MILK - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 25, 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 : 39,866: 752 3,899 4,381 30,127 17,743 35,260 26,023: 4,606 13,843
Old : 39,866: 752 3,899 4,381 30,127 17,743 35,260 26,023: 4,606 13,843
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 18, 2006 :
: 418: 2 69 64 168 518 234 651: 184 -233
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.9 9.8 11.0 75.6 44.5 88.4 65.3: 11.6 34.7
Old : 100.0: 1.9 9.8 11.0 75.6 44.5 88.4 65.3: 11.6 34.7
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 11 24 19 36 36:
Old : 49: 2 16 11 24 19 36 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 : 51.3 26.3 71.9 40.1 51.3 22.8 68.3 32.5
Old : 51.3 26.3 71.9 40.1 51.3 22.8 68.3 32.5
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 25, 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 : 156,017: 15,786 29,792 47,384 75,142 43,398 138,312 120,574: 17,705 35,443
Old : 149,635: 15,331 31,805 44,475 73,682 40,821 133,489 117,101: 16,146 32,534
Other: 6,382: 2,976 509 387 1,460 2,577 4,823 3,473: 1,559 2,909
: : :
: : Changes in Commitments from: April 18, 2006 :
: 7,387: 1,400 -1,331 7,059 -1,897 241 6,562 5,969: 824 1,418
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.1 19.1 30.4 48.2 27.8 88.7 77.3: 11.3 22.7
Old : 100.0: 10.2 21.3 29.7 49.2 27.3 89.2 78.3: 10.8 21.7
Other: 100.0: 46.6 8.0 6.1 22.9 40.4 75.6 54.4: 24.4 45.6
: : :
:# Traders : Number of Traders in Each Category :
All : 189: 44 68 73 36 38 133 152:
Old : 188: 47 70 72 33 38 128 152:
Other: 55: 22 9 9 11 17 38 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 : 32.6 16.2 45.4 23.8 32.6 12.3 42.8 18.3
Old : 34.0 16.5 46.9 24.4 34.0 12.7 44.6 18.9
Other: 31.1 25.7 48.3 36.7 31.1 25.7 47.7 35.5
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE Code-056641
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 25, 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 : 2,568: 332 1,048 272 957 371 1,561 1,691: 1,006 877
Old : 2,553: 332 1,051 257 957 371 1,546 1,679: 1,006 874
Other: 15: 3 0 12 0 0 15 12: 0 3
: : :
: : Changes in Commitments from: April 18, 2006 :
: 124: -134 222 211 98 -143 175 290: -51 -166
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.9 40.8 10.6 37.3 14.4 60.8 65.9: 39.2 34.1
Old : 100.0: 13.0 41.2 10.1 37.5 14.5 60.6 65.8: 39.4 34.2
Other: 100.0: 20.0 0.0 80.0 0.0 0.0 100.0 80.0: 0.0 20.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 7 11 5 9 6 20 19:
Old : 30: 7 11 5 9 6 20 19:
Other: 2: 1 0 2 0 0 2 2:
:----------------------------------------------------------------------------------------------------
: 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 : 31.6 38.1 44.4 50.7 30.4 37.9 40.5 45.6
Old : 31.8 38.3 44.7 51.0 30.6 38.1 40.7 45.8
Other: 100.0 80.0 100.0 80.0 20.0 0.0 20.0 0.0
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 25, 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 : 283,476: 46,384 44,164 72,575 130,650 109,514 249,610 226,254: 33,866 57,221
Old : 283,476: 46,384 44,164 72,575 130,650 109,514 249,610 226,254: 33,866 57,221
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 18, 2006 :
: 9,390: 987 1,044 4,233 2,626 3,846 7,846 9,123: 1,544 267
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.4 15.6 25.6 46.1 38.6 88.1 79.8: 11.9 20.2
Old : 100.0: 16.4 15.6 25.6 46.1 38.6 88.1 79.8: 11.9 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 : 332: 63 92 92 107 136 235 280:
Old : 332: 63 92 92 107 136 235 280:
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 12.2 31.7 20.5 18.8 7.8 27.1 12.5
Old : 19.7 12.2 31.7 20.5 18.8 7.8 27.1 12.5
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 25, 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 : 5,519: 2,076 1,147 597 985 1,802 3,658 3,546: 1,862 1,974
Old : 5,519: 2,076 1,147 597 985 1,802 3,658 3,546: 1,862 1,974
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 18, 2006 :
: 181: 140 168 -127 -50 152 -38 193: 219 -13
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.6 20.8 10.8 17.8 32.6 66.3 64.2: 33.7 35.8
Old : 100.0: 37.6 20.8 10.8 17.8 32.6 66.3 64.2: 33.7 35.8
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 : 61: 17 17 12 15 23 41 44:
Old : 61: 17 17 12 15 23 41 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 : 27.8 14.9 41.8 25.2 27.8 14.0 37.8 22.8
Old : 27.8 14.9 41.8 25.2 27.8 14.0 37.8 22.8
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 25, 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 : 37,799: 12,571 6,219 6,113 13,143 8,527 31,826 20,859: 5,973 16,940
Old : 37,799: 12,571 6,219 6,113 13,143 8,527 31,826 20,859: 5,973 16,940
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 18, 2006 :
: -983: 19 -499 -949 671 706 -260 -743: -723 -240
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.3 16.5 16.2 34.8 22.6 84.2 55.2: 15.8 44.8
Old : 100.0: 33.3 16.5 16.2 34.8 22.6 84.2 55.2: 15.8 44.8
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 : 177: 31 44 31 70 69 119 128:
Old : 177: 31 44 31 70 69 119 128:
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 : 21.3 10.2 32.7 16.6 19.4 6.8 29.1 10.1
Old : 21.3 10.2 32.7 16.6 19.4 6.8 29.1 10.1
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 25, 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 : 108,995: 33,091 19,062 3,683 34,247 68,087 71,021 90,832: 37,974 18,163
Old : 108,995: 33,091 19,062 3,683 34,247 68,087 71,021 90,832: 37,974 18,163
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 18, 2006 :
: 8,889: 9,413 972 632 -3,892 7,880 6,152 9,484: 2,736 -595
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.4 17.5 3.4 31.4 62.5 65.2 83.3: 34.8 16.7
Old : 100.0: 30.4 17.5 3.4 31.4 62.5 65.2 83.3: 34.8 16.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 84: 30 19 8 20 25 55 47:
Old : 84: 30 19 8 20 25 55 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 : 18.6 33.0 30.6 46.2 18.4 32.5 30.3 45.6
Old : 18.6 33.0 30.6 46.2 18.4 32.5 30.3 45.6
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 25, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 125,000 SWISS FRANCS) :
: : :
All : 85,401: 12,262 36,542 239 56,490 29,797 68,992 66,579: 16,409 18,822
Old : 85,401: 12,262 36,542 239 56,490 29,797 68,992 66,579: 16,409 18,822
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 18, 2006 :
: 3,302: 1,223 3,506 17 311 99 1,551 3,623: 1,751 -321
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.4 42.8 0.3 66.1 34.9 80.8 78.0: 19.2 22.0
Old : 100.0: 14.4 42.8 0.3 66.1 34.9 80.8 78.0: 19.2 22.0
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 : 47: 11 18 1 12 14 23 33:
Old : 47: 11 18 1 12 14 23 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 : 56.7 43.5 71.3 55.6 56.5 43.5 69.1 55.3
Old : 56.7 43.5 71.3 55.6 56.5 43.5 69.1 55.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 25, 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 : 91,806: 18,779 31,829 0 69,208 54,504 87,987 86,333: 3,819 5,473
Old : 91,806: 18,779 31,829 0 69,208 54,504 87,987 86,333: 3,819 5,473
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 18, 2006 :
: 10,865: 2,257 8,340 -329 8,713 1,205 10,641 9,216: 224 1,649
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.5 34.7 0.0 75.4 59.4 95.8 94.0: 4.2 6.0
Old : 100.0: 20.5 34.7 0.0 75.4 59.4 95.8 94.0: 4.2 6.0
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 : 73: 15 31 0 19 15 34 46:
Old : 73: 15 31 0 19 15 34 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 : 48.9 55.3 71.4 72.6 42.8 42.2 59.6 55.4
Old : 48.9 55.3 71.4 72.6 42.8 42.2 59.6 55.4
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 25, 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 : 99,670: 35,024 22,853 2,135 36,281 53,697 73,440 78,685: 26,230 20,984
Old : 99,670: 35,024 22,853 2,135 36,281 53,697 73,440 78,685: 26,230 20,984
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 18, 2006 :
: 11,161: 7,435 345 -502 926 10,796 7,859 10,638: 3,301 522
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.1 22.9 2.1 36.4 53.9 73.7 78.9: 26.3 21.1
Old : 100.0: 35.1 22.9 2.1 36.4 53.9 73.7 78.9: 26.3 21.1
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: 25 16 6 19 22 45 43:
Old : 72: 25 16 6 19 22 45 43:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.8 30.0 41.2 48.5 23.5 24.4 37.2 40.8
Old : 25.8 30.0 41.2 48.5 23.5 24.4 37.2 40.8
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 25, 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 : 252,016: 40,303 48,199 6,377 158,561 164,668 205,240 219,244: 46,775 32,772
Old : 252,016: 40,303 48,199 6,377 158,561 164,668 205,240 219,244: 46,775 32,772
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 18, 2006 :
: 4,855: 2,974 -31,869 929 -8,872 38,473 -4,969 7,533: 9,824 -2,678
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.0 19.1 2.5 62.9 65.3 81.4 87.0: 18.6 13.0
Old : 100.0: 16.0 19.1 2.5 62.9 65.3 81.4 87.0: 18.6 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 : 101: 32 28 9 26 31 64 62:
Old : 101: 32 28 9 26 31 64 62:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.7 32.9 56.9 50.3 34.1 26.5 40.4 38.6
Old : 42.7 32.9 56.9 50.3 34.1 26.5 40.4 38.6
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 25, 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 : 215,144: 75,819 13,903 23,674 49,473 135,221 148,967 172,799: 66,177 42,345
Old : 215,144: 75,819 13,903 23,674 49,473 135,221 148,967 172,799: 66,177 42,345
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 18, 2006 :
: 18,622: 8,657 -886 3,811 2,597 13,218 15,065 16,143: 3,557 2,479
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.2 6.5 11.0 23.0 62.9 69.2 80.3: 30.8 19.7
Old : 100.0: 35.2 6.5 11.0 23.0 62.9 69.2 80.3: 30.8 19.7
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 : 133: 58 30 37 29 35 104 85:
Old : 133: 58 30 37 29 35 104 85:
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 : 18.2 34.9 29.1 48.2 17.4 33.8 25.2 46.4
Old : 18.2 34.9 29.1 48.2 17.4 33.8 25.2 46.4
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 25, 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 : 12,171: 5,718 910 0 4,974 9,298 10,692 10,208: 1,479 1,963
Old : 12,171: 5,718 910 0 4,974 9,298 10,692 10,208: 1,479 1,963
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 18, 2006 :
: -983: 446 110 0 -1,346 -1,110 -900 -1,000: -83 17
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.0 7.5 0.0 40.9 76.4 87.8 83.9: 12.2 16.1
Old : 100.0: 47.0 7.5 0.0 40.9 76.4 87.8 83.9: 12.2 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 : 26: 5 3 0 9 12 14 15:
Old : 26: 5 3 0 9 12 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 : 57.4 64.1 76.0 77.0 57.0 63.7 75.6 76.5
Old : 57.4 64.1 76.0 77.0 57.0 63.7 75.6 76.5
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 25, 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 : 63,095: 25,561 873 385 33,050 55,970 58,996 57,228: 4,099 5,867
Old : 63,095: 25,561 873 385 33,050 55,970 58,996 57,228: 4,099 5,867
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 18, 2006 :
: 3,671: -1,021 0 235 3,498 3,000 2,712 3,235: 959 436
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.5 1.4 0.6 52.4 88.7 93.5 90.7: 6.5 9.3
Old : 100.0: 40.5 1.4 0.6 52.4 88.7 93.5 90.7: 6.5 9.3
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 : 26: 6 1 1 10 14 16 16:
Old : 26: 6 1 1 10 14 16 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.0 65.0 74.2 80.4 49.4 64.9 72.2 79.9
Old : 50.0 65.0 74.2 80.4 49.4 64.9 72.2 79.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 25, 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 :18,173,841: 869,804 1,251,381 6,916,576 9,155,229 8,375,688 16,941,610 16,543,645: 1,232,232 1,630,196
Old :18,173,841: 869,804 1,251,381 6,916,576 9,155,229 8,375,688 16,941,610 16,543,645: 1,232,232 1,630,196
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 18, 2006 :
: 890,154: -28,240 38,487 581,977 352,444 274,744 906,182 895,209: -16,028 -5,055
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.8 6.9 38.1 50.4 46.1 93.2 91.0: 6.8 9.0
Old : 100.0: 4.8 6.9 38.1 50.4 46.1 93.2 91.0: 6.8 9.0
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 : 329: 88 68 126 150 155 292 302:
Old : 329: 88 68 126 150 155 292 302:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.8 18.0 38.8 26.8 18.6 5.8 21.7 9.1
Old : 26.8 18.0 38.8 26.8 18.6 5.8 21.7 9.1
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 25, 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 : 728,365: 73,012 59,954 37,450 471,809 520,671 582,271 618,076: 146,095 110,290
Old : 728,365: 73,012 59,954 37,450 471,809 520,671 582,271 618,076: 146,095 110,290
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 18, 2006 :
: -3,000: 1,135 1,339 -4,056 295 4,368 -2,626 1,651: -373 -4,650
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.0 8.2 5.1 64.8 71.5 79.9 84.9: 20.1 15.1
Old : 100.0: 10.0 8.2 5.1 64.8 71.5 79.9 84.9: 20.1 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 : 216: 50 49 60 91 70 175 145:
Old : 216: 50 49 60 91 70 175 145:
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 28.9 26.5 41.3 18.3 28.1 26.2 39.9
Old : 18.5 28.9 26.5 41.3 18.3 28.1 26.2 39.9
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 25, 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 : 1,302,995: 198,354 442,646 35,521 787,059 702,662 1,020,934 1,180,829: 282,062 122,167
Old : 1,302,995: 198,354 442,646 35,521 787,059 702,662 1,020,934 1,180,829: 282,062 122,167
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 18, 2006 :
: 47,058: 12,217 62,465 -14,281 63,880 2,516 61,816 50,700: -14,758 -3,641
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.2 34.0 2.7 60.4 53.9 78.4 90.6: 21.6 9.4
Old : 100.0: 15.2 34.0 2.7 60.4 53.9 78.4 90.6: 21.6 9.4
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 : 233: 55 68 34 75 75 151 156:
Old : 233: 55 68 34 75 75 151 156:
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 : 20.4 27.3 31.8 41.6 19.1 23.0 28.5 34.2
Old : 20.4 27.3 31.8 41.6 19.1 23.0 28.5 34.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-338741
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 25, 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 : 11,039: 1,947 705 0 5,539 8,659 7,486 9,364: 3,553 1,675
Old : 11,039: 1,947 705 0 5,539 8,659 7,486 9,364: 3,553 1,675
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 18, 2006 :
: 30: -44 0 0 -52 4 -96 4: 126 26
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.6 6.4 0.0 50.2 78.4 67.8 84.8: 32.2 15.2
Old : 100.0: 17.6 6.4 0.0 50.2 78.4 67.8 84.8: 32.2 15.2
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 : 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 : 31.9 44.9 49.3 71.5 31.9 42.7 49.1 67.2
Old : 31.9 44.9 49.3 71.5 31.9 42.7 49.1 67.2
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 25, 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 : 54,164: 9,981 10,737 0 35,743 39,926 45,724 50,663: 8,440 3,501
Old : 54,164: 9,981 10,737 0 35,743 39,926 45,724 50,663: 8,440 3,501
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 18, 2006 :
: 1,928: -1,667 -779 0 4,328 2,174 2,661 1,395: -733 533
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.4 19.8 0.0 66.0 73.7 84.4 93.5: 15.6 6.5
Old : 100.0: 18.4 19.8 0.0 66.0 73.7 84.4 93.5: 15.6 6.5
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 : 56: 9 8 0 23 24 32 32:
Old : 56: 9 8 0 23 24 32 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 : 40.3 40.3 58.1 62.8 36.5 40.3 53.6 61.0
Old : 40.3 40.3 58.1 62.8 36.5 40.3 53.6 61.0
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 25, 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 : 62,202: 16,628 11,686 187 35,450 38,640 52,265 50,513: 9,937 11,689
Old : 62,202: 16,628 11,686 187 35,450 38,640 52,265 50,513: 9,937 11,689
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 18, 2006 :
: 2,116: 467 -326 -109 1,777 2,465 2,134 2,030: -18 86
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.7 18.8 0.3 57.0 62.1 84.0 81.2: 16.0 18.8
Old : 100.0: 26.7 18.8 0.3 57.0 62.1 84.0 81.2: 16.0 18.8
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 : 81: 16 15 3 31 29 49 45:
Old : 81: 16 15 3 31 29 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 : 40.0 31.6 52.3 46.7 39.3 31.4 50.7 45.8
Old : 40.0 31.6 52.3 46.7 39.3 31.4 50.7 45.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 25, 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 : 327,239: 111,860 117,360 5,979 160,654 185,456 278,493 308,795: 48,746 18,444
Old : 327,239: 111,860 117,360 5,979 160,654 185,456 278,493 308,795: 48,746 18,444
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 18, 2006 :
: 2,806: -4,335 7,981 -2,567 9,179 -3,067 2,276 2,347: 529 458
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.2 35.9 1.8 49.1 56.7 85.1 94.4: 14.9 5.6
Old : 100.0: 34.2 35.9 1.8 49.1 56.7 85.1 94.4: 14.9 5.6
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 : 213: 75 65 14 48 40 131 111:
Old : 213: 75 65 14 48 40 131 111:
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 : 29.1 34.5 38.0 50.4 25.5 34.1 34.4 48.1
Old : 29.1 34.5 38.0 50.4 25.5 34.1 34.4 48.1
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 25, 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 : 53,879: 23,589 15,927 172 13,441 24,437 37,202 40,536: 16,677 13,343
Old : 53,879: 23,589 15,927 172 13,441 24,437 37,202 40,536: 16,677 13,343
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 18, 2006 :
: 1,141: 3,025 6,491 60 -4,151 -3,363 -1,066 3,188: 2,207 -2,046
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.8 29.6 0.3 24.9 45.4 69.0 75.2: 31.0 24.8
Old : 100.0: 43.8 29.6 0.3 24.9 45.4 69.0 75.2: 31.0 24.8
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 : 44: 13 9 2 13 13 27 23:
Old : 44: 13 9 2 13 13 27 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.8 37.1 47.8 54.1 37.8 37.1 47.8 53.7
Old : 37.8 37.1 47.8 54.1 37.8 37.1 47.8 53.7
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 25, 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 : 36,335: 5,657 5,807 22 27,190 24,499 32,868 30,328: 3,467 6,007
Old : 36,335: 5,657 5,807 22 27,190 24,499 32,868 30,328: 3,467 6,007
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 18, 2006 :
: 2,188: 396 663 -0 1,606 1,728 2,002 2,391: 187 -203
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.6 16.0 0.1 74.8 67.4 90.5 83.5: 9.5 16.5
Old : 100.0: 15.6 16.0 0.1 74.8 67.4 90.5 83.5: 9.5 16.5
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 : 66: 6 11 1 30 28 37 39:
Old : 66: 6 11 1 30 28 37 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 : 37.7 35.7 53.6 48.0 37.7 33.4 53.3 45.8
Old : 37.7 35.7 53.6 48.0 37.7 33.4 53.3 45.8
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 25, 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 : 341,140: 76,583 78,921 3,910 238,496 242,503 318,989 325,334: 22,151 15,806
Old : 341,140: 76,583 78,921 3,910 238,496 242,503 318,989 325,334: 22,151 15,806
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 18, 2006 :
: 13,942: -857 5,717 -2,860 16,475 11,470 12,757 14,327: 1,185 -385
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.4 23.1 1.1 69.9 71.1 93.5 95.4: 6.5 4.6
Old : 100.0: 22.4 23.1 1.1 69.9 71.1 93.5 95.4: 6.5 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 : 168: 40 58 24 41 48 96 115:
Old : 168: 40 58 24 41 48 96 115:
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 : 52.8 34.6 68.2 51.3 49.1 31.0 62.2 46.8
Old : 52.8 34.6 68.2 51.3 49.1 31.0 62.2 46.8
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 25, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NIKKEI INDEX X $5.00) :
: : :
All : 52,006: 12,418 16,296 1,531 26,993 25,866 40,943 43,694: 11,063 8,312
Old : 52,006: 12,418 16,296 1,531 26,993 25,866 40,943 43,694: 11,063 8,312
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 18, 2006 :
: -1,908: -1,800 -428 96 -299 -1,227 -2,003 -1,558: 95 -349
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.9 31.3 2.9 51.9 49.7 78.7 84.0: 21.3 16.0
Old : 100.0: 23.9 31.3 2.9 51.9 49.7 78.7 84.0: 21.3 16.0
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 : 79: 22 22 8 18 21 44 48:
Old : 79: 22 22 8 18 21 44 48:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.2 38.4 47.6 49.4 35.1 34.6 46.3 45.6
Old : 35.2 38.4 47.6 49.4 35.1 34.6 46.3 45.6
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 25, 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 : 34,805: 10,496 5,362 47 18,050 16,521 28,593 21,930: 6,212 12,875
Old : 34,805: 10,496 5,362 47 18,050 16,521 28,593 21,930: 6,212 12,875
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 18, 2006 :
: 663: -3,110 1,833 28 1,587 -1,453 -1,495 408: 2,158 255
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.2 15.4 0.1 51.9 47.5 82.2 63.0: 17.8 37.0
Old : 100.0: 30.2 15.4 0.1 51.9 47.5 82.2 63.0: 17.8 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: 14 12 2 12 13 27 26:
Old : 49: 14 12 2 12 13 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 : 35.3 37.2 54.4 46.9 28.5 26.9 46.1 35.9
Old : 35.3 37.2 54.4 46.9 28.5 26.9 46.1 35.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE Code-597741
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 25, 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 : 40,993: 4,761 3,080 2,149 16,662 26,044 23,572 31,273: 17,421 9,720
Old : 40,993: 4,761 3,080 2,149 16,662 26,044 23,572 31,273: 17,421 9,720
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 18, 2006 :
: -528: 269 -346 -45 -1,148 1,536 -924 1,145: 396 -1,673
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.6 7.5 5.2 40.6 63.5 57.5 76.3: 42.5 23.7
Old : 100.0: 11.6 7.5 5.2 40.6 63.5 57.5 76.3: 42.5 23.7
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 : 56: 8 10 7 22 31 34 46:
Old : 56: 8 10 7 22 31 34 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 : 33.7 31.0 41.8 46.6 15.2 25.2 19.7 34.1
Old : 33.7 31.0 41.8 46.6 15.2 25.2 19.7 34.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated April 28, 2006