BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 2, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 20,000 POUNDS) :
: : :
All : 4,460: 0 33 61 3,921 3,922 3,982 4,016: 478 444
Old : 4,460: 0 33 61 3,921 3,922 3,982 4,016: 478 444
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 25, 2006 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.7 1.4 87.9 87.9 89.3 90.0: 10.7 10.0
Old : 100.0: 0.0 0.7 1.4 87.9 87.9 89.3 90.0: 10.7 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 : 20: 0 1 1 10 13 11 14:
Old : 20: 0 1 1 10 13 11 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 69.1 59.0 86.9 78.7 67.9 59.0 83.2 77.5
Old : 69.1 59.0 86.9 78.7 67.9 59.0 83.2 77.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MILK - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 2, 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 : 40,508: 755 3,746 4,568 30,691 18,021 36,015 26,335: 4,494 14,173
Old : 40,508: 755 3,746 4,568 30,691 18,021 36,015 26,335: 4,494 14,173
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 25, 2006 :
: 642: 4 -153 187 564 278 755 312: -113 330
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.9 9.2 11.3 75.8 44.5 88.9 65.0: 11.1 35.0
Old : 100.0: 1.9 9.2 11.3 75.8 44.5 88.9 65.0: 11.1 35.0
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 : 51: 2 17 12 24 19 37 37:
Old : 51: 2 17 12 24 19 37 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 : 51.2 26.1 71.8 39.8 51.2 22.6 68.0 31.9
Old : 51.2 26.1 71.8 39.8 51.2 22.6 68.0 31.9
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, May 2, 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 : 155,184: 19,957 29,623 48,623 75,725 47,513 144,305 125,760: 10,878 29,424
Old : 147,902: 18,153 31,667 45,499 74,331 44,047 137,982 121,212: 9,919 26,689
Other: 7,282: 4,246 398 682 1,395 3,467 6,323 4,547: 959 2,735
: : :
: : Changes in Commitments from: April 25, 2006 :
: -833: 4,171 -169 1,239 583 4,116 5,993 5,186: -6,827 -6,019
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.9 19.1 31.3 48.8 30.6 93.0 81.0: 7.0 19.0
Old : 100.0: 12.3 21.4 30.8 50.3 29.8 93.3 82.0: 6.7 18.0
Other: 100.0: 58.3 5.5 9.4 19.2 47.6 86.8 62.4: 13.2 37.6
: : :
:# Traders : Number of Traders in Each Category :
All : 194: 49 70 80 38 39 143 156:
Old : 193: 52 73 79 36 39 139 156:
Other: 55: 22 7 10 10 19 36 32:
:----------------------------------------------------------------------------------------------------
: 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 : 32.1 17.1 45.3 25.1 32.1 13.9 42.3 19.7
Old : 33.7 17.3 46.7 25.7 33.7 14.2 44.4 20.3
Other: 36.5 29.7 55.2 40.6 36.2 29.7 54.8 40.1
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE Code-056641
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 2, 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 : 2,223: 542 695 75 884 407 1,501 1,177: 721 1,046
Old : 2,208: 542 695 69 880 407 1,491 1,171: 716 1,037
Other: 15: 0 0 6 4 0 10 6: 5 9
: : :
: : Changes in Commitments from: April 25, 2006 :
: -345: 210 -353 -197 -73 36 -60 -514: -285 169
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.4 31.2 3.4 39.8 18.3 67.5 52.9: 32.5 47.1
Old : 100.0: 24.6 31.5 3.1 39.9 18.4 67.5 53.0: 32.5 47.0
Other: 100.0: 0.0 0.0 40.0 26.7 0.0 66.7 40.0: 33.3 60.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 10 7 3 8 6 21 13:
Old : 28: 10 7 3 8 6 21 13:
Other: 2: 0 0 1 1 0 2 1:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.6 35.4 47.8 46.6 31.9 35.1 44.6 42.9
Old : 33.8 35.6 47.9 46.9 32.1 35.3 44.8 43.2
Other: 66.7 40.0 66.7 40.0 26.7 0.0 26.7 0.0
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 2, 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 : 279,727: 51,925 42,131 73,817 130,058 117,236 255,801 233,184: 23,926 46,543
Old : 279,727: 51,925 42,131 73,817 130,058 117,236 255,801 233,184: 23,926 46,543
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 25, 2006 :
: -3,749: 5,541 -2,034 1,242 -592 7,722 6,191 6,930: -9,940 -10,679
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.6 15.1 26.4 46.5 41.9 91.4 83.4: 8.6 16.6
Old : 100.0: 18.6 15.1 26.4 46.5 41.9 91.4 83.4: 8.6 16.6
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 : 347: 79 81 98 115 148 255 292:
Old : 347: 79 81 98 115 148 255 292:
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 : 19.8 13.0 32.0 21.7 18.5 8.5 26.9 13.6
Old : 19.8 13.0 32.0 21.7 18.5 8.5 26.9 13.6
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, May 2, 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 : 5,210: 2,605 817 485 540 2,174 3,630 3,475: 1,580 1,735
Old : 5,210: 2,605 817 485 540 2,174 3,630 3,475: 1,580 1,735
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 25, 2006 :
: -309: 529 -330 -113 -445 372 -28 -70: -281 -239
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.0 15.7 9.3 10.4 41.7 69.7 66.7: 30.3 33.3
Old : 100.0: 50.0 15.7 9.3 10.4 41.7 69.7 66.7: 30.3 33.3
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 : 55: 17 11 8 11 24 36 37:
Old : 55: 17 11 8 11 24 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 : 30.7 19.5 45.4 31.2 30.7 18.7 44.6 28.4
Old : 30.7 19.5 45.4 31.2 30.7 18.7 44.6 28.4
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, May 2, 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 : 32,473: 11,514 5,769 3,977 11,330 7,540 26,821 17,286: 5,652 15,187
Old : 32,473: 11,514 5,769 3,977 11,330 7,540 26,821 17,286: 5,652 15,187
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 25, 2006 :
: -5,326: -1,057 -450 -2,136 -1,812 -987 -5,005 -3,573: -321 -1,752
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.5 17.8 12.2 34.9 23.2 82.6 53.2: 17.4 46.8
Old : 100.0: 35.5 17.8 12.2 34.9 23.2 82.6 53.2: 17.4 46.8
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 : 164: 31 44 25 58 64 105 117:
Old : 164: 31 44 25 58 64 105 117:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.2 10.5 31.2 15.9 19.9 6.8 28.4 10.1
Old : 20.2 10.5 31.2 15.9 19.9 6.8 28.4 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, May 2, 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 : 122,343: 50,257 20,046 4,396 34,074 80,900 88,727 105,343: 33,617 17,001
Old : 122,343: 50,257 20,046 4,396 34,074 80,900 88,727 105,343: 33,617 17,001
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 25, 2006 :
: 13,348: 17,166 985 713 -173 12,813 17,705 14,510: -4,357 -1,163
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.1 16.4 3.6 27.9 66.1 72.5 86.1: 27.5 13.9
Old : 100.0: 41.1 16.4 3.6 27.9 66.1 72.5 86.1: 27.5 13.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 93: 37 19 9 22 27 64 50:
Old : 93: 37 19 9 22 27 64 50:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.0 35.6 27.9 48.7 16.8 35.5 27.6 48.6
Old : 17.0 35.6 27.9 48.7 16.8 35.5 27.6 48.6
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, May 2, 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 : 91,699: 17,882 30,322 141 56,967 45,515 74,990 75,977: 16,708 15,721
Old : 91,699: 17,882 30,322 141 56,967 45,515 74,990 75,977: 16,708 15,721
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 25, 2006 :
: 6,298: 5,620 -6,220 -99 477 15,718 5,999 9,399: 299 -3,100
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.5 33.1 0.2 62.1 49.6 81.8 82.9: 18.2 17.1
Old : 100.0: 19.5 33.1 0.2 62.1 49.6 81.8 82.9: 18.2 17.1
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 : 50: 15 14 1 12 16 28 30:
Old : 50: 15 14 1 12 16 28 30:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.7 51.8 65.3 63.3 51.5 51.8 63.4 63.1
Old : 51.7 51.8 65.3 63.3 51.5 51.8 63.4 63.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 2, 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 : 84,730: 17,300 23,957 724 64,412 57,736 82,436 82,417: 2,294 2,313
Old : 84,730: 17,300 23,957 724 64,412 57,736 82,436 82,417: 2,294 2,313
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 25, 2006 :
: -7,076: -1,479 -7,872 724 -4,796 3,232 -5,551 -3,916: -1,525 -3,160
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.4 28.3 0.9 76.0 68.1 97.3 97.3: 2.7 2.7
Old : 100.0: 20.4 28.3 0.9 76.0 68.1 97.3 97.3: 2.7 2.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 72: 17 24 3 21 16 40 43:
Old : 72: 17 24 3 21 16 40 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 : 50.3 56.5 71.6 74.4 43.0 41.9 58.5 57.2
Old : 50.3 56.5 71.6 74.4 43.0 41.9 58.5 57.2
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, May 2, 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 : 97,278: 33,880 15,997 3,421 33,895 59,993 71,195 79,411: 26,083 17,867
Old : 97,278: 33,880 15,997 3,421 33,895 59,993 71,195 79,411: 26,083 17,867
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 25, 2006 :
: -2,391: -1,144 -6,856 1,286 -2,386 6,296 -2,244 726: -147 -3,117
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.8 16.4 3.5 34.8 61.7 73.2 81.6: 26.8 18.4
Old : 100.0: 34.8 16.4 3.5 34.8 61.7 73.2 81.6: 26.8 18.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 67: 24 14 6 17 23 43 41:
Old : 67: 24 14 6 17 23 43 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 : 24.6 31.6 38.6 49.0 24.6 29.2 38.5 46.5
Old : 24.6 31.6 38.6 49.0 24.6 29.2 38.5 46.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 2, 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 : 262,383: 44,707 43,803 6,916 161,167 187,650 212,790 238,369: 49,593 24,014
Old : 262,383: 44,707 43,803 6,916 161,167 187,650 212,790 238,369: 49,593 24,014
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 25, 2006 :
: 10,367: 4,405 -4,396 539 2,606 22,982 7,550 19,125: 2,818 -8,758
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.0 16.7 2.6 61.4 71.5 81.1 90.8: 18.9 9.2
Old : 100.0: 17.0 16.7 2.6 61.4 71.5 81.1 90.8: 18.9 9.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 101: 32 26 10 27 32 64 63:
Old : 101: 32 26 10 27 32 64 63:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.6 36.6 54.6 54.8 33.2 31.6 39.9 43.9
Old : 41.6 36.6 54.6 54.8 33.2 31.6 39.9 43.9
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, May 2, 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 : 237,809: 86,262 14,803 32,037 54,274 145,635 172,574 192,475: 65,235 45,333
Old : 237,809: 86,262 14,803 32,037 54,274 145,635 172,574 192,475: 65,235 45,333
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 25, 2006 :
: 22,665: 10,443 900 8,363 4,801 10,414 23,607 19,677: -942 2,988
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.3 6.2 13.5 22.8 61.2 72.6 80.9: 27.4 19.1
Old : 100.0: 36.3 6.2 13.5 22.8 61.2 72.6 80.9: 27.4 19.1
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 : 141: 62 31 43 30 36 114 89:
Old : 141: 62 31 43 30 36 114 89:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.6 29.7 28.3 45.7 15.3 29.3 22.9 43.8
Old : 17.6 29.7 28.3 45.7 15.3 29.3 22.9 43.8
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, May 2, 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 : 12,204: 6,517 314 0 4,245 9,917 10,762 10,231: 1,442 1,973
Old : 12,204: 6,517 314 0 4,245 9,917 10,762 10,231: 1,442 1,973
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 25, 2006 :
: 33: 799 -596 0 -729 619 70 23: -37 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.4 2.6 0.0 34.8 81.3 88.2 83.8: 11.8 16.2
Old : 100.0: 53.4 2.6 0.0 34.8 81.3 88.2 83.8: 11.8 16.2
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 : 22: 3 2 0 8 12 11 14:
Old : 22: 3 2 0 8 12 11 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 68.5 69.2 84.3 78.7 68.1 68.8 83.8 78.2
Old : 68.5 69.2 84.3 78.7 68.1 68.8 83.8 78.2
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, May 2, 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 : 66,265: 24,810 873 215 36,665 58,920 61,690 60,008: 4,575 6,257
Old : 66,265: 24,810 873 215 36,665 58,920 61,690 60,008: 4,575 6,257
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 25, 2006 :
: 3,170: -751 0 -170 3,615 2,950 2,694 2,780: 476 390
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.4 1.3 0.3 55.3 88.9 93.1 90.6: 6.9 9.4
Old : 100.0: 37.4 1.3 0.3 55.3 88.9 93.1 90.6: 6.9 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 : 28: 6 1 1 12 14 18 16:
Old : 28: 6 1 1 12 14 18 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 : 45.6 63.9 70.4 80.2 44.5 63.0 67.1 78.2
Old : 45.6 63.9 70.4 80.2 44.5 63.0 67.1 78.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 2, 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 :18,225,519: 872,762 1,255,302 7,002,099 9,171,680 8,366,061 17,046,541 16,623,462: 1,178,978 1,602,057
Old :18,225,519: 872,762 1,255,302 7,002,099 9,171,680 8,366,061 17,046,541 16,623,462: 1,178,978 1,602,057
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 25, 2006 :
: 51,678: 2,957 3,921 85,523 16,451 -9,627 104,931 79,817: -53,253 -28,139
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.8 6.9 38.4 50.3 45.9 93.5 91.2: 6.5 8.8
Old : 100.0: 4.8 6.9 38.4 50.3 45.9 93.5 91.2: 6.5 8.8
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 : 322: 79 73 124 145 153 282 299:
Old : 322: 79 73 124 145 153 282 299:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.4 18.8 39.8 27.0 18.6 5.5 21.5 8.8
Old : 28.4 18.8 39.8 27.0 18.6 5.5 21.5 8.8
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, May 2, 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 : 748,680: 75,715 58,374 47,107 479,464 529,235 602,286 634,715: 146,393 113,964
Old : 748,680: 75,715 58,374 47,107 479,464 529,235 602,286 634,715: 146,393 113,964
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 25, 2006 :
: 20,314: 2,704 -1,581 9,657 7,655 8,564 20,016 16,640: 299 3,675
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.1 7.8 6.3 64.0 70.7 80.4 84.8: 19.6 15.2
Old : 100.0: 10.1 7.8 6.3 64.0 70.7 80.4 84.8: 19.6 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 : 228: 49 60 72 93 68 189 153:
Old : 228: 49 60 72 93 68 189 153:
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 : 18.0 28.3 25.8 40.4 17.7 27.5 25.6 39.1
Old : 18.0 28.3 25.8 40.4 17.7 27.5 25.6 39.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 2, 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 : 1,355,760: 213,920 432,868 35,880 825,715 751,997 1,075,515 1,220,745: 280,245 135,015
Old : 1,355,760: 213,920 432,868 35,880 825,715 751,997 1,075,515 1,220,745: 280,245 135,015
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 25, 2006 :
: 52,764: 15,566 -9,778 359 38,657 49,335 54,581 39,916: -1,817 12,848
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.8 31.9 2.6 60.9 55.5 79.3 90.0: 20.7 10.0
Old : 100.0: 15.8 31.9 2.6 60.9 55.5 79.3 90.0: 20.7 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: 55 64 41 76 76 159 153:
Old : 229: 55 64 41 76 76 159 153:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.2 27.5 32.8 40.8 20.2 22.0 29.9 33.4
Old : 21.2 27.5 32.8 40.8 20.2 22.0 29.9 33.4
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, May 2, 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 : 11,319: 1,961 705 0 5,609 8,626 7,570 9,331: 3,749 1,988
Old : 11,319: 1,961 705 0 5,609 8,626 7,570 9,331: 3,749 1,988
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 25, 2006 :
: 280: 14 0 0 70 -33 84 -33: 196 313
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.3 6.2 0.0 49.6 76.2 66.9 82.4: 33.1 17.6
Old : 100.0: 17.3 6.2 0.0 49.6 76.2 66.9 82.4: 33.1 17.6
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 : 26: 4 1 1 13 13 17 15:
Old : 26: 4 1 1 13 13 17 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.7 43.8 48.6 69.7 31.7 41.7 48.4 65.6
Old : 31.7 43.8 48.6 69.7 31.7 41.7 48.4 65.6
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, May 2, 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 : 57,277: 10,386 11,697 0 35,942 42,840 46,328 54,537: 10,949 2,740
Old : 57,277: 10,386 11,697 0 35,942 42,840 46,328 54,537: 10,949 2,740
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 25, 2006 :
: 3,113: 405 960 0 199 2,914 604 3,874: 2,509 -761
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.1 20.4 0.0 62.8 74.8 80.9 95.2: 19.1 4.8
Old : 100.0: 18.1 20.4 0.0 62.8 74.8 80.9 95.2: 19.1 4.8
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 : 56: 9 9 0 21 25 30 34:
Old : 56: 9 9 0 21 25 30 34:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.5 38.7 54.4 60.1 33.1 38.7 47.1 58.6
Old : 38.5 38.7 54.4 60.1 33.1 38.7 47.1 58.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 2, 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 : 62,913: 14,722 11,876 192 38,305 39,653 53,219 51,722: 9,695 11,191
Old : 62,913: 14,722 11,876 192 38,305 39,653 53,219 51,722: 9,695 11,191
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 25, 2006 :
: 711: -1,906 190 5 2,854 1,013 953 1,209: -243 -498
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.4 18.9 0.3 60.9 63.0 84.6 82.2: 15.4 17.8
Old : 100.0: 23.4 18.9 0.3 60.9 63.0 84.6 82.2: 15.4 17.8
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 : 79: 14 15 3 31 28 47 44:
Old : 79: 14 15 3 31 28 47 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 : 42.1 32.7 54.5 46.8 41.2 32.5 51.9 44.5
Old : 42.1 32.7 54.5 46.8 41.2 32.5 51.9 44.5
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, May 2, 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 : 359,839: 107,147 137,098 6,392 207,803 197,208 321,342 340,698: 38,497 19,140
Old : 359,839: 107,147 137,098 6,392 207,803 197,208 321,342 340,698: 38,497 19,140
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 25, 2006 :
: 32,600: -4,713 19,738 413 47,149 11,752 42,849 31,903: -10,249 697
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.8 38.1 1.8 57.7 54.8 89.3 94.7: 10.7 5.3
Old : 100.0: 29.8 38.1 1.8 57.7 54.8 89.3 94.7: 10.7 5.3
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 : 221: 80 63 17 51 41 140 112:
Old : 221: 80 63 17 51 41 140 112:
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 : 32.9 34.9 42.0 51.9 29.0 34.9 38.1 49.5
Old : 32.9 34.9 42.0 51.9 29.0 34.9 38.1 49.5
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, May 2, 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 : 60,052: 26,774 5,249 973 12,098 45,089 39,846 51,311: 20,207 8,741
Old : 60,052: 26,774 5,249 973 12,098 45,089 39,846 51,311: 20,207 8,741
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 25, 2006 :
: 6,173: 3,185 -10,678 801 -1,343 20,652 2,643 10,775: 3,530 -4,602
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.6 8.7 1.6 20.1 75.1 66.4 85.4: 33.6 14.6
Old : 100.0: 44.6 8.7 1.6 20.1 75.1 66.4 85.4: 33.6 14.6
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 : 49: 18 7 2 12 16 31 24:
Old : 49: 18 7 2 12 16 31 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 : 30.2 38.6 42.4 59.5 30.2 38.6 42.4 58.3
Old : 30.2 38.6 42.4 59.5 30.2 38.6 42.4 58.3
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, May 2, 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 : 37,722: 5,853 5,134 26 28,011 25,635 33,890 30,795: 3,832 6,927
Old : 37,722: 5,853 5,134 26 28,011 25,635 33,890 30,795: 3,832 6,927
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 25, 2006 :
: 1,387: 196 -673 4 821 1,136 1,021 467: 366 920
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.5 13.6 0.1 74.3 68.0 89.8 81.6: 10.2 18.4
Old : 100.0: 15.5 13.6 0.1 74.3 68.0 89.8 81.6: 10.2 18.4
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 : 64: 6 10 1 29 27 36 37:
Old : 64: 6 10 1 29 27 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 : 39.3 37.2 54.6 49.2 39.3 35.0 54.3 47.0
Old : 39.3 37.2 54.6 49.2 39.3 35.0 54.3 47.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-239742
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 2, 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 : 361,368: 73,373 97,567 5,416 259,392 243,845 338,181 346,828: 23,188 14,541
Old : 361,368: 73,373 97,567 5,416 259,392 243,845 338,181 346,828: 23,188 14,541
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 25, 2006 :
: 20,229: -3,211 18,646 1,506 20,896 1,341 19,192 21,494: 1,037 -1,265
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.3 27.0 1.5 71.8 67.5 93.6 96.0: 6.4 4.0
Old : 100.0: 20.3 27.0 1.5 71.8 67.5 93.6 96.0: 6.4 4.0
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 : 178: 35 72 34 40 49 98 132:
Old : 178: 35 72 34 40 49 98 132:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.0 32.6 68.4 48.8 50.4 29.3 63.1 45.2
Old : 54.0 32.6 68.4 48.8 50.4 29.3 63.1 45.2
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, May 2, 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 : 52,206: 13,938 16,009 1,518 26,714 26,355 42,170 43,882: 10,036 8,324
Old : 52,206: 13,938 16,009 1,518 26,714 26,355 42,170 43,882: 10,036 8,324
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 25, 2006 :
: 200: 1,519 -287 -13 -279 488 1,227 188: -1,027 12
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.7 30.7 2.9 51.2 50.5 80.8 84.1: 19.2 15.9
Old : 100.0: 26.7 30.7 2.9 51.2 50.5 80.8 84.1: 19.2 15.9
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 : 80: 23 22 8 20 19 47 46:
Old : 80: 23 22 8 20 19 47 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 : 34.3 40.8 46.4 52.4 34.3 37.5 45.8 49.1
Old : 34.3 40.8 46.4 52.4 34.3 37.5 45.8 49.1
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, May 2, 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 : 32,087: 8,640 4,889 5 18,195 17,996 26,840 22,890: 5,247 9,197
Old : 32,087: 8,640 4,889 5 18,195 17,996 26,840 22,890: 5,247 9,197
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 25, 2006 :
: -2,718: -1,856 -473 -42 145 1,475 -1,753 960: -965 -3,678
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.9 15.2 0.0 56.7 56.1 83.6 71.3: 16.4 28.7
Old : 100.0: 26.9 15.2 0.0 56.7 56.1 83.6 71.3: 16.4 28.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 48: 11 10 1 12 17 23 28:
Old : 48: 11 10 1 12 17 23 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.0 41.7 57.4 53.0 29.0 31.7 49.1 40.4
Old : 35.0 41.7 57.4 53.0 29.0 31.7 49.1 40.4
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, May 2, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF Y100,000,000 FACE VALUE) :
: : :
All : 42,372: 5,561 4,628 1,949 17,359 24,289 24,869 30,866: 17,503 11,506
Old : 42,372: 5,561 4,628 1,949 17,359 24,289 24,869 30,866: 17,503 11,506
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 25, 2006 :
: 1,379: 800 1,548 -200 697 -1,755 1,297 -407: 82 1,786
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.1 10.9 4.6 41.0 57.3 58.7 72.8: 41.3 27.2
Old : 100.0: 13.1 10.9 4.6 41.0 57.3 58.7 72.8: 41.3 27.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 56: 9 10 7 24 30 37 44:
Old : 56: 9 10 7 24 30 37 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 : 33.9 26.1 41.7 40.0 15.5 21.1 21.4 30.8
Old : 33.9 26.1 41.7 40.0 15.5 21.1 21.4 30.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated May 5, 2006