MILK - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 28, 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 : 39,295: 0 2,385 4,814 29,806 17,040 34,619 24,239: 4,676 15,056
Old : 39,295: 0 2,385 4,814 29,806 17,040 34,619 24,239: 4,676 15,056
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2006 :
: 1,710: 0 357 578 1,161 1,000 1,739 1,935: -29 -224
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 6.1 12.3 75.9 43.4 88.1 61.7: 11.9 38.3
Old : 100.0: 0.0 6.1 12.3 75.9 43.4 88.1 61.7: 11.9 38.3
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 : 45: 0 14 12 23 20 35 34:
Old : 45: 0 14 12 23 20 35 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 : 50.0 25.4 72.7 39.2 49.9 22.4 68.4 31.9
Old : 50.0 25.4 72.7 39.2 49.9 22.4 68.4 31.9
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 28, 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 : 158,950: 20,396 26,627 39,732 76,708 56,342 136,835 122,701: 22,115 36,249
Old : 156,120: 20,746 26,856 38,695 75,278 55,494 134,719 121,045: 21,401 35,075
Other: 2,831: 521 642 166 1,430 849 2,116 1,656: 715 1,174
: : :
: : Changes in Commitments from: February 21, 2006 :
: 4,744: 961 2,364 2,614 924 -901 4,499 4,077: 244 666
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.8 16.8 25.0 48.3 35.4 86.1 77.2: 13.9 22.8
Old : 100.0: 13.3 17.2 24.8 48.2 35.5 86.3 77.5: 13.7 22.5
Other: 100.0: 18.4 22.7 5.8 50.5 30.0 74.8 58.5: 25.2 41.5
: : :
:# Traders : Number of Traders in Each Category :
All : 207: 58 73 87 33 35 148 164:
Old : 205: 59 74 86 30 35 143 164:
Other: 35: 5 11 6 8 12 18 24:
:----------------------------------------------------------------------------------------------------
: 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 20.1 44.6 27.0 32.6 19.5 42.9 25.3
Old : 33.2 20.3 45.4 27.3 33.2 19.8 43.7 25.8
Other: 40.3 29.0 61.9 41.7 40.3 27.7 60.6 40.1
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE Code-056641
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 28, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 1,955: 325 140 128 872 648 1,325 916: 630 1,039
Old : 1,943: 325 140 122 872 648 1,319 910: 624 1,033
Other: 12: 0 0 6 0 0 6 6: 6 6
: : :
: : Changes in Commitments from: February 21, 2006 :
: -287: 30 -357 13 -161 -4 -118 -348: -169 61
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.6 7.2 6.6 44.6 33.1 67.8 46.9: 32.2 53.1
Old : 100.0: 16.7 7.2 6.3 44.9 33.3 67.9 46.8: 32.1 53.2
Other: 100.0: 0.0 0.0 50.0 0.0 0.0 50.0 50.0: 50.0 50.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 9 5 4 8 5 19 12:
Old : 24: 9 5 4 8 5 19 12:
Other: 1: 0 0 1 0 0 1 1:
:----------------------------------------------------------------------------------------------------
: 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 32.2 51.4 40.7 34.1 30.8 49.3 37.6
Old : 36.0 32.1 51.4 40.7 34.3 31.0 49.6 37.8
Other: 50.0 50.0 50.0 50.0 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 28, 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 : 237,172: 39,674 19,156 55,894 114,709 105,332 210,277 180,382: 26,895 56,790
Old : 237,172: 39,674 19,156 55,894 114,709 105,332 210,277 180,382: 26,895 56,790
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2006 :
: -1,462: -2,773 3,183 300 5,294 4,363 2,820 7,845: -4,282 -9,307
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.7 8.1 23.6 48.4 44.4 88.7 76.1: 11.3 23.9
Old : 100.0: 16.7 8.1 23.6 48.4 44.4 88.7 76.1: 11.3 23.9
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 : 283: 63 68 80 85 120 198 233:
Old : 283: 63 68 80 85 120 198 233:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.5 15.3 35.3 22.1 22.5 9.1 32.7 13.6
Old : 22.5 15.3 35.3 22.1 22.5 9.1 32.7 13.6
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 28, 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 : 4,917: 1,670 571 577 1,096 2,384 3,342 3,532: 1,575 1,385
Old : 4,917: 1,670 571 577 1,096 2,384 3,342 3,532: 1,575 1,385
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2006 :
: -881: -93 213 -277 -9 -545 -379 -609: -502 -272
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.0 11.6 11.7 22.3 48.5 68.0 71.8: 32.0 28.2
Old : 100.0: 34.0 11.6 11.7 22.3 48.5 68.0 71.8: 32.0 28.2
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 : 51: 16 12 11 12 19 33 37:
Old : 51: 16 12 11 12 19 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 : 25.3 31.4 38.7 43.0 24.7 30.0 36.3 38.2
Old : 25.3 31.4 38.7 43.0 24.7 30.0 36.3 38.2
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 28, 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 : 41,291: 13,069 4,364 6,683 14,543 11,271 34,294 22,318: 6,997 18,973
Old : 41,291: 13,069 4,364 6,683 14,543 11,271 34,294 22,318: 6,997 18,973
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2006 :
: 929: 779 866 -345 113 -205 546 316: 382 613
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.7 10.6 16.2 35.2 27.3 83.1 54.0: 16.9 46.0
Old : 100.0: 31.7 10.6 16.2 35.2 27.3 83.1 54.0: 16.9 46.0
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 : 172: 33 42 32 67 63 122 120:
Old : 172: 33 42 32 67 63 122 120:
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 : 19.2 9.5 27.8 15.4 18.7 5.7 25.3 9.9
Old : 19.2 9.5 27.8 15.4 18.7 5.7 25.3 9.9
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 28, 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 : 134,016: 56,706 18,062 2,229 30,099 89,954 89,034 110,245: 44,982 23,771
Old : 134,016: 56,706 18,062 2,229 30,099 89,954 89,034 110,245: 44,982 23,771
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2006 :
: 11,217: 9,107 5,174 -818 -1,422 1,127 6,867 5,482: 4,351 5,735
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.3 13.5 1.7 22.5 67.1 66.4 82.3: 33.6 17.7
Old : 100.0: 42.3 13.5 1.7 22.5 67.1 66.4 82.3: 33.6 17.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 81: 32 15 7 21 22 57 40:
Old : 81: 32 15 7 21 22 57 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 : 19.0 40.5 28.5 58.9 18.8 39.6 28.3 57.4
Old : 19.0 40.5 28.5 58.9 18.8 39.6 28.3 57.4
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 28, 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 : 135,736: 16,403 84,571 353 107,965 24,547 124,721 109,471: 11,014 26,264
Old : 135,736: 16,403 84,571 353 107,965 24,547 124,721 109,471: 11,014 26,264
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2006 :
: 22,264: -7,496 23,807 81 29,144 -3,690 21,729 20,198: 535 2,066
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.1 62.3 0.3 79.5 18.1 91.9 80.7: 8.1 19.3
Old : 100.0: 12.1 62.3 0.3 79.5 18.1 91.9 80.7: 8.1 19.3
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 : 65: 8 36 1 17 11 25 48:
Old : 65: 8 36 1 17 11 25 48:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.5 31.4 72.5 44.2 48.1 31.4 72.1 44.2
Old : 48.5 31.4 72.5 44.2 48.1 31.4 72.1 44.2
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 28, 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 : 113,678: 66,951 4,046 736 39,899 106,468 107,586 111,250: 6,092 2,428
Old : 113,678: 66,951 4,046 736 39,899 106,468 107,586 111,250: 6,092 2,428
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2006 :
: -5,634: -3,015 -1,217 162 -1,612 -4,121 -4,465 -5,176: -1,169 -458
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.9 3.6 0.6 35.1 93.7 94.6 97.9: 5.4 2.1
Old : 100.0: 58.9 3.6 0.6 35.1 93.7 94.6 97.9: 5.4 2.1
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 : 89: 56 9 4 16 14 75 24:
Old : 89: 56 9 4 16 14 75 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 : 37.3 71.3 55.9 90.7 32.3 52.3 43.1 70.2
Old : 37.3 71.3 55.9 90.7 32.3 52.3 43.1 70.2
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 28, 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 : 101,977: 14,783 23,333 1,340 66,921 55,798 83,044 80,471: 18,933 21,506
Old : 101,977: 14,783 23,333 1,340 66,921 55,798 83,044 80,471: 18,933 21,506
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2006 :
: 1,709: 213 -11,386 508 -494 15,184 227 4,305: 1,481 -2,597
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.5 22.9 1.3 65.6 54.7 81.4 78.9: 18.6 21.1
Old : 100.0: 14.5 22.9 1.3 65.6 54.7 81.4 78.9: 18.6 21.1
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 : 63: 14 17 5 21 24 37 44:
Old : 63: 14 17 5 21 24 37 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 : 41.1 34.5 61.6 50.8 41.1 33.0 57.7 47.8
Old : 41.1 34.5 61.6 50.8 41.1 33.0 57.7 47.8
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 28, 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 : 246,144: 38,925 64,399 5,034 166,462 143,950 210,420 213,383: 35,724 32,761
Old : 246,144: 38,925 64,399 5,034 166,462 143,950 210,420 213,383: 35,724 32,761
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2006 :
: -18: 14,909 -33,755 506 -21,507 38,039 -6,093 4,789: 6,074 -4,808
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.8 26.2 2.0 67.6 58.5 85.5 86.7: 14.5 13.3
Old : 100.0: 15.8 26.2 2.0 67.6 58.5 85.5 86.7: 14.5 13.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 85: 19 24 7 29 31 50 60:
Old : 85: 19 24 7 29 31 50 60:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.8 33.9 68.4 50.5 40.3 25.7 52.1 38.2
Old : 50.8 33.9 68.4 50.5 40.3 25.7 52.1 38.2
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 28, 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 : 181,970: 49,154 34,015 13,982 60,363 84,267 123,498 132,263: 58,471 49,707
Old : 181,970: 49,154 34,015 13,982 60,363 84,267 123,498 132,263: 58,471 49,707
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2006 :
: 9,207: 8,750 370 102 -2,208 6,317 6,645 6,789: 2,563 2,418
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.0 18.7 7.7 33.2 46.3 67.9 72.7: 32.1 27.3
Old : 100.0: 27.0 18.7 7.7 33.2 46.3 67.9 72.7: 32.1 27.3
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 : 131: 49 42 35 30 30 92 94:
Old : 131: 49 42 35 30 30 92 94:
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 : 18.3 28.7 29.7 41.1 15.9 27.0 26.4 39.2
Old : 18.3 28.7 29.7 41.1 15.9 27.0 26.4 39.2
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 28, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF NZ$ 100,000) :
: : :
All : 14,476: 4,273 1,373 0 8,838 11,363 13,111 12,736: 1,365 1,740
Old : 14,476: 4,273 1,373 0 8,838 11,363 13,111 12,736: 1,365 1,740
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2006 :
: -127: -836 -113 -119 821 -225 -134 -457: 7 330
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.5 9.5 0.0 61.1 78.5 90.6 88.0: 9.4 12.0
Old : 100.0: 29.5 9.5 0.0 61.1 78.5 90.6 88.0: 9.4 12.0
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 : 27: 6 5 0 10 8 16 13:
Old : 27: 6 5 0 10 8 16 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.0 70.8 75.0 82.5 55.0 67.0 74.2 78.7
Old : 55.0 70.8 75.0 82.5 55.0 67.0 74.2 78.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE Code-032741
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 28, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $3,000,000 FACE VALUE) :
: : :
All : 41,652: 7,889 2,342 433 29,196 35,399 37,518 38,174: 4,134 3,478
Old : 41,652: 7,889 2,342 433 29,196 35,399 37,518 38,174: 4,134 3,478
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2006 :
: 3,833: 1,501 621 -278 2,654 3,941 3,877 4,284: -44 -451
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.9 5.6 1.0 70.1 85.0 90.1 91.6: 9.9 8.4
Old : 100.0: 18.9 5.6 1.0 70.1 85.0 90.1 91.6: 9.9 8.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 5 3 2 11 12 17 16:
Old : 23: 5 3 2 11 12 17 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.5 53.1 72.1 80.7 53.5 51.2 68.6 72.6
Old : 55.5 53.1 72.1 80.7 53.5 51.2 68.6 72.6
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 28, 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 :16,779,809: 711,342 1,295,644 5,947,166 9,048,717 7,970,621 15,707,226 15,213,431: 1,072,584 1,566,378
Old :16,779,809: 711,342 1,295,644 5,947,166 9,048,717 7,970,621 15,707,226 15,213,431: 1,072,584 1,566,378
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2006 :
: 261,119: -30,809 100,334 57,103 172,948 32,004 199,242 189,440: 61,877 71,679
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.2 7.7 35.4 53.9 47.5 93.6 90.7: 6.4 9.3
Old : 100.0: 4.2 7.7 35.4 53.9 47.5 93.6 90.7: 6.4 9.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 334: 70 85 127 156 162 300 308:
Old : 334: 70 85 127 156 162 300 308:
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 : 24.3 14.6 35.2 23.9 19.4 7.0 23.0 11.5
Old : 24.3 14.6 35.2 23.9 19.4 7.0 23.0 11.5
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 28, 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 : 742,783: 67,611 41,395 38,312 480,916 534,458 586,839 614,165: 155,943 128,617
Old : 742,783: 67,611 41,395 38,312 480,916 534,458 586,839 614,165: 155,943 128,617
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2006 :
: 4,021: -3,321 2,762 4,329 -4,778 6,498 -3,769 13,589: 7,791 -9,568
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.1 5.6 5.2 64.7 72.0 79.0 82.7: 21.0 17.3
Old : 100.0: 9.1 5.6 5.2 64.7 72.0 79.0 82.7: 21.0 17.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 207: 45 41 53 97 69 172 133:
Old : 207: 45 41 53 97 69 172 133:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.3 29.0 26.0 41.1 18.1 28.5 25.8 40.6
Old : 18.3 29.0 26.0 41.1 18.1 28.5 25.8 40.6
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 28, 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 : 1,266,197: 249,312 433,441 41,317 655,944 659,376 946,573 1,134,134: 319,624 132,063
Old : 1,266,197: 249,312 433,441 41,317 655,944 659,376 946,573 1,134,134: 319,624 132,063
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2006 :
: 22,022: 29,777 4,879 4,752 31,464 1,380 65,992 11,011: -43,970 11,011
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.7 34.2 3.3 51.8 52.1 74.8 89.6: 25.2 10.4
Old : 100.0: 19.7 34.2 3.3 51.8 52.1 74.8 89.6: 25.2 10.4
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 : 228: 58 65 40 78 69 164 146:
Old : 228: 58 65 40 78 69 164 146:
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 : 23.8 25.9 32.2 40.6 17.1 21.9 25.0 34.0
Old : 23.8 25.9 32.2 40.6 17.1 21.9 25.0 34.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-338741
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 28, 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 : 12,112: 2,500 733 0 5,885 10,238 8,385 10,971: 3,727 1,141
Old : 12,112: 2,500 733 0 5,885 10,238 8,385 10,971: 3,727 1,141
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2006 :
: 151: 28 0 0 77 0 105 0: 46 151
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.6 6.1 0.0 48.6 84.5 69.2 90.6: 30.8 9.4
Old : 100.0: 20.6 6.1 0.0 48.6 84.5 69.2 90.6: 30.8 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 : 28: 5 1 1 13 14 18 16:
Old : 28: 5 1 1 13 14 18 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.8 52.2 49.2 75.3 31.8 51.0 49.1 72.7
Old : 31.8 52.2 49.2 75.3 31.8 51.0 49.1 72.7
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 28, 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 : 47,861: 6,858 10,931 0 34,240 33,271 41,098 44,202: 6,763 3,659
Old : 47,861: 6,858 10,931 0 34,240 33,271 41,098 44,202: 6,763 3,659
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2006 :
: -2,011: -921 -50 0 -2,671 -3,138 -3,592 -3,188: 1,581 1,177
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.3 22.8 0.0 71.5 69.5 85.9 92.4: 14.1 7.6
Old : 100.0: 14.3 22.8 0.0 71.5 69.5 85.9 92.4: 14.1 7.6
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: 6 7 0 23 21 29 28:
Old : 50: 6 7 0 23 21 29 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.4 53.2 67.7 72.5 52.4 52.7 66.6 72.0
Old : 52.4 53.2 67.7 72.5 52.4 52.7 66.6 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 28, 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 : 11,132: 3,859 2,008 829 6,204 8,139 10,892 10,977: 240 156
Old : 11,132: 3,859 2,008 829 6,204 8,139 10,892 10,977: 240 156
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2006 :
: 2,382: 1,516 199 -105 1,063 2,186 2,473 2,279: -91 102
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.7 18.0 7.5 55.7 73.1 97.8 98.6: 2.2 1.4
Old : 100.0: 34.7 18.0 7.5 55.7 73.1 97.8 98.6: 2.2 1.4
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 : 25: 6 8 6 8 10 17 21:
Old : 25: 6 8 6 8 10 17 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 : 50.9 59.3 76.3 77.5 45.5 47.1 60.5 56.1
Old : 50.9 59.3 76.3 77.5 45.5 47.1 60.5 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 28, 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 : 68,707: 13,515 8,325 256 34,188 52,786 47,959 61,368: 20,749 7,340
Old : 68,707: 13,515 8,325 256 34,188 52,786 47,959 61,368: 20,749 7,340
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2006 :
: 3,119: 451 -384 -24 2,400 2,680 2,827 2,272: 292 847
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.7 12.1 0.4 49.8 76.8 69.8 89.3: 30.2 10.7
Old : 100.0: 19.7 12.1 0.4 49.8 76.8 69.8 89.3: 30.2 10.7
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 : 86: 19 14 2 34 30 54 45:
Old : 86: 19 14 2 34 30 54 45:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.9 32.8 38.2 52.4 24.0 30.6 33.0 47.9
Old : 27.9 32.8 38.2 52.4 24.0 30.6 33.0 47.9
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 28, 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 : 377,499: 105,965 109,107 8,325 237,568 191,839 351,857 309,270: 25,642 68,229
Old : 377,499: 105,965 109,107 8,325 237,568 191,839 351,857 309,270: 25,642 68,229
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2006 :
: -9,664: -3,005 -21,965 1,533 -8,241 1,322 -9,713 -19,110: 49 9,446
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.1 28.9 2.2 62.9 50.8 93.2 81.9: 6.8 18.1
Old : 100.0: 28.1 28.9 2.2 62.9 50.8 93.2 81.9: 6.8 18.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 210: 71 70 15 43 46 123 122:
Old : 210: 71 70 15 43 46 123 122:
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 : 43.4 32.2 53.3 43.0 28.5 20.3 34.5 27.1
Old : 43.4 32.2 53.3 43.0 28.5 20.3 34.5 27.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 28, 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 : 59,401: 16,175 14,800 273 26,143 29,269 42,591 44,342: 16,810 15,059
Old : 59,401: 16,175 14,800 273 26,143 29,269 42,591 44,342: 16,810 15,059
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2006 :
: -4,709: -3,474 -848 273 -184 -2,189 -3,385 -2,764: -1,324 -1,945
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.2 24.9 0.5 44.0 49.3 71.7 74.6: 28.3 25.4
Old : 100.0: 27.2 24.9 0.5 44.0 49.3 71.7 74.6: 28.3 25.4
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: 12 12 1 16 13 29 25:
Old : 46: 12 12 1 16 13 29 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 : 34.6 33.6 49.4 50.2 34.6 30.4 45.7 45.6
Old : 34.6 33.6 49.4 50.2 34.6 30.4 45.7 45.6
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 28, 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 : 31,579: 5,378 6,684 3 20,938 17,699 26,319 24,387: 5,260 7,192
Old : 31,579: 5,378 6,684 3 20,938 17,699 26,319 24,387: 5,260 7,192
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2006 :
: 1,305: 7 8 1 1,075 642 1,083 651: 222 655
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.0 21.2 0.0 66.3 56.0 83.3 77.2: 16.7 22.8
Old : 100.0: 17.0 21.2 0.0 66.3 56.0 83.3 77.2: 16.7 22.8
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 : 59: 3 14 1 30 23 34 37:
Old : 59: 3 14 1 30 23 34 37:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.9 27.1 53.5 41.2 33.4 23.7 44.7 34.5
Old : 34.9 27.1 53.5 41.2 33.4 23.7 44.7 34.5
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 28, 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 : 288,775: 35,532 65,266 2,785 226,911 209,510 265,228 277,560: 23,547 11,214
Old : 288,775: 35,532 65,266 2,785 226,911 209,510 265,228 277,560: 23,547 11,214
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2006 :
: 9,891: 1,152 6,539 -167 6,151 5,708 7,136 12,079: 2,754 -2,189
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.3 22.6 1.0 78.6 72.6 91.8 96.1: 8.2 3.9
Old : 100.0: 12.3 22.6 1.0 78.6 72.6 91.8 96.1: 8.2 3.9
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 : 165: 31 62 26 37 58 87 127:
Old : 165: 31 62 26 37 58 87 127:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.3 27.7 67.1 44.2 53.3 26.3 61.4 40.3
Old : 56.3 27.7 67.1 44.2 53.3 26.3 61.4 40.3
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 28, 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 : 73,273: 18,964 16,250 4,676 35,472 40,728 59,112 61,654: 14,161 11,619
Old : 73,273: 18,964 16,250 4,676 35,472 40,728 59,112 61,654: 14,161 11,619
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2006 :
: 1,387: 1,957 -507 143 1 2,501 2,101 2,137: -714 -750
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.9 22.2 6.4 48.4 55.6 80.7 84.1: 19.3 15.9
Old : 100.0: 25.9 22.2 6.4 48.4 55.6 80.7 84.1: 19.3 15.9
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 : 102: 30 25 7 21 26 58 56:
Old : 102: 30 25 7 21 26 58 56:
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 35.9 46.2 48.4 29.7 28.4 40.0 39.9
Old : 33.8 35.9 46.2 48.4 29.7 28.4 40.0 39.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 28, 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 : 44,211: 14,543 10,132 780 22,924 26,525 38,247 37,437: 5,964 6,774
Old : 44,211: 14,543 10,132 780 22,924 26,525 38,247 37,437: 5,964 6,774
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2006 :
: 3,047: 1,008 472 414 707 1,223 2,129 2,109: 918 938
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.9 22.9 1.8 51.9 60.0 86.5 84.7: 13.5 15.3
Old : 100.0: 32.9 22.9 1.8 51.9 60.0 86.5 84.7: 13.5 15.3
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 : 58: 19 9 4 20 13 41 25:
Old : 58: 19 9 4 20 13 41 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 : 31.8 56.5 46.6 71.5 21.4 39.0 35.5 53.4
Old : 31.8 56.5 46.6 71.5 21.4 39.0 35.5 53.4
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 28, 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 : 39,286: 3,121 2,597 1,478 13,455 30,129 18,054 34,204: 21,232 5,082
Old : 39,286: 3,121 2,597 1,478 13,455 30,129 18,054 34,204: 21,232 5,082
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2006 :
: -233: 80 -900 0 521 -1,250 601 -2,150: -834 1,917
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.9 6.6 3.8 34.2 76.7 46.0 87.1: 54.0 12.9
Old : 100.0: 7.9 6.6 3.8 34.2 76.7 46.0 87.1: 54.0 12.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 49: 5 10 4 21 29 29 41:
Old : 49: 5 10 4 21 29 29 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 : 24.4 40.2 34.3 55.5 11.0 33.9 15.1 42.7
Old : 24.4 40.2 34.3 55.5 11.0 33.9 15.1 42.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 3, 2006