MILK - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 28, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 41,270: 646 2,553 4,548 30,840 17,395 36,034 24,495: 5,236 16,775
Old : 41,270: 646 2,553 4,548 30,840 17,395 36,034 24,495: 5,236 16,775
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 21, 2006 :
: 1,754: 629 619 -147 1,051 325 1,533 797: 221 957
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.6 6.2 11.0 74.7 42.1 87.3 59.4: 12.7 40.6
Old : 100.0: 1.6 6.2 11.0 74.7 42.1 87.3 59.4: 12.7 40.6
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 : 46: 1 15 12 22 18 35 33:
Old : 46: 1 15 12 22 18 35 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 : 50.5 23.8 71.7 37.6 50.5 20.5 67.8 30.0
Old : 50.5 23.8 71.7 37.6 50.5 20.5 67.8 30.0
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 28, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 151,217: 17,290 25,859 34,443 82,067 56,083 133,799 116,384: 17,418 34,833
Old : 147,230: 17,637 26,254 32,995 80,346 54,721 130,978 113,971: 16,252 33,258
Other: 3,988: 760 711 341 1,721 1,361 2,822 2,413: 1,166 1,574
: : :
: : Changes in Commitments from: March 21, 2006 :
: -159: -1,181 -1,947 689 647 1,544 156 285: -314 -444
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.4 17.1 22.8 54.3 37.1 88.5 77.0: 11.5 23.0
Old : 100.0: 12.0 17.8 22.4 54.6 37.2 89.0 77.4: 11.0 22.6
Other: 100.0: 19.1 17.8 8.5 43.2 34.1 70.8 60.5: 29.2 39.5
: : :
:# Traders : Number of Traders in Each Category :
All : 195: 55 69 72 38 40 134 157:
Old : 193: 59 68 71 35 40 129 157:
Other: 42: 10 11 7 10 13 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 : 34.8 21.8 48.5 29.8 34.8 19.7 46.1 26.1
Old : 35.8 22.1 49.8 30.3 35.8 20.1 47.4 26.7
Other: 35.1 32.8 53.5 43.8 35.1 28.1 51.7 38.7
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE Code-056641
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 28, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 1,876: 501 192 144 532 684 1,177 1,020: 699 856
Old : 1,864: 501 192 138 532 684 1,171 1,014: 693 850
Other: 12: 0 0 6 0 0 6 6: 6 6
: : :
: : Changes in Commitments from: March 21, 2006 :
: -49: -9 -18 -29 -21 -21 -60 -68: 10 19
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.7 10.2 7.7 28.4 36.5 62.7 54.4: 37.3 45.6
Old : 100.0: 26.9 10.3 7.4 28.5 36.7 62.8 54.4: 37.2 45.6
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 7 6 16 13:
Old : 21: 6 6 4 7 6 16 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 : 34.7 35.0 50.0 48.3 34.7 34.3 46.1 40.7
Old : 34.9 35.2 50.1 48.3 34.9 34.5 46.4 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 28, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 273,801: 39,486 41,970 71,589 129,335 99,458 240,410 213,017: 33,391 60,784
Old : 273,801: 39,486 41,970 71,589 129,335 99,458 240,410 213,017: 33,391 60,784
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 21, 2006 :
: 12,888: 1,544 4,523 6,044 3,304 2,490 10,892 13,057: 1,996 -169
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.4 15.3 26.1 47.2 36.3 87.8 77.8: 12.2 22.2
Old : 100.0: 14.4 15.3 26.1 47.2 36.3 87.8 77.8: 12.2 22.2
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 : 334: 71 95 89 111 135 230 286:
Old : 334: 71 95 89 111 135 230 286:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.8 13.0 33.1 20.7 20.3 5.7 28.9 10.1
Old : 20.8 13.0 33.1 20.7 20.3 5.7 28.9 10.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 28, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 110,000 BOARD FEET) :
: : :
All : 4,567: 1,615 846 725 878 1,384 3,218 2,955: 1,349 1,613
Old : 4,567: 1,615 846 725 878 1,384 3,218 2,955: 1,349 1,613
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 21, 2006 :
: 245: 52 107 178 70 -64 300 222: -56 23
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.4 18.5 15.9 19.2 30.3 70.5 64.7: 29.5 35.3
Old : 100.0: 35.4 18.5 15.9 19.2 30.3 70.5 64.7: 29.5 35.3
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 : 54: 13 20 14 12 17 34 43:
Old : 54: 13 20 14 12 17 34 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 : 29.0 19.1 45.4 29.6 29.0 14.7 38.9 22.2
Old : 29.0 19.1 45.4 29.6 29.0 14.7 38.9 22.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 28, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50,000 POUNDS) :
: : :
All : 44,259: 15,051 5,359 8,516 14,824 10,189 38,391 24,064: 5,868 20,196
Old : 44,259: 15,051 5,359 8,516 14,824 10,189 38,391 24,064: 5,868 20,196
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 21, 2006 :
: 1,832: 622 753 201 1,298 620 2,121 1,574: -289 258
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.0 12.1 19.2 33.5 23.0 86.7 54.4: 13.3 45.6
Old : 100.0: 34.0 12.1 19.2 33.5 23.0 86.7 54.4: 13.3 45.6
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 : 180: 41 41 35 72 69 130 133:
Old : 180: 41 41 35 72 69 130 133:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.3 11.7 33.8 17.8 19.7 5.5 25.9 9.2
Old : 23.3 11.7 33.8 17.8 19.7 5.5 25.9 9.2
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 28, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100,000 CANADIAN DOLLARS) :
: : :
All : 95,600: 14,628 22,225 3,115 38,535 51,942 56,277 77,282: 39,322 18,318
Old : 95,600: 14,628 22,225 3,115 38,535 51,942 56,277 77,282: 39,322 18,318
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 21, 2006 :
: 3,310: -4,531 -501 -130 5,298 2,524 637 1,893: 2,673 1,417
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.3 23.2 3.3 40.3 54.3 58.9 80.8: 41.1 19.2
Old : 100.0: 15.3 23.2 3.3 40.3 54.3 58.9 80.8: 41.1 19.2
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 : 75: 20 22 9 22 22 45 50:
Old : 75: 20 22 9 22 22 45 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 : 20.7 30.2 32.3 46.4 18.3 29.7 27.2 42.3
Old : 20.7 30.2 32.3 46.4 18.3 29.7 27.2 42.3
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 28, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 125,000 SWISS FRANCS) :
: : :
All : 85,898: 6,045 51,357 394 72,535 11,605 78,974 63,356: 6,923 22,541
Old : 85,898: 6,045 51,357 394 72,535 11,605 78,974 63,356: 6,923 22,541
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 21, 2006 :
: 1,524: 2,265 1,030 394 1,683 917 4,342 2,341: -2,818 -817
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.0 59.8 0.5 84.4 13.5 91.9 73.8: 8.1 26.2
Old : 100.0: 7.0 59.8 0.5 84.4 13.5 91.9 73.8: 8.1 26.2
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 : 56: 8 29 2 13 11 23 40:
Old : 56: 8 29 2 13 11 23 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 : 63.3 32.5 81.5 43.1 63.2 32.5 80.8 43.1
Old : 63.3 32.5 81.5 43.1 63.2 32.5 80.8 43.1
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 28, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 500,000 MEXICAN PESOS) :
: : :
All : 70,503: 20,739 9,517 749 44,177 56,814 65,665 67,080: 4,837 3,423
Old : 70,503: 20,739 9,517 749 44,177 56,814 65,665 67,080: 4,837 3,423
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 21, 2006 :
: -3,190: -7,791 1,997 364 4,498 -4,959 -2,929 -2,598: -261 -592
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.4 13.5 1.1 62.7 80.6 93.1 95.1: 6.9 4.9
Old : 100.0: 29.4 13.5 1.1 62.7 80.6 93.1 95.1: 6.9 4.9
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 : 70: 23 18 5 21 12 47 34:
Old : 70: 23 18 5 21 12 47 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 : 39.4 68.5 59.6 81.2 27.9 46.3 41.0 59.0
Old : 39.4 68.5 59.6 81.2 27.9 46.3 41.0 59.0
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 28, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 62,500 POUNDS STERLING) :
: : :
All : 70,587: 12,302 18,970 1,411 42,613 28,213 56,326 48,593: 14,262 21,994
Old : 70,587: 12,302 18,970 1,411 42,613 28,213 56,326 48,593: 14,262 21,994
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 21, 2006 :
: -94: -691 392 262 1,921 -3,015 1,491 -2,361: -1,586 2,267
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.4 26.9 2.0 60.4 40.0 79.8 68.8: 20.2 31.2
Old : 100.0: 17.4 26.9 2.0 60.4 40.0 79.8 68.8: 20.2 31.2
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 : 53: 13 16 6 20 12 35 32:
Old : 53: 13 16 6 20 12 35 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 : 36.3 32.6 54.8 45.3 30.5 22.0 45.7 34.1
Old : 36.3 32.6 54.8 45.3 30.5 22.0 45.7 34.1
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 28, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 12,500,000 JAPANESE YEN) :
: : :
All : 224,496: 26,550 57,647 4,777 163,979 128,169 195,306 190,593: 29,190 33,904
Old : 224,496: 26,550 57,647 4,777 163,979 128,169 195,306 190,593: 29,190 33,904
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 21, 2006 :
: 5,297: 4,769 5,162 1,248 2,234 -2,841 8,250 3,569: -2,953 1,729
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.8 25.7 2.1 73.0 57.1 87.0 84.9: 13.0 15.1
Old : 100.0: 11.8 25.7 2.1 73.0 57.1 87.0 84.9: 13.0 15.1
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 : 96: 23 37 10 28 24 56 66:
Old : 96: 23 37 10 28 24 56 66:
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 : 49.3 35.0 64.7 51.3 39.8 26.1 47.7 35.5
Old : 49.3 35.0 64.7 51.3 39.8 26.1 47.7 35.5
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 28, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 125,000 EUROS) :
: : :
All : 166,627: 52,158 15,544 17,449 42,165 96,869 111,772 129,862: 54,855 36,765
Old : 166,627: 52,158 15,544 17,449 42,165 96,869 111,772 129,862: 54,855 36,765
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 21, 2006 :
: -1,453: -893 119 -1,206 1,361 5,772 -738 4,685: -715 -6,138
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.3 9.3 10.5 25.3 58.1 67.1 77.9: 32.9 22.1
Old : 100.0: 31.3 9.3 10.5 25.3 58.1 67.1 77.9: 32.9 22.1
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 : 121: 47 37 42 24 28 91 87:
Old : 121: 47 37 42 24 28 91 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 : 22.1 35.1 32.8 50.6 21.6 33.2 31.6 47.0
Old : 22.1 35.1 32.8 50.6 21.6 33.2 31.6 47.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 28, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF NZ$ 100,000) :
: : :
All : 12,247: 3,229 2,330 0 7,058 7,680 10,287 10,010: 1,960 2,237
Old : 12,247: 3,229 2,330 0 7,058 7,680 10,287 10,010: 1,960 2,237
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 21, 2006 :
: 867: -432 406 0 1,090 184 658 590: 209 277
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.4 19.0 0.0 57.6 62.7 84.0 81.7: 16.0 18.3
Old : 100.0: 26.4 19.0 0.0 57.6 62.7 84.0 81.7: 16.0 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 : 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 : 47.6 65.1 67.2 76.5 47.0 65.1 66.5 73.7
Old : 47.6 65.1 67.2 76.5 47.0 65.1 66.5 73.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE Code-032741
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 28, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $3,000,000 FACE VALUE) :
: : :
All : 69,770: 27,667 873 1,740 35,930 60,375 65,337 62,988: 4,433 6,782
Old : 69,770: 27,667 873 1,740 35,930 60,375 65,337 62,988: 4,433 6,782
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 21, 2006 :
: 4,729: 799 0 607 3,955 3,817 5,361 4,424: -632 305
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.7 1.3 2.5 51.5 86.5 93.6 90.3: 6.4 9.7
Old : 100.0: 39.7 1.3 2.5 51.5 86.5 93.6 90.3: 6.4 9.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 7 1 3 10 19 17 23:
Old : 31: 7 1 3 10 19 17 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.5 53.4 70.9 73.5 45.5 53.4 65.7 71.2
Old : 47.5 53.4 70.9 73.5 45.5 53.4 65.7 71.2
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 28, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $1,000,000 FACE VALUE) :
: : :
All :16,146,743: 839,616 916,782 5,775,891 8,459,835 7,918,388 15,075,342 14,611,060: 1,071,401 1,535,683
Old :16,146,743: 839,616 916,782 5,775,891 8,459,835 7,918,388 15,075,342 14,611,060: 1,071,401 1,535,683
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 21, 2006 :
: 580,731: 141,902 61,698 193,357 266,058 329,032 601,316 584,087: -20,585 -3,355
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.2 5.7 35.8 52.4 49.0 93.4 90.5: 6.6 9.5
Old : 100.0: 5.2 5.7 35.8 52.4 49.0 93.4 90.5: 6.6 9.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 326: 66 82 118 151 161 286 299:
Old : 326: 66 82 118 151 161 286 299:
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 : 26.8 17.0 38.9 25.7 20.9 7.2 24.8 11.0
Old : 26.8 17.0 38.9 25.7 20.9 7.2 24.8 11.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 28, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 500 INDEX X $250.00) :
: : :
All : 721,848: 66,403 57,595 34,040 475,388 498,150 575,831 589,786: 146,017 132,062
Old : 721,848: 66,403 57,595 34,040 475,388 498,150 575,831 589,786: 146,017 132,062
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 21, 2006 :
: -7,570: -1,645 4,119 -4,605 6,449 1,514 198 1,027: -7,768 -8,597
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.2 8.0 4.7 65.9 69.0 79.8 81.7: 20.2 18.3
Old : 100.0: 9.2 8.0 4.7 65.9 69.0 79.8 81.7: 20.2 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 : 205: 45 42 56 92 66 170 131:
Old : 205: 45 42 56 92 66 170 131:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.8 27.4 27.0 39.8 18.5 26.9 26.7 39.1
Old : 18.8 27.4 27.0 39.8 18.5 26.9 26.7 39.1
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 28, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($50 X S&P 500 INDEX) :
: : :
All : 1,183,476: 160,628 298,623 42,183 575,118 715,628 777,929 1,056,433: 405,547 127,042
Old : 1,183,476: 160,628 298,623 42,183 575,118 715,628 777,929 1,056,433: 405,547 127,042
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 21, 2006 :
: -37,249: -58,048 18,288 4,193 23,717 -55,899 -30,138 -33,418: -7,112 -3,831
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.6 25.2 3.6 48.6 60.5 65.7 89.3: 34.3 10.7
Old : 100.0: 13.6 25.2 3.6 48.6 60.5 65.7 89.3: 34.3 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 : 209: 48 63 37 68 65 142 139:
Old : 209: 48 63 37 68 65 142 139:
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 : 18.9 33.0 27.9 46.3 17.0 29.8 23.7 40.4
Old : 18.9 33.0 27.9 46.3 17.0 29.8 23.7 40.4
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 28, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 400 INDEX X $500) :
: : :
All : 11,156: 1,955 705 0 5,818 8,905 7,773 9,610: 3,383 1,546
Old : 11,156: 1,955 705 0 5,818 8,905 7,773 9,610: 3,383 1,546
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 21, 2006 :
: 24: 54 0 0 3 -306 57 -306: -33 330
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.5 6.3 0.0 52.2 79.8 69.7 86.1: 30.3 13.9
Old : 100.0: 17.5 6.3 0.0 52.2 79.8 69.7 86.1: 30.3 13.9
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 13 13 17 15:
Old : 27: 4 1 1 13 13 17 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.7 45.7 48.5 71.7 31.7 43.3 48.3 67.5
Old : 31.7 45.7 48.5 71.7 31.7 43.3 48.3 67.5
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 28, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 400 INDEX X $100) :
: : :
All : 44,439: 8,008 13,366 0 28,948 28,461 36,956 41,827: 7,483 2,612
Old : 44,439: 8,008 13,366 0 28,948 28,461 36,956 41,827: 7,483 2,612
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 21, 2006 :
: 2,801: 1,850 940 0 77 2,331 1,927 3,271: 874 -470
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.0 30.1 0.0 65.1 64.0 83.2 94.1: 16.8 5.9
Old : 100.0: 18.0 30.1 0.0 65.1 64.0 83.2 94.1: 16.8 5.9
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 : 52: 7 10 0 21 23 28 33:
Old : 52: 7 10 0 21 23 28 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 : 44.4 39.9 62.6 61.1 43.7 37.8 60.7 57.1
Old : 44.4 39.9 62.6 61.1 43.7 37.8 60.7 57.1
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 28, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CME HDD INDEX X $20) :
: : :
All : 6,877: 3,655 1,692 849 2,358 4,336 6,862 6,877: 15 -0
Old : 6,877: 3,655 1,692 849 2,358 4,336 6,862 6,877: 15 -0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 21, 2006 :
: -1,178: 799 549 -1,176 -732 -526 -1,108 -1,153: -69 -25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.2 24.6 12.3 34.3 63.1 99.8 100.0: 0.2 -0.0
Old : 100.0: 53.2 24.6 12.3 34.3 63.1 99.8 100.0: 0.2 -0.0
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 : 23: 7 6 5 8 9 18 17:
Old : 23: 7 6 5 8 9 18 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.6 64.1 82.2 89.9 50.4 55.3 67.6 67.6
Old : 59.6 64.1 82.2 89.9 50.4 55.3 67.6 67.6
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 28, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NASDAQ 100 INDEX X $100) :
: : :
All : 56,654: 15,756 11,194 108 32,325 36,550 48,189 47,852: 8,464 8,801
Old : 56,654: 15,756 11,194 108 32,325 36,550 48,189 47,852: 8,464 8,801
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 21, 2006 :
: 299: -294 382 55 1,569 780 1,330 1,217: -1,030 -918
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.8 19.8 0.2 57.1 64.5 85.1 84.5: 14.9 15.5
Old : 100.0: 27.8 19.8 0.2 57.1 64.5 85.1 84.5: 14.9 15.5
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 : 80: 19 14 4 28 26 49 42:
Old : 80: 19 14 4 28 26 49 42:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.4 34.8 52.4 50.3 41.4 34.6 52.4 49.8
Old : 41.4 34.8 52.4 50.3 41.4 34.6 52.4 49.8
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 28, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ( NASDAQ 100 STOCK INDEX X $20) :
: : :
All : 253,433: 70,244 122,352 5,536 143,550 108,394 219,330 236,283: 34,103 17,151
Old : 253,433: 70,244 122,352 5,536 143,550 108,394 219,330 236,283: 34,103 17,151
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 21, 2006 :
: 24,496: -5,215 16,477 1,780 30,723 6,506 27,288 24,762: -2,792 -266
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.7 48.3 2.2 56.6 42.8 86.5 93.2: 13.5 6.8
Old : 100.0: 27.7 48.3 2.2 56.6 42.8 86.5 93.2: 13.5 6.8
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 : 201: 74 61 14 41 40 122 108:
Old : 201: 74 61 14 41 40 122 108:
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 : 30.2 29.8 41.2 43.6 28.8 28.7 39.0 40.4
Old : 30.2 29.8 41.2 43.6 28.8 28.7 39.0 40.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 28, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100,000 AUSTRALIAN DOLLARS) :
: : :
All : 70,548: 18,584 32,000 1,021 36,285 14,187 55,890 47,209: 14,658 23,340
Old : 70,548: 18,584 32,000 1,021 36,285 14,187 55,890 47,209: 14,658 23,340
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 21, 2006 :
: 8,048: -552 1,510 135 7,807 4,660 7,390 6,305: 657 1,743
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.3 45.4 1.4 51.4 20.1 79.2 66.9: 20.8 33.1
Old : 100.0: 26.3 45.4 1.4 51.4 20.1 79.2 66.9: 20.8 33.1
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 : 52: 12 19 2 17 9 30 29:
Old : 52: 12 19 2 17 9 30 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 : 27.3 30.4 45.4 44.8 26.0 30.2 43.2 44.5
Old : 27.3 30.4 45.4 44.8 26.0 30.2 43.2 44.5
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 28, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (RUSSEL 2000 INDEX X $500) :
: : :
All : 30,867: 5,236 5,065 20 21,989 18,785 27,245 23,870: 3,622 6,997
Old : 30,867: 5,236 5,065 20 21,989 18,785 27,245 23,870: 3,622 6,997
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 21, 2006 :
: -631: 210 108 -0 -638 113 -428 221: -204 -852
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.0 16.4 0.1 71.2 60.9 88.3 77.3: 11.7 22.7
Old : 100.0: 17.0 16.4 0.1 71.2 60.9 88.3 77.3: 11.7 22.7
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 : 62: 6 10 1 28 26 35 36:
Old : 62: 6 10 1 28 26 35 36:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.2 28.9 52.3 42.6 36.7 26.2 51.8 39.9
Old : 37.2 28.9 52.3 42.6 36.7 26.2 51.8 39.9
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 28, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (RUSSEL 2000 INDEX X $100) :
: : :
All : 297,298: 74,384 64,068 4,689 197,497 213,401 276,569 282,158: 20,728 15,139
Old : 297,298: 74,384 64,068 4,689 197,497 213,401 276,569 282,158: 20,728 15,139
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 21, 2006 :
: 4,541: 4,198 1,220 2,244 4,298 -335 10,740 3,130: -6,199 1,411
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.0 21.6 1.6 66.4 71.8 93.0 94.9: 7.0 5.1
Old : 100.0: 25.0 21.6 1.6 66.4 71.8 93.0 94.9: 7.0 5.1
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 : 175: 32 75 31 41 46 97 128:
Old : 175: 32 75 31 41 46 97 128:
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 : 50.5 32.6 66.4 51.0 50.5 31.1 62.0 47.3
Old : 50.5 32.6 66.4 51.0 50.5 31.1 62.0 47.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 28, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NIKKEI INDEX X $5.00) :
: : :
All : 52,790: 17,862 16,877 870 24,503 26,065 43,235 43,812: 9,555 8,978
Old : 52,790: 17,862 16,877 870 24,503 26,065 43,235 43,812: 9,555 8,978
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 21, 2006 :
: 2,366: 1,128 976 274 1,561 956 2,963 2,206: -597 160
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.8 32.0 1.6 46.4 49.4 81.9 83.0: 18.1 17.0
Old : 100.0: 33.8 32.0 1.6 46.4 49.4 81.9 83.0: 18.1 17.0
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 : 86: 29 24 8 12 22 46 50:
Old : 86: 29 24 8 12 22 46 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 : 36.4 34.8 49.9 45.6 34.6 29.0 46.6 39.8
Old : 36.4 34.8 49.9 45.6 34.6 29.0 46.6 39.8
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 28, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NIKKEI INDEX X 500 YEN) :
: : :
All : 37,277: 16,531 3,101 0 15,138 11,202 31,669 14,303: 5,608 22,974
Old : 37,277: 16,531 3,101 0 15,138 11,202 31,669 14,303: 5,608 22,974
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 21, 2006 :
: 487: 1,212 -56 0 1,701 -835 2,913 -891: -2,426 1,378
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.3 8.3 0.0 40.6 30.1 85.0 38.4: 15.0 61.6
Old : 100.0: 44.3 8.3 0.0 40.6 30.1 85.0 38.4: 15.0 61.6
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: 16 5 0 14 12 30 17:
Old : 44: 16 5 0 14 12 30 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 : 31.8 21.1 49.2 29.9 31.8 16.8 48.8 25.6
Old : 31.8 21.1 49.2 29.9 31.8 16.8 48.8 25.6
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 28, 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 : 22,707: 6,326 482 220 15,351 21,374 21,897 22,076: 810 631
Old : 22,707: 6,326 482 220 15,351 21,374 21,897 22,076: 810 631
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 21, 2006 :
: 1: 76 -279 -19 -103 286 -46 -12: 47 13
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.9 2.1 1.0 67.6 94.1 96.4 97.2: 3.6 2.8
Old : 100.0: 27.9 2.1 1.0 67.6 94.1 96.4 97.2: 3.6 2.8
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 : 22: 9 4 2 7 4 18 8:
Old : 22: 9 4 2 7 4 18 8:
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 : 77.2 94.9 89.4 97.2 77.2 94.3 89.4 95.9
Old : 77.2 94.9 89.4 97.2 77.2 94.3 89.4 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 28, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF Y100,000,000 FACE VALUE) :
: : :
All : 30,752: 5,295 3,433 1,129 13,582 21,782 20,006 26,344: 10,746 4,408
Old : 30,752: 5,295 3,433 1,129 13,582 21,782 20,006 26,344: 10,746 4,408
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 21, 2006 :
: -3,178: -13 -1,987 44 -634 -93 -603 -2,036: -2,575 -1,142
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.2 11.2 3.7 44.2 70.8 65.1 85.7: 34.9 14.3
Old : 100.0: 17.2 11.2 3.7 44.2 70.8 65.1 85.7: 34.9 14.3
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 : 52: 9 11 7 18 27 31 42:
Old : 52: 9 11 7 18 27 31 42:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.0 38.0 47.8 53.2 22.5 34.6 29.8 44.5
Old : 38.0 38.0 47.8 53.2 22.5 34.6 29.8 44.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 31, 2006