MILK - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 11, 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 : 39,926: 751 3,692 4,232 29,636 17,169 34,619 25,092: 5,308 14,834
Old : 39,926: 751 3,692 4,232 29,636 17,169 34,619 25,092: 5,308 14,834
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 4, 2006 :
: 1,401: 2 312 234 1,005 891 1,241 1,437: 160 -35
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.9 9.2 10.6 74.2 43.0 86.7 62.8: 13.3 37.2
Old : 100.0: 1.9 9.2 10.6 74.2 43.0 86.7 62.8: 13.3 37.2
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 : 49: 3 15 12 22 19 35 36:
Old : 49: 3 15 12 22 19 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 : 50.6 24.8 71.2 38.1 50.6 21.6 67.6 31.0
Old : 50.6 24.8 71.2 38.1 50.6 21.6 67.6 31.0
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, April 11, 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 : 152,159: 15,176 31,018 39,064 79,938 48,007 134,179 118,090: 17,981 34,070
Old : 147,592: 15,535 31,696 37,273 78,128 46,443 130,936 115,413: 16,656 32,179
Other: 4,568: 982 662 451 1,810 1,564 3,243 2,677: 1,325 1,890
: : :
: : Changes in Commitments from: April 4, 2006 :
: -1,594: -1,920 2,538 1,229 -1,060 -5,239 -1,751 -1,472: 157 -122
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.0 20.4 25.7 52.5 31.6 88.2 77.6: 11.8 22.4
Old : 100.0: 10.5 21.5 25.3 52.9 31.5 88.7 78.2: 11.3 21.8
Other: 100.0: 21.5 14.5 9.9 39.6 34.2 71.0 58.6: 29.0 41.4
: : :
:# Traders : Number of Traders in Each Category :
All : 201: 58 69 75 37 37 137 161:
Old : 199: 63 73 75 34 37 133 161:
Other: 49: 14 13 8 11 14 30 30:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.0 17.8 47.0 25.8 34.0 13.7 44.8 20.6
Old : 35.1 18.1 48.4 26.3 35.1 14.1 46.1 21.1
Other: 31.9 22.7 48.3 36.5 31.9 21.8 47.3 33.6
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE Code-056641
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 11, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 2,027: 342 479 52 692 630 1,086 1,161: 941 866
Old : 2,027: 342 479 52 692 630 1,086 1,161: 941 866
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 4, 2006 :
: 259: 1 164 -42 -62 90 -103 212: 361 46
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.9 23.6 2.6 34.1 31.1 53.6 57.3: 46.4 42.7
Old : 100.0: 16.9 23.6 2.6 34.1 31.1 53.6 57.3: 46.4 42.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 7 7 2 7 6 14 15:
Old : 23: 7 7 2 7 6 14 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 : 33.7 31.1 46.2 45.8 31.4 31.1 42.1 41.5
Old : 33.7 31.1 46.2 45.8 31.4 31.1 42.1 41.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 11, 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 : 272,175: 44,581 41,076 64,867 129,134 106,854 238,582 212,797: 33,593 59,378
Old : 272,175: 44,581 41,076 64,867 129,134 106,854 238,582 212,797: 33,593 59,378
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 4, 2006 :
: -13,349: 146 -1,956 -7,803 -4,473 -1,845 -12,130 -11,604: -1,220 -1,745
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.4 15.1 23.8 47.4 39.3 87.7 78.2: 12.3 21.8
Old : 100.0: 16.4 15.1 23.8 47.4 39.3 87.7 78.2: 12.3 21.8
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 : 330: 76 83 92 107 127 236 273:
Old : 330: 76 83 92 107 127 236 273:
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 : 20.6 13.2 33.0 21.5 19.9 7.0 28.9 11.7
Old : 20.6 13.2 33.0 21.5 19.9 7.0 28.9 11.7
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, April 11, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 110,000 BOARD FEET) :
: : :
All : 5,215: 1,794 698 894 1,070 1,576 3,758 3,167: 1,458 2,048
Old : 5,215: 1,794 698 894 1,070 1,576 3,758 3,167: 1,458 2,048
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 4, 2006 :
: -289: 42 -105 204 7 -1 252 98: -541 -387
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.4 13.4 17.1 20.5 30.2 72.0 60.7: 28.0 39.3
Old : 100.0: 34.4 13.4 17.1 20.5 30.2 72.0 60.7: 28.0 39.3
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: 13 16 11 16 18 36 39:
Old : 52: 13 16 11 16 18 36 39:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.7 21.7 49.6 31.2 28.2 11.4 38.0 18.5
Old : 32.7 21.7 49.6 31.2 28.2 11.4 38.0 18.5
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, April 11, 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 : 38,270: 12,597 6,172 6,879 12,744 7,771 32,220 20,822: 6,051 17,449
Old : 38,270: 12,597 6,172 6,879 12,744 7,771 32,220 20,822: 6,051 17,449
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 4, 2006 :
: -1,737: -228 705 -655 -741 -1,071 -1,624 -1,021: -113 -716
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.9 16.1 18.0 33.3 20.3 84.2 54.4: 15.8 45.6
Old : 100.0: 32.9 16.1 18.0 33.3 20.3 84.2 54.4: 15.8 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 : 170: 31 48 30 64 64 112 129:
Old : 170: 31 48 30 64 64 112 129:
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 : 21.9 11.9 32.8 18.1 20.3 6.3 27.7 9.5
Old : 21.9 11.9 32.8 18.1 20.3 6.3 27.7 9.5
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, April 11, 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 : 94,389: 24,950 11,959 3,302 31,585 59,997 59,837 75,257: 34,552 19,132
Old : 94,389: 24,950 11,959 3,302 31,585 59,997 59,837 75,257: 34,552 19,132
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 4, 2006 :
: 2,144: 12,465 -4,740 -779 -6,693 6,933 4,993 1,415: -2,849 729
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.4 12.7 3.5 33.5 63.6 63.4 79.7: 36.6 20.3
Old : 100.0: 26.4 12.7 3.5 33.5 63.6 63.4 79.7: 36.6 20.3
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: 24 17 7 22 24 49 45:
Old : 76: 24 17 7 22 24 49 45:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.2 38.5 32.6 48.7 19.9 34.2 29.8 43.9
Old : 20.2 38.5 32.6 48.7 19.9 34.2 29.8 43.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 11, 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 : 79,646: 6,733 35,123 414 61,713 23,627 68,860 59,164: 10,786 20,482
Old : 79,646: 6,733 35,123 414 61,713 23,627 68,860 59,164: 10,786 20,482
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 4, 2006 :
: -576: -954 -10,421 269 -1,066 12,297 -1,751 2,145: 1,175 -2,721
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.5 44.1 0.5 77.5 29.7 86.5 74.3: 13.5 25.7
Old : 100.0: 8.5 44.1 0.5 77.5 29.7 86.5 74.3: 13.5 25.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 49: 9 23 2 12 11 22 35:
Old : 49: 9 23 2 12 11 22 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 : 67.1 33.0 79.7 44.3 66.9 32.7 77.5 44.0
Old : 67.1 33.0 79.7 44.3 66.9 32.7 77.5 44.0
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, April 11, 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 : 79,962: 16,180 20,804 0 59,923 55,481 76,103 76,285: 3,859 3,677
Old : 79,962: 16,180 20,804 0 59,923 55,481 76,103 76,285: 3,859 3,677
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 4, 2006 :
: 52: -445 973 -303 761 -827 13 -157: 39 209
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.2 26.0 0.0 74.9 69.4 95.2 95.4: 4.8 4.6
Old : 100.0: 20.2 26.0 0.0 74.9 69.4 95.2 95.4: 4.8 4.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 67: 13 27 0 19 15 32 42:
Old : 67: 13 27 0 19 15 32 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 : 47.5 59.0 70.0 73.1 39.2 41.4 53.0 52.5
Old : 47.5 59.0 70.0 73.1 39.2 41.4 53.0 52.5
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, April 11, 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 : 82,046: 16,729 22,736 1,390 43,112 38,088 61,230 62,213: 20,816 19,833
Old : 82,046: 16,729 22,736 1,390 43,112 38,088 61,230 62,213: 20,816 19,833
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 4, 2006 :
: -651: 2,926 -2,151 -146 -6,802 5,299 -4,022 3,002: 3,371 -3,653
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.4 27.7 1.7 52.5 46.4 74.6 75.8: 25.4 24.2
Old : 100.0: 20.4 27.7 1.7 52.5 46.4 74.6 75.8: 25.4 24.2
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 : 65: 18 19 6 17 17 36 41:
Old : 65: 18 19 6 17 17 36 41:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.0 33.2 48.4 47.4 27.5 27.6 44.5 41.5
Old : 29.0 33.2 48.4 47.4 27.5 27.6 44.5 41.5
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, April 11, 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 : 250,193: 34,869 90,951 4,811 178,004 117,579 217,685 213,342: 32,508 36,851
Old : 250,193: 34,869 90,951 4,811 178,004 117,579 217,685 213,342: 32,508 36,851
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 4, 2006 :
: 15,383: 5,153 27,437 -331 12,994 -14,225 17,816 12,881: -2,433 2,503
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.9 36.4 1.9 71.1 47.0 87.0 85.3: 13.0 14.7
Old : 100.0: 13.9 36.4 1.9 71.1 47.0 87.0 85.3: 13.0 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 : 111: 27 44 8 30 25 62 72:
Old : 111: 27 44 8 30 25 62 72:
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 28.5 59.9 45.9 36.3 22.3 45.6 35.2
Old : 44.8 28.5 59.9 45.9 36.3 22.3 45.6 35.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 11, 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 : 182,756: 53,662 16,687 17,656 52,879 112,920 124,197 147,264: 58,559 35,492
Old : 182,756: 53,662 16,687 17,656 52,879 112,920 124,197 147,264: 58,559 35,492
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 4, 2006 :
: -14,627: -10,664 1,725 -5,291 -674 -3,918 -16,629 -7,484: 2,002 -7,143
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.4 9.1 9.7 28.9 61.8 68.0 80.6: 32.0 19.4
Old : 100.0: 29.4 9.1 9.7 28.9 61.8 68.0 80.6: 32.0 19.4
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 : 122: 47 34 37 27 30 95 80:
Old : 122: 47 34 37 27 30 95 80:
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 : 17.0 34.5 28.8 49.5 16.6 33.1 27.4 47.1
Old : 17.0 34.5 28.8 49.5 16.6 33.1 27.4 47.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 11, 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 : 12,412: 3,587 1,251 0 7,192 9,545 10,779 10,796: 1,633 1,616
Old : 12,412: 3,587 1,251 0 7,192 9,545 10,779 10,796: 1,633 1,616
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 4, 2006 :
: -61: 585 -1,363 0 -296 1,681 289 318: -350 -379
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.9 10.1 0.0 57.9 76.9 86.8 87.0: 13.2 13.0
Old : 100.0: 28.9 10.1 0.0 57.9 76.9 86.8 87.0: 13.2 13.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 5 4 0 10 10 15 14:
Old : 26: 5 4 0 10 10 15 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 : 46.4 72.7 70.5 82.6 46.3 70.0 70.4 80.0
Old : 46.4 72.7 70.5 82.6 46.3 70.0 70.4 80.0
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, April 11, 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 : 84,723: 30,647 873 1,904 50,102 75,920 82,653 78,697: 2,070 6,026
Old : 84,723: 30,647 873 1,904 50,102 75,920 82,653 78,697: 2,070 6,026
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 4, 2006 :
: 12,258: 985 0 -45 11,870 11,181 12,810 11,136: -552 1,122
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.2 1.0 2.2 59.1 89.6 97.6 92.9: 2.4 7.1
Old : 100.0: 36.2 1.0 2.2 59.1 89.6 97.6 92.9: 2.4 7.1
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 : 33: 7 1 3 14 18 21 22:
Old : 33: 7 1 3 14 18 21 22:
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 : 49.1 59.2 71.2 77.7 49.1 59.0 69.3 74.3
Old : 49.1 59.2 71.2 77.7 49.1 59.0 69.3 74.3
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, April 11, 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 :17,389,178: 903,206 1,313,076 6,345,301 9,017,128 8,132,298 16,265,635 15,790,676: 1,123,543 1,598,501
Old :17,389,178: 903,206 1,313,076 6,345,301 9,017,128 8,132,298 16,265,635 15,790,676: 1,123,543 1,598,501
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 4, 2006 :
: 365,032: 42,520 100,906 198,041 167,779 116,362 408,340 415,309: -43,308 -50,277
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.2 7.6 36.5 51.9 46.8 93.5 90.8: 6.5 9.2
Old : 100.0: 5.2 7.6 36.5 51.9 46.8 93.5 90.8: 6.5 9.2
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 : 328: 80 76 123 149 154 289 299:
Old : 328: 80 76 123 149 154 289 299:
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 : 25.7 17.6 37.8 26.6 19.3 6.5 23.2 10.1
Old : 25.7 17.6 37.8 26.6 19.3 6.5 23.2 10.1
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, April 11, 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 : 727,707: 72,538 60,860 42,549 465,353 514,157 580,440 617,566: 147,267 110,141
Old : 727,707: 72,538 60,860 42,549 465,353 514,157 580,440 617,566: 147,267 110,141
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 4, 2006 :
: 7,173: 3,633 2,600 2,026 -5,225 11,748 434 16,374: 6,740 -9,201
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.0 8.4 5.8 63.9 70.7 79.8 84.9: 20.2 15.1
Old : 100.0: 10.0 8.4 5.8 63.9 70.7 79.8 84.9: 20.2 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 : 218: 56 48 69 89 67 182 147:
Old : 218: 56 48 69 89 67 182 147:
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 28.1 26.4 40.6 18.3 27.4 26.0 39.3
Old : 18.5 28.1 26.4 40.6 18.3 27.4 26.0 39.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 11, 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 : 1,232,895: 173,125 373,921 39,227 736,165 688,731 948,516 1,101,879: 284,379 131,017
Old : 1,232,895: 173,125 373,921 39,227 736,165 688,731 948,516 1,101,879: 284,379 131,017
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 4, 2006 :
: 30,561: -28,349 59,690 2,525 92,130 -35,409 66,306 26,805: -35,745 3,755
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.0 30.3 3.2 59.7 55.9 76.9 89.4: 23.1 10.6
Old : 100.0: 14.0 30.3 3.2 59.7 55.9 76.9 89.4: 23.1 10.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 219: 53 60 43 77 72 158 147:
Old : 219: 53 60 43 77 72 158 147:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.9 28.2 31.7 42.4 18.6 25.7 28.6 36.3
Old : 19.9 28.2 31.7 42.4 18.6 25.7 28.6 36.3
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, April 11, 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 : 10,901: 1,948 705 0 5,575 8,766 7,523 9,471: 3,378 1,430
Old : 10,901: 1,948 705 0 5,575 8,766 7,523 9,471: 3,378 1,430
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 4, 2006 :
: -190: -6 0 -0 30 -79 24 -79: -214 -111
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.9 6.5 0.0 51.1 80.4 69.0 86.9: 31.0 13.1
Old : 100.0: 17.9 6.5 0.0 51.1 80.4 69.0 86.9: 31.0 13.1
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 : 26: 4 1 1 12 13 16 15:
Old : 26: 4 1 1 12 13 16 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.7 45.4 50.1 72.3 32.7 43.3 49.9 68.0
Old : 32.7 45.4 50.1 72.3 32.7 43.3 49.9 68.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 11, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 400 INDEX X $100) :
: : :
All : 48,391: 9,947 11,860 0 31,289 33,035 41,236 44,895: 7,155 3,496
Old : 48,391: 9,947 11,860 0 31,289 33,035 41,236 44,895: 7,155 3,496
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 4, 2006 :
: 1,534: 1,219 205 0 1,577 741 2,796 946: -1,262 588
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.6 24.5 0.0 64.7 68.3 85.2 92.8: 14.8 7.2
Old : 100.0: 20.6 24.5 0.0 64.7 68.3 85.2 92.8: 14.8 7.2
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 : 54: 8 10 0 23 22 31 32:
Old : 54: 8 10 0 23 22 31 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 : 42.4 36.8 58.5 60.6 38.9 36.8 52.8 58.8
Old : 42.4 36.8 58.5 60.6 38.9 36.8 52.8 58.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 11, 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 : 59,897: 16,706 12,012 326 33,167 36,158 50,199 48,497: 9,698 11,400
Old : 59,897: 16,706 12,012 326 33,167 36,158 50,199 48,497: 9,698 11,400
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 4, 2006 :
: -15: -218 -108 65 103 628 -51 585: 35 -600
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.9 20.1 0.5 55.4 60.4 83.8 81.0: 16.2 19.0
Old : 100.0: 27.9 20.1 0.5 55.4 60.4 83.8 81.0: 16.2 19.0
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 : 81: 16 17 4 29 28 48 46:
Old : 81: 16 17 4 29 28 48 46:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.9 30.7 51.0 46.3 38.9 30.3 50.7 44.2
Old : 38.9 30.7 51.0 46.3 38.9 30.3 50.7 44.2
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, April 11, 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 : 297,456: 97,777 114,317 9,200 138,127 160,262 245,104 283,780: 52,352 13,676
Old : 297,456: 97,777 114,317 9,200 138,127 160,262 245,104 283,780: 52,352 13,676
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 4, 2006 :
: 5,769: -7,793 1,742 1,465 13,527 10,704 7,198 13,911: -1,429 -8,141
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.9 38.4 3.1 46.4 53.9 82.4 95.4: 17.6 4.6
Old : 100.0: 32.9 38.4 3.1 46.4 53.9 82.4 95.4: 17.6 4.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 219: 75 73 19 41 46 126 128:
Old : 219: 75 73 19 41 46 126 128:
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 : 26.7 26.1 35.1 41.9 24.0 25.8 32.1 40.3
Old : 26.7 26.1 35.1 41.9 24.0 25.8 32.1 40.3
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, April 11, 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 : 55,179: 23,254 16,317 2 19,038 22,291 42,294 38,610: 12,885 16,569
Old : 55,179: 23,254 16,317 2 19,038 22,291 42,294 38,610: 12,885 16,569
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 4, 2006 :
: -11,639: 1,561 -11,253 -953 -11,189 5,438 -10,582 -6,768: -1,058 -4,871
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.1 29.6 0.0 34.5 40.4 76.6 70.0: 23.4 30.0
Old : 100.0: 42.1 29.6 0.0 34.5 40.4 76.6 70.0: 23.4 30.0
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 : 54: 15 16 1 13 17 29 33:
Old : 54: 15 16 1 13 17 29 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 : 38.4 26.7 51.3 38.1 38.4 26.3 50.6 37.7
Old : 38.4 26.7 51.3 38.1 38.4 26.3 50.6 37.7
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, April 11, 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 : 32,530: 5,266 5,073 21 23,822 20,857 29,109 25,951: 3,421 6,579
Old : 32,530: 5,266 5,073 21 23,822 20,857 29,109 25,951: 3,421 6,579
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 4, 2006 :
: 1,900: -44 178 0 2,244 2,104 2,200 2,282: -299 -382
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.2 15.6 0.1 73.2 64.1 89.5 79.8: 10.5 20.2
Old : 100.0: 16.2 15.6 0.1 73.2 64.1 89.5 79.8: 10.5 20.2
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 : 62: 5 9 1 28 27 34 36:
Old : 62: 5 9 1 28 27 34 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 : 37.6 32.0 54.6 45.5 37.6 29.5 54.6 43.0
Old : 37.6 32.0 54.6 45.5 37.6 29.5 54.6 43.0
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, April 11, 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 : 319,774: 72,906 65,995 3,580 221,930 236,933 298,415 306,507: 21,359 13,266
Old : 319,774: 72,906 65,995 3,580 221,930 236,933 298,415 306,507: 21,359 13,266
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 4, 2006 :
: 11,463: -5,458 -1,393 -1,439 19,529 13,911 12,631 11,079: -1,168 384
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.8 20.6 1.1 69.4 74.1 93.3 95.9: 6.7 4.1
Old : 100.0: 22.8 20.6 1.1 69.4 74.1 93.3 95.9: 6.7 4.1
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: 43 62 32 38 50 93 132:
Old : 175: 43 62 32 38 50 93 132:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.2 34.2 68.0 50.1 49.2 30.8 63.1 46.6
Old : 52.2 34.2 68.0 50.1 49.2 30.8 63.1 46.6
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, April 11, 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 : 54,917: 17,197 17,798 1,202 26,560 27,816 44,960 46,817: 9,957 8,100
Old : 54,917: 17,197 17,798 1,202 26,560 27,816 44,960 46,817: 9,957 8,100
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 4, 2006 :
: 2,108: -48 1,245 39 339 -323 330 961: 1,778 1,147
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.3 32.4 2.2 48.4 50.7 81.9 85.3: 18.1 14.7
Old : 100.0: 31.3 32.4 2.2 48.4 50.7 81.9 85.3: 18.1 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 : 93: 31 25 8 19 22 54 52:
Old : 93: 31 25 8 19 22 54 52:
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 : 35.2 37.2 45.4 47.2 35.1 34.7 45.2 44.7
Old : 35.2 37.2 45.4 47.2 35.1 34.7 45.2 44.7
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, April 11, 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 : 34,691: 12,918 4,538 79 16,533 18,013 29,530 22,630: 5,161 12,061
Old : 34,691: 12,918 4,538 79 16,533 18,013 29,530 22,630: 5,161 12,061
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 4, 2006 :
: 170: -1,657 1,751 74 666 3,092 -917 4,917: 1,087 -4,747
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.2 13.1 0.2 47.7 51.9 85.1 65.2: 14.9 34.8
Old : 100.0: 37.2 13.1 0.2 47.7 51.9 85.1 65.2: 14.9 34.8
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 : 53: 15 11 2 13 16 29 28:
Old : 53: 15 11 2 13 16 29 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.3 36.6 57.7 45.2 32.3 27.7 50.3 35.4
Old : 37.3 36.6 57.7 45.2 32.3 27.7 50.3 35.4
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, April 11, 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 : 23,508: 5,560 1,048 58 15,142 21,909 20,760 23,015: 2,748 493
Old : 23,508: 5,560 1,048 58 15,142 21,909 20,760 23,015: 2,748 493
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 4, 2006 :
: 124: -1,646 -78 -39 -47 169 -1,732 52: 1,856 72
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.7 4.5 0.2 64.4 93.2 88.3 97.9: 11.7 2.1
Old : 100.0: 23.7 4.5 0.2 64.4 93.2 88.3 97.9: 11.7 2.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 8 4 1 6 4 14 9:
Old : 21: 8 4 1 6 4 14 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 : 71.9 95.0 83.8 97.9 71.7 95.0 83.5 97.7
Old : 71.9 95.0 83.8 97.9 71.7 95.0 83.5 97.7
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, April 11, 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 : 42,571: 4,865 2,905 2,442 17,348 25,590 24,655 30,937: 17,916 11,634
Old : 42,571: 4,865 2,905 2,442 17,348 25,590 24,655 30,937: 17,916 11,634
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 4, 2006 :
: 3,416: 144 -462 491 246 2,491 881 2,520: 2,535 896
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.4 6.8 5.7 40.8 60.1 57.9 72.7: 42.1 27.3
Old : 100.0: 11.4 6.8 5.7 40.8 60.1 57.9 72.7: 42.1 27.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 54: 9 8 6 22 31 33 44:
Old : 54: 9 8 6 22 31 33 44:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.3 28.9 41.5 41.7 15.4 24.2 21.1 33.0
Old : 31.3 28.9 41.5 41.7 15.4 24.2 21.1 33.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated April 14, 2006