MILK - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders - Futures Only, July 25, 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 : 31,927: 1,021 3,958 1,421 25,010 16,598 27,452 21,977: 4,475 9,950
Old : 31,927: 1,021 3,958 1,421 25,010 16,598 27,452 21,977: 4,475 9,950
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 18, 2006 :
: 746: -42 742 136 347 243 441 1,121: 305 -375
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.2 12.4 4.5 78.3 52.0 86.0 68.8: 14.0 31.2
Old : 100.0: 3.2 12.4 4.5 78.3 52.0 86.0 68.8: 14.0 31.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 55: 6 18 10 24 18 36 40:
Old : 55: 6 18 10 24 18 36 40:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.4 35.8 67.4 46.2 50.4 34.7 67.0 43.8
Old : 50.4 35.8 67.4 46.2 50.4 34.7 67.0 43.8
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 25, 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 : 157,440: 29,785 19,147 31,430 77,534 70,073 138,749 120,650: 18,691 36,790
Old : 122,000: 24,573 31,630 16,081 68,735 49,226 109,389 96,937: 12,611 25,063
Other: 35,440: 19,690 1,995 871 8,799 20,847 29,360 23,713: 6,080 11,727
: : :
: : Changes in Commitments from: July 18, 2006 :
: 565: -1,952 3,066 1,527 1,185 -4,276 760 317: -195 248
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.9 12.2 20.0 49.2 44.5 88.1 76.6: 11.9 23.4
Old : 100.0: 20.1 25.9 13.2 56.3 40.3 89.7 79.5: 10.3 20.5
Other: 100.0: 55.6 5.6 2.5 24.8 58.8 82.8 66.9: 17.2 33.1
: : :
:# Traders : Number of Traders in Each Category :
All : 191: 49 66 62 34 46 135 139:
Old : 186: 42 78 45 27 45 109 136:
Other: 100: 37 16 15 19 36 65 59:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.3 23.2 44.0 31.7 32.3 22.1 42.6 28.5
Old : 41.6 25.3 54.3 34.3 41.6 25.3 54.3 32.9
Other: 33.3 30.0 49.5 40.4 29.2 23.3 43.2 32.2
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE Code-056641
Commitments of Traders - Futures Only, July 25, 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 : 1,673: 912 356 86 10 380 1,008 822: 665 851
Old : 1,542: 912 402 26 10 380 948 808: 594 734
Other: 131: 46 0 14 0 0 60 14: 71 117
: : :
: : Changes in Commitments from: July 18, 2006 :
: -109: 26 -38 10 -98 -14 -62 -42: -47 -67
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.5 21.3 5.1 0.6 22.7 60.3 49.1: 39.7 50.9
Old : 100.0: 59.1 26.1 1.7 0.6 24.6 61.5 52.4: 38.5 47.6
Other: 100.0: 35.1 0.0 10.7 0.0 0.0 45.8 10.7: 54.2 89.3
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 14 6 4 1 4 19 10:
Old : 24: 14 6 3 1 4 18 10:
Other: 4: 3 0 2 0 0 4 2:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.4 25.6 43.5 44.1 31.4 23.0 43.3 38.7
Old : 34.0 27.8 47.0 47.2 34.0 27.1 47.0 44.9
Other: 45.8 10.7 45.8 10.7 35.1 0.0 35.1 0.0
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders - Futures Only, July 25, 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 : 234,577: 47,918 21,551 48,668 113,161 109,302 209,747 179,521: 24,830 55,056
Old : 234,577: 47,918 21,551 48,668 113,161 109,302 209,747 179,521: 24,830 55,056
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 18, 2006 :
: 2,406: -3,029 406 2,006 1,464 877 441 3,289: 1,965 -883
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.4 9.2 20.7 48.2 46.6 89.4 76.5: 10.6 23.5
Old : 100.0: 20.4 9.2 20.7 48.2 46.6 89.4 76.5: 10.6 23.5
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 : 301: 66 45 88 83 145 208 251:
Old : 301: 66 45 88 83 145 208 251:
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 : 22.4 9.2 33.5 16.9 22.3 7.6 32.7 13.3
Old : 22.4 9.2 33.5 16.9 22.3 7.6 32.7 13.3
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 25, 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 : 5,446: 2,578 2,709 490 882 474 3,950 3,673: 1,496 1,773
Old : 5,446: 2,578 2,709 490 882 474 3,950 3,673: 1,496 1,773
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 18, 2006 :
: 271: -91 39 194 132 0 235 233: 36 38
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.3 49.7 9.0 16.2 8.7 72.5 67.4: 27.5 32.6
Old : 100.0: 47.3 49.7 9.0 16.2 8.7 72.5 67.4: 27.5 32.6
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 : 55: 16 22 12 9 10 33 41:
Old : 55: 16 22 12 9 10 33 41:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.1 25.1 48.5 39.5 34.1 25.1 46.6 37.9
Old : 34.1 25.1 48.5 39.5 34.1 25.1 46.6 37.9
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 25, 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 : 30,944: 12,912 4,229 2,944 9,591 9,785 25,447 16,958: 5,497 13,986
Old : 30,944: 12,912 4,229 2,944 9,591 9,785 25,447 16,958: 5,497 13,986
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 18, 2006 :
: 249: 714 -550 -341 83 968 456 77: -207 172
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.7 13.7 9.5 31.0 31.6 82.2 54.8: 17.8 45.2
Old : 100.0: 41.7 13.7 9.5 31.0 31.6 82.2 54.8: 17.8 45.2
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 : 154: 46 23 28 39 59 102 100:
Old : 154: 46 23 28 39 59 102 100:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.8 10.5 29.9 17.8 17.8 9.5 27.0 14.6
Old : 19.8 10.5 29.9 17.8 17.8 9.5 27.0 14.6
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, July 25, 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 : 91,963: 23,613 29,032 1,657 31,421 41,951 56,691 72,640: 35,272 19,323
Old : 91,963: 23,613 29,032 1,657 31,421 41,951 56,691 72,640: 35,272 19,323
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 18, 2006 :
: 8,548: 311 15,014 96 6,528 -6,925 6,935 8,185: 1,613 363
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.7 31.6 1.8 34.2 45.6 61.6 79.0: 38.4 21.0
Old : 100.0: 25.7 31.6 1.8 34.2 45.6 61.6 79.0: 38.4 21.0
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: 21 18 3 23 16 45 36:
Old : 71: 21 18 3 23 16 45 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 : 18.1 39.5 31.5 51.7 17.7 38.7 31.0 50.8
Old : 18.1 39.5 31.5 51.7 17.7 38.7 31.0 50.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
Commitments of Traders - Futures Only, July 25, 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 : 73,560: 16,611 37,571 36 45,151 17,788 61,798 55,395: 11,762 18,165
Old : 73,560: 16,611 37,571 36 45,151 17,788 61,798 55,395: 11,762 18,165
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 18, 2006 :
: 3,948: -1,505 4,038 36 4,624 -814 3,155 3,260: 793 688
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.6 51.1 0.0 61.4 24.2 84.0 75.3: 16.0 24.7
Old : 100.0: 22.6 51.1 0.0 61.4 24.2 84.0 75.3: 16.0 24.7
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 : 46: 12 21 1 10 6 22 28:
Old : 46: 12 21 1 10 6 22 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 : 57.5 35.3 70.6 51.0 57.4 35.1 70.4 50.8
Old : 57.5 35.3 70.6 51.0 57.4 35.1 70.4 50.8
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 25, 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 : 82,117: 16,625 8,554 155 60,711 70,446 77,491 79,155: 4,626 2,962
Old : 82,117: 16,625 8,554 155 60,711 70,446 77,491 79,155: 4,626 2,962
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 18, 2006 :
: 436: -384 -2,029 -61 698 2,870 253 780: 183 -344
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.2 10.4 0.2 73.9 85.8 94.4 96.4: 5.6 3.6
Old : 100.0: 20.2 10.4 0.2 73.9 85.8 94.4 96.4: 5.6 3.6
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 : 63: 25 11 1 14 20 40 31:
Old : 63: 25 11 1 14 20 40 31:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.7 73.3 73.8 86.9 59.4 71.9 72.5 84.9
Old : 60.7 73.3 73.8 86.9 59.4 71.9 72.5 84.9
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 25, 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 : 102,104: 34,685 12,026 3 43,032 76,575 77,720 88,604: 24,384 13,500
Old : 102,104: 34,685 12,026 3 43,032 76,575 77,720 88,604: 24,384 13,500
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 18, 2006 :
: 14,024: 6,225 643 -2 7,428 14,334 13,651 14,975: 373 -951
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.0 11.8 0.0 42.1 75.0 76.1 86.8: 23.9 13.2
Old : 100.0: 34.0 11.8 0.0 42.1 75.0 76.1 86.8: 23.9 13.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 55: 18 9 1 15 20 34 29:
Old : 55: 18 9 1 15 20 34 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 : 35.5 39.7 54.9 59.7 35.5 39.4 51.3 59.4
Old : 35.5 39.7 54.9 59.7 35.5 39.4 51.3 59.4
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 25, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 12,500,000 JAPANESE YEN) :
: : :
All : 208,508: 26,299 103,185 86 152,876 73,589 179,261 176,860: 29,247 31,648
Old : 208,508: 26,299 103,185 86 152,876 73,589 179,261 176,860: 29,247 31,648
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 18, 2006 :
: 4,941: -1,425 6,412 -114 7,002 -583 5,463 5,715: -522 -774
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.6 49.5 0.0 73.3 35.3 86.0 84.8: 14.0 15.2
Old : 100.0: 12.6 49.5 0.0 73.3 35.3 86.0 84.8: 14.0 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 : 109: 28 44 2 30 15 59 60:
Old : 109: 28 44 2 30 15 59 60:
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 32.0 52.3 50.2 30.5 22.9 42.0 36.3
Old : 34.3 32.0 52.3 50.2 30.5 22.9 42.0 36.3
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 25, 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 : 146,454: 66,687 16,386 687 30,207 100,022 97,581 117,095: 48,873 29,359
Old : 146,454: 66,687 16,386 687 30,207 100,022 97,581 117,095: 48,873 29,359
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 18, 2006 :
: -6,341: -1,129 264 238 1,031 -1,084 140 -582: -6,481 -5,759
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.5 11.2 0.5 20.6 68.3 66.6 80.0: 33.4 20.0
Old : 100.0: 45.5 11.2 0.5 20.6 68.3 66.6 80.0: 33.4 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 : 117: 53 22 7 27 31 81 59:
Old : 117: 53 22 7 27 31 81 59:
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 : 23.5 42.4 31.1 57.7 23.0 41.1 29.2 53.1
Old : 23.5 42.4 31.1 57.7 23.0 41.1 29.2 53.1
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 25, 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 : 16,341: 9,103 3,658 0 5,799 11,495 14,902 15,153: 1,439 1,188
Old : 16,341: 9,103 3,658 0 5,799 11,495 14,902 15,153: 1,439 1,188
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 18, 2006 :
: 1,393: 1,899 22 0 -390 1,866 1,509 1,888: -116 -495
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.7 22.4 0.0 35.5 70.3 91.2 92.7: 8.8 7.3
Old : 100.0: 55.7 22.4 0.0 35.5 70.3 91.2 92.7: 8.8 7.3
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 : 21: 3 3 0 6 10 9 13:
Old : 21: 3 3 0 6 10 9 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 : 80.3 73.7 90.4 86.5 80.3 69.5 86.4 81.7
Old : 80.3 73.7 90.4 86.5 80.3 69.5 86.4 81.7
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 25, 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 : 41,651: 14,552 2,463 0 18,849 34,285 33,401 36,748: 8,250 4,903
Old : 41,651: 14,552 2,463 0 18,849 34,285 33,401 36,748: 8,250 4,903
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 18, 2006 :
: 2,432: -1,530 -130 0 1,202 2,333 -328 2,203: 2,760 229
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.9 5.9 0.0 45.3 82.3 80.2 88.2: 19.8 11.8
Old : 100.0: 34.9 5.9 0.0 45.3 82.3 80.2 88.2: 19.8 11.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 4 3 0 7 12 11 15:
Old : 23: 4 3 0 7 12 11 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.5 58.9 74.6 75.2 52.5 57.0 72.9 71.5
Old : 52.5 58.9 74.6 75.2 52.5 57.0 72.9 71.5
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, July 25, 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 : 9,576,691: 590,846 1,250,989 1,276,488 6,564,179 5,540,328 8,431,513 8,067,805: 1,145,178 1,508,886
Old : 9,576,691: 590,846 1,250,989 1,276,488 6,564,179 5,540,328 8,431,513 8,067,805: 1,145,178 1,508,886
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 18, 2006 :
: 9,591: -17,175 -163,117 -43,877 -29,999 82,248 -91,051 -124,746: 100,642 134,337
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.2 13.1 13.3 68.5 57.9 88.0 84.2: 12.0 15.8
Old : 100.0: 6.2 13.1 13.3 68.5 57.9 88.0 84.2: 12.0 15.8
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 : 300: 58 70 103 132 150 248 276:
Old : 300: 58 70 103 132 150 248 276:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.3 11.9 45.0 19.7 34.7 9.1 40.3 16.0
Old : 37.3 11.9 45.0 19.7 34.7 9.1 40.3 16.0
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, July 25, 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 : 623,812: 80,291 61,694 2,858 393,615 448,751 476,764 513,303: 147,048 110,509
Old : 623,812: 80,291 61,694 2,858 393,615 448,751 476,764 513,303: 147,048 110,509
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 18, 2006 :
: -4,178: -3,058 -7,939 317 -6,669 3,486 -9,410 -4,136: 5,232 -42
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.9 9.9 0.5 63.1 71.9 76.4 82.3: 23.6 17.7
Old : 100.0: 12.9 9.9 0.5 63.1 71.9 76.4 82.3: 23.6 17.7
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 : 191: 50 36 18 75 54 137 97:
Old : 191: 50 36 18 75 54 137 97:
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 : 20.6 31.0 28.5 42.3 20.5 30.7 28.3 41.9
Old : 20.6 31.0 28.5 42.3 20.5 30.7 28.3 41.9
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 25, 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 : 1,378,698: 192,380 353,505 23,706 828,688 873,544 1,044,774 1,250,755: 333,924 127,943
Old : 1,378,698: 192,380 353,505 23,706 828,688 873,544 1,044,774 1,250,755: 333,924 127,943
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 18, 2006 :
: -24,710: 2,821 -40,025 -3,662 -7,518 11,827 -8,359 -31,860: -16,351 7,150
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.0 25.6 1.7 60.1 63.4 75.8 90.7: 24.2 9.3
Old : 100.0: 14.0 25.6 1.7 60.1 63.4 75.8 90.7: 24.2 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 : 232: 51 72 19 80 68 143 147:
Old : 232: 51 72 19 80 68 143 147:
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 : 24.4 24.1 37.5 38.3 20.4 22.3 29.9 32.9
Old : 24.4 24.1 37.5 38.3 20.4 22.3 29.9 32.9
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 25, 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 : 9,435: 1,339 705 0 4,260 7,279 5,599 7,984: 3,836 1,451
Old : 9,435: 1,339 705 0 4,260 7,279 5,599 7,984: 3,836 1,451
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 18, 2006 :
: 121: -42 0 0 -5 4 -47 4: 168 117
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.2 7.5 0.0 45.2 77.1 59.3 84.6: 40.7 15.4
Old : 100.0: 14.2 7.5 0.0 45.2 77.1 59.3 84.6: 40.7 15.4
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 : 21: 3 1 0 8 11 11 12:
Old : 21: 3 1 0 8 11 11 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 : 38.0 46.3 53.9 73.9 38.0 42.7 52.8 70.2
Old : 38.0 46.3 53.9 73.9 38.0 42.7 52.8 70.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
Commitments of Traders - Futures Only, July 25, 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 : 67,533: 9,059 29,868 0 53,247 30,194 62,306 60,062: 5,227 7,471
Old : 67,533: 9,059 29,868 0 53,247 30,194 62,306 60,062: 5,227 7,471
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 18, 2006 :
: 3,025: -348 1,321 -18 3,482 -46 3,116 1,257: -91 1,768
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.4 44.2 0.0 78.8 44.7 92.3 88.9: 7.7 11.1
Old : 100.0: 13.4 44.2 0.0 78.8 44.7 92.3 88.9: 7.7 11.1
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 : 64: 7 14 0 27 23 34 37:
Old : 64: 7 14 0 27 23 34 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 : 43.2 47.2 64.8 62.5 41.6 47.2 63.2 61.5
Old : 43.2 47.2 64.8 62.5 41.6 47.2 63.2 61.5
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 25, 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 : 56,675: 10,533 15,629 43 36,717 30,295 47,293 45,967: 9,382 10,708
Old : 56,675: 10,533 15,629 43 36,717 30,295 47,293 45,967: 9,382 10,708
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 18, 2006 :
: 1,774: 355 976 16 1,048 -369 1,419 623: 355 1,151
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.6 27.6 0.1 64.8 53.5 83.4 81.1: 16.6 18.9
Old : 100.0: 18.6 27.6 0.1 64.8 53.5 83.4 81.1: 16.6 18.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 82: 16 23 1 26 24 43 47:
Old : 82: 16 23 1 26 24 43 47:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.5 24.7 57.7 42.1 42.5 24.4 55.7 41.0
Old : 43.5 24.7 57.7 42.1 42.5 24.4 55.7 41.0
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 25, 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 : 418,976: 83,265 184,396 6,829 291,329 204,568 381,423 395,793: 37,553 23,183
Old : 418,976: 83,265 184,396 6,829 291,329 204,568 381,423 395,793: 37,553 23,183
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 18, 2006 :
: -7,696: -5,907 -6,811 -1,536 -2,299 106 -9,742 -8,241: 2,046 545
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.9 44.0 1.6 69.5 48.8 91.0 94.5: 9.0 5.5
Old : 100.0: 19.9 44.0 1.6 69.5 48.8 91.0 94.5: 9.0 5.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 235: 57 92 10 61 41 124 137:
Old : 235: 57 92 10 61 41 124 137:
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 : 48.2 23.0 59.7 36.9 43.9 23.0 53.1 35.1
Old : 48.2 23.0 59.7 36.9 43.9 23.0 53.1 35.1
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 25, 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 : 62,339: 37,046 3,654 0 3,560 50,202 40,606 53,856: 21,733 8,483
Old : 62,339: 37,046 3,654 0 3,560 50,202 40,606 53,856: 21,733 8,483
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 18, 2006 :
: 7,690: 6,432 1,255 0 -625 5,512 5,807 6,767: 1,883 923
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.4 5.9 0.0 5.7 80.5 65.1 86.4: 34.9 13.6
Old : 100.0: 59.4 5.9 0.0 5.7 80.5 65.1 86.4: 34.9 13.6
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: 23 4 0 7 18 30 22:
Old : 49: 23 4 0 7 18 30 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 : 26.8 45.5 41.0 64.9 26.8 45.5 41.0 64.1
Old : 26.8 45.5 41.0 64.9 26.8 45.5 41.0 64.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE Code-239741
Commitments of Traders - Futures Only, July 25, 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 : 38,723: 5,733 6,498 4 29,676 25,942 35,413 32,444: 3,310 6,279
Old : 38,723: 5,733 6,498 4 29,676 25,942 35,413 32,444: 3,310 6,279
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 18, 2006 :
: 1,931: 0 -49 0 2,657 2,114 2,657 2,065: -726 -134
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.8 16.8 0.0 76.6 67.0 91.5 83.8: 8.5 16.2
Old : 100.0: 14.8 16.8 0.0 76.6 67.0 91.5 83.8: 8.5 16.2
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 : 60: 2 15 1 27 26 30 41:
Old : 60: 2 15 1 27 26 30 41:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.6 26.9 70.0 41.4 49.0 20.9 58.4 32.6
Old : 56.6 26.9 70.0 41.4 49.0 20.9 58.4 32.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-239742
Commitments of Traders - Futures Only, July 25, 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 : 448,845: 121,382 98,036 2,050 306,329 332,289 429,761 432,375: 19,084 16,470
Old : 448,845: 121,382 98,036 2,050 306,329 332,289 429,761 432,375: 19,084 16,470
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 18, 2006 :
: 13,891: 1,766 -3,774 543 11,843 14,775 14,152 11,544: -261 2,347
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.0 21.8 0.5 68.2 74.0 95.7 96.3: 4.3 3.7
Old : 100.0: 27.0 21.8 0.5 68.2 74.0 95.7 96.3: 4.3 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 : 167: 18 70 7 42 57 65 129:
Old : 167: 18 70 7 42 57 65 129:
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 : 61.5 29.6 74.6 48.0 56.8 28.3 67.7 42.1
Old : 61.5 29.6 74.6 48.0 56.8 28.3 67.7 42.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
Commitments of Traders - Futures Only, July 25, 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 : 40,253: 9,643 14,378 0 18,958 18,893 28,601 33,271: 11,652 6,982
Old : 40,253: 9,643 14,378 0 18,958 18,893 28,601 33,271: 11,652 6,982
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 18, 2006 :
: -314: -493 1,613 -395 1,617 -1,192 729 26: -1,043 -340
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.0 35.7 0.0 47.1 46.9 71.1 82.7: 28.9 17.3
Old : 100.0: 24.0 35.7 0.0 47.1 46.9 71.1 82.7: 28.9 17.3
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 21 0 17 19 35 40:
Old : 72: 18 21 0 17 19 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 : 32.8 36.8 46.4 51.0 32.8 34.4 46.4 48.6
Old : 32.8 36.8 46.4 51.0 32.8 34.4 46.4 48.6
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 25, 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 : 39,814: 6,865 2,909 37 25,133 16,777 32,035 19,723: 7,779 20,091
Old : 39,814: 6,865 2,909 37 25,133 16,777 32,035 19,723: 7,779 20,091
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 18, 2006 :
: 2,714: -1,031 -876 37 4,125 1,783 3,131 944: -417 1,770
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.2 7.3 0.1 63.1 42.1 80.5 49.5: 19.5 50.5
Old : 100.0: 17.2 7.3 0.1 63.1 42.1 80.5 49.5: 19.5 50.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 50: 12 7 1 20 13 32 21:
Old : 50: 12 7 1 20 13 32 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 : 34.8 30.0 50.0 38.7 30.9 28.9 46.1 36.2
Old : 34.8 30.0 50.0 38.7 30.9 28.9 46.1 36.2
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 25, 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 : 39,782: 4,285 4,712 1,961 20,516 27,609 26,762 34,282: 13,020 5,500
Old : 39,782: 4,285 4,712 1,961 20,516 27,609 26,762 34,282: 13,020 5,500
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 18, 2006 :
: -1,899: -600 274 -619 623 -1,914 -596 -2,259: -1,303 360
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.8 11.8 4.9 51.6 69.4 67.3 86.2: 32.7 13.8
Old : 100.0: 10.8 11.8 4.9 51.6 69.4 67.3 86.2: 32.7 13.8
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 : 55: 7 10 4 25 31 33 44:
Old : 55: 7 10 4 25 31 33 44:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.6 30.9 47.1 50.5 26.0 28.4 31.5 42.4
Old : 35.6 30.9 47.1 50.5 26.0 28.4 31.5 42.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 28, 2006