135:
Other: 85: 30 13 11 21 32 56 52:
:----------------------------------------------------------------------------------------------------
: 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 : 31.1 27.9 43.2 36.3 31.1 26.8 41.0 32.5
Old : 36.3 29.9 47.9 39.4 36.3 29.1 47.4 36.5
Other: 38.9 27.9 54.4 39.8 37.0 23.8 50.1 34.0
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE Code-056641
Commitments of Traders - Futures Only, June 20, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 1,741: 570 259 65 418 526 1,053 850: 688 891
Old : 1,741: 570 259 65 418 526 1,053 850: 688 891
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 13, 2006 :
: -187: 178 -223 -176 -148 135 -146 -264: -41 77
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.7 14.9 3.7 24.0 30.2 60.5 48.8: 39.5 51.2
Old : 100.0: 32.7 14.9 3.7 24.0 30.2 60.5 48.8: 39.5 51.2
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 : 25: 11 4 2 4 8 16 13:
Old : 25: 11 4 2 4 8 16 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.8 26.9 44.9 39.5 28.8 26.9 41.9 39.1
Old : 31.8 26.9 44.9 39.5 28.8 26.9 41.9 39.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders - Futures Only, June 20, 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 : 222,638: 49,839 24,045 39,502 113,912 107,576 203,253 171,123: 19,385 51,515
Old : 222,638: 49,839 24,045 39,502 113,912 107,576 203,253 171,123: 19,385 51,515
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 13, 2006 :
: -21,395: -4,692 -8,102 -7,843 -1,696 2,940 -14,231 -13,005: -7,164 -8,390
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.4 10.8 17.7 51.2 48.3 91.3 76.9: 8.7 23.1
Old : 100.0: 22.4 10.8 17.7 51.2 48.3 91.3 76.9: 8.7 23.1
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 : 274: 69 48 52 76 136 177 211:
Old : 274: 69 48 52 76 136 177 211:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.9 12.7 39.5 21.8 22.9 9.2 34.0 14.8
Old : 24.9 12.7 39.5 21.8 22.9 9.2 34.0 14.8
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, June 20, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 110,000 BOARD FEET) :
: : :
All : 5,457: 2,312 2,050 326 1,293 1,066 3,931 3,442: 1,526 2,015
Old : 5,457: 2,312 2,050 326 1,293 1,066 3,931 3,442: 1,526 2,015
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 13, 2006 :
: -111: -24 -121 -62 -27 55 -113 -128: 2 17
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.4 37.6 6.0 23.7 19.5 72.0 63.1: 28.0 36.9
Old : 100.0: 42.4 37.6 6.0 23.7 19.5 72.0 63.1: 28.0 36.9
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 : 62: 16 22 9 18 18 40 46:
Old : 62: 16 22 9 18 18 40 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 : 34.5 16.5 46.7 26.2 34.5 16.5 43.4 24.7
Old : 34.5 16.5 46.7 26.2 34.5 16.5 43.4 24.7
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, June 20, 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 : 25,563: 10,705 4,825 1,637 8,467 6,732 20,809 13,194: 4,754 12,369
Old : 25,563: 10,705 4,825 1,637 8,467 6,732 20,809 13,194: 4,754 12,369
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 13, 2006 :
: -816: 22 -636 5 61 876 88 245: -904 -1,061
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.9 18.9 6.4 33.1 26.3 81.4 51.6: 18.6 48.4
Old : 100.0: 41.9 18.9 6.4 33.1 26.3 81.4 51.6: 18.6 48.4
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 : 144: 43 21 20 34 55 92 85:
Old : 144: 43 21 20 34 55 92 85:
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 : 20.4 11.2 31.3 18.3 19.1 11.1 29.4 17.6
Old : 20.4 11.2 31.3 18.3 19.1 11.1 29.4 17.6
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, June 20, 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 : 123,446: 37,024 13,046 1,637 51,442 92,859 90,103 107,542: 33,343 15,904
Old : 123,446: 37,024 13,046 1,637 51,442 92,859 90,103 107,542: 33,343 15,904
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 13, 2006 :
: -6,261: -9,555 -182 -575 6,727 -2,956 -3,403 -3,713: -2,858 -2,548
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.0 10.6 1.3 41.7 75.2 73.0 87.1: 27.0 12.9
Old : 100.0: 30.0 10.6 1.3 41.7 75.2 73.0 87.1: 27.0 12.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 80: 28 15 3 27 24 58 39:
Old : 80: 28 15 3 27 24 58 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 : 23.4 40.8 35.4 59.0 18.1 33.5 27.1 47.6
Old : 23.4 40.8 35.4 59.0 18.1 33.5 27.1 47.6
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, June 20, 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 : 57,617: 20,297 25,769 36 24,895 19,561 45,228 45,366: 12,389 12,251
Old : 57,617: 20,297 25,769 36 24,895 19,561 45,228 45,366: 12,389 12,251
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 13, 2006 :
: -65,309: -879 1,711 -268 -61,272 -66,125 -62,419 -64,682: -2,890 -627
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.2 44.7 0.1 43.2 34.0 78.5 78.7: 21.5 21.3
Old : 100.0: 35.2 44.7 0.1 43.2 34.0 78.5 78.7: 21.5 21.3
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 : 36: 16 11 1 5 5 21 17:
Old : 36: 16 11 1 5 5 21 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 : 47.3 51.3 62.7 67.5 47.3 51.1 62.7 67.3
Old : 47.3 51.3 62.7 67.5 47.3 51.1 62.7 67.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
Commitments of Traders - Futures Only, June 20, 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 : 77,868: 7,765 36,808 165 67,398 36,275 75,328 73,248: 2,540 4,620
Old : 77,868: 7,765 36,808 165 67,398 36,275 75,328 73,248: 2,540 4,620
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 13, 2006 :
: -25,243: -2,323 489 -1,639 -21,244 -23,833 -25,206 -24,983: -37 -260
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.0 47.3 0.2 86.6 46.6 96.7 94.1: 3.3 5.9
Old : 100.0: 10.0 47.3 0.2 86.6 46.6 96.7 94.1: 3.3 5.9
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 : 77: 12 40 1 19 12 31 53:
Old : 77: 12 40 1 19 12 31 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 : 59.1 56.9 74.4 72.8 57.7 55.4 73.0 70.7
Old : 59.1 56.9 74.4 72.8 57.7 55.4 73.0 70.7
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, June 20, 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 : 78,491: 29,010 5,608 130 26,575 61,283 55,715 67,021: 22,776 11,470
Old : 78,491: 29,010 5,608 130 26,575 61,283 55,715 67,021: 22,776 11,470
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 13, 2006 :
: -47,552: -5,211 -6,519 -560 -37,090 -37,022 -42,861 -44,101: -4,691 -3,451
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.0 7.1 0.2 33.9 78.1 71.0 85.4: 29.0 14.6
Old : 100.0: 37.0 7.1 0.2 33.9 78.1 71.0 85.4: 29.0 14.6
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 : 49: 19 7 3 9 19 29 28:
Old : 49: 19 7 3 9 19 29 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.1 40.3 55.2 64.5 43.1 40.2 55.1 64.1
Old : 43.1 40.3 55.2 64.5 43.1 40.2 55.1 64.1
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, June 20, 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 : 161,290: 23,877 46,884 86 104,582 85,187 128,545 132,157: 32,745 29,133
Old : 161,290: 23,877 46,884 86 104,582 85,187 128,545 132,157: 32,745 29,133
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 13, 2006 :
: -82,223: -15,483 -2,073 -847 -52,963 -67,693 -69,293 -70,613: -12,930 -11,610
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.8 29.1 0.1 64.8 52.8 79.7 81.9: 20.3 18.1
Old : 100.0: 14.8 29.1 0.1 64.8 52.8 79.7 81.9: 20.3 18.1
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 : 81: 27 23 2 22 19 50 43:
Old : 81: 27 23 2 22 19 50 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 : 40.9 42.9 55.8 58.0 32.6 30.3 40.8 41.5
Old : 40.9 42.9 55.8 58.0 32.6 30.3 40.8 41.5
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, June 20, 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 : 132,604: 66,017 13,527 381 17,807 94,376 84,205 108,284: 48,399 24,320
Old : 132,604: 66,017 13,527 381 17,807 94,376 84,205 108,284: 48,399 24,320
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 13, 2006 :
: -69,790: -6,715 2,641 -992 -46,963 -58,424 -54,670 -56,775: -15,120 -13,015
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.8 10.2 0.3 13.4 71.2 63.5 81.7: 36.5 18.3
Old : 100.0: 49.8 10.2 0.3 13.4 71.2 63.5 81.7: 36.5 18.3
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 : 107: 51 18 4 21 27 73 48:
Old : 107: 51 18 4 21 27 73 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 : 19.2 50.0 27.8 61.4 19.1 48.0 27.7 59.3
Old : 19.2 50.0 27.8 61.4 19.1 48.0 27.7 59.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE Code-032741
Commitments of Traders - Futures Only, June 20, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $3,000,000 FACE VALUE) :
: : :
All : 47,711: 18,505 1,609 0 23,431 41,245 41,936 42,854: 5,775 4,857
Old : 47,711: 18,505 1,609 0 23,431 41,245 41,936 42,854: 5,775 4,857
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 13, 2006 :
: -16,999: -2,455 -1,342 -485 -16,210 -15,458 -19,150 -17,285: 2,151 286
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.8 3.4 0.0 49.1 86.4 87.9 89.8: 12.1 10.2
Old : 100.0: 38.8 3.4 0.0 49.1 86.4 87.9 89.8: 12.1 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 : 22: 4 2 0 10 10 14 12:
Old : 22: 4 2 0 10 10 14 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.1 72.4 75.1 83.9 54.4 70.8 72.1 81.5
Old : 57.1 72.4 75.1 83.9 54.4 70.8 72.1 81.5
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, June 20, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $1,000,000 FACE VALUE) :
: : :
All : 9,400,251: 849,944 1,616,111 1,462,001 6,087,510 4,943,218 8,399,455 8,021,330: 1,000,796 1,378,921
Old : 9,400,251: 849,944 1,616,111 1,462,001 6,087,510 4,943,218 8,399,455 8,021,330: 1,000,796 1,378,921
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 13, 2006 :
: -918,809: -302,913 43,655 -31,493 -498,932 -855,511 -833,338 -843,349: -85,471 -75,460
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.0 17.2 15.6 64.8 52.6 89.4 85.3: 10.6 14.7
Old : 100.0: 9.0 17.2 15.6 64.8 52.6 89.4 85.3: 10.6 14.7
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 : 300: 62 75 96 128 143 239 273:
Old : 300: 62 75 96 128 143 239 273:
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 : 39.3 13.0 46.8 20.8 37.3 10.3 42.0 17.0
Old : 39.3 13.0 46.8 20.8 37.3 10.3 42.0 17.0
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, June 20, 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 : 618,703: 77,382 66,180 1,250 406,271 430,535 484,903 497,965: 133,800 120,738
Old : 618,703: 77,382 66,180 1,250 406,271 430,535 484,903 497,965: 133,800 120,738
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 13, 2006 :
: -170,143: 2,189 2,882 -17,595 -121,400 -113,132 -136,806 -127,845: -33,337 -42,298
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.5 10.7 0.2 65.7 69.6 78.4 80.5: 21.6 19.5
Old : 100.0: 12.5 10.7 0.2 65.7 69.6 78.4 80.5: 21.6 19.5
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 : 195: 43 42 13 79 55 130 102:
Old : 195: 43 42 13 79 55 130 102:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.0 28.3 29.1 40.0 20.9 28.2 29.0 39.8
Old : 21.0 28.3 29.1 40.0 20.9 28.2 29.0 39.8
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, June 20, 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 : 1,293,970: 192,329 380,103 19,301 675,620 757,400 887,250 1,156,804: 406,720 137,166
Old : 1,293,970: 192,329 380,103 19,301 675,620 757,400 887,250 1,156,804: 406,720 137,166
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 13, 2006 :
: -748,685: -43,063 -90,363 -128,884 -426,747 -503,210 -598,694 -722,457: -149,991 -26,228
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.9 29.4 1.5 52.2 58.5 68.6 89.4: 31.4 10.6
Old : 100.0: 14.9 29.4 1.5 52.2 58.5 68.6 89.4: 31.4 10.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 213: 41 66 16 71 73 123 144:
Old : 213: 41 66 16 71 73 123 144:
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 : 20.7 25.9 31.2 38.0 17.7 23.9 25.3 33.7
Old : 20.7 25.9 31.2 38.0 17.7 23.9 25.3 33.7
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, June 20, 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 : 57,751: 7,949 24,971 0 44,704 27,228 52,653 52,199: 5,098 5,552
Old : 57,751: 7,949 24,971 0 44,704 27,228 52,653 52,199: 5,098 5,552
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 13, 2006 :
: -12,786: -1,369 3,450 -1,917 -7,874 -12,430 -11,160 -10,897: -1,626 -1,889
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.8 43.2 0.0 77.4 47.1 91.2 90.4: 8.8 9.6
Old : 100.0: 13.8 43.2 0.0 77.4 47.1 91.2 90.4: 8.8 9.6
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 : 56: 7 14 0 21 20 28 34:
Old : 56: 7 14 0 21 20 28 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 : 44.6 45.1 67.0 64.3 42.9 45.1 65.3 62.7
Old : 44.6 45.1 67.0 64.3 42.9 45.1 65.3 62.7
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, June 20, 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 : 50,710: 8,783 14,999 24 36,347 27,120 45,154 42,143: 5,556 8,567
Old : 50,710: 8,783 14,999 24 36,347 27,120 45,154 42,143: 5,556 8,567
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 13, 2006 :
: -32,064: 332 1,042 -2,841 -10,800 -24,074 -13,309 -25,873: -18,755 -6,191
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.3 29.6 0.0 71.7 53.5 89.0 83.1: 11.0 16.9
Old : 100.0: 17.3 29.6 0.0 71.7 53.5 89.0 83.1: 11.0 16.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 80: 15 19 1 27 27 43 46:
Old : 80: 15 19 1 27 27 43 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 : 46.4 24.3 60.7 40.0 43.5 24.3 57.7 39.7
Old : 46.4 24.3 60.7 40.0 43.5 24.3 57.7 39.7
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, June 20, 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 : 331,256: 69,447 170,809 2,255 219,960 133,370 291,662 306,434: 39,594 24,822
Old : 331,256: 69,447 170,809 2,255 219,960 133,370 291,662 306,434: 39,594 24,822
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 13, 2006 :
: -267,209: -53,169 -79,237 -11,128 -186,045 -110,343 -250,342 -200,708: -16,867 -66,501
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.0 51.6 0.7 66.4 40.3 88.0 92.5: 12.0 7.5
Old : 100.0: 21.0 51.6 0.7 66.4 40.3 88.0 92.5: 12.0 7.5
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 : 201: 42 92 4 37 41 83 133:
Old : 201: 42 92 4 37 41 83 133:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.0 30.3 63.6 40.6 50.9 30.3 59.8 39.9
Old : 53.0 30.3 63.6 40.6 50.9 30.3 59.8 39.9
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, June 20, 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 : 37,629: 11,753 14,165 0 10,406 15,936 22,159 30,101: 15,470 7,528
Old : 37,629: 11,753 14,165 0 10,406 15,936 22,159 30,101: 15,470 7,528
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 13, 2006 :
: -43,531: -11,549 2,815 -198 -26,606 -45,173 -38,353 -42,556: -5,178 -975
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.2 37.6 0.0 27.7 42.4 58.9 80.0: 41.1 20.0
Old : 100.0: 31.2 37.6 0.0 27.7 42.4 58.9 80.0: 41.1 20.0
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 : 37: 13 5 0 11 11 24 16:
Old : 37: 13 5 0 11 11 24 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.3 51.0 38.9 65.4 25.3 51.0 37.0 64.0
Old : 25.3 51.0 38.9 65.4 25.3 51.0 37.0 64.0
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, June 20, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (RUSSEL 2000 INDEX X $500) :
: : :
All : 32,604: 5,975 6,717 7 22,548 18,819 28,530 25,543: 4,074 7,061
Old : 32,604: 5,975 6,717 7 22,548 18,819 28,530 25,543: 4,074 7,061
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 13, 2006 :
: -28,893: 548 -491 -2,076 -17,593 -23,380 -19,121 -25,947: -9,772 -2,946
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.3 20.6 0.0 69.2 57.7 87.5 78.3: 12.5 21.7
Old : 100.0: 18.3 20.6 0.0 69.2 57.7 87.5 78.3: 12.5 21.7
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 : 57: 3 15 2 24 25 29 40:
Old : 57: 3 15 2 24 25 29 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 : 54.2 19.1 64.5 33.4 45.4 17.2 55.3 28.7
Old : 54.2 19.1 64.5 33.4 45.4 17.2 55.3 28.7
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, June 20, 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 : 418,115: 133,716 128,737 903 263,762 274,016 398,381 403,656: 19,734 14,459
Old : 418,115: 133,716 128,737 903 263,762 274,016 398,381 403,656: 19,734 14,459
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 13, 2006 :
: -215,462: 42,596 1,757 -51,705 -180,616 -107,392 -189,725 -157,340: -25,737 -58,122
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.0 30.8 0.2 63.1 65.5 95.3 96.5: 4.7 3.5
Old : 100.0: 32.0 30.8 0.2 63.1 65.5 95.3 96.5: 4.7 3.5
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 : 165: 22 71 3 41 47 64 120:
Old : 165: 22 71 3 41 47 64 120:
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 : 60.9 28.7 75.8 46.3 60.2 28.7 71.1 44.5
Old : 60.9 28.7 75.8 46.3 60.2 28.7 71.1 44.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
Commitments of Traders - Futures Only, June 20, 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 : 38,790: 10,773 15,409 2 17,743 17,046 28,518 32,457: 10,272 6,333
Old : 38,790: 10,773 15,409 2 17,743 17,046 28,518 32,457: 10,272 6,333
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 13, 2006 :
: -2,063: -1,537 -2,577 -95 772 624 -860 -2,048: -1,203 -15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.8 39.7 0.0 45.7 43.9 73.5 83.7: 26.5 16.3
Old : 100.0: 27.8 39.7 0.0 45.7 43.9 73.5 83.7: 26.5 16.3
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 : 72: 18 23 1 16 17 35 40:
Old : 72: 18 23 1 16 17 35 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 : 35.2 34.3 50.3 49.2 35.2 33.6 50.3 48.4
Old : 35.2 34.3 50.3 49.2 35.2 33.6 50.3 48.4
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, June 20, 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 : 36,075: 12,660 2,722 43 16,343 16,969 29,046 19,734: 7,029 16,341
Old : 36,075: 12,660 2,722 43 16,343 16,969 29,046 19,734: 7,029 16,341
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 13, 2006 :
: -320: -1,599 -1,737 5 1,755 2,055 161 323: -481 -643
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.1 7.5 0.1 45.3 47.0 80.5 54.7: 19.5 45.3
Old : 100.0: 35.1 7.5 0.1 45.3 47.0 80.5 54.7: 19.5 45.3
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 : 53: 18 7 1 17 12 35 20:
Old : 53: 18 7 1 17 12 35 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 : 33.8 33.2 48.8 43.2 31.3 33.2 46.3 42.5
Old : 33.8 33.2 48.8 43.2 31.3 33.2 46.3 42.5
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, June 20, 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 : 32,634: 6,946 4,309 1,310 13,446 21,057 21,702 26,676: 10,932 5,958
Old : 32,634: 6,946 4,309 1,310 13,446 21,057 21,702 26,676: 10,932 5,958
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 13, 2006 :
: -18,071: 145 -1,060 -1,437 -3,155 -12,633 -4,447 -15,130: -13,624 -2,941
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.3 13.2 4.0 41.2 64.5 66.5 81.7: 33.5 18.3
Old : 100.0: 21.3 13.2 4.0 41.2 64.5 66.5 81.7: 33.5 18.3
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 : 51: 6 12 3 20 29 27 43:
Old : 51: 6 12 3 20 29 27 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 : 36.8 28.6 50.3 45.7 26.0 22.1 31.7 34.3
Old : 36.8 28.6 50.3 45.7 26.0 22.1 31.7 34.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 23, 2006