MILK - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 7, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 32,819: 24 635 3,115 24,697 15,646 27,836 19,396: 4,983 13,423
Old : 32,819: 24 635 3,115 24,697 15,646 27,836 19,396: 4,983 13,423
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 31, 2006 :
: 78: -1,111 -421 -83 1,646 -208 453 -711: -375 789
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.1 1.9 9.5 75.3 47.7 84.8 59.1: 15.2 40.9
Old : 100.0: 0.1 1.9 9.5 75.3 47.7 84.8 59.1: 15.2 40.9
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 : 32: 1 7 7 16 14 23 22:
Old : 32: 1 7 7 16 14 23 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 : 49.9 28.4 73.1 42.8 49.8 26.2 69.9 37.9
Old : 49.9 28.4 73.1 42.8 49.8 26.2 69.9 37.9
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 with Delta-adjusted Options and Futures Combined, February 7, 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 : 151,181: 17,933 30,877 33,125 76,887 51,359 127,945 115,361: 23,235 35,820
Old : 149,017: 18,127 30,717 32,554 75,745 50,794 126,426 114,065: 22,592 34,953
Other: 2,163: 328 682 49 1,143 565 1,520 1,296: 643 867
: : :
: : Changes in Commitments from: January 31, 2006 :
: 3,848: -831 2,878 2,916 1,413 -2,044 3,498 3,750: 349 97
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.9 20.4 21.9 50.9 34.0 84.6 76.3: 15.4 23.7
Old : 100.0: 12.2 20.6 21.8 50.8 34.1 84.8 76.5: 15.2 23.5
Other: 100.0: 15.2 31.5 2.3 52.8 26.1 70.3 59.9: 29.7 40.1
: : :
:# Traders : Number of Traders in Each Category :
All : 203: 47 82 70 37 44 133 165:
Old : 201: 51 78 69 34 43 128 164:
Other: 35: 4 12 2 8 13 14 25:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.8 18.4 44.9 25.5 33.8 16.1 44.2 22.2
Old : 34.3 18.7 45.5 25.9 34.3 16.3 44.9 22.6
Other: 44.8 34.3 63.4 44.4 44.8 34.3 63.0 44.1
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE Code-056641
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 7, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 2,663: 338 1,164 292 1,166 252 1,796 1,708: 867 955
Old : 2,663: 338 1,164 292 1,166 252 1,796 1,708: 867 955
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 31, 2006 :
: 30: -98 88 -21 133 -184 14 -116: 15 146
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.7 43.7 11.0 43.8 9.5 67.4 64.1: 32.6 35.9
Old : 100.0: 12.7 43.7 11.0 43.8 9.5 67.4 64.1: 32.6 35.9
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 : 29: 7 14 4 7 3 18 17:
Old : 29: 7 14 4 7 3 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 : 38.6 34.6 52.6 50.5 38.3 32.1 47.8 44.6
Old : 38.6 34.6 52.6 50.5 38.3 32.1 47.8 44.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 7, 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 : 248,564: 50,089 17,531 56,463 109,617 103,770 216,169 177,764: 32,394 70,799
Old : 248,564: 50,089 17,531 56,463 109,617 103,770 216,169 177,764: 32,394 70,799
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 31, 2006 :
: -18,584: -6,895 2,582 -7,441 -3,047 -10,300 -17,383 -15,159: -1,201 -3,426
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.2 7.1 22.7 44.1 41.7 87.0 71.5: 13.0 28.5
Old : 100.0: 20.2 7.1 22.7 44.1 41.7 87.0 71.5: 13.0 28.5
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 : 311: 83 59 93 94 126 240 241:
Old : 311: 83 59 93 94 126 240 241:
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 : 21.2 13.4 31.3 19.1 21.2 7.9 30.3 12.1
Old : 21.2 13.4 31.3 19.1 21.2 7.9 30.3 12.1
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 with Delta-adjusted Options and Futures Combined, February 7, 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 : 6,086: 1,942 258 544 958 3,417 3,444 4,218: 2,642 1,868
Old : 6,086: 1,942 258 544 958 3,417 3,444 4,218: 2,642 1,868
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 31, 2006 :
: -287: 33 129 -230 29 -236 -168 -337: -119 50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.9 4.2 8.9 15.7 56.1 56.6 69.3: 43.4 30.7
Old : 100.0: 31.9 4.2 8.9 15.7 56.1 56.6 69.3: 43.4 30.7
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 : 59: 27 5 12 11 24 41 39:
Old : 59: 27 5 12 11 24 41 39:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.8 35.4 30.0 44.6 18.4 33.8 28.1 41.0
Old : 18.8 35.4 30.0 44.6 18.4 33.8 28.1 41.0
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 with Delta-adjusted Options and Futures Combined, February 7, 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 : 38,198: 12,048 2,480 6,289 12,429 10,675 30,767 19,444: 7,431 18,753
Old : 38,198: 12,048 2,480 6,289 12,429 10,675 30,767 19,444: 7,431 18,753
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 31, 2006 :
: 2,560: -1,021 249 968 1,200 -85 1,147 1,132: 1,413 1,428
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.5 6.5 16.5 32.5 27.9 80.5 50.9: 19.5 49.1
Old : 100.0: 31.5 6.5 16.5 32.5 27.9 80.5 50.9: 19.5 49.1
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 : 153: 36 24 30 58 59 115 102:
Old : 153: 36 24 30 58 59 115 102:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.8 11.4 27.2 17.4 17.1 7.5 24.7 11.9
Old : 17.8 11.4 27.2 17.4 17.1 7.5 24.7 11.9
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 with Delta-adjusted Options and Futures Combined, February 7, 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 : 129,087: 56,694 11,654 4,084 26,413 94,681 87,191 110,418: 41,897 18,669
Old : 129,087: 56,694 11,654 4,084 26,413 94,681 87,191 110,418: 41,897 18,669
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 31, 2006 :
: 1,159: 4,989 -3,893 505 -4,608 7,548 886 4,160: 273 -3,001
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.9 9.0 3.2 20.5 73.3 67.5 85.5: 32.5 14.5
Old : 100.0: 43.9 9.0 3.2 20.5 73.3 67.5 85.5: 32.5 14.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 84: 35 13 6 24 25 61 42:
Old : 84: 35 13 6 24 25 61 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 : 16.8 44.8 28.1 61.4 16.8 44.3 28.0 60.8
Old : 16.8 44.8 28.1 61.4 16.8 44.3 28.0 60.8
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 with Delta-adjusted Options and Futures Combined, February 7, 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 : 92,980: 23,784 38,314 151 60,312 35,349 84,247 73,814: 8,733 19,166
Old : 92,980: 23,784 38,314 151 60,312 35,349 84,247 73,814: 8,733 19,166
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 31, 2006 :
: 8,060: -2,576 13,075 -44 15,730 -6,523 13,111 6,508: -5,051 1,552
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.6 41.2 0.2 64.9 38.0 90.6 79.4: 9.4 20.6
Old : 100.0: 25.6 41.2 0.2 64.9 38.0 90.6 79.4: 9.4 20.6
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: 9 21 1 12 12 21 34:
Old : 49: 9 21 1 12 12 21 34:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.9 33.5 76.6 48.9 52.9 33.5 74.1 48.9
Old : 52.9 33.5 76.6 48.9 52.9 33.5 74.1 48.9
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 with Delta-adjusted Options and Futures Combined, February 7, 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 : 117,632: 67,597 6,624 395 41,835 107,125 109,827 114,144: 7,804 3,488
Old : 117,632: 67,597 6,624 395 41,835 107,125 109,827 114,144: 7,804 3,488
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 31, 2006 :
: -17: -2,280 2,845 1 1,961 -3,166 -318 -320: 301 303
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.5 5.6 0.3 35.6 91.1 93.4 97.0: 6.6 3.0
Old : 100.0: 57.5 5.6 0.3 35.6 91.1 93.4 97.0: 6.6 3.0
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 : 90: 58 9 2 15 15 74 25:
Old : 90: 58 9 2 15 15 74 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.7 70.9 52.5 86.7 29.9 51.3 40.2 65.3
Old : 34.7 70.9 52.5 86.7 29.9 51.3 40.2 65.3
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 with Delta-adjusted Options and Futures Combined, February 7, 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 : 96,269: 15,452 29,534 672 63,416 43,714 79,539 73,920: 16,730 22,349
Old : 96,269: 15,452 29,534 672 63,416 43,714 79,539 73,920: 16,730 22,349
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 31, 2006 :
: -1,583: -5,727 6,594 -1,129 8,713 -8,649 1,857 -3,184: -3,439 1,601
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.1 30.7 0.7 65.9 45.4 82.6 76.8: 17.4 23.2
Old : 100.0: 16.1 30.7 0.7 65.9 45.4 82.6 76.8: 17.4 23.2
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 : 58: 11 18 3 21 17 33 37:
Old : 58: 11 18 3 21 17 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 : 39.1 42.6 58.0 55.7 37.8 41.4 53.4 51.7
Old : 39.1 42.6 58.0 55.7 37.8 41.4 53.4 51.7
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 with Delta-adjusted Options and Futures Combined, February 7, 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 : 240,239: 28,460 87,564 4,698 179,259 114,892 212,417 207,153: 27,821 33,086
Old : 240,239: 28,460 87,564 4,698 179,259 114,892 212,417 207,153: 27,821 33,086
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 31, 2006 :
: 7,980: -1,111 13,497 -873 14,475 -4,005 12,491 8,619: -4,511 -640
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.8 36.4 2.0 74.6 47.8 88.4 86.2: 11.6 13.8
Old : 100.0: 11.8 36.4 2.0 74.6 47.8 88.4 86.2: 11.6 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 : 99: 19 44 7 24 23 46 71:
Old : 99: 19 44 7 24 23 46 71:
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 : 48.8 29.8 66.6 44.6 37.1 20.4 48.5 30.0
Old : 48.8 29.8 66.6 44.6 37.1 20.4 48.5 30.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 7, 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 : 157,770: 44,334 28,029 11,653 47,335 77,063 103,322 116,745: 54,448 41,026
Old : 157,770: 44,334 28,029 11,653 47,335 77,063 103,322 116,745: 54,448 41,026
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 31, 2006 :
: -12,558: -11,822 6,657 -4,298 6,586 -15,323 -9,534 -12,964: -3,024 406
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.1 17.8 7.4 30.0 48.8 65.5 74.0: 34.5 26.0
Old : 100.0: 28.1 17.8 7.4 30.0 48.8 65.5 74.0: 34.5 26.0
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: 42 36 32 26 30 82 84:
Old : 117: 42 36 32 26 30 82 84:
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 32.2 27.7 44.8 13.6 30.4 23.0 40.5
Old : 18.1 32.2 27.7 44.8 13.6 30.4 23.0 40.5
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 with Delta-adjusted Options and Futures Combined, February 7, 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 : 15,200: 9,120 5,019 0 4,838 8,949 13,958 13,968: 1,242 1,232
Old : 15,200: 9,120 5,019 0 4,838 8,949 13,958 13,968: 1,242 1,232
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 31, 2006 :
: -484: -241 -568 -114 -189 250 -544 -432: 60 -52
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.0 33.0 0.0 31.8 58.9 91.8 91.9: 8.2 8.1
Old : 100.0: 60.0 33.0 0.0 31.8 58.9 91.8 91.9: 8.2 8.1
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 : 28: 7 4 0 10 9 17 13:
Old : 28: 7 4 0 10 9 17 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 : 63.3 79.9 80.6 88.4 63.3 78.0 80.5 86.5
Old : 63.3 79.9 80.6 88.4 63.3 78.0 80.5 86.5
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 with Delta-adjusted Options and Futures Combined, February 7, 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 : 45,525: 5,369 1,805 34 32,414 37,497 37,817 39,336: 7,708 6,189
Old : 45,525: 5,369 1,805 34 32,414 37,497 37,817 39,336: 7,708 6,189
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 31, 2006 :
: 4,816: -3,456 47 34 6,900 5,024 3,478 5,105: 1,338 -289
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.8 4.0 0.1 71.2 82.4 83.1 86.4: 16.9 13.6
Old : 100.0: 11.8 4.0 0.1 71.2 82.4 83.1 86.4: 16.9 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 : 24: 4 2 1 12 16 16 19:
Old : 24: 4 2 1 12 16 16 19:
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 : 58.8 38.3 74.5 62.0 55.0 33.3 62.8 50.6
Old : 58.8 38.3 74.5 62.0 55.0 33.3 62.8 50.6
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 with Delta-adjusted Options and Futures Combined, February 7, 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 :15,784,353: 738,612 1,060,080 5,536,388 8,444,654 7,570,985 14,719,654 14,167,453: 1,064,699 1,616,900
Old :15,784,353: 738,612 1,060,080 5,536,388 8,444,654 7,570,985 14,719,654 14,167,453: 1,064,699 1,616,900
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 31, 2006 :
: 786,121: 32,977 160,964 404,779 304,712 153,741 742,467 719,484: 43,654 66,638
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.7 6.7 35.1 53.5 48.0 93.3 89.8: 6.7 10.2
Old : 100.0: 4.7 6.7 35.1 53.5 48.0 93.3 89.8: 6.7 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 : 320: 72 76 115 149 154 283 291:
Old : 320: 72 76 115 149 154 283 291:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.0 14.9 35.0 24.8 19.8 8.1 23.3 12.5
Old : 24.0 14.9 35.0 24.8 19.8 8.1 23.3 12.5
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 with Delta-adjusted Options and Futures Combined, February 7, 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 : 739,776: 74,409 43,446 36,585 474,867 522,160 585,860 602,191: 153,916 137,585
Old : 739,776: 74,409 43,446 36,585 474,867 522,160 585,860 602,191: 153,916 137,585
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 31, 2006 :
: 12,954: -622 4,682 2,543 10,441 9,256 12,362 16,481: 592 -3,526
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.1 5.9 4.9 64.2 70.6 79.2 81.4: 20.8 18.6
Old : 100.0: 10.1 5.9 4.9 64.2 70.6 79.2 81.4: 20.8 18.6
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 : 211: 55 37 53 94 68 175 132:
Old : 211: 55 37 53 94 68 175 132:
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 : 18.5 29.3 26.0 41.8 18.3 28.8 25.7 41.2
Old : 18.5 29.3 26.0 41.8 18.3 28.8 25.7 41.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 7, 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 : 1,234,977: 239,366 438,031 37,219 599,658 638,981 876,242 1,114,231: 358,734 120,745
Old : 1,234,977: 239,366 438,031 37,219 599,658 638,981 876,242 1,114,231: 358,734 120,745
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 31, 2006 :
: -27,870: 3,749 73,450 2,001 -25,211 -111,438 -19,461 -35,987: -8,410 8,116
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.4 35.5 3.0 48.6 51.7 71.0 90.2: 29.0 9.8
Old : 100.0: 19.4 35.5 3.0 48.6 51.7 71.0 90.2: 29.0 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 : 222: 63 62 35 69 63 154 138:
Old : 222: 63 62 35 69 63 154 138:
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 : 21.6 25.4 30.3 39.7 16.6 21.4 23.6 33.8
Old : 21.6 25.4 30.3 39.7 16.6 21.4 23.6 33.8
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 with Delta-adjusted Options and Futures Combined, February 7, 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 : 11,981: 2,049 733 0 5,917 10,038 7,966 10,771: 4,015 1,210
Old : 11,981: 2,049 733 0 5,917 10,038 7,966 10,771: 4,015 1,210
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 31, 2006 :
: 197: 122 0 -0 -161 127 -39 127: 236 70
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.1 6.1 0.0 49.4 83.8 66.5 89.9: 33.5 10.1
Old : 100.0: 17.1 6.1 0.0 49.4 83.8 66.5 89.9: 33.5 10.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 4 1 1 14 13 18 15:
Old : 27: 4 1 1 14 13 18 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 : 31.6 52.7 48.9 76.3 31.6 51.5 48.8 74.7
Old : 31.6 52.7 48.9 76.3 31.6 51.5 48.8 74.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 7, 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 : 48,959: 6,701 10,450 0 35,798 35,770 42,499 46,220: 6,460 2,739
Old : 48,959: 6,701 10,450 0 35,798 35,770 42,499 46,220: 6,460 2,739
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 31, 2006 :
: 511: -426 451 0 407 -303 -19 148: 530 363
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.7 21.3 0.0 73.1 73.1 86.8 94.4: 13.2 5.6
Old : 100.0: 13.7 21.3 0.0 73.1 73.1 86.8 94.4: 13.2 5.6
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 : 51: 8 5 0 24 23 32 28:
Old : 51: 8 5 0 24 23 32 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 : 56.4 55.2 70.6 74.0 56.4 55.1 70.1 73.8
Old : 56.4 55.2 70.6 74.0 56.4 55.1 70.1 73.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NEW YORK HDD - CHICAGO MERCANTILE EXCHANGE Code-16264H
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 7, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CME HDD INDEX X $20) :
: : :
All : 9,181: 4,204 1,801 676 4,156 6,459 9,036 8,935: 145 246
Old : 9,181: 4,204 1,801 676 4,156 6,459 9,036 8,935: 145 246
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 31, 2006 :
: 2,838: 104 948 302 2,428 1,752 2,834 3,002: 4 -164
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.8 19.6 7.4 45.3 70.3 98.4 97.3: 1.6 2.7
Old : 100.0: 45.8 19.6 7.4 45.3 70.3 98.4 97.3: 1.6 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 : 25: 5 10 4 8 8 14 21:
Old : 25: 5 10 4 8 8 14 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 : 67.6 57.5 88.1 76.3 54.4 43.9 64.1 56.1
Old : 67.6 57.5 88.1 76.3 54.4 43.9 64.1 56.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 7, 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 : 61,243: 14,547 9,018 226 30,261 44,819 45,034 54,063: 16,209 7,181
Old : 61,243: 14,547 9,018 226 30,261 44,819 45,034 54,063: 16,209 7,181
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 31, 2006 :
: -1,794: -2,244 -339 -200 -251 -1,233 -2,695 -1,772: 901 -22
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.8 14.7 0.4 49.4 73.2 73.5 88.3: 26.5 11.7
Old : 100.0: 23.8 14.7 0.4 49.4 73.2 73.5 88.3: 26.5 11.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 89: 21 16 2 35 27 58 43:
Old : 89: 21 16 2 35 27 58 43:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.1 39.1 38.2 57.2 25.0 37.4 37.1 51.6
Old : 25.1 39.1 38.2 57.2 25.0 37.4 37.1 51.6
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 with Delta-adjusted Options and Futures Combined, February 7, 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 : 363,876: 112,213 95,739 3,836 223,777 220,250 339,826 319,825: 24,050 44,051
Old : 363,876: 112,213 95,739 3,836 223,777 220,250 339,826 319,825: 24,050 44,051
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 31, 2006 :
: 608: 1,029 11,358 -84 1,521 -18,412 2,466 -7,139: -1,858 7,747
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.8 26.3 1.1 61.5 60.5 93.4 87.9: 6.6 12.1
Old : 100.0: 30.8 26.3 1.1 61.5 60.5 93.4 87.9: 6.6 12.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 214: 70 71 13 49 42 125 120:
Old : 214: 70 71 13 49 42 125 120:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.5 33.4 49.4 47.4 27.9 22.7 36.9 33.4
Old : 37.5 33.4 49.4 47.4 27.9 22.7 36.9 33.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 7, 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 : 69,579: 31,309 10,528 0 19,114 44,165 50,423 54,693: 19,156 14,886
Old : 69,579: 31,309 10,528 0 19,114 44,165 50,423 54,693: 19,156 14,886
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 31, 2006 :
: -5,540: -7,096 1,263 -118 6,320 -10,427 -894 -9,282: -4,646 3,742
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.0 15.1 0.0 27.5 63.5 72.5 78.6: 27.5 21.4
Old : 100.0: 45.0 15.1 0.0 27.5 63.5 72.5 78.6: 27.5 21.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 46: 16 6 0 12 16 28 22:
Old : 46: 16 6 0 12 16 28 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 : 36.9 33.1 49.3 54.1 36.9 33.1 49.1 53.0
Old : 36.9 33.1 49.3 54.1 36.9 33.1 49.1 53.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE Code-239741
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 7, 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 : 29,409: 5,095 6,096 2 19,708 16,429 24,805 22,528: 4,604 6,882
Old : 29,409: 5,095 6,096 2 19,708 16,429 24,805 22,528: 4,604 6,882
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 31, 2006 :
: 843: -61 -60 0 823 449 762 389: 81 454
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.3 20.7 0.0 67.0 55.9 84.3 76.6: 15.7 23.4
Old : 100.0: 17.3 20.7 0.0 67.0 55.9 84.3 76.6: 15.7 23.4
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 : 58: 2 14 1 29 22 32 36:
Old : 58: 2 14 1 29 22 32 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 : 35.7 27.8 55.2 42.1 35.7 22.8 51.6 36.8
Old : 35.7 27.8 55.2 42.1 35.7 22.8 51.6 36.8
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 with Delta-adjusted Options and Futures Combined, February 7, 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 : 276,838: 44,722 60,132 3,783 208,718 200,348 257,223 264,263: 19,615 12,575
Old : 276,838: 44,722 60,132 3,783 208,718 200,348 257,223 264,263: 19,615 12,575
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 31, 2006 :
: 3,837: -3,834 4,231 -901 8,639 432 3,905 3,762: -68 75
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.2 21.7 1.4 75.4 72.4 92.9 95.5: 7.1 4.5
Old : 100.0: 16.2 21.7 1.4 75.4 72.4 92.9 95.5: 7.1 4.5
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 : 180: 42 66 30 38 56 96 136:
Old : 180: 42 66 30 38 56 96 136:
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 : 55.2 30.4 65.8 45.8 51.1 27.3 59.2 40.6
Old : 55.2 30.4 65.8 45.8 51.1 27.3 59.2 40.6
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 with Delta-adjusted Options and Futures Combined, February 7, 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 : 65,150: 13,875 15,765 4,571 34,074 34,797 52,520 55,133: 12,630 10,017
Old : 65,150: 13,875 15,765 4,571 34,074 34,797 52,520 55,133: 12,630 10,017
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 31, 2006 :
: -113: 1,426 -1,261 31 -1,397 701 60 -529: -173 416
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.3 24.2 7.0 52.3 53.4 80.6 84.6: 19.4 15.4
Old : 100.0: 21.3 24.2 7.0 52.3 53.4 80.6 84.6: 19.4 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 : 93: 24 22 7 20 28 51 55:
Old : 93: 24 22 7 20 28 51 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 : 39.4 32.6 50.6 45.7 34.0 23.9 42.7 36.6
Old : 39.4 32.6 50.6 45.7 34.0 23.9 42.7 36.6
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 with Delta-adjusted Options and Futures Combined, February 7, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NIKKEI INDEX X 500 YEN) :
: : :
All : 36,764: 12,288 7,392 12 17,288 19,033 29,588 26,437: 7,176 10,327
Old : 36,764: 12,288 7,392 12 17,288 19,033 29,588 26,437: 7,176 10,327
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 31, 2006 :
: 1,590: -1,862 1,085 1 1,434 1,050 -427 2,136: 2,017 -546
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.4 20.1 0.0 47.0 51.8 80.5 71.9: 19.5 28.1
Old : 100.0: 33.4 20.1 0.0 47.0 51.8 80.5 71.9: 19.5 28.1
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 : 47: 12 10 1 17 12 29 23:
Old : 47: 12 10 1 17 12 29 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.8 52.1 51.0 61.0 26.2 38.5 43.4 46.2
Old : 31.8 52.1 51.0 61.0 26.2 38.5 43.4 46.2
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 with Delta-adjusted Options and Futures Combined, February 7, 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 : 42,062: 2,660 2,921 334 14,577 34,787 17,571 38,042: 24,491 4,020
Old : 42,062: 2,660 2,921 334 14,577 34,787 17,571 38,042: 24,491 4,020
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 31, 2006 :
: 1,874: -550 -133 103 -1,330 3,894 -1,777 3,864: 3,651 -1,990
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.3 6.9 0.8 34.7 82.7 41.8 90.4: 58.2 9.6
Old : 100.0: 6.3 6.9 0.8 34.7 82.7 41.8 90.4: 58.2 9.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 50: 5 12 4 18 28 27 41:
Old : 50: 5 12 4 18 28 27 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 : 25.5 38.4 33.1 57.9 9.8 29.8 12.6 42.8
Old : 25.5 38.4 33.1 57.9 9.8 29.8 12.6 42.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 10, 2006