MILK - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 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 : 37,987: 8 2,502 4,512 28,304 16,775 32,825 23,789: 5,162 14,198
Old : 37,987: 8 2,502 4,512 28,304 16,775 32,825 23,789: 5,162 14,198
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 7, 2006 :
: 654: 6 -171 109 -151 622 -36 560: 691 94
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 6.6 11.9 74.5 44.2 86.4 62.6: 13.6 37.4
Old : 100.0: 0.0 6.6 11.9 74.5 44.2 86.4 62.6: 13.6 37.4
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 : 43: 2 11 11 22 18 33 31:
Old : 43: 2 11 11 22 18 33 31:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.5 24.6 72.4 38.8 49.5 21.6 68.0 32.2
Old : 49.5 24.6 72.4 38.8 49.5 21.6 68.0 32.2
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, March 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 : 153,314: 17,874 28,056 34,085 81,000 54,894 132,960 117,035: 20,354 36,279
Old : 149,749: 17,818 28,057 33,211 79,373 53,707 130,403 114,975: 19,346 34,774
Other: 3,565: 621 563 309 1,627 1,187 2,557 2,059: 1,008 1,505
: : :
: : Changes in Commitments from: March 7, 2006 :
: -5,506: 279 2,538 -7,624 3,142 -361 -4,202 -5,446: -1,304 -60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.7 18.3 22.2 52.8 35.8 86.7 76.3: 13.3 23.7
Old : 100.0: 11.9 18.7 22.2 53.0 35.9 87.1 76.8: 12.9 23.2
Other: 100.0: 17.4 15.8 8.7 45.6 33.3 71.7 57.8: 28.3 42.2
: : :
:# Traders : Number of Traders in Each Category :
All : 197: 59 66 74 35 38 135 157:
Old : 195: 60 65 74 33 38 132 157:
Other: 38: 9 10 7 9 12 22 25:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.0 21.2 46.8 28.7 34.0 19.3 44.9 25.5
Old : 34.8 21.5 47.7 29.1 34.8 19.7 45.8 26.0
Other: 34.8 32.5 54.5 43.7 34.8 28.1 53.4 38.8
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE Code-056641
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 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 : 2,142: 711 178 209 581 787 1,500 1,174: 642 969
Old : 2,130: 711 178 203 581 787 1,494 1,168: 636 963
Other: 12: 0 0 6 0 0 6 6: 6 6
: : :
: : Changes in Commitments from: March 7, 2006 :
: -119: 97 4 -42 -137 118 -82 80: -37 -199
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.2 8.3 9.7 27.1 36.7 70.0 54.8: 30.0 45.2
Old : 100.0: 33.4 8.4 9.5 27.3 36.9 70.1 54.8: 29.9 45.2
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: 8 7 6 7 6 19 15:
Old : 24: 8 7 6 7 6 19 15:
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 : 39.2 31.2 55.1 46.2 38.8 29.7 50.7 37.8
Old : 39.4 31.3 55.2 46.1 39.0 29.9 50.9 38.0
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, March 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 : 253,957: 38,761 31,586 61,972 122,291 97,945 223,024 191,503: 30,932 62,454
Old : 253,957: 38,761 31,586 61,972 122,291 97,945 223,024 191,503: 30,932 62,454
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 7, 2006 :
: 14,699: -349 10,357 8,454 3,018 -6,739 11,122 12,072: 3,577 2,627
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.3 12.4 24.4 48.2 38.6 87.8 75.4: 12.2 24.6
Old : 100.0: 15.3 12.4 24.4 48.2 38.6 87.8 75.4: 12.2 24.6
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 : 322: 73 88 95 101 128 229 272:
Old : 322: 73 88 95 101 128 229 272:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.6 12.7 32.5 20.1 21.6 6.2 31.0 10.8
Old : 21.6 12.7 32.5 20.1 21.6 6.2 31.0 10.8
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, March 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 : 4,276: 1,636 591 487 819 1,839 2,942 2,918: 1,335 1,359
Old : 4,276: 1,636 591 487 819 1,839 2,942 2,918: 1,335 1,359
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 7, 2006 :
: -163: -64 133 50 39 -182 25 1: -189 -164
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.3 13.8 11.4 19.1 43.0 68.8 68.2: 31.2 31.8
Old : 100.0: 38.3 13.8 11.4 19.1 43.0 68.8 68.2: 31.2 31.8
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 : 48: 13 12 8 11 20 29 35:
Old : 48: 13 12 8 11 20 29 35:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.1 24.6 44.9 35.6 30.1 22.6 41.4 30.7
Old : 30.1 24.6 44.9 35.6 30.1 22.6 41.4 30.7
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, March 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 : 42,830: 13,311 5,411 7,257 15,283 10,333 35,851 23,002: 6,979 19,828
Old : 42,830: 13,311 5,411 7,257 15,283 10,333 35,851 23,002: 6,979 19,828
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 7, 2006 :
: -204: -1,110 1,079 41 793 -691 -276 429: 72 -633
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.1 12.6 16.9 35.7 24.1 83.7 53.7: 16.3 46.3
Old : 100.0: 31.1 12.6 16.9 35.7 24.1 83.7 53.7: 16.3 46.3
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 : 175: 39 45 36 73 62 134 125:
Old : 175: 39 45 36 73 62 134 125:
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 : 19.5 9.6 28.2 15.9 18.1 5.2 25.0 8.8
Old : 19.5 9.6 28.2 15.9 18.1 5.2 25.0 8.8
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, March 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 : 132,360: 34,477 20,775 5,003 51,173 91,279 90,652 117,057: 41,708 15,303
Old : 132,360: 34,477 20,775 5,003 51,173 91,279 90,652 117,057: 41,708 15,303
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 7, 2006 :
: -10,614: -20,920 6,090 1,326 9,843 -15,351 -9,751 -7,934: -863 -2,679
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.0 15.7 3.8 38.7 69.0 68.5 88.4: 31.5 11.6
Old : 100.0: 26.0 15.7 3.8 38.7 69.0 68.5 88.4: 31.5 11.6
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 : 84: 27 21 11 28 23 60 50:
Old : 84: 27 21 11 28 23 60 50:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.8 39.7 31.7 59.0 15.9 34.0 23.8 48.4
Old : 19.8 39.7 31.7 59.0 15.9 34.0 23.8 48.4
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, March 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 : 94,748: 7,749 55,807 36 78,260 14,420 86,046 70,263: 8,702 24,485
Old : 94,748: 7,749 55,807 36 78,260 14,420 86,046 70,263: 8,702 24,485
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 7, 2006 :
: -34,065: -8,556 -6,391 -77 -24,414 -24,525 -33,047 -30,993: -1,018 -3,071
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.2 58.9 0.0 82.6 15.2 90.8 74.2: 9.2 25.8
Old : 100.0: 8.2 58.9 0.0 82.6 15.2 90.8 74.2: 9.2 25.8
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 : 47: 5 26 1 11 8 17 34:
Old : 47: 5 26 1 11 8 17 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 : 60.6 33.8 85.3 45.3 60.6 33.8 83.2 45.3
Old : 60.6 33.8 85.3 45.3 60.6 33.8 83.2 45.3
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, March 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 : 77,716: 35,654 5,724 397 35,277 67,501 71,328 73,622: 6,388 4,094
Old : 77,716: 35,654 5,724 397 35,277 67,501 71,328 73,622: 6,388 4,094
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 7, 2006 :
: -21,126: -5,076 -446 -1,089 -15,067 -19,860 -21,232 -21,395: 106 269
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.9 7.4 0.5 45.4 86.9 91.8 94.7: 8.2 5.3
Old : 100.0: 45.9 7.4 0.5 45.4 86.9 91.8 94.7: 8.2 5.3
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 : 71: 29 12 3 19 15 50 29:
Old : 71: 29 12 3 19 15 50 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.2 68.2 56.6 86.1 24.2 49.8 36.4 58.3
Old : 36.2 68.2 56.6 86.1 24.2 49.8 36.4 58.3
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, March 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 : 72,574: 10,764 25,833 1,132 45,597 22,502 57,493 49,467: 15,082 23,107
Old : 72,574: 10,764 25,833 1,132 45,597 22,502 57,493 49,467: 15,082 23,107
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 7, 2006 :
: -34,374: -4,063 -1,614 623 -26,679 -30,706 -30,119 -31,696: -4,255 -2,677
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.8 35.6 1.6 62.8 31.0 79.2 68.2: 20.8 31.8
Old : 100.0: 14.8 35.6 1.6 62.8 31.0 79.2 68.2: 20.8 31.8
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 : 54: 9 20 6 20 11 33 33:
Old : 54: 9 20 6 20 11 33 33:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.4 36.5 56.2 47.9 31.8 25.8 48.1 37.1
Old : 37.4 36.5 56.2 47.9 31.8 25.8 48.1 37.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 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 : 231,474: 23,977 70,110 2,513 173,003 121,967 199,493 194,590: 31,982 36,884
Old : 231,474: 23,977 70,110 2,513 173,003 121,967 199,493 194,590: 31,982 36,884
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 7, 2006 :
: -58,254: -12,069 -8,462 61 -41,346 -48,954 -53,355 -57,356: -4,899 -898
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.4 30.3 1.1 74.7 52.7 86.2 84.1: 13.8 15.9
Old : 100.0: 10.4 30.3 1.1 74.7 52.7 86.2 84.1: 13.8 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 : 90: 18 34 6 30 25 50 63:
Old : 90: 18 34 6 30 25 50 63:
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 : 47.8 32.1 63.7 51.4 38.6 25.5 49.2 37.0
Old : 47.8 32.1 63.7 51.4 38.6 25.5 49.2 37.0
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, March 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 : 155,992: 51,129 26,250 15,484 41,052 71,777 107,665 113,511: 48,327 42,481
Old : 155,992: 51,129 26,250 15,484 41,052 71,777 107,665 113,511: 48,327 42,481
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 7, 2006 :
: -39,920: 3,567 -10,179 1,820 -38,512 -28,982 -33,125 -37,342: -6,795 -2,579
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.8 16.8 9.9 26.3 46.0 69.0 72.8: 31.0 27.2
Old : 100.0: 32.8 16.8 9.9 26.3 46.0 69.0 72.8: 31.0 27.2
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 : 125: 41 46 34 24 29 85 89:
Old : 125: 41 46 34 24 29 85 89:
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 : 21.3 29.9 32.1 39.5 21.1 28.4 31.1 36.1
Old : 21.3 29.9 32.1 39.5 21.1 28.4 31.1 36.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 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 : 10,702: 4,349 1,746 0 5,389 7,052 9,738 8,798: 964 1,904
Old : 10,702: 4,349 1,746 0 5,389 7,052 9,738 8,798: 964 1,904
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 7, 2006 :
: -7,280: -15 228 -123 -7,177 -7,407 -7,315 -7,302: 35 22
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.6 16.3 0.0 50.4 65.9 91.0 82.2: 9.0 17.8
Old : 100.0: 40.6 16.3 0.0 50.4 65.9 91.0 82.2: 9.0 17.8
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 : 27: 5 6 0 12 6 17 12:
Old : 27: 5 6 0 12 6 17 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 : 46.2 65.7 66.4 77.7 45.5 65.7 65.6 75.4
Old : 46.2 65.7 66.4 77.7 45.5 65.7 65.6 75.4
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, March 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 : 56,844: 21,200 76 1,055 28,449 48,337 50,704 49,468: 6,140 7,376
Old : 56,844: 21,200 76 1,055 28,449 48,337 50,704 49,468: 6,140 7,376
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 7, 2006 :
: 12,935: 12,914 -1,904 -188 -167 12,000 12,559 9,908: 376 3,027
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.3 0.1 1.9 50.0 85.0 89.2 87.0: 10.8 13.0
Old : 100.0: 37.3 0.1 1.9 50.0 85.0 89.2 87.0: 10.8 13.0
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 : 24: 6 1 3 9 13 16 16:
Old : 24: 6 1 3 9 13 16 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 : 51.8 64.4 74.0 80.0 50.0 62.8 71.8 76.9
Old : 51.8 64.4 74.0 80.0 50.0 62.8 71.8 76.9
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, March 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 :15,078,800: 837,931 1,090,644 5,022,390 8,161,680 7,373,166 14,022,000 13,486,200: 1,056,801 1,592,601
Old :15,078,800: 837,931 1,090,644 5,022,390 8,161,680 7,373,166 14,022,000 13,486,200: 1,056,801 1,592,601
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 7, 2006 :
:-2,495,393: 36,231 -106,158 -1,332,789 -1,165,142 -1,041,904 -2,461,700 -2,480,851: -33,694 -14,542
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.6 7.2 33.3 54.1 48.9 93.0 89.4: 7.0 10.6
Old : 100.0: 5.6 7.2 33.3 54.1 48.9 93.0 89.4: 7.0 10.6
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 : 329: 70 72 117 156 163 291 301:
Old : 329: 70 72 117 156 163 291 301:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.1 15.0 37.4 23.8 21.8 7.2 25.9 11.6
Old : 26.1 15.0 37.4 23.8 21.8 7.2 25.9 11.6
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, March 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 : 827,728: 71,712 41,488 62,734 506,852 570,358 641,297 674,579: 186,430 153,149
Old : 827,728: 71,712 41,488 62,734 506,852 570,358 641,297 674,579: 186,430 153,149
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 7, 2006 :
: 46,384: 2,883 -6,361 6,253 16,803 23,360 25,938 23,252: 20,446 23,132
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.7 5.0 7.6 61.2 68.9 77.5 81.5: 22.5 18.5
Old : 100.0: 8.7 5.0 7.6 61.2 68.9 77.5 81.5: 22.5 18.5
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 : 207: 41 51 60 98 74 181 144:
Old : 207: 41 51 60 98 74 181 144:
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 26.6 23.7 37.3 16.4 25.5 23.5 36.1
Old : 16.6 26.6 23.7 37.3 16.4 25.5 23.5 36.1
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, March 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 : 1,761,909: 253,112 386,884 93,975 1,045,543 1,040,951 1,392,630 1,521,810: 369,280 240,100
Old : 1,761,909: 253,112 386,884 93,975 1,045,543 1,040,951 1,392,630 1,521,810: 369,280 240,100
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 7, 2006 :
: 358,160: 8,387 -11,258 22,829 256,955 235,771 288,171 247,342: 69,989 110,817
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.4 22.0 5.3 59.3 59.1 79.0 86.4: 21.0 13.6
Old : 100.0: 14.4 22.0 5.3 59.3 59.1 79.0 86.4: 21.0 13.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 238: 65 65 60 80 79 181 169:
Old : 238: 65 65 60 80 79 181 169:
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 24.4 33.8 38.5 14.4 16.9 22.0 26.2
Old : 22.5 24.4 33.8 38.5 14.4 16.9 22.0 26.2
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, March 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 : 14,716: 2,199 705 0 7,611 12,210 9,810 12,915: 4,906 1,801
Old : 14,716: 2,199 705 0 7,611 12,210 9,810 12,915: 4,906 1,801
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 7, 2006 :
: 1,628: -203 -28 -29 1,208 1,319 976 1,262: 652 366
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.9 4.8 0.0 51.7 83.0 66.7 87.8: 33.3 12.2
Old : 100.0: 14.9 4.8 0.0 51.7 83.0 66.7 87.8: 33.3 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 : 28: 4 1 1 17 15 21 17:
Old : 28: 4 1 1 17 15 21 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.2 44.6 47.4 67.9 26.5 41.1 40.5 61.4
Old : 33.2 44.6 47.4 67.9 26.5 41.1 40.5 61.4
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, March 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 : 66,827: 6,788 13,036 191 51,787 45,627 58,766 58,854: 8,061 7,973
Old : 66,827: 6,788 13,036 191 51,787 45,627 58,766 58,854: 8,061 7,973
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 7, 2006 :
: 13,690: 309 591 -413 11,891 9,235 11,787 9,413: 1,903 4,277
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.2 19.5 0.3 77.5 68.3 87.9 88.1: 12.1 11.9
Old : 100.0: 10.2 19.5 0.3 77.5 68.3 87.9 88.1: 12.1 11.9
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 : 55: 8 8 2 32 26 41 35:
Old : 55: 8 8 2 32 26 41 35:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.1 38.4 64.7 55.9 41.3 36.8 53.5 51.6
Old : 45.1 38.4 64.7 55.9 41.3 36.8 53.5 51.6
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, March 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 : 6,937: 3,068 583 1,025 2,566 5,067 6,659 6,674: 277 262
Old : 6,937: 3,068 583 1,025 2,566 5,067 6,659 6,674: 277 262
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 7, 2006 :
: 1,932: -275 210 513 1,641 947 1,879 1,670: 53 262
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.2 8.4 14.8 37.0 73.0 96.0 96.2: 4.0 3.8
Old : 100.0: 44.2 8.4 14.8 37.0 73.0 96.0 96.2: 4.0 3.8
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 : 21: 8 4 4 7 8 16 15:
Old : 21: 8 4 4 7 8 16 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 : 48.8 69.3 77.7 90.5 38.7 62.5 60.0 67.2
Old : 48.8 69.3 77.7 90.5 38.7 62.5 60.0 67.2
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, March 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 : 91,100: 12,272 9,239 3,818 46,955 65,559 63,045 78,616: 28,055 12,484
Old : 91,100: 12,272 9,239 3,818 46,955 65,559 63,045 78,616: 28,055 12,484
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 7, 2006 :
: 15,938: -1,093 51 2,878 8,906 9,736 10,690 12,665: 5,248 3,273
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.5 10.1 4.2 51.5 72.0 69.2 86.3: 30.8 13.7
Old : 100.0: 13.5 10.1 4.2 51.5 72.0 69.2 86.3: 30.8 13.7
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 : 88: 16 17 11 38 37 61 60:
Old : 88: 16 17 11 38 37 61 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 : 26.7 24.8 37.1 40.5 21.0 22.5 27.5 36.6
Old : 26.7 24.8 37.1 40.5 21.0 22.5 27.5 36.6
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, March 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 : 488,830: 115,877 102,672 23,045 313,528 272,539 452,450 398,256: 36,380 90,574
Old : 488,830: 115,877 102,672 23,045 313,528 272,539 452,450 398,256: 36,380 90,574
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 7, 2006 :
: 73,752: 1,919 -21,423 10,825 48,222 73,139 60,966 62,541: 12,787 11,211
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.7 21.0 4.7 64.1 55.8 92.6 81.5: 7.4 18.5
Old : 100.0: 23.7 21.0 4.7 64.1 55.8 92.6 81.5: 7.4 18.5
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 : 219: 78 69 36 52 57 150 143:
Old : 219: 78 69 36 52 57 150 143:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.5 28.5 51.3 39.9 25.2 16.9 31.3 23.2
Old : 40.5 28.5 51.3 39.9 25.2 16.9 31.3 23.2
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, March 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 : 43,400: 16,571 14,937 0 15,857 12,127 32,428 27,064: 10,972 16,336
Old : 43,400: 16,571 14,937 0 15,857 12,127 32,428 27,064: 10,972 16,336
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 7, 2006 :
: -24,566: -232 -4,762 -578 -20,654 -19,940 -21,464 -25,280: -3,102 714
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.2 34.4 0.0 36.5 27.9 74.7 62.4: 25.3 37.6
Old : 100.0: 38.2 34.4 0.0 36.5 27.9 74.7 62.4: 25.3 37.6
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 : 44: 12 14 0 10 13 22 27:
Old : 44: 12 14 0 10 13 22 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 : 36.9 24.1 50.3 36.6 36.7 23.7 49.0 36.3
Old : 36.9 24.1 50.3 36.6 36.7 23.7 49.0 36.3
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, March 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 : 46,920: 5,404 7,281 3,745 31,396 26,462 40,545 37,489: 6,375 9,432
Old : 46,920: 5,404 7,281 3,745 31,396 26,462 40,545 37,489: 6,375 9,432
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 7, 2006 :
: 12,660: 20 465 3,551 8,139 6,908 11,710 10,924: 950 1,736
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.5 15.5 8.0 66.9 56.4 86.4 79.9: 13.6 20.1
Old : 100.0: 11.5 15.5 8.0 66.9 56.4 86.4 79.9: 13.6 20.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 64: 4 15 7 34 24 44 41:
Old : 64: 4 15 7 34 24 44 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 : 36.0 34.4 55.7 46.7 30.3 21.0 39.8 29.6
Old : 36.0 34.4 55.7 46.7 30.3 21.0 39.8 29.6
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, March 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 : 393,457: 31,902 69,218 49,059 286,165 257,258 367,127 375,535: 26,330 17,922
Old : 393,457: 31,902 69,218 49,059 286,165 257,258 367,127 375,535: 26,330 17,922
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 7, 2006 :
: 83,410: 179 -3,529 42,194 41,338 40,750 83,711 79,414: -301 3,995
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.1 17.6 12.5 72.7 65.4 93.3 95.4: 6.7 4.6
Old : 100.0: 8.1 17.6 12.5 72.7 65.4 93.3 95.4: 6.7 4.6
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 : 177: 33 68 37 48 58 106 139:
Old : 177: 33 68 37 48 58 106 139:
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 : 53.3 25.4 69.1 44.3 42.7 22.6 48.1 34.2
Old : 53.3 25.4 69.1 44.3 42.7 22.6 48.1 34.2
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, March 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 : 48,449: 14,307 14,811 349 22,891 25,454 37,547 40,614: 10,902 7,835
Old : 48,449: 14,307 14,811 349 22,891 25,454 37,547 40,614: 10,902 7,835
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 7, 2006 :
: -27,167: -5,492 -536 -2,222 -14,677 -19,662 -22,391 -22,420: -4,776 -4,747
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.5 30.6 0.7 47.2 52.5 77.5 83.8: 22.5 16.2
Old : 100.0: 29.5 30.6 0.7 47.2 52.5 77.5 83.8: 22.5 16.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 81: 26 21 6 14 23 44 46:
Old : 81: 26 21 6 14 23 44 46:
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 : 35.9 37.2 48.1 49.3 35.8 34.2 47.5 46.3
Old : 35.9 37.2 48.1 49.3 35.8 34.2 47.5 46.3
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, March 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 : 33,840: 13,105 2,751 105 15,684 10,225 28,894 13,081: 4,946 20,759
Old : 33,840: 13,105 2,751 105 15,684 10,225 28,894 13,081: 4,946 20,759
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 7, 2006 :
: -17,320: -138 -8,863 -4,809 -9,516 -18,833 -14,463 -32,505: -2,857 15,185
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.7 8.1 0.3 46.3 30.2 85.4 38.7: 14.6 61.3
Old : 100.0: 38.7 8.1 0.3 46.3 30.2 85.4 38.7: 14.6 61.3
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 : 44: 15 4 1 17 11 32 16:
Old : 44: 15 4 1 17 11 32 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 : 36.5 22.0 53.9 32.0 36.5 18.4 53.2 28.1
Old : 36.5 22.0 53.9 32.0 36.5 18.4 53.2 28.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GOLDMAN-SACHS COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 14, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (GSCI X $250) :
: : :
All : 24,126: 6,280 1,208 236 16,977 22,234 23,493 23,678: 633 448
Old : 24,126: 6,280 1,208 236 16,977 22,234 23,493 23,678: 633 448
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 7, 2006 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.0 5.0 1.0 70.4 92.2 97.4 98.1: 2.6 1.9
Old : 100.0: 26.0 5.0 1.0 70.4 92.2 97.4 98.1: 2.6 1.9
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 : 21: 9 3 3 6 4 16 9:
Old : 21: 9 3 3 6 4 16 9:
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 : 73.5 93.8 90.3 97.7 73.1 89.8 85.3 91.1
Old : 73.5 93.8 90.3 97.7 73.1 89.8 85.3 91.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE Code-597741
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 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 : 34,738: 5,195 3,115 892 14,130 23,235 20,217 27,242: 14,521 7,496
Old : 34,738: 5,195 3,115 892 14,130 23,235 20,217 27,242: 14,521 7,496
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 7, 2006 :
: -9,675: -12 185 -739 -2,300 -9,682 -3,051 -10,236: -6,624 561
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.0 9.0 2.6 40.7 66.9 58.2 78.4: 41.8 21.6
Old : 100.0: 15.0 9.0 2.6 40.7 66.9 58.2 78.4: 41.8 21.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 49: 9 10 6 16 26 28 40:
Old : 49: 9 10 6 16 26 28 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 : 40.2 39.9 47.4 53.2 21.0 30.5 26.6 38.9
Old : 40.2 39.9 47.4 53.2 21.0 30.5 26.6 38.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 17, 2006