MILK - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders - Futures Only, July 11, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 30,177: 1,316 2,982 902 24,073 16,018 26,291 19,902: 3,886 10,275
Old : 30,177: 1,316 2,982 902 24,073 16,018 26,291 19,902: 3,886 10,275
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2006 :
: 748: -113 725 107 710 217 704 1,049: 44 -301
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.4 9.9 3.0 79.8 53.1 87.1 66.0: 12.9 34.0
Old : 100.0: 4.4 9.9 3.0 79.8 53.1 87.1 66.0: 12.9 34.0
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 : 50: 5 14 8 23 19 33 36:
Old : 50: 5 14 8 23 19 33 36:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.1 36.3 68.6 45.6 50.1 35.2 68.2 43.7
Old : 50.1 36.3 68.6 45.6 50.1 35.2 68.2 43.7
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, July 11, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 150,897: 34,254 16,456 18,974 79,501 77,675 132,729 113,105: 18,168 37,792
Old : 121,496: 28,620 26,299 7,752 72,281 59,834 108,653 93,885: 12,843 27,611
Other: 29,401: 16,363 886 493 7,220 17,841 24,076 19,220: 5,325 10,181
: : :
: : Changes in Commitments from: July 3, 2006 :
: -12,062: -1,767 881 -9,712 110 -4,365 -11,369 -13,196: -693 1,134
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.7 10.9 12.6 52.7 51.5 88.0 75.0: 12.0 25.0
Old : 100.0: 23.6 21.6 6.4 59.5 49.2 89.4 77.3: 10.6 22.7
Other: 100.0: 55.7 3.0 1.7 24.6 60.7 81.9 65.4: 18.1 34.6
: : :
:# Traders : Number of Traders in Each Category :
All : 182: 58 52 55 35 44 134 125:
Old : 179: 51 64 35 28 43 106 123:
Other: 89: 35 9 13 21 33 63 49:
:----------------------------------------------------------------------------------------------------
: 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 : 33.3 30.2 45.4 38.9 33.3 27.1 43.9 33.4
Old : 41.4 33.4 54.1 41.7 41.4 30.9 54.0 38.7
Other: 36.6 31.0 52.5 42.9 31.7 24.7 45.3 35.0
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE Code-056641
Commitments of Traders - Futures Only, July 11, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 1,888: 745 327 156 183 491 1,084 974: 804 914
Old : 1,829: 745 293 151 183 491 1,079 935: 750 894
Other: 59: 0 34 5 0 0 5 39: 54 20
: : :
: : Changes in Commitments from: July 3, 2006 :
: 45: 47 -65 -27 -19 -81 1 -173: 44 218
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.5 17.3 8.3 9.7 26.0 57.4 51.6: 42.6 48.4
Old : 100.0: 40.7 16.0 8.3 10.0 26.8 59.0 51.1: 41.0 48.9
Other: 100.0: 0.0 57.6 8.5 0.0 0.0 8.5 66.1: 91.5 33.9
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 13 7 4 4 7 21 14:
Old : 28: 13 7 4 4 7 21 14:
Other: 3: 0 2 1 0 0 1 3:
:----------------------------------------------------------------------------------------------------
: 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 : 20.9 23.1 34.8 39.5 20.6 20.3 34.5 31.9
Old : 21.5 23.2 35.9 38.9 21.3 21.0 35.6 32.8
Other: 8.5 66.1 8.5 66.1 0.0 57.6 0.0 57.6
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders - Futures Only, July 11, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 233,082: 53,808 19,399 41,255 116,064 115,815 211,127 176,469: 21,955 56,613
Old : 233,082: 53,808 19,399 41,255 116,064 115,815 211,127 176,469: 21,955 56,613
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2006 :
: 9,360: -1,824 1,169 214 8,932 6,186 7,322 7,569: 2,038 1,791
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.1 8.3 17.7 49.8 49.7 90.6 75.7: 9.4 24.3
Old : 100.0: 23.1 8.3 17.7 49.8 49.7 90.6 75.7: 9.4 24.3
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 : 298: 76 43 69 82 145 200 235:
Old : 298: 76 43 69 82 145 200 235:
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 : 22.5 10.4 33.8 18.2 22.5 8.1 32.7 13.7
Old : 22.5 10.4 33.8 18.2 22.5 8.1 32.7 13.7
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, July 11, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 110,000 BOARD FEET) :
: : :
All : 5,032: 2,567 2,631 233 717 438 3,517 3,302: 1,515 1,730
Old : 5,032: 2,567 2,631 233 717 438 3,517 3,302: 1,515 1,730
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2006 :
: 6: -67 96 31 -132 -130 -168 -3: 174 9
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.0 52.3 4.6 14.2 8.7 69.9 65.6: 30.1 34.4
Old : 100.0: 51.0 52.3 4.6 14.2 8.7 69.9 65.6: 30.1 34.4
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 : 49: 16 18 6 9 11 29 33:
Old : 49: 16 18 6 9 11 29 33:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.5 26.7 50.4 41.1 36.5 26.7 50.0 41.1
Old : 36.5 26.7 50.4 41.1 36.5 26.7 50.0 41.1
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, July 11, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50,000 POUNDS) :
: : :
All : 29,898: 12,408 4,705 2,533 9,365 8,349 24,306 15,587: 5,592 14,311
Old : 29,898: 12,408 4,705 2,533 9,365 8,349 24,306 15,587: 5,592 14,311
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2006 :
: 332: -790 -479 -330 881 670 -239 -139: 571 471
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.5 15.7 8.5 31.3 27.9 81.3 52.1: 18.7 47.9
Old : 100.0: 41.5 15.7 8.5 31.3 27.9 81.3 52.1: 18.7 47.9
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 : 143: 41 22 18 37 57 92 87:
Old : 143: 41 22 18 37 57 92 87:
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 : 17.9 12.4 28.3 19.2 16.7 9.3 25.1 14.2
Old : 17.9 12.4 28.3 19.2 16.7 9.3 25.1 14.2
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, July 11, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100,000 CANADIAN DOLLARS) :
: : :
All : 92,978: 29,942 18,321 1,528 24,501 55,460 55,971 75,309: 37,007 17,669
Old : 92,978: 29,942 18,321 1,528 24,501 55,460 55,971 75,309: 37,007 17,669
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2006 :
: -863: -12,820 12,006 445 9,654 -15,986 -2,721 -3,535: 1,858 2,672
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.2 19.7 1.6 26.4 59.6 60.2 81.0: 39.8 19.0
Old : 100.0: 32.2 19.7 1.6 26.4 59.6 60.2 81.0: 39.8 19.0
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 : 71: 24 14 2 24 16 50 30:
Old : 71: 24 14 2 24 16 50 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 : 21.7 38.7 31.3 57.6 21.7 37.9 31.2 56.7
Old : 21.7 38.7 31.3 57.6 21.7 37.9 31.2 56.7
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, July 11, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 125,000 SWISS FRANCS) :
: : :
All : 62,771: 20,120 27,379 0 30,495 23,670 50,615 51,049: 12,156 11,722
Old : 62,771: 20,120 27,379 0 30,495 23,670 50,615 51,049: 12,156 11,722
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2006 :
: 3,962: -1,207 1,738 0 4,425 2,967 3,218 4,705: 744 -743
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.1 43.6 0.0 48.6 37.7 80.6 81.3: 19.4 18.7
Old : 100.0: 32.1 43.6 0.0 48.6 37.7 80.6 81.3: 19.4 18.7
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 : 44: 18 11 0 7 11 25 22:
Old : 44: 18 11 0 7 11 25 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.1 50.9 62.2 66.3 48.9 50.6 62.1 65.9
Old : 49.1 50.9 62.2 66.3 48.9 50.6 62.1 65.9
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, July 11, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 500,000 MEXICAN PESOS) :
: : :
All : 77,319: 10,838 15,195 356 62,643 58,678 73,837 74,229: 3,482 3,090
Old : 77,319: 10,838 15,195 356 62,643 58,678 73,837 74,229: 3,482 3,090
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2006 :
: -7,756: -127 -7,406 176 -7,803 905 -7,754 -6,325: -2 -1,431
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.0 19.7 0.5 81.0 75.9 95.5 96.0: 4.5 4.0
Old : 100.0: 14.0 19.7 0.5 81.0 75.9 95.5 96.0: 4.5 4.0
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 : 62: 15 19 2 18 15 35 35:
Old : 62: 15 19 2 18 15 35 35:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.6 69.7 76.8 85.3 62.2 68.2 75.4 82.9
Old : 63.6 69.7 76.8 85.3 62.2 68.2 75.4 82.9
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, July 11, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 62,500 POUNDS STERLING) :
: : :
All : 85,671: 25,268 11,519 2 35,168 61,681 60,438 73,202: 25,233 12,469
Old : 85,671: 25,268 11,519 2 35,168 61,681 60,438 73,202: 25,233 12,469
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2006 :
: 7,013: 3,099 1,213 1 906 6,443 4,006 7,657: 3,007 -644
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.5 13.4 0.0 41.1 72.0 70.5 85.4: 29.5 14.6
Old : 100.0: 29.5 13.4 0.0 41.1 72.0 70.5 85.4: 29.5 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 : 54: 16 9 1 14 20 31 29:
Old : 54: 16 9 1 14 20 31 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.3 38.2 49.6 58.6 33.3 38.1 45.6 58.1
Old : 34.3 38.2 49.6 58.6 33.3 38.1 45.6 58.1
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, July 11, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 12,500,000 JAPANESE YEN) :
: : :
All : 173,470: 27,639 48,343 1,064 112,062 99,551 140,765 148,958: 32,705 24,512
Old : 173,470: 27,639 48,343 1,064 112,062 99,551 140,765 148,958: 32,705 24,512
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2006 :
: 4,782: 2,309 -896 357 2,022 9,331 4,688 8,792: 94 -4,010
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.9 27.9 0.6 64.6 57.4 81.1 85.9: 18.9 14.1
Old : 100.0: 15.9 27.9 0.6 64.6 57.4 81.1 85.9: 18.9 14.1
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 : 99: 32 33 3 25 18 59 52:
Old : 99: 32 33 3 25 18 59 52:
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 : 40.5 39.8 54.4 58.7 32.4 28.7 40.5 43.4
Old : 40.5 39.8 54.4 58.7 32.4 28.7 40.5 43.4
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, July 11, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 125,000 EUROS) :
: : :
All : 168,069: 92,291 14,396 277 19,781 128,562 112,349 143,235: 55,720 24,834
Old : 168,069: 92,291 14,396 277 19,781 128,562 112,349 143,235: 55,720 24,834
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2006 :
: 5,965: 5,203 -4,147 -241 -1,587 14,531 3,375 10,143: 2,590 -4,178
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.9 8.6 0.2 11.8 76.5 66.8 85.2: 33.2 14.8
Old : 100.0: 54.9 8.6 0.2 11.8 76.5 66.8 85.2: 33.2 14.8
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 : 117: 60 19 5 18 32 79 55:
Old : 117: 60 19 5 18 32 79 55:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.4 47.6 31.1 64.7 23.3 46.4 30.9 61.9
Old : 23.4 47.6 31.1 64.7 23.3 46.4 30.9 61.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
Commitments of Traders - Futures Only, July 11, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF NZ$ 100,000) :
: : :
All : 14,081: 4,329 5,272 0 8,115 7,500 12,444 12,772: 1,637 1,309
Old : 14,081: 4,329 5,272 0 8,115 7,500 12,444 12,772: 1,637 1,309
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2006 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.7 37.4 0.0 57.6 53.3 88.4 90.7: 11.6 9.3
Old : 100.0: 30.7 37.4 0.0 57.6 53.3 88.4 90.7: 11.6 9.3
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 : 20: 3 4 0 7 7 10 11:
Old : 20: 3 4 0 7 7 10 11:
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 : 69.2 79.4 85.5 88.0 63.1 77.0 79.4 82.9
Old : 69.2 79.4 85.5 88.0 63.1 77.0 79.4 82.9
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, July 11, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $3,000,000 FACE VALUE) :
: : :
All : 67,781: 24,884 1,799 0 38,895 59,039 63,779 60,838: 4,002 6,943
Old : 67,781: 24,884 1,799 0 38,895 59,039 63,779 60,838: 4,002 6,943
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2006 :
: 3,055: 714 0 0 2,671 2,128 3,385 2,128: -330 927
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.7 2.7 0.0 57.4 87.1 94.1 89.8: 5.9 10.2
Old : 100.0: 36.7 2.7 0.0 57.4 87.1 94.1 89.8: 5.9 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 : 29: 6 2 0 12 15 18 17:
Old : 29: 6 2 0 12 15 18 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 : 55.0 61.1 76.1 78.8 54.9 60.8 74.5 78.1
Old : 55.0 61.1 76.1 78.8 54.9 60.8 74.5 78.1
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, July 11, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $1,000,000 FACE VALUE) :
: : :
All : 9,541,030: 676,001 1,429,930 1,323,840 6,499,782 5,334,465 8,499,623 8,088,235: 1,041,407 1,452,795
Old : 9,541,030: 676,001 1,429,930 1,323,840 6,499,782 5,334,465 8,499,623 8,088,235: 1,041,407 1,452,795
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2006 :
: 15,940: -89,975 -101,809 -4,183 95,793 128,967 1,635 22,975: 14,305 -7,035
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.1 15.0 13.9 68.1 55.9 89.1 84.8: 10.9 15.2
Old : 100.0: 7.1 15.0 13.9 68.1 55.9 89.1 84.8: 10.9 15.2
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 : 314: 63 74 101 137 154 255 287:
Old : 314: 63 74 101 137 154 255 287:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.4 12.3 45.9 20.0 35.0 10.0 40.3 15.8
Old : 37.4 12.3 45.9 20.0 35.0 10.0 40.3 15.8
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, July 11, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 500 INDEX X $250.00) :
: : :
All : 624,481: 85,779 66,190 1,078 402,391 442,336 489,248 509,604: 135,233 114,877
Old : 624,481: 85,779 66,190 1,078 402,391 442,336 489,248 509,604: 135,233 114,877
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2006 :
: 1,261: 196 1,136 -13 -1,873 -356 -1,690 767: 2,951 494
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.7 10.6 0.2 64.4 70.8 78.3 81.6: 21.7 18.4
Old : 100.0: 13.7 10.6 0.2 64.4 70.8 78.3 81.6: 21.7 18.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 198: 52 38 11 79 55 137 98:
Old : 198: 52 38 11 79 55 137 98:
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 30.0 29.0 41.1 20.9 29.7 28.9 40.8
Old : 21.0 30.0 29.0 41.1 20.9 29.7 28.9 40.8
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, July 11, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($50 X S&P 500 INDEX) :
: : :
All : 1,344,585: 207,068 324,822 25,098 747,431 863,466 979,597 1,213,386: 364,988 131,199
Old : 1,344,585: 207,068 324,822 25,098 747,431 863,466 979,597 1,213,386: 364,988 131,199
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2006 :
: 12,056: -19,218 19,998 3,399 35,422 -13,392 19,603 10,005: -7,547 2,051
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.4 24.2 1.9 55.6 64.2 72.9 90.2: 27.1 9.8
Old : 100.0: 15.4 24.2 1.9 55.6 64.2 72.9 90.2: 27.1 9.8
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 : 220: 44 66 18 75 67 130 140:
Old : 220: 44 66 18 75 67 130 140:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.9 24.9 34.3 38.0 17.9 22.7 27.6 34.0
Old : 21.9 24.9 34.3 38.0 17.9 22.7 27.6 34.0
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, July 11, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 400 INDEX X $500) :
: : :
All : 9,134: 1,383 705 0 4,265 7,275 5,648 7,980: 3,486 1,154
Old : 9,134: 1,383 705 0 4,265 7,275 5,648 7,980: 3,486 1,154
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2006 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.1 7.7 0.0 46.7 79.6 61.8 87.4: 38.2 12.6
Old : 100.0: 15.1 7.7 0.0 46.7 79.6 61.8 87.4: 38.2 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 : 20: 3 1 0 8 10 11 11:
Old : 20: 3 1 0 8 10 11 11:
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 50.8 56.2 79.2 39.3 47.1 55.1 75.5
Old : 39.3 50.8 56.2 79.2 39.3 47.1 55.1 75.5
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, July 11, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 400 INDEX X $100) :
: : :
All : 62,278: 8,727 27,393 0 47,700 29,661 56,427 57,054: 5,851 5,224
Old : 62,278: 8,727 27,393 0 47,700 29,661 56,427 57,054: 5,851 5,224
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2006 :
: -665: 288 -1,247 0 -1,331 820 -1,043 -427: 378 -238
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.0 44.0 0.0 76.6 47.6 90.6 91.6: 9.4 8.4
Old : 100.0: 14.0 44.0 0.0 76.6 47.6 90.6 91.6: 9.4 8.4
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 : 61: 6 13 0 27 24 33 37:
Old : 61: 6 13 0 27 24 33 37:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.2 49.6 65.0 66.7 43.4 49.6 63.3 65.4
Old : 45.2 49.6 65.0 66.7 43.4 49.6 63.3 65.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
Commitments of Traders - Futures Only, July 11, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NASDAQ 100 INDEX X $100) :
: : :
All : 51,193: 7,743 14,736 28 36,279 28,029 44,050 42,793: 7,143 8,400
Old : 51,193: 7,743 14,736 28 36,279 28,029 44,050 42,793: 7,143 8,400
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2006 :
: -825: 24 2,653 -10 -883 3,028 -869 5,671: 44 -6,496
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.1 28.8 0.1 70.9 54.8 86.0 83.6: 14.0 16.4
Old : 100.0: 15.1 28.8 0.1 70.9 54.8 86.0 83.6: 14.0 16.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 76: 14 19 1 25 25 40 44:
Old : 76: 14 19 1 25 25 40 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 : 45.0 25.2 60.3 45.3 43.9 25.2 58.4 44.6
Old : 45.0 25.2 60.3 45.3 43.9 25.2 58.4 44.6
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, July 11, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ( NASDAQ 100 STOCK INDEX X $20) :
: : :
All : 342,671: 88,148 155,390 1,574 214,307 165,379 304,029 322,343: 38,642 20,328
Old : 342,671: 88,148 155,390 1,574 214,307 165,379 304,029 322,343: 38,642 20,328
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2006 :
: 17,061: 28,831 23,898 -1,296 14,340 -8,747 41,875 13,855: -24,814 3,206
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.7 45.3 0.5 62.5 48.3 88.7 94.1: 11.3 5.9
Old : 100.0: 25.7 45.3 0.5 62.5 48.3 88.7 94.1: 11.3 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 : 210: 58 78 4 46 41 106 121:
Old : 210: 58 78 4 46 41 106 121:
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 : 45.0 25.6 56.9 37.7 42.2 25.6 50.9 35.8
Old : 45.0 25.6 56.9 37.7 42.2 25.6 50.9 35.8
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, July 11, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100,000 AUSTRALIAN DOLLARS) :
: : :
All : 51,757: 21,901 4,965 391 10,403 36,251 32,695 41,607: 19,062 10,150
Old : 51,757: 21,901 4,965 391 10,403 36,251 32,695 41,607: 19,062 10,150
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2006 :
: 6,077: 4,760 -7,115 326 -928 11,579 4,158 4,790: 1,919 1,287
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.3 9.6 0.8 20.1 70.0 63.2 80.4: 36.8 19.6
Old : 100.0: 42.3 9.6 0.8 20.1 70.0 63.2 80.4: 36.8 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 : 42: 17 4 1 9 16 26 21:
Old : 42: 17 4 1 9 16 26 21:
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 38.2 42.9 59.5 30.0 38.2 38.6 57.7
Old : 31.8 38.2 42.9 59.5 30.0 38.2 38.6 57.7
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, July 11, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (RUSSEL 2000 INDEX X $500) :
: : :
All : 34,657: 5,733 6,774 7 25,862 20,180 31,602 26,961: 3,055 7,696
Old : 34,657: 5,733 6,774 7 25,862 20,180 31,602 26,961: 3,055 7,696
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2006 :
: 1,074: 0 238 0 2,102 -449 2,102 -211: -1,028 1,285
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.5 19.5 0.0 74.6 58.2 91.2 77.8: 8.8 22.2
Old : 100.0: 16.5 19.5 0.0 74.6 58.2 91.2 77.8: 8.8 22.2
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 : 59: 2 16 2 25 26 29 42:
Old : 59: 2 16 2 25 26 29 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 : 55.9 17.8 70.2 31.5 50.2 16.3 60.5 28.0
Old : 55.9 17.8 70.2 31.5 50.2 16.3 60.5 28.0
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, July 11, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (RUSSEL 2000 INDEX X $100) :
: : :
All : 420,612: 118,021 104,759 1,282 282,555 299,055 401,858 405,096: 18,754 15,516
Old : 420,612: 118,021 104,759 1,282 282,555 299,055 401,858 405,096: 18,754 15,516
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2006 :
: -6,417: -4,888 -7,050 489 -2,397 991 -6,796 -5,570: 379 -847
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.1 24.9 0.3 67.2 71.1 95.5 96.3: 4.5 3.7
Old : 100.0: 28.1 24.9 0.3 67.2 71.1 95.5 96.3: 4.5 3.7
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 : 172: 25 69 8 41 55 71 127:
Old : 172: 25 69 8 41 55 71 127:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.2 29.8 76.8 46.9 59.9 28.0 72.0 43.4
Old : 63.2 29.8 76.8 46.9 59.9 28.0 72.0 43.4
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, July 11, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NIKKEI INDEX X $5.00) :
: : :
All : 39,161: 9,607 12,831 252 18,458 18,247 28,317 31,330: 10,844 7,831
Old : 39,161: 9,607 12,831 252 18,458 18,247 28,317 31,330: 10,844 7,831
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2006 :
: 1,023: 11 -1,041 250 180 1,601 441 810: 582 213
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.5 32.8 0.6 47.1 46.6 72.3 80.0: 27.7 20.0
Old : 100.0: 24.5 32.8 0.6 47.1 46.6 72.3 80.0: 27.7 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 : 69: 19 21 2 14 16 35 37:
Old : 69: 19 21 2 14 16 35 37:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.4 30.0 50.5 43.9 36.4 30.0 50.5 43.9
Old : 36.4 30.0 50.5 43.9 36.4 30.0 50.5 43.9
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, July 11, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NIKKEI INDEX X 500 YEN) :
: : :
All : 35,444: 9,626 3,417 398 18,105 15,926 28,129 19,741: 7,315 15,703
Old : 35,444: 9,626 3,417 398 18,105 15,926 28,129 19,741: 7,315 15,703
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2006 :
: -1,106: -2,180 23 355 175 -336 -1,650 42: 544 -1,148
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.2 9.6 1.1 51.1 44.9 79.4 55.7: 20.6 44.3
Old : 100.0: 27.2 9.6 1.1 51.1 44.9 79.4 55.7: 20.6 44.3
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: 17 7 2 17 11 34 20:
Old : 51: 17 7 2 17 11 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 : 28.5 35.6 43.2 43.9 25.3 34.8 40.0 42.2
Old : 28.5 35.6 43.2 43.9 25.3 34.8 40.0 42.2
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, July 11, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (GSCI X $250) :
: : :
All : 21,984: 4,157 800 0 15,349 20,580 19,506 21,380: 2,478 604
Old : 21,984: 4,157 800 0 15,349 20,580 19,506 21,380: 2,478 604
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2006 :
: 1,414: -701 62 -93 451 1,268 -343 1,237: 1,757 177
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.9 3.6 0.0 69.8 93.6 88.7 97.3: 11.3 2.7
Old : 100.0: 18.9 3.6 0.0 69.8 93.6 88.7 97.3: 11.3 2.7
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 : 21: 7 3 0 8 4 15 7:
Old : 21: 7 3 0 8 4 15 7:
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 : 67.5 95.0 81.2 97.3 67.5 93.8 80.4 95.1
Old : 67.5 95.0 81.2 97.3 67.5 93.8 80.4 95.1
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, July 11, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF Y100,000,000 FACE VALUE) :
: : :
All : 40,001: 7,455 4,488 850 18,733 29,361 27,038 34,699: 12,963 5,302
Old : 40,001: 7,455 4,488 850 18,733 29,361 27,038 34,699: 12,963 5,302
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2006 :
: 4,541: 20 596 0 3,774 3,252 3,794 3,848: 747 693
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.6 11.2 2.1 46.8 73.4 67.6 86.7: 32.4 13.3
Old : 100.0: 18.6 11.2 2.1 46.8 73.4 67.6 86.7: 32.4 13.3
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 : 52: 6 9 3 23 33 29 45:
Old : 52: 6 9 3 23 33 29 45:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.6 26.8 51.2 47.7 31.8 24.9 37.4 41.5
Old : 40.6 26.8 51.2 47.7 31.8 24.9 37.4 41.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 14, 2006