MILK - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 21, 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 : 39,516: 17 1,934 4,695 29,789 17,069 34,501 23,698: 5,015 15,818
Old : 39,516: 17 1,934 4,695 29,789 17,069 34,501 23,698: 5,015 15,818
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 14, 2006 :
: 1,529: 9 -568 183 1,485 294 1,676 -91: -147 1,620
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 4.9 11.9 75.4 43.2 87.3 60.0: 12.7 40.0
Old : 100.0: 0.0 4.9 11.9 75.4 43.2 87.3 60.0: 12.7 40.0
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 : 44: 3 11 11 22 18 33 32:
Old : 44: 3 11 11 22 18 33 32:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.4 24.3 72.8 38.1 50.4 21.2 68.4 30.8
Old : 50.4 24.3 72.8 38.1 50.4 21.2 68.4 30.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 21, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 151,376: 18,470 27,806 33,754 81,420 54,539 133,644 116,099: 17,732 35,277
Old : 147,485: 18,603 28,067 32,495 79,712 53,264 130,810 113,826: 16,675 33,659
Other: 3,891: 801 673 325 1,708 1,275 2,834 2,273: 1,057 1,618
: : :
: : Changes in Commitments from: March 14, 2006 :
: -1,938: 596 -250 -332 420 -355 684 -936: -2,622 -1,002
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.2 18.4 22.3 53.8 36.0 88.3 76.7: 11.7 23.3
Old : 100.0: 12.6 19.0 22.0 54.0 36.1 88.7 77.2: 11.3 22.8
Other: 100.0: 20.6 17.3 8.4 43.9 32.8 72.8 58.4: 27.2 41.6
: : :
:# Traders : Number of Traders in Each Category :
All : 195: 55 68 73 36 38 133 157:
Old : 193: 55 69 73 34 38 130 157:
Other: 42: 10 12 7 10 12 25 26:
:----------------------------------------------------------------------------------------------------
: 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 21.4 48.1 28.9 34.6 19.0 45.8 25.0
Old : 35.5 21.7 49.4 29.4 35.5 19.3 46.9 25.5
Other: 35.2 32.7 53.6 43.8 35.2 28.4 52.3 38.8
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE Code-056641
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 21, 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 : 1,925: 511 210 173 553 705 1,237 1,088: 689 838
Old : 1,913: 511 210 167 553 705 1,231 1,082: 683 832
Other: 12: 0 0 6 0 0 6 6: 6 6
: : :
: : Changes in Commitments from: March 14, 2006 :
: -217: -200 32 -36 -28 -82 -264 -86: 47 -131
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.5 10.9 9.0 28.7 36.6 64.2 56.5: 35.8 43.5
Old : 100.0: 26.7 11.0 8.7 28.9 36.8 64.3 56.5: 35.7 43.5
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 : 21: 6 6 4 5 6 14 13:
Old : 21: 6 6 4 5 6 14 13:
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 : 38.2 34.8 54.7 49.4 35.9 31.9 49.1 40.8
Old : 38.4 35.0 54.7 49.4 36.1 32.1 49.4 41.0
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 21, 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 : 260,913: 37,942 37,447 65,544 126,031 96,968 229,517 199,960: 31,395 60,953
Old : 260,913: 37,942 37,447 65,544 126,031 96,968 229,517 199,960: 31,395 60,953
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 14, 2006 :
: 6,956: -819 5,862 3,572 3,740 -977 6,493 8,457: 463 -1,501
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.5 14.4 25.1 48.3 37.2 88.0 76.6: 12.0 23.4
Old : 100.0: 14.5 14.4 25.1 48.3 37.2 88.0 76.6: 12.0 23.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 331: 76 92 97 103 128 232 281:
Old : 331: 76 92 97 103 128 232 281:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.2 12.2 32.7 20.1 21.2 6.0 30.3 10.4
Old : 21.2 12.2 32.7 20.1 21.2 6.0 30.3 10.4
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 21, 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 : 4,323: 1,563 739 546 808 1,448 2,917 2,733: 1,405 1,590
Old : 4,323: 1,563 739 546 808 1,448 2,917 2,733: 1,405 1,590
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 14, 2006 :
: 46: -72 147 59 -11 -391 -24 -185: 71 231
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.2 17.1 12.6 18.7 33.5 67.5 63.2: 32.5 36.8
Old : 100.0: 36.2 17.1 12.6 18.7 33.5 67.5 63.2: 32.5 36.8
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 : 45: 11 16 9 9 15 26 34:
Old : 45: 11 16 9 9 15 26 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 : 30.1 21.6 45.2 32.8 30.1 17.9 40.0 25.7
Old : 30.1 21.6 45.2 32.8 30.1 17.9 40.0 25.7
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 21, 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 : 42,427: 14,429 4,605 8,315 13,526 9,569 36,270 22,489: 6,157 19,938
Old : 42,427: 14,429 4,605 8,315 13,526 9,569 36,270 22,489: 6,157 19,938
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 14, 2006 :
: -403: 1,118 -806 1,058 -1,757 -764 419 -513: -822 110
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.0 10.9 19.6 31.9 22.6 85.5 53.0: 14.5 47.0
Old : 100.0: 34.0 10.9 19.6 31.9 22.6 85.5 53.0: 14.5 47.0
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: 39 45 35 67 59 129 120:
Old : 172: 39 45 35 67 59 129 120:
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 : 23.9 12.2 33.8 18.2 19.3 5.3 25.8 8.6
Old : 23.9 12.2 33.8 18.2 19.3 5.3 25.8 8.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 21, 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 : 92,290: 19,159 22,725 3,245 33,236 49,418 55,640 75,389: 36,650 16,901
Old : 92,290: 19,159 22,725 3,245 33,236 49,418 55,640 75,389: 36,650 16,901
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 14, 2006 :
: -40,070: -15,318 1,950 -1,758 -17,936 -41,860 -35,012 -41,668: -5,058 1,598
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.8 24.6 3.5 36.0 53.5 60.3 81.7: 39.7 18.3
Old : 100.0: 20.8 24.6 3.5 36.0 53.5 60.3 81.7: 39.7 18.3
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 : 76: 25 20 9 23 20 50 47:
Old : 76: 25 20 9 23 20 50 47:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.6 37.4 28.7 53.6 17.1 36.7 25.8 49.7
Old : 17.6 37.4 28.7 53.6 17.1 36.7 25.8 49.7
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 21, 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 : 84,373: 3,780 50,327 0 70,852 10,688 74,632 61,015: 9,742 23,358
Old : 84,373: 3,780 50,327 0 70,852 10,688 74,632 61,015: 9,742 23,358
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 14, 2006 :
: -10,374: -3,970 -5,480 -36 -7,408 -3,731 -11,414 -9,247: 1,040 -1,127
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.5 59.6 0.0 84.0 12.7 88.5 72.3: 11.5 27.7
Old : 100.0: 4.5 59.6 0.0 84.0 12.7 88.5 72.3: 11.5 27.7
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 : 48: 6 24 0 13 10 19 34:
Old : 48: 6 24 0 13 10 19 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 : 64.6 35.7 79.9 47.5 64.4 35.7 77.9 47.5
Old : 64.6 35.7 79.9 47.5 64.4 35.7 77.9 47.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 21, 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 : 73,692: 28,530 7,520 385 39,679 61,773 68,594 69,678: 5,098 4,014
Old : 73,692: 28,530 7,520 385 39,679 61,773 68,594 69,678: 5,098 4,014
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 14, 2006 :
: -4,024: -7,124 1,796 -12 4,402 -5,728 -2,734 -3,944: -1,290 -80
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.7 10.2 0.5 53.8 83.8 93.1 94.6: 6.9 5.4
Old : 100.0: 38.7 10.2 0.5 53.8 83.8 93.1 94.6: 6.9 5.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 67: 27 13 3 18 14 46 30:
Old : 67: 27 13 3 18 14 46 30:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.1 68.4 56.6 83.9 23.9 49.5 35.0 58.9
Old : 38.1 68.4 56.6 83.9 23.9 49.5 35.0 58.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 21, 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 : 70,682: 12,993 18,578 1,149 40,692 31,227 54,834 50,954: 15,848 19,727
Old : 70,682: 12,993 18,578 1,149 40,692 31,227 54,834 50,954: 15,848 19,727
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 14, 2006 :
: -1,893: 2,230 -7,255 17 -4,905 8,725 -2,659 1,487: 766 -3,379
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.4 26.3 1.6 57.6 44.2 77.6 72.1: 22.4 27.9
Old : 100.0: 18.4 26.3 1.6 57.6 44.2 77.6 72.1: 22.4 27.9
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 : 56: 13 17 6 20 14 36 34:
Old : 56: 13 17 6 20 14 36 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 : 37.3 34.8 54.0 50.0 32.4 23.8 45.3 39.0
Old : 37.3 34.8 54.0 50.0 32.4 23.8 45.3 39.0
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 21, 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 : 219,199: 21,782 52,485 3,529 161,746 131,010 187,056 187,024: 32,143 32,175
Old : 219,199: 21,782 52,485 3,529 161,746 131,010 187,056 187,024: 32,143 32,175
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 14, 2006 :
: -12,275: -2,195 -17,625 1,016 -11,257 9,043 -12,437 -7,566: 161 -4,709
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.9 23.9 1.6 73.8 59.8 85.3 85.3: 14.7 14.7
Old : 100.0: 9.9 23.9 1.6 73.8 59.8 85.3 85.3: 14.7 14.7
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 : 84: 15 31 7 27 28 46 62:
Old : 84: 15 31 7 27 28 46 62:
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 : 49.8 35.1 65.6 52.5 40.1 26.1 48.4 36.8
Old : 49.8 35.1 65.6 52.5 40.1 26.1 48.4 36.8
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 21, 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 : 168,080: 53,052 15,426 18,654 40,804 91,097 112,510 125,177: 55,570 42,904
Old : 168,080: 53,052 15,426 18,654 40,804 91,097 112,510 125,177: 55,570 42,904
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 14, 2006 :
: 12,088: 1,923 -10,824 3,170 -248 19,320 4,845 11,666: 7,243 422
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.6 9.2 11.1 24.3 54.2 66.9 74.5: 33.1 25.5
Old : 100.0: 31.6 9.2 11.1 24.3 54.2 66.9 74.5: 33.1 25.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 121: 47 32 40 27 31 90 87:
Old : 121: 47 32 40 27 31 90 87:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.5 32.0 29.4 43.2 18.1 30.5 28.6 40.3
Old : 18.5 32.0 29.4 43.2 18.1 30.5 28.6 40.3
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 21, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF NZ$ 100,000) :
: : :
All : 11,380: 3,661 1,924 0 5,968 7,496 9,629 9,420: 1,751 1,960
Old : 11,380: 3,661 1,924 0 5,968 7,496 9,629 9,420: 1,751 1,960
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 14, 2006 :
: 678: -688 178 0 579 444 -109 622: 787 56
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.2 16.9 0.0 52.4 65.9 84.6 82.8: 15.4 17.2
Old : 100.0: 32.2 16.9 0.0 52.4 65.9 84.6 82.8: 15.4 17.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 5 6 0 11 8 16 14:
Old : 28: 5 6 0 11 8 16 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.2 66.3 64.7 76.6 42.6 66.3 61.3 75.6
Old : 43.2 66.3 64.7 76.6 42.6 66.3 61.3 75.6
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 21, 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 : 65,041: 26,868 873 1,133 31,975 56,558 59,976 58,564: 5,065 6,477
Old : 65,041: 26,868 873 1,133 31,975 56,558 59,976 58,564: 5,065 6,477
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 14, 2006 :
: 8,197: 5,668 797 78 3,526 8,221 9,272 9,096: -1,075 -899
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.3 1.3 1.7 49.2 87.0 92.2 90.0: 7.8 10.0
Old : 100.0: 41.3 1.3 1.7 49.2 87.0 92.2 90.0: 7.8 10.0
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 : 29: 7 1 3 11 17 18 21:
Old : 29: 7 1 3 11 17 18 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 : 49.5 55.3 72.0 75.5 48.0 55.3 69.3 71.7
Old : 49.5 55.3 72.0 75.5 48.0 55.3 69.3 71.7
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 21, 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 :15,566,011: 697,715 855,084 5,582,534 8,193,777 7,589,356 14,474,025 14,026,973: 1,091,986 1,539,038
Old :15,566,011: 697,715 855,084 5,582,534 8,193,777 7,589,356 14,474,025 14,026,973: 1,091,986 1,539,038
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 14, 2006 :
: 487,211: -140,216 -235,560 560,144 32,097 216,189 452,026 540,773: 35,185 -53,563
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.5 5.5 35.9 52.6 48.8 93.0 90.1: 7.0 9.9
Old : 100.0: 4.5 5.5 35.9 52.6 48.8 93.0 90.1: 7.0 9.9
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 : 325: 67 76 121 150 162 286 300:
Old : 325: 67 76 121 150 162 286 300:
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 : 26.9 16.8 38.3 25.8 21.6 7.6 25.2 11.5
Old : 26.9 16.8 38.3 25.8 21.6 7.6 25.2 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, March 21, 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 : 729,418: 68,048 53,476 38,646 468,939 496,636 575,633 588,758: 153,785 140,659
Old : 729,418: 68,048 53,476 38,646 468,939 496,636 575,633 588,758: 153,785 140,659
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 14, 2006 :
: -98,310: -3,664 11,989 -24,088 -37,913 -73,721 -65,664 -85,821: -32,646 -12,490
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.3 7.3 5.3 64.3 68.1 78.9 80.7: 21.1 19.3
Old : 100.0: 9.3 7.3 5.3 64.3 68.1 78.9 80.7: 21.1 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 : 200: 43 43 54 87 64 164 127:
Old : 200: 43 43 54 87 64 164 127:
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 : 18.5 26.8 26.5 39.1 18.3 26.3 26.2 38.4
Old : 18.5 26.8 26.5 39.1 18.3 26.3 26.2 38.4
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 21, 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 : 1,220,725: 218,676 280,334 37,990 551,401 771,527 808,067 1,089,851: 412,658 130,874
Old : 1,220,725: 218,676 280,334 37,990 551,401 771,527 808,067 1,089,851: 412,658 130,874
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 14, 2006 :
: -541,184: -34,437 -106,550 -55,985 -494,142 -269,424 -584,563 -431,958: 43,379 -109,226
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.9 23.0 3.1 45.2 63.2 66.2 89.3: 33.8 10.7
Old : 100.0: 17.9 23.0 3.1 45.2 63.2 66.2 89.3: 33.8 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 : 207: 49 59 35 69 67 143 136:
Old : 207: 49 59 35 69 67 143 136:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.9 31.4 28.3 46.4 16.1 29.6 25.1 43.0
Old : 17.9 31.4 28.3 46.4 16.1 29.6 25.1 43.0
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, March 21, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 400 INDEX X $500) :
: : :
All : 11,132: 1,901 705 0 5,815 9,211 7,716 9,916: 3,416 1,216
Old : 11,132: 1,901 705 0 5,815 9,211 7,716 9,916: 3,416 1,216
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 14, 2006 :
: -3,584: -298 0 -0 -1,796 -2,999 -2,094 -2,999: -1,490 -585
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.1 6.3 0.0 52.2 82.7 69.3 89.1: 30.7 10.9
Old : 100.0: 17.1 6.3 0.0 52.2 82.7 69.3 89.1: 30.7 10.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 4 1 1 12 14 16 16:
Old : 27: 4 1 1 12 14 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 : 33.8 45.8 50.6 71.8 33.8 43.4 50.4 67.7
Old : 33.8 45.8 50.6 71.8 33.8 43.4 50.4 67.7
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, March 21, 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 : 41,638: 6,158 12,426 0 28,871 26,130 35,029 38,556: 6,609 3,082
Old : 41,638: 6,158 12,426 0 28,871 26,130 35,029 38,556: 6,609 3,082
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 14, 2006 :
: -25,189: -630 -610 -191 -22,916 -19,497 -23,737 -20,298: -1,452 -4,891
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.8 29.8 0.0 69.3 62.8 84.1 92.6: 15.9 7.4
Old : 100.0: 14.8 29.8 0.0 69.3 62.8 84.1 92.6: 15.9 7.4
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 : 50: 6 8 0 22 22 28 30:
Old : 50: 6 8 0 22 22 28 30:
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 : 44.8 42.9 66.5 65.0 44.8 40.3 62.0 59.8
Old : 44.8 42.9 66.5 65.0 44.8 40.3 62.0 59.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NEW YORK HDD - CHICAGO MERCANTILE EXCHANGE Code-16264H
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 21, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CME HDD INDEX X $20) :
: : :
All : 8,054: 2,856 1,143 2,025 3,090 4,862 7,970 8,029: 84 25
Old : 8,054: 2,856 1,143 2,025 3,090 4,862 7,970 8,029: 84 25
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 14, 2006 :
: 1,118: -212 560 999 524 -204 1,311 1,355: -193 -237
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.5 14.2 25.1 38.4 60.4 99.0 99.7: 1.0 0.3
Old : 100.0: 35.5 14.2 25.1 38.4 60.4 99.0 99.7: 1.0 0.3
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 : 22: 8 5 5 7 8 17 16:
Old : 22: 8 5 5 7 8 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 : 49.4 64.2 77.6 88.4 34.8 49.2 50.5 56.9
Old : 49.4 64.2 77.6 88.4 34.8 49.2 50.5 56.9
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 21, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NASDAQ 100 INDEX X $100) :
: : :
All : 56,354: 16,049 10,811 54 30,756 35,770 46,859 46,635: 9,495 9,719
Old : 56,354: 16,049 10,811 54 30,756 35,770 46,859 46,635: 9,495 9,719
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 14, 2006 :
: -34,746: 3,777 1,572 -3,764 -16,199 -29,789 -16,186 -31,981: -18,560 -2,765
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.5 19.2 0.1 54.6 63.5 83.2 82.8: 16.8 17.2
Old : 100.0: 28.5 19.2 0.1 54.6 63.5 83.2 82.8: 16.8 17.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 81: 18 15 2 28 27 47 43:
Old : 81: 18 15 2 28 27 47 43:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.8 34.4 50.9 50.6 39.8 34.4 50.9 48.7
Old : 39.8 34.4 50.9 50.6 39.8 34.4 50.9 48.7
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 21, 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 : 228,937: 75,460 105,876 3,756 112,827 101,889 192,042 211,520: 36,895 17,417
Old : 228,937: 75,460 105,876 3,756 112,827 101,889 192,042 211,520: 36,895 17,417
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 14, 2006 :
: -259,893: -40,418 3,204 -19,289 -200,701 -170,650 -260,408 -186,735: 515 -73,157
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.0 46.2 1.6 49.3 44.5 83.9 92.4: 16.1 7.6
Old : 100.0: 33.0 46.2 1.6 49.3 44.5 83.9 92.4: 16.1 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 : 199: 75 59 13 41 40 123 105:
Old : 199: 75 59 13 41 40 123 105:
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 28.3 36.5 42.0 25.4 26.4 33.8 38.6
Old : 26.7 28.3 36.5 42.0 25.4 26.4 33.8 38.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 21, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100,000 AUSTRALIAN DOLLARS) :
: : :
All : 62,501: 19,135 30,491 886 28,478 9,527 48,499 40,904: 14,001 21,597
Old : 62,501: 19,135 30,491 886 28,478 9,527 48,499 40,904: 14,001 21,597
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 14, 2006 :
: 19,101: 2,564 15,554 886 12,621 -2,600 16,071 13,840: 3,029 5,261
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.6 48.8 1.4 45.6 15.2 77.6 65.4: 22.4 34.6
Old : 100.0: 30.6 48.8 1.4 45.6 15.2 77.6 65.4: 22.4 34.6
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 : 53: 13 20 2 17 8 31 29:
Old : 53: 13 20 2 17 8 31 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 : 27.6 31.0 42.9 43.3 27.5 30.7 42.2 42.5
Old : 27.6 31.0 42.9 43.3 27.5 30.7 42.2 42.5
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 21, 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 : 31,498: 5,026 4,957 20 22,627 18,672 27,673 23,650: 3,826 7,849
Old : 31,498: 5,026 4,957 20 22,627 18,672 27,673 23,650: 3,826 7,849
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 14, 2006 :
: -15,422: -378 -2,324 -3,725 -8,770 -7,790 -12,872 -13,839: -2,549 -1,583
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.0 15.7 0.1 71.8 59.3 87.9 75.1: 12.1 24.9
Old : 100.0: 16.0 15.7 0.1 71.8 59.3 87.9 75.1: 12.1 24.9
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 : 61: 5 10 1 29 25 35 35:
Old : 61: 5 10 1 29 25 35 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 : 37.3 28.4 52.9 41.7 35.6 25.8 51.2 39.1
Old : 37.3 28.4 52.9 41.7 35.6 25.8 51.2 39.1
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 21, 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 : 292,756: 70,186 62,848 2,445 193,199 213,736 265,830 279,028: 26,927 13,728
Old : 292,756: 70,186 62,848 2,445 193,199 213,736 265,830 279,028: 26,927 13,728
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 14, 2006 :
: -100,701: 38,283 -6,370 -46,615 -92,966 -43,522 -101,298 -96,506: 597 -4,194
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.0 21.5 0.8 66.0 73.0 90.8 95.3: 9.2 4.7
Old : 100.0: 24.0 21.5 0.8 66.0 73.0 90.8 95.3: 9.2 4.7
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 : 166: 32 68 31 40 45 94 122:
Old : 166: 32 68 31 40 45 94 122:
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 : 50.7 33.2 66.5 52.4 50.7 31.8 62.3 48.1
Old : 50.7 33.2 66.5 52.4 50.7 31.8 62.3 48.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 21, 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 : 50,424: 16,735 15,902 596 22,942 25,109 40,272 41,606: 10,152 8,818
Old : 50,424: 16,735 15,902 596 22,942 25,109 40,272 41,606: 10,152 8,818
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 14, 2006 :
: 1,975: 2,427 1,090 247 51 -345 2,725 992: -750 983
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.2 31.5 1.2 45.5 49.8 79.9 82.5: 20.1 17.5
Old : 100.0: 33.2 31.5 1.2 45.5 49.8 79.9 82.5: 20.1 17.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 84: 28 23 7 14 23 47 48:
Old : 84: 28 23 7 14 23 47 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 : 35.8 36.3 47.2 48.3 35.8 33.5 46.9 45.5
Old : 35.8 36.3 47.2 48.3 35.8 33.5 46.9 45.5
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 21, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NIKKEI INDEX X 500 YEN) :
: : :
All : 36,790: 15,319 3,157 0 13,437 12,037 28,756 15,194: 8,034 21,596
Old : 36,790: 15,319 3,157 0 13,437 12,037 28,756 15,194: 8,034 21,596
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 14, 2006 :
: 2,950: 2,214 406 -105 -2,247 1,812 -138 2,113: 3,088 837
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.6 8.6 0.0 36.5 32.7 78.2 41.3: 21.8 58.7
Old : 100.0: 41.6 8.6 0.0 36.5 32.7 78.2 41.3: 21.8 58.7
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 : 45: 16 5 0 14 14 30 19:
Old : 45: 16 5 0 14 14 30 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.0 21.9 48.0 31.1 31.0 17.3 46.6 26.5
Old : 31.0 21.9 48.0 31.1 31.0 17.3 46.6 26.5
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 21, 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 : 22,706: 6,250 761 239 15,454 21,088 21,943 22,088: 763 618
Old : 22,706: 6,250 761 239 15,454 21,088 21,943 22,088: 763 618
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 14, 2006 :
: -1,420: -30 -447 3 -1,523 -1,146 -1,550 -1,590: 130 170
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.5 3.4 1.1 68.1 92.9 96.6 97.3: 3.4 2.7
Old : 100.0: 27.5 3.4 1.1 68.1 92.9 96.6 97.3: 3.4 2.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 9 3 2 7 4 16 9:
Old : 21: 9 3 2 7 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 : 78.2 94.6 90.2 97.1 77.8 94.3 89.8 95.9
Old : 78.2 94.6 90.2 97.1 77.8 94.3 89.8 95.9
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 21, 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 : 33,930: 5,308 5,420 1,085 14,216 21,875 20,609 28,380: 13,321 5,550
Old : 33,930: 5,308 5,420 1,085 14,216 21,875 20,609 28,380: 13,321 5,550
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 14, 2006 :
: -808: 113 2,305 193 86 -1,360 392 1,138: -1,200 -1,946
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.6 16.0 3.2 41.9 64.5 60.7 83.6: 39.3 16.4
Old : 100.0: 15.6 16.0 3.2 41.9 64.5 60.7 83.6: 39.3 16.4
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 : 51: 10 10 8 17 24 31 40:
Old : 51: 10 10 8 17 24 31 40:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.6 40.7 46.1 57.7 21.6 33.4 28.0 45.4
Old : 38.6 40.7 46.1 57.7 21.6 33.4 28.0 45.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 24, 2006