MILK - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 18, 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 : 39,448: 749 3,830 4,317 29,959 17,225 35,026 25,372: 4,422 14,076
Old : 39,448: 749 3,830 4,317 29,959 17,225 35,026 25,372: 4,422 14,076
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 11, 2006 :
: -478: -2 138 85 323 56 407 280: -885 -758
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.9 9.7 10.9 75.9 43.7 88.8 64.3: 11.2 35.7
Old : 100.0: 1.9 9.7 10.9 75.9 43.7 88.8 64.3: 11.2 35.7
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: 2 16 12 22 19 35 36:
Old : 49: 2 16 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 : 51.9 25.2 72.9 38.9 51.9 21.8 69.0 31.6
Old : 51.9 25.2 72.9 38.9 51.9 21.8 69.0 31.6
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 18, 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 : 148,630: 14,385 31,123 40,325 77,039 43,157 131,749 114,605: 16,881 34,025
Old : 142,954: 14,198 32,653 37,731 75,591 41,027 127,521 111,411: 15,433 31,543
Other: 5,676: 2,439 721 343 1,447 2,130 4,229 3,194: 1,448 2,482
: : :
: : Changes in Commitments from: April 11, 2006 :
: -3,529: -791 105 1,261 -2,899 -4,850 -2,429 -3,485: -1,100 -44
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.7 20.9 27.1 51.8 29.0 88.6 77.1: 11.4 22.9
Old : 100.0: 9.9 22.8 26.4 52.9 28.7 89.2 77.9: 10.8 22.1
Other: 100.0: 43.0 12.7 6.0 25.5 37.5 74.5 56.3: 25.5 43.7
: : :
:# Traders : Number of Traders in Each Category :
All : 182: 47 69 63 33 34 120 145:
Old : 180: 49 70 63 31 34 116 145:
Other: 49: 17 12 8 10 13 32 28:
:----------------------------------------------------------------------------------------------------
: 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 : 34.5 16.1 47.7 23.9 34.5 12.2 45.5 19.2
Old : 35.9 16.4 49.5 24.5 35.9 12.5 47.3 19.8
Other: 33.2 24.9 50.1 35.7 33.2 24.8 49.4 35.0
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE Code-056641
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 18, 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 : 2,443: 466 826 61 859 514 1,386 1,401: 1,058 1,043
Old : 2,443: 466 826 61 859 514 1,386 1,401: 1,058 1,043
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 11, 2006 :
: 417: 124 347 9 167 -116 300 240: 117 177
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.1 33.8 2.5 35.2 21.0 56.7 57.3: 43.3 42.7
Old : 100.0: 19.1 33.8 2.5 35.2 21.0 56.7 57.3: 43.3 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 : 29: 10 9 2 8 6 18 17:
Old : 29: 10 9 2 8 6 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 : 32.6 32.2 45.6 43.5 30.7 31.8 41.3 41.0
Old : 32.6 32.2 45.6 43.5 30.7 31.8 41.3 41.0
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 18, 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 : 274,085: 45,397 43,120 68,342 128,024 105,669 241,763 217,131: 32,322 56,955
Old : 274,085: 45,397 43,120 68,342 128,024 105,669 241,763 217,131: 32,322 56,955
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 11, 2006 :
: 1,911: 816 2,045 3,475 -1,110 -1,185 3,181 4,334: -1,270 -2,423
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.6 15.7 24.9 46.7 38.6 88.2 79.2: 11.8 20.8
Old : 100.0: 16.6 15.7 24.9 46.7 38.6 88.2 79.2: 11.8 20.8
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: 71 86 93 110 131 239 277:
Old : 330: 71 86 93 110 131 239 277:
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 : 20.5 13.4 33.1 21.4 19.5 7.2 28.2 11.9
Old : 20.5 13.4 33.1 21.4 19.5 7.2 28.2 11.9
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 18, 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 : 5,339: 1,936 979 724 1,035 1,649 3,696 3,352: 1,643 1,986
Old : 5,339: 1,936 979 724 1,035 1,649 3,696 3,352: 1,643 1,986
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 11, 2006 :
: 123: 142 281 -169 -34 73 -62 185: 185 -62
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.3 18.3 13.6 19.4 30.9 69.2 62.8: 30.8 37.2
Old : 100.0: 36.3 18.3 13.6 19.4 30.9 69.2 62.8: 30.8 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 : 57: 15 17 11 14 20 37 41:
Old : 57: 15 17 11 14 20 37 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 : 29.1 19.8 45.9 29.6 28.1 11.8 38.0 19.8
Old : 29.1 19.8 45.9 29.6 28.1 11.8 38.0 19.8
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 18, 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 : 38,782: 12,552 6,719 7,062 12,472 7,821 32,086 21,602: 6,696 17,180
Old : 38,782: 12,552 6,719 7,062 12,472 7,821 32,086 21,602: 6,696 17,180
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 11, 2006 :
: 512: -45 547 184 -272 50 -134 781: 646 -269
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.4 17.3 18.2 32.2 20.2 82.7 55.7: 17.3 44.3
Old : 100.0: 32.4 17.3 18.2 32.2 20.2 82.7 55.7: 17.3 44.3
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 : 164: 31 44 28 62 60 107 121:
Old : 164: 31 44 28 62 60 107 121:
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 11.5 32.9 18.2 19.1 7.1 27.2 10.8
Old : 22.1 11.5 32.9 18.2 19.1 7.1 27.2 10.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 18, 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 : 100,107: 23,678 18,090 3,052 38,140 60,207 64,869 81,348: 35,238 18,759
Old : 100,107: 23,678 18,090 3,052 38,140 60,207 64,869 81,348: 35,238 18,759
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 11, 2006 :
: 5,718: -1,272 6,131 -250 6,554 210 5,032 6,091: 686 -373
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.7 18.1 3.0 38.1 60.1 64.8 81.3: 35.2 18.7
Old : 100.0: 23.7 18.1 3.0 38.1 60.1 64.8 81.3: 35.2 18.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 81: 26 19 7 23 24 52 47:
Old : 81: 26 19 7 23 24 52 47:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.8 32.5 29.6 47.6 16.5 30.3 29.1 44.7
Old : 16.8 32.5 29.6 47.6 16.5 30.3 29.1 44.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 18, 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 : 82,099: 11,040 33,036 222 56,179 29,698 67,441 62,956: 14,658 19,143
Old : 82,099: 11,040 33,036 222 56,179 29,698 67,441 62,956: 14,658 19,143
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 11, 2006 :
: 2,453: 4,307 -2,087 -192 -5,534 6,071 -1,419 3,792: 3,872 -1,339
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.4 40.2 0.3 68.4 36.2 82.1 76.7: 17.9 23.3
Old : 100.0: 13.4 40.2 0.3 68.4 36.2 82.1 76.7: 17.9 23.3
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 : 47: 10 19 1 13 12 24 31:
Old : 47: 10 19 1 13 12 24 31:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.6 39.1 71.9 51.7 58.5 39.1 69.8 51.4
Old : 58.6 39.1 71.9 51.7 58.5 39.1 69.8 51.4
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 18, 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 : 80,941: 16,522 23,489 329 60,495 53,299 77,346 77,117: 3,595 3,824
Old : 80,941: 16,522 23,489 329 60,495 53,299 77,346 77,117: 3,595 3,824
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 11, 2006 :
: 979: 342 2,685 329 572 -2,182 1,243 832: -264 147
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.4 29.0 0.4 74.7 65.8 95.6 95.3: 4.4 4.7
Old : 100.0: 20.4 29.0 0.4 74.7 65.8 95.6 95.3: 4.4 4.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 69: 13 28 2 18 16 33 44:
Old : 69: 13 28 2 18 16 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 : 47.6 58.6 70.3 72.5 40.3 42.0 55.3 53.9
Old : 47.6 58.6 70.3 72.5 40.3 42.0 55.3 53.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 18, 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 : 88,509: 27,589 22,508 2,638 35,354 42,901 65,580 68,047: 22,929 20,462
Old : 88,509: 27,589 22,508 2,638 35,354 42,901 65,580 68,047: 22,929 20,462
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 11, 2006 :
: 6,463: 10,860 -228 1,248 -7,757 4,813 4,350 5,834: 2,113 629
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.2 25.4 3.0 39.9 48.5 74.1 76.9: 25.9 23.1
Old : 100.0: 31.2 25.4 3.0 39.9 48.5 74.1 76.9: 25.9 23.1
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 : 72: 23 18 7 19 21 43 45:
Old : 72: 23 18 7 19 21 43 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 : 26.4 30.7 41.1 45.0 25.2 24.7 36.9 38.9
Old : 26.4 30.7 41.1 45.0 25.2 24.7 36.9 38.9
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 18, 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 : 247,161: 37,329 80,068 5,448 167,433 126,195 210,210 211,711: 36,951 35,450
Old : 247,161: 37,329 80,068 5,448 167,433 126,195 210,210 211,711: 36,951 35,450
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 11, 2006 :
: -3,031: 2,460 -10,883 636 -10,571 8,616 -7,475 -1,631: 4,444 -1,401
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.1 32.4 2.2 67.7 51.1 85.0 85.7: 15.0 14.3
Old : 100.0: 15.1 32.4 2.2 67.7 51.1 85.0 85.7: 15.0 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 : 109: 29 39 9 29 28 63 71:
Old : 109: 29 39 9 29 28 63 71:
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 : 44.6 31.7 59.1 49.1 36.0 25.3 43.5 36.2
Old : 44.6 31.7 59.1 49.1 36.0 25.3 43.5 36.2
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 18, 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 : 196,522: 67,162 14,789 19,864 46,876 122,003 133,902 156,656: 62,620 39,866
Old : 196,522: 67,162 14,789 19,864 46,876 122,003 133,902 156,656: 62,620 39,866
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 11, 2006 :
: 13,766: 13,500 -1,898 2,207 -6,003 9,083 9,705 9,392: 4,061 4,374
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.2 7.5 10.1 23.9 62.1 68.1 79.7: 31.9 20.3
Old : 100.0: 34.2 7.5 10.1 23.9 62.1 68.1 79.7: 31.9 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 : 129: 55 32 36 26 33 101 81:
Old : 129: 55 32 36 26 33 101 81:
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 : 17.7 36.1 29.1 49.3 17.2 34.7 25.6 47.1
Old : 17.7 36.1 29.1 49.3 17.2 34.7 25.6 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 18, 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 : 13,154: 5,272 800 0 6,320 10,408 11,592 11,208: 1,562 1,946
Old : 13,154: 5,272 800 0 6,320 10,408 11,592 11,208: 1,562 1,946
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 11, 2006 :
: 742: 1,685 -451 0 -872 863 813 412: -71 330
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.1 6.1 0.0 48.0 79.1 88.1 85.2: 11.9 14.8
Old : 100.0: 40.1 6.1 0.0 48.0 79.1 88.1 85.2: 11.9 14.8
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 : 26: 7 2 0 10 10 17 12:
Old : 26: 7 2 0 10 10 17 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.2 74.5 70.2 83.1 49.1 72.5 70.1 81.0
Old : 49.2 74.5 70.2 83.1 49.1 72.5 70.1 81.0
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 18, 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 : 59,424: 26,582 873 150 29,552 52,970 56,284 53,993: 3,140 5,431
Old : 59,424: 26,582 873 150 29,552 52,970 56,284 53,993: 3,140 5,431
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 11, 2006 :
: -25,299: -4,065 0 -1,754 -20,550 -22,950 -26,369 -24,704: 1,070 -595
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.7 1.5 0.3 49.7 89.1 94.7 90.9: 5.3 9.1
Old : 100.0: 44.7 1.5 0.3 49.7 89.1 94.7 90.9: 5.3 9.1
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: 6 1 1 10 15 16 17:
Old : 26: 6 1 1 10 15 16 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 : 52.0 65.3 72.3 80.8 52.0 65.2 69.6 80.6
Old : 52.0 65.3 72.3 80.8 52.0 65.2 69.6 80.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 18, 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 :17,283,688: 898,044 1,212,894 6,334,599 8,802,785 8,100,944 16,035,428 15,648,437: 1,248,260 1,635,251
Old :17,283,688: 898,044 1,212,894 6,334,599 8,802,785 8,100,944 16,035,428 15,648,437: 1,248,260 1,635,251
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 11, 2006 :
: -105,490: -5,162 -100,183 -10,702 -214,343 -31,355 -230,207 -142,240: 124,717 36,750
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.2 7.0 36.7 50.9 46.9 92.8 90.5: 7.2 9.5
Old : 100.0: 5.2 7.0 36.7 50.9 46.9 92.8 90.5: 7.2 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 : 323: 76 77 125 146 153 287 298:
Old : 323: 76 77 125 146 153 287 298:
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 : 25.9 17.4 38.1 26.4 19.1 6.4 22.7 9.8
Old : 25.9 17.4 38.1 26.4 19.1 6.4 22.7 9.8
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 18, 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 : 731,365: 71,877 58,615 41,506 471,514 516,303 584,897 616,425: 146,468 114,940
Old : 731,365: 71,877 58,615 41,506 471,514 516,303 584,897 616,425: 146,468 114,940
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 11, 2006 :
: 3,658: -661 -2,245 -1,043 6,161 2,146 4,457 -1,142: -799 4,799
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.8 8.0 5.7 64.5 70.6 80.0 84.3: 20.0 15.7
Old : 100.0: 9.8 8.0 5.7 64.5 70.6 80.0 84.3: 20.0 15.7
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 : 224: 50 57 67 92 70 185 151:
Old : 224: 50 57 67 92 70 185 151:
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 28.4 26.3 40.7 18.2 27.6 26.0 39.4
Old : 18.5 28.4 26.3 40.7 18.2 27.6 26.0 39.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 18, 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 : 1,255,937: 186,137 380,181 49,802 723,179 700,146 959,118 1,130,129: 296,819 125,808
Old : 1,255,937: 186,137 380,181 49,802 723,179 700,146 959,118 1,130,129: 296,819 125,808
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 11, 2006 :
: 23,042: 13,012 6,260 10,575 -12,986 11,415 10,602 28,251: 12,440 -5,209
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.8 30.3 4.0 57.6 55.7 76.4 90.0: 23.6 10.0
Old : 100.0: 14.8 30.3 4.0 57.6 55.7 76.4 90.0: 23.6 10.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 229: 57 65 42 75 74 162 151:
Old : 229: 57 65 42 75 74 162 151:
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 : 19.7 27.0 30.7 41.9 18.1 24.7 26.9 36.4
Old : 19.7 27.0 30.7 41.9 18.1 24.7 26.9 36.4
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, April 18, 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 : 11,009: 1,991 705 0 5,591 8,655 7,582 9,360: 3,427 1,649
Old : 11,009: 1,991 705 0 5,591 8,655 7,582 9,360: 3,427 1,649
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 11, 2006 :
: 108: 43 0 0 16 -111 59 -111: 49 219
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.1 6.4 0.0 50.8 78.6 68.9 85.0: 31.1 15.0
Old : 100.0: 18.1 6.4 0.0 50.8 78.6 68.9 85.0: 31.1 15.0
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: 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 : 32.5 45.0 50.2 71.6 32.5 42.8 50.0 67.4
Old : 32.5 45.0 50.2 71.6 32.5 42.8 50.0 67.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 18, 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 : 52,236: 11,648 11,516 0 31,415 37,752 43,063 49,268: 9,173 2,968
Old : 52,236: 11,648 11,516 0 31,415 37,752 43,063 49,268: 9,173 2,968
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 11, 2006 :
: 3,845: 1,701 -344 0 126 4,717 1,827 4,373: 2,018 -528
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.3 22.0 0.0 60.1 72.3 82.4 94.3: 17.6 5.7
Old : 100.0: 22.3 22.0 0.0 60.1 72.3 82.4 94.3: 17.6 5.7
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 : 60: 12 9 0 24 23 36 32:
Old : 60: 12 9 0 24 23 36 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 : 39.4 39.4 54.9 62.5 36.7 39.4 50.0 60.9
Old : 39.4 39.4 54.9 62.5 36.7 39.4 50.0 60.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 18, 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 : 60,087: 16,161 12,013 296 33,673 36,174 50,131 48,483: 9,956 11,603
Old : 60,087: 16,161 12,013 296 33,673 36,174 50,131 48,483: 9,956 11,603
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 11, 2006 :
: 190: -545 0 -30 506 16 -68 -13: 258 203
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.9 20.0 0.5 56.0 60.2 83.4 80.7: 16.6 19.3
Old : 100.0: 26.9 20.0 0.5 56.0 60.2 83.4 80.7: 16.6 19.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 79: 16 17 4 29 26 48 44:
Old : 79: 16 17 4 29 26 48 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 : 39.9 31.5 52.4 47.2 39.0 31.3 50.7 46.3
Old : 39.9 31.5 52.4 47.2 39.0 31.3 50.7 46.3
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 18, 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 : 324,433: 116,195 109,379 8,546 151,475 188,523 276,216 306,448: 48,217 17,985
Old : 324,433: 116,195 109,379 8,546 151,475 188,523 276,216 306,448: 48,217 17,985
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 11, 2006 :
: 26,977: 18,418 -4,938 -654 13,348 28,260 31,112 22,668: -4,136 4,309
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.8 33.7 2.6 46.7 58.1 85.1 94.5: 14.9 5.5
Old : 100.0: 35.8 33.7 2.6 46.7 58.1 85.1 94.5: 14.9 5.5
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 : 215: 78 63 13 45 45 133 111:
Old : 215: 78 63 13 45 45 133 111:
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 : 28.9 29.7 37.8 48.0 25.5 29.1 34.3 44.9
Old : 28.9 29.7 37.8 48.0 25.5 29.1 34.3 44.9
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 18, 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 : 52,738: 20,564 9,436 112 17,592 27,800 38,268 37,348: 14,469 15,389
Old : 52,738: 20,564 9,436 112 17,592 27,800 38,268 37,348: 14,469 15,389
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 11, 2006 :
: -2,441: -2,690 -6,881 110 -1,446 5,509 -4,026 -1,262: 1,584 -1,180
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.0 17.9 0.2 33.4 52.7 72.6 70.8: 27.4 29.2
Old : 100.0: 39.0 17.9 0.2 33.4 52.7 72.6 70.8: 27.4 29.2
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 : 44: 12 8 2 14 17 27 26:
Old : 44: 12 8 2 14 17 27 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.2 32.6 49.2 48.9 36.1 32.2 49.2 48.4
Old : 36.2 32.6 49.2 48.9 36.1 32.2 49.2 48.4
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 18, 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 : 34,147: 5,261 5,144 22 25,584 22,771 30,867 27,937: 3,280 6,210
Old : 34,147: 5,261 5,144 22 25,584 22,771 30,867 27,937: 3,280 6,210
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 11, 2006 :
: 1,616: -5 71 1 1,762 1,914 1,758 1,985: -141 -369
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.4 15.1 0.1 74.9 66.7 90.4 81.8: 9.6 18.2
Old : 100.0: 15.4 15.1 0.1 74.9 66.7 90.4 81.8: 9.6 18.2
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 : 63: 5 9 1 30 28 36 37:
Old : 63: 5 9 1 30 28 36 37:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.2 33.8 52.9 46.8 35.2 31.4 52.6 44.4
Old : 35.2 33.8 52.9 46.8 35.2 31.4 52.6 44.4
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 18, 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 : 327,198: 77,441 73,204 6,770 222,021 231,033 306,232 311,007: 20,966 16,191
Old : 327,198: 77,441 73,204 6,770 222,021 231,033 306,232 311,007: 20,966 16,191
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 11, 2006 :
: 7,424: 4,535 7,209 3,190 92 -5,900 7,817 4,500: -393 2,924
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.7 22.4 2.1 67.9 70.6 93.6 95.1: 6.4 4.9
Old : 100.0: 23.7 22.4 2.1 67.9 70.6 93.6 95.1: 6.4 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 : 188: 28 87 38 42 49 102 142:
Old : 188: 28 87 38 42 49 102 142:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.0 34.3 66.1 50.2 48.0 31.0 61.0 46.5
Old : 51.0 34.3 66.1 50.2 48.0 31.0 61.0 46.5
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 18, 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 : 53,913: 14,218 16,724 1,435 27,292 27,093 42,945 45,252: 10,968 8,661
Old : 53,913: 14,218 16,724 1,435 27,292 27,093 42,945 45,252: 10,968 8,661
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 11, 2006 :
: -1,003: -2,979 -1,074 233 732 -723 -2,014 -1,565: 1,011 561
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.4 31.0 2.7 50.6 50.3 79.7 83.9: 20.3 16.1
Old : 100.0: 26.4 31.0 2.7 50.6 50.3 79.7 83.9: 20.3 16.1
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 : 83: 26 22 8 18 21 48 48:
Old : 83: 26 22 8 18 21 48 48:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.1 38.4 47.1 48.5 35.3 34.2 45.0 44.3
Old : 36.1 38.4 47.1 48.5 35.3 34.2 45.0 44.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 18, 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 : 34,142: 13,606 3,529 19 16,463 17,974 30,088 21,522: 4,054 12,620
Old : 34,142: 13,606 3,529 19 16,463 17,974 30,088 21,522: 4,054 12,620
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 11, 2006 :
: -549: 688 -1,009 -60 -70 -39 558 -1,108: -1,107 559
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.9 10.3 0.1 48.2 52.6 88.1 63.0: 11.9 37.0
Old : 100.0: 39.9 10.3 0.1 48.2 52.6 88.1 63.0: 11.9 37.0
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 : 49: 17 7 2 12 16 30 24:
Old : 49: 17 7 2 12 16 30 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.7 38.4 58.1 47.8 32.6 28.2 50.0 36.8
Old : 37.7 38.4 58.1 47.8 32.6 28.2 50.0 36.8
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 18, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (GSCI X $250) :
: : :
All : 24,975: 7,110 1,140 99 16,941 23,505 24,150 24,744: 825 231
Old : 24,975: 7,110 1,140 99 16,941 23,505 24,150 24,744: 825 231
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 11, 2006 :
: 1,467: 1,550 92 41 1,799 1,596 3,390 1,729: -1,923 -262
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.5 4.6 0.4 67.8 94.1 96.7 99.1: 3.3 0.9
Old : 100.0: 28.5 4.6 0.4 67.8 94.1 96.7 99.1: 3.3 0.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 9 3 2 8 3 18 7:
Old : 21: 9 3 2 8 3 18 7:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 73.5 96.5 88.1 99.1 73.1 90.1 84.2 92.2
Old : 73.5 96.5 88.1 99.1 73.1 90.1 84.2 92.2
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 18, 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 : 41,521: 4,492 3,426 2,194 17,810 24,508 24,496 30,128: 17,025 11,393
Old : 41,521: 4,492 3,426 2,194 17,810 24,508 24,496 30,128: 17,025 11,393
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 11, 2006 :
: -1,050: -373 521 -248 462 -1,082 -159 -809: -891 -241
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.8 8.3 5.3 42.9 59.0 59.0 72.6: 41.0 27.4
Old : 100.0: 10.8 8.3 5.3 42.9 59.0 59.0 72.6: 41.0 27.4
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 : 55: 7 11 6 23 30 33 45:
Old : 55: 7 11 6 23 30 33 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 : 31.4 29.1 42.2 42.7 15.6 24.3 23.2 33.3
Old : 31.4 29.1 42.2 42.7 15.6 24.3 23.2 33.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated April 21, 2006