MILK - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 14, 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 : 35,375: 0 1,425 3,999 26,802 16,441 30,800 21,865: 4,574 13,510
Old : 35,375: 0 1,425 3,999 26,802 16,441 30,800 21,865: 4,574 13,510
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 7, 2006 :
: 2,555: -24 790 884 2,104 795 2,964 2,469: -409 86
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 4.0 11.3 75.8 46.5 87.1 61.8: 12.9 38.2
Old : 100.0: 0.0 4.0 11.3 75.8 46.5 87.1 61.8: 12.9 38.2
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 : 38: 0 10 9 21 17 30 27:
Old : 38: 0 10 9 21 17 30 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.4 27.3 73.8 40.9 50.3 24.5 69.8 34.3
Old : 50.4 27.3 73.8 40.9 50.3 24.5 69.8 34.3
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 14, 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 : 154,057: 19,250 26,512 37,531 75,172 54,903 131,953 118,946: 22,105 35,111
Old : 151,634: 19,816 26,790 36,433 73,919 54,266 130,167 117,488: 21,467 34,145
Other: 2,423: 422 709 110 1,254 638 1,786 1,458: 638 966
: : :
: : Changes in Commitments from: February 7, 2006 :
: 2,877: 1,317 -4,365 4,406 -1,715 3,544 4,007 3,585: -1,131 -708
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.5 17.2 24.4 48.8 35.6 85.7 77.2: 14.3 22.8
Old : 100.0: 13.1 17.7 24.0 48.7 35.8 85.8 77.5: 14.2 22.5
Other: 100.0: 17.4 29.3 4.6 51.7 26.3 73.7 60.1: 26.3 39.9
: : :
:# Traders : Number of Traders in Each Category :
All : 198: 56 70 80 36 40 141 159:
Old : 197: 58 70 78 33 40 136 159:
Other: 32: 3 11 5 9 10 17 21:
:----------------------------------------------------------------------------------------------------
: 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 : 32.6 19.5 43.8 26.7 32.6 18.9 42.6 24.6
Old : 33.1 19.8 44.5 26.9 33.1 19.3 43.2 25.1
Other: 41.8 33.9 63.4 47.1 41.8 33.3 62.9 46.0
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE Code-056641
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 14, 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 : 2,666: 257 800 333 1,231 568 1,820 1,701: 846 965
Old : 2,666: 257 800 333 1,231 568 1,820 1,701: 846 965
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 7, 2006 :
: 3: -81 -363 40 65 316 24 -7: -21 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.6 30.0 12.5 46.2 21.3 68.3 63.8: 31.7 36.2
Old : 100.0: 9.6 30.0 12.5 46.2 21.3 68.3 63.8: 31.7 36.2
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 : 30: 7 11 6 8 3 19 18:
Old : 30: 7 11 6 8 3 19 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.4 33.5 54.9 49.8 36.4 32.6 49.7 44.0
Old : 36.4 33.5 54.9 49.8 36.4 32.6 49.7 44.0
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 14, 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 : 241,128: 45,548 15,811 56,360 107,283 101,147 209,191 173,319: 31,937 67,809
Old : 241,128: 45,548 15,811 56,360 107,283 101,147 209,191 173,319: 31,937 67,809
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 7, 2006 :
: -7,436: -4,541 -1,719 -103 -2,335 -2,623 -6,978 -4,445: -457 -2,991
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.9 6.6 23.4 44.5 41.9 86.8 71.9: 13.2 28.1
Old : 100.0: 18.9 6.6 23.4 44.5 41.9 86.8 71.9: 13.2 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 : 301: 71 62 90 90 127 224 240:
Old : 301: 71 62 90 90 127 224 240:
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 : 21.5 14.2 33.1 20.2 21.5 8.2 30.8 12.6
Old : 21.5 14.2 33.1 20.2 21.5 8.2 30.8 12.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 14, 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 : 5,783: 1,769 299 775 1,055 3,017 3,599 4,091: 2,185 1,692
Old : 5,783: 1,769 299 775 1,055 3,017 3,599 4,091: 2,185 1,692
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 7, 2006 :
: -303: -173 41 231 97 -399 154 -127: -458 -176
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.6 5.2 13.4 18.2 52.2 62.2 70.7: 37.8 29.3
Old : 100.0: 30.6 5.2 13.4 18.2 52.2 62.2 70.7: 37.8 29.3
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 : 55: 22 9 12 12 21 38 38:
Old : 55: 22 9 12 12 21 38 38:
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 : 20.5 35.8 33.0 45.8 19.9 34.3 29.9 40.7
Old : 20.5 35.8 33.0 45.8 19.9 34.3 29.9 40.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 14, 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 : 39,409: 11,959 2,977 6,689 14,135 11,348 32,783 21,014: 6,626 18,395
Old : 39,409: 11,959 2,977 6,689 14,135 11,348 32,783 21,014: 6,626 18,395
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 7, 2006 :
: 1,211: -89 497 399 1,706 673 2,016 1,570: -805 -359
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.3 7.6 17.0 35.9 28.8 83.2 53.3: 16.8 46.7
Old : 100.0: 30.3 7.6 17.0 35.9 28.8 83.2 53.3: 16.8 46.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 165: 37 28 34 63 66 123 115:
Old : 165: 37 28 34 63 66 123 115:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.7 8.9 26.9 14.5 17.0 6.1 23.4 9.7
Old : 17.7 8.9 26.9 14.5 17.0 6.1 23.4 9.7
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 14, 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 : 125,446: 52,687 12,053 3,819 28,898 90,892 85,405 106,765: 40,042 18,682
Old : 125,446: 52,687 12,053 3,819 28,898 90,892 85,405 106,765: 40,042 18,682
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 7, 2006 :
: -3,641: -4,007 400 -264 2,485 -3,789 -1,786 -3,654: -1,855 13
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.0 9.6 3.0 23.0 72.5 68.1 85.1: 31.9 14.9
Old : 100.0: 42.0 9.6 3.0 23.0 72.5 68.1 85.1: 31.9 14.9
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 : 81: 32 15 6 23 23 58 41:
Old : 81: 32 15 6 23 23 58 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 : 16.6 43.8 26.7 60.9 16.4 43.5 26.5 58.9
Old : 16.6 43.8 26.7 60.9 16.4 43.5 26.5 58.9
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 14, 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 : 109,376: 21,713 52,800 359 77,521 33,516 99,593 86,675: 9,783 22,701
Old : 109,376: 21,713 52,800 359 77,521 33,516 99,593 86,675: 9,783 22,701
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 7, 2006 :
: 16,396: -2,071 14,486 208 17,209 -1,833 15,346 12,861: 1,050 3,535
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.9 48.3 0.3 70.9 30.6 91.1 79.2: 8.9 20.8
Old : 100.0: 19.9 48.3 0.3 70.9 30.6 91.1 79.2: 8.9 20.8
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 27 2 14 12 22 40:
Old : 55: 7 27 2 14 12 22 40:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.0 34.5 77.8 47.9 54.0 34.5 76.2 47.5
Old : 54.0 34.5 77.8 47.9 54.0 34.5 76.2 47.5
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 14, 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 : 120,107: 70,463 3,987 389 41,721 112,550 112,573 116,926: 7,533 3,181
Old : 120,107: 70,463 3,987 389 41,721 112,550 112,573 116,926: 7,533 3,181
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 7, 2006 :
: 2,475: 2,866 -2,637 -6 -114 5,425 2,746 2,782: -271 -307
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.7 3.3 0.3 34.7 93.7 93.7 97.4: 6.3 2.6
Old : 100.0: 58.7 3.3 0.3 34.7 93.7 93.7 97.4: 6.3 2.6
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 : 92: 60 7 2 17 15 77 24:
Old : 92: 60 7 2 17 15 77 24:
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 70.2 51.7 88.2 29.3 51.4 39.8 67.3
Old : 34.1 70.2 51.7 88.2 29.3 51.4 39.8 67.3
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 14, 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 : 102,644: 11,983 36,789 906 72,552 38,808 85,441 76,504: 17,203 26,141
Old : 102,644: 11,983 36,789 906 72,552 38,808 85,441 76,504: 17,203 26,141
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 7, 2006 :
: 6,375: -3,469 7,255 235 9,136 -4,906 5,902 2,584: 473 3,792
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.7 35.8 0.9 70.7 37.8 83.2 74.5: 16.8 25.5
Old : 100.0: 11.7 35.8 0.9 70.7 37.8 83.2 74.5: 16.8 25.5
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 : 63: 13 18 5 22 19 37 40:
Old : 63: 13 18 5 22 19 37 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 : 38.3 38.2 60.6 51.0 38.1 36.2 56.3 47.3
Old : 38.3 38.2 60.6 51.0 38.1 36.2 56.3 47.3
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 14, 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 : 238,347: 24,896 82,605 4,475 179,471 116,013 208,842 203,093: 29,505 35,254
Old : 238,347: 24,896 82,605 4,475 179,471 116,013 208,842 203,093: 29,505 35,254
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 7, 2006 :
: -1,892: -3,564 -4,958 -222 212 1,120 -3,575 -4,060: 1,683 2,168
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.4 34.7 1.9 75.3 48.7 87.6 85.2: 12.4 14.8
Old : 100.0: 10.4 34.7 1.9 75.3 48.7 87.6 85.2: 12.4 14.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 92: 17 39 6 24 24 43 67:
Old : 92: 17 39 6 24 24 43 67:
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 : 49.7 30.5 67.8 45.3 37.9 20.4 49.1 30.0
Old : 49.7 30.5 67.8 45.3 37.9 20.4 49.1 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 14, 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 : 161,568: 42,189 33,257 12,805 53,779 72,041 108,773 118,103: 52,795 43,466
Old : 161,568: 42,189 33,257 12,805 53,779 72,041 108,773 118,103: 52,795 43,466
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 7, 2006 :
: 3,798: -2,145 5,228 1,152 6,444 -5,022 5,451 1,358: -1,653 2,440
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.1 20.6 7.9 33.3 44.6 67.3 73.1: 32.7 26.9
Old : 100.0: 26.1 20.6 7.9 33.3 44.6 67.3 73.1: 32.7 26.9
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 : 126: 43 43 33 26 31 85 91:
Old : 126: 43 43 33 26 31 85 91:
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 : 19.9 29.3 30.5 39.8 17.9 27.5 28.1 37.0
Old : 19.9 29.3 30.5 39.8 17.9 27.5 28.1 37.0
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 14, 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 : 11,225: 4,622 611 118 5,033 9,271 9,773 10,000: 1,452 1,225
Old : 11,225: 4,622 611 118 5,033 9,271 9,773 10,000: 1,452 1,225
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 7, 2006 :
: -3,975: -4,498 -4,408 118 195 322 -4,185 -3,968: 210 -7
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.2 5.4 1.1 44.8 82.6 87.1 89.1: 12.9 10.9
Old : 100.0: 41.2 5.4 1.1 44.8 82.6 87.1 89.1: 12.9 10.9
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 : 24: 6 2 1 9 9 15 12:
Old : 24: 6 2 1 9 9 15 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 : 58.8 71.2 74.3 85.8 58.8 68.2 74.3 82.8
Old : 58.8 71.2 74.3 85.8 58.8 68.2 74.3 82.8
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 14, 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 : 34,526: 6,114 1,721 684 24,121 28,568 30,919 30,973: 3,607 3,553
Old : 34,526: 6,114 1,721 684 24,121 28,568 30,919 30,973: 3,607 3,553
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 7, 2006 :
: -10,999: 745 -84 650 -8,293 -8,929 -6,898 -8,363: -4,101 -2,636
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.7 5.0 2.0 69.9 82.7 89.6 89.7: 10.4 10.3
Old : 100.0: 17.7 5.0 2.0 69.9 82.7 89.6 89.7: 10.4 10.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 5 2 2 11 10 16 14:
Old : 20: 5 2 2 11 10 16 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.3 57.5 76.7 80.0 57.2 55.5 72.6 72.8
Old : 58.3 57.5 76.7 80.0 57.2 55.5 72.6 72.8
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 14, 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 :16,285,944: 748,173 1,071,652 5,844,297 8,675,791 7,827,552 15,268,260 14,743,501: 1,017,685 1,542,444
Old :16,285,944: 748,173 1,071,652 5,844,297 8,675,791 7,827,552 15,268,260 14,743,501: 1,017,685 1,542,444
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 7, 2006 :
: 501,592: 9,560 11,573 307,908 231,137 256,567 548,606 576,048: -47,014 -74,456
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.6 6.6 35.9 53.3 48.1 93.8 90.5: 6.2 9.5
Old : 100.0: 4.6 6.6 35.9 53.3 48.1 93.8 90.5: 6.2 9.5
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 : 328: 74 81 129 150 156 295 304:
Old : 328: 74 81 129 150 156 295 304:
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 : 23.9 14.8 34.7 24.8 19.4 7.5 22.9 12.0
Old : 23.9 14.8 34.7 24.8 19.4 7.5 22.9 12.0
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 with Delta-adjusted Options and Futures Combined, February 14, 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 : 736,648: 72,094 38,073 37,499 478,201 525,755 587,795 601,327: 148,853 135,320
Old : 736,648: 72,094 38,073 37,499 478,201 525,755 587,795 601,327: 148,853 135,320
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 7, 2006 :
: -3,129: -2,314 -5,373 914 3,334 3,595 1,934 -864: -5,063 -2,265
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.8 5.2 5.1 64.9 71.4 79.8 81.6: 20.2 18.4
Old : 100.0: 9.8 5.2 5.1 64.9 71.4 79.8 81.6: 20.2 18.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 214: 49 46 57 94 69 179 136:
Old : 214: 49 46 57 94 69 179 136:
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 : 18.5 29.6 25.9 41.8 18.3 29.1 25.7 41.3
Old : 18.5 29.6 25.9 41.8 18.3 29.1 25.7 41.3
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 14, 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 : 1,207,597: 221,887 414,512 42,297 602,089 636,675 866,273 1,093,484: 341,323 114,112
Old : 1,207,597: 221,887 414,512 42,297 602,089 636,675 866,273 1,093,484: 341,323 114,112
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 7, 2006 :
: -27,380: -17,479 -23,518 5,078 2,432 -2,306 -9,969 -20,747: -17,411 -6,633
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.4 34.3 3.5 49.9 52.7 71.7 90.6: 28.3 9.4
Old : 100.0: 18.4 34.3 3.5 49.9 52.7 71.7 90.6: 28.3 9.4
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 : 231: 60 68 46 74 69 166 151:
Old : 231: 60 68 46 74 69 166 151:
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 : 22.6 26.0 31.4 40.4 17.1 22.0 24.2 34.2
Old : 22.6 26.0 31.4 40.4 17.1 22.0 24.2 34.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-338741
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 14, 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 : 11,897: 2,476 733 0 5,754 10,011 8,230 10,744: 3,667 1,153
Old : 11,897: 2,476 733 0 5,754 10,011 8,230 10,744: 3,667 1,153
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 7, 2006 :
: -84: 427 0 0 -163 -27 264 -27: -348 -57
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.8 6.2 0.0 48.4 84.1 69.2 90.3: 30.8 9.7
Old : 100.0: 20.8 6.2 0.0 48.4 84.1 69.2 90.3: 30.8 9.7
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 : 28: 5 1 1 14 13 19 15:
Old : 28: 5 1 1 14 13 19 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 : 30.6 53.1 48.1 76.6 30.6 51.9 47.9 75.0
Old : 30.6 53.1 48.1 76.6 30.6 51.9 47.9 75.0
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 14, 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 : 48,463: 7,172 10,620 0 35,462 35,203 42,634 45,823: 5,829 2,640
Old : 48,463: 7,172 10,620 0 35,462 35,203 42,634 45,823: 5,829 2,640
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 7, 2006 :
: -496: 471 170 0 -336 -567 135 -397: -631 -99
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.8 21.9 0.0 73.2 72.6 88.0 94.6: 12.0 5.4
Old : 100.0: 14.8 21.9 0.0 73.2 72.6 88.0 94.6: 12.0 5.4
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 : 53: 9 6 0 24 22 33 28:
Old : 53: 9 6 0 24 22 33 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 : 55.3 53.9 70.6 72.8 55.3 53.1 69.7 72.0
Old : 55.3 53.9 70.6 72.8 55.3 53.1 69.7 72.0
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 14, 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 : 8,325: 2,088 1,746 633 4,958 5,384 7,679 7,764: 646 561
Old : 8,325: 2,088 1,746 633 4,958 5,384 7,679 7,764: 646 561
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 7, 2006 :
: -856: -2,116 -54 -43 802 -1,074 -1,358 -1,171: 501 315
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.1 21.0 7.6 59.6 64.7 92.2 93.3: 7.8 6.7
Old : 100.0: 25.1 21.0 7.6 59.6 64.7 92.2 93.3: 7.8 6.7
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 : 23: 5 7 5 8 9 14 20:
Old : 23: 5 7 5 8 9 14 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.9 50.5 74.1 71.2 39.2 38.2 49.6 47.8
Old : 47.9 50.5 74.1 71.2 39.2 38.2 49.6 47.8
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 14, 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 : 61,110: 12,946 8,700 356 31,121 45,623 44,423 54,679: 16,687 6,431
Old : 61,110: 12,946 8,700 356 31,121 45,623 44,423 54,679: 16,687 6,431
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 7, 2006 :
: -133: -1,601 -318 130 860 804 -611 616: 478 -749
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.2 14.2 0.6 50.9 74.7 72.7 89.5: 27.3 10.5
Old : 100.0: 21.2 14.2 0.6 50.9 74.7 72.7 89.5: 27.3 10.5
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 : 85: 16 16 3 37 27 55 44:
Old : 85: 16 16 3 37 27 55 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 : 24.4 37.2 36.6 57.4 24.4 35.6 35.1 51.6
Old : 24.4 37.2 36.6 57.4 24.4 35.6 35.1 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 14, 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 : 354,141: 105,873 103,591 6,567 216,630 200,895 329,070 311,053: 25,071 43,088
Old : 354,141: 105,873 103,591 6,567 216,630 200,895 329,070 311,053: 25,071 43,088
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 7, 2006 :
: -9,734: -6,340 7,852 2,731 -7,147 -19,355 -10,755 -8,772: 1,021 -963
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.9 29.3 1.9 61.2 56.7 92.9 87.8: 7.1 12.2
Old : 100.0: 29.9 29.3 1.9 61.2 56.7 92.9 87.8: 7.1 12.2
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 : 209: 74 64 15 47 39 130 109:
Old : 209: 74 64 15 47 39 130 109:
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 33.3 53.7 47.9 29.0 24.2 37.1 31.6
Old : 43.5 33.3 53.7 47.9 29.0 24.2 37.1 31.6
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 14, 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 : 63,985: 22,669 14,618 3 25,417 33,294 48,089 47,915: 15,896 16,069
Old : 63,985: 22,669 14,618 3 25,417 33,294 48,089 47,915: 15,896 16,069
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 7, 2006 :
: -5,595: -8,640 4,090 3 6,303 -10,871 -2,334 -6,778: -3,261 1,183
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.4 22.8 0.0 39.7 52.0 75.2 74.9: 24.8 25.1
Old : 100.0: 35.4 22.8 0.0 39.7 52.0 75.2 74.9: 24.8 25.1
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 : 48: 13 10 1 13 16 27 26:
Old : 48: 13 10 1 13 16 27 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.2 30.4 54.3 47.0 42.2 29.8 52.9 44.4
Old : 42.2 30.4 54.3 47.0 42.2 29.8 52.9 44.4
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 14, 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 : 31,690: 5,368 6,276 2 19,784 17,282 25,154 23,561: 6,536 8,129
Old : 31,690: 5,368 6,276 2 19,784 17,282 25,154 23,561: 6,536 8,129
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 7, 2006 :
: 2,281: 273 180 0 76 853 349 1,033: 1,931 1,247
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.9 19.8 0.0 62.4 54.5 79.4 74.3: 20.6 25.7
Old : 100.0: 16.9 19.8 0.0 62.4 54.5 79.4 74.3: 20.6 25.7
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: 3 14 1 29 22 33 36:
Old : 59: 3 14 1 29 22 33 36:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.8 28.3 51.4 41.6 33.3 23.7 48.1 36.6
Old : 33.8 28.3 51.4 41.6 33.3 23.7 48.1 36.6
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 with Delta-adjusted Options and Futures Combined, February 14, 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 : 278,230: 37,952 61,330 4,414 213,265 202,178 255,631 267,921: 22,599 10,309
Old : 278,230: 37,952 61,330 4,414 213,265 202,178 255,631 267,921: 22,599 10,309
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 7, 2006 :
: 1,391: -6,771 1,198 630 4,548 1,830 -1,592 3,658: 2,984 -2,267
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.6 22.0 1.6 76.7 72.7 91.9 96.3: 8.1 3.7
Old : 100.0: 13.6 22.0 1.6 76.7 72.7 91.9 96.3: 8.1 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 : 176: 38 66 32 34 60 91 139:
Old : 176: 38 66 32 34 60 91 139:
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 : 56.2 29.3 66.7 45.2 51.6 26.8 59.4 39.9
Old : 56.2 29.3 66.7 45.2 51.6 26.8 59.4 39.9
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 14, 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 : 67,002: 14,956 15,605 4,531 34,199 36,964 53,686 57,100: 13,316 9,902
Old : 67,002: 14,956 15,605 4,531 34,199 36,964 53,686 57,100: 13,316 9,902
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 7, 2006 :
: 1,852: 1,081 -160 -40 125 2,167 1,166 1,967: 686 -115
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.3 23.3 6.8 51.0 55.2 80.1 85.2: 19.9 14.8
Old : 100.0: 22.3 23.3 6.8 51.0 55.2 80.1 85.2: 19.9 14.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 94: 26 21 7 20 28 53 54:
Old : 94: 26 21 7 20 28 53 54:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.6 35.0 48.0 47.0 32.9 28.5 42.5 40.0
Old : 35.6 35.0 48.0 47.0 32.9 28.5 42.5 40.0
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 14, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NIKKEI INDEX X 500 YEN) :
: : :
All : 35,210: 11,059 7,591 0 18,480 21,579 29,539 29,170: 5,671 6,040
Old : 35,210: 11,059 7,591 0 18,480 21,579 29,539 29,170: 5,671 6,040
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 7, 2006 :
: -1,554: -1,229 199 -12 1,192 2,546 -49 2,733: -1,505 -4,287
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.4 21.6 0.0 52.5 61.3 83.9 82.8: 16.1 17.2
Old : 100.0: 31.4 21.6 0.0 52.5 61.3 83.9 82.8: 16.1 17.2
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 : 46: 12 10 0 17 11 29 21:
Old : 46: 12 10 0 17 11 29 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 : 32.9 61.4 52.6 71.2 26.4 45.0 44.5 54.8
Old : 32.9 61.4 52.6 71.2 26.4 45.0 44.5 54.8
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 14, 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 : 39,210: 2,650 2,697 331 14,403 33,090 17,384 36,118: 21,826 3,092
Old : 39,210: 2,650 2,697 331 14,403 33,090 17,384 36,118: 21,826 3,092
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 7, 2006 :
: -2,851: -10 -224 -3 -174 -1,697 -187 -1,924: -2,664 -927
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.8 6.9 0.8 36.7 84.4 44.3 92.1: 55.7 7.9
Old : 100.0: 6.8 6.9 0.8 36.7 84.4 44.3 92.1: 55.7 7.9
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 : 47: 5 10 4 19 27 27 39:
Old : 47: 5 10 4 19 27 27 39:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.9 42.9 34.0 60.3 12.0 37.7 15.8 47.8
Old : 23.9 42.9 34.0 60.3 12.0 37.7 15.8 47.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 17, 2006