BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 9, 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 : 4,251: 0 13 80 3,767 3,767 3,847 3,860: 404 391
Old : 4,251: 0 13 80 3,767 3,767 3,847 3,860: 404 391
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 2, 2006 :
: -209: 0 -20 19 -154 -155 -135 -156: -74 -53
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.3 1.9 88.6 88.6 90.5 90.8: 9.5 9.2
Old : 100.0: 0.0 0.3 1.9 88.6 88.6 90.5 90.8: 9.5 9.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 0 1 1 11 13 12 14:
Old : 20: 0 1 1 11 13 12 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 : 69.2 60.6 86.5 80.3 68.4 59.3 83.1 77.6
Old : 69.2 60.6 86.5 80.3 68.4 59.3 83.1 77.6
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 9, 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 : 37,619: 726 4,179 3,921 28,714 16,267 33,362 24,367: 4,257 13,251
Old : 37,619: 726 4,179 3,921 28,714 16,267 33,362 24,367: 4,257 13,251
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 2, 2006 :
: -2,890: -29 433 -647 -1,977 -1,754 -2,653 -1,968: -237 -922
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.9 11.1 10.4 76.3 43.2 88.7 64.8: 11.3 35.2
Old : 100.0: 1.9 11.1 10.4 76.3 43.2 88.7 64.8: 11.3 35.2
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 : 52: 1 20 11 24 18 36 38:
Old : 52: 1 20 11 24 18 36 38:
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 25.8 71.5 39.6 51.6 22.8 68.8 32.3
Old : 51.7 25.8 71.5 39.6 51.6 22.8 68.8 32.3
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 9, 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 : 159,597: 22,494 27,531 43,159 75,535 50,234 141,188 120,924: 18,408 38,673
Old : 149,803: 20,154 30,215 39,095 74,009 45,916 133,258 115,226: 16,545 34,578
Other: 9,793: 5,336 312 1,069 1,526 4,317 7,931 5,698: 1,863 4,095
: : :
: : Changes in Commitments from: May 2, 2006 :
: 4,413: 2,538 -2,092 -5,464 -190 2,720 -3,117 -4,836: 7,530 9,249
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.1 17.3 27.0 47.3 31.5 88.5 75.8: 11.5 24.2
Old : 100.0: 13.5 20.2 26.1 49.4 30.7 89.0 76.9: 11.0 23.1
Other: 100.0: 54.5 3.2 10.9 15.6 44.1 81.0 58.2: 19.0 41.8
: : :
:# Traders : Number of Traders in Each Category :
All : 195: 53 68 80 37 40 147 151:
Old : 194: 53 72 79 34 40 142 151:
Other: 59: 22 8 11 12 22 38 37:
:----------------------------------------------------------------------------------------------------
: 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 : 31.5 16.7 44.1 25.1 31.5 14.6 41.3 20.7
Old : 33.5 17.1 45.9 26.0 33.5 14.9 44.0 21.5
Other: 34.1 25.5 50.7 36.1 33.4 25.5 49.1 34.5
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE Code-056641
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 9, 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 : 2,012: 487 666 74 745 282 1,306 1,022: 706 990
Old : 1,997: 491 666 68 738 282 1,297 1,016: 700 981
Other: 15: 0 4 2 7 0 9 6: 6 9
: : :
: : Changes in Commitments from: May 2, 2006 :
: -210: -55 -29 -1 -139 -125 -195 -155: -15 -56
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.2 33.1 3.7 37.0 14.0 64.9 50.8: 35.1 49.2
Old : 100.0: 24.6 33.3 3.4 37.0 14.1 64.9 50.9: 35.1 49.1
Other: 100.0: 0.0 26.7 13.3 46.7 0.0 60.0 40.0: 40.0 60.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 8 5 3 8 4 17 11:
Old : 23: 8 5 3 8 4 17 11:
Other: 2: 0 1 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 : 33.7 37.2 49.4 46.9 33.0 35.5 47.6 42.9
Old : 33.9 37.5 49.8 47.3 33.3 35.8 47.6 43.2
Other: 60.0 40.0 60.0 40.0 46.7 26.7 46.7 26.7
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 9, 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 : 294,803: 56,314 43,916 69,789 131,495 118,596 257,598 232,301: 37,205 62,501
Old : 294,803: 56,314 43,916 69,789 131,495 118,596 257,598 232,301: 37,205 62,501
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 2, 2006 :
: 15,076: 4,389 1,786 -4,029 1,437 1,360 1,797 -883: 13,279 15,959
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.1 14.9 23.7 44.6 40.2 87.4 78.8: 12.6 21.2
Old : 100.0: 19.1 14.9 23.7 44.6 40.2 87.4 78.8: 12.6 21.2
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 : 338: 84 78 94 112 145 248 283:
Old : 338: 84 78 94 112 145 248 283:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.8 11.3 30.6 19.7 17.6 8.2 25.9 13.0
Old : 18.8 11.3 30.6 19.7 17.6 8.2 25.9 13.0
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 9, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 110,000 BOARD FEET) :
: : :
All : 4,584: 2,300 659 393 573 1,953 3,266 3,004: 1,318 1,580
Old : 4,584: 2,300 659 393 573 1,953 3,266 3,004: 1,318 1,580
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 2, 2006 :
: -627: -305 -159 -92 32 -221 -365 -471: -262 -155
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.2 14.4 8.6 12.5 42.6 71.2 65.5: 28.8 34.5
Old : 100.0: 50.2 14.4 8.6 12.5 42.6 71.2 65.5: 28.8 34.5
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 : 48: 16 8 6 10 22 29 34:
Old : 48: 16 8 6 10 22 29 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 : 35.7 18.1 50.2 29.4 35.7 17.8 49.0 28.8
Old : 35.7 18.1 50.2 29.4 35.7 17.8 49.0 28.8
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, May 9, 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 : 32,304: 9,961 5,724 4,256 11,558 6,667 25,774 16,647: 6,530 15,657
Old : 32,304: 9,961 5,724 4,256 11,558 6,667 25,774 16,647: 6,530 15,657
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 2, 2006 :
: -169: -1,553 -45 279 227 -873 -1,047 -639: 878 470
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.8 17.7 13.2 35.8 20.6 79.8 51.5: 20.2 48.5
Old : 100.0: 30.8 17.7 13.2 35.8 20.6 79.8 51.5: 20.2 48.5
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 : 162: 32 44 27 62 58 110 114:
Old : 162: 32 44 27 62 58 110 114:
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 10.4 27.0 15.4 15.7 6.8 23.6 10.0
Old : 17.0 10.4 27.0 15.4 15.7 6.8 23.6 10.0
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 9, 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 : 132,457: 53,510 26,294 4,483 33,063 78,604 91,056 109,380: 41,401 23,077
Old : 132,457: 53,510 26,294 4,483 33,063 78,604 91,056 109,380: 41,401 23,077
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 2, 2006 :
: 10,114: 3,254 6,247 86 -1,011 -2,296 2,330 4,038: 7,784 6,076
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.4 19.9 3.4 25.0 59.3 68.7 82.6: 31.3 17.4
Old : 100.0: 40.4 19.9 3.4 25.0 59.3 68.7 82.6: 31.3 17.4
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 : 97: 40 23 9 21 23 66 50:
Old : 97: 40 23 9 21 23 66 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 : 15.7 32.3 25.6 47.2 15.5 32.2 25.4 47.2
Old : 15.7 32.3 25.6 47.2 15.5 32.2 25.4 47.2
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 9, 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 : 96,432: 18,753 29,319 259 56,424 49,062 75,436 78,640: 20,996 17,792
Old : 96,432: 18,753 29,319 259 56,424 49,062 75,436 78,640: 20,996 17,792
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 2, 2006 :
: 4,734: 871 -1,003 118 -544 3,547 446 2,663: 4,288 2,071
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.4 30.4 0.3 58.5 50.9 78.2 81.5: 21.8 18.5
Old : 100.0: 19.4 30.4 0.3 58.5 50.9 78.2 81.5: 21.8 18.5
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 : 44: 14 12 1 11 13 25 26:
Old : 44: 14 12 1 11 13 25 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 : 49.2 55.5 63.5 66.6 48.9 55.5 62.0 66.5
Old : 49.2 55.5 63.5 66.6 48.9 55.5 62.0 66.5
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 9, 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 : 86,964: 19,718 23,024 710 62,949 59,354 83,376 83,088: 3,587 3,876
Old : 86,964: 19,718 23,024 710 62,949 59,354 83,376 83,088: 3,587 3,876
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 2, 2006 :
: 2,234: 2,418 -933 -14 -1,463 1,618 941 671: 1,293 1,563
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.7 26.5 0.8 72.4 68.3 95.9 95.5: 4.1 4.5
Old : 100.0: 22.7 26.5 0.8 72.4 68.3 95.9 95.5: 4.1 4.5
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 : 72: 21 23 3 19 16 42 40:
Old : 72: 21 23 3 19 16 42 40:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.4 56.2 67.4 72.9 40.4 40.8 54.9 54.6
Old : 48.4 56.2 67.4 72.9 40.4 40.8 54.9 54.6
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 9, 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 : 110,887: 40,159 14,863 2,573 34,589 71,509 77,321 88,946: 33,566 21,942
Old : 110,887: 40,159 14,863 2,573 34,589 71,509 77,321 88,946: 33,566 21,942
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 2, 2006 :
: 13,609: 6,279 -1,134 -848 694 11,516 6,126 9,534: 7,483 4,074
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.2 13.4 2.3 31.2 64.5 69.7 80.2: 30.3 19.8
Old : 100.0: 36.2 13.4 2.3 31.2 64.5 69.7 80.2: 30.3 19.8
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 : 67: 25 14 4 17 23 45 38:
Old : 67: 25 14 4 17 23 45 38:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.9 34.1 35.8 51.1 23.9 32.3 35.8 49.3
Old : 23.9 34.1 35.8 51.1 23.9 32.3 35.8 49.3
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 9, 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 : 268,134: 49,409 30,686 5,924 156,504 202,057 211,837 238,668: 56,296 29,466
Old : 268,134: 49,409 30,686 5,924 156,504 202,057 211,837 238,668: 56,296 29,466
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 2, 2006 :
: 5,750: 4,702 -13,117 -992 -4,663 14,407 -953 299: 6,703 5,452
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.4 11.4 2.2 58.4 75.4 79.0 89.0: 21.0 11.0
Old : 100.0: 18.4 11.4 2.2 58.4 75.4 79.0 89.0: 21.0 11.0
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 : 98: 32 26 10 25 30 62 61:
Old : 98: 32 26 10 25 30 62 61:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.9 40.3 52.6 58.2 31.8 35.1 38.6 46.1
Old : 39.9 40.3 52.6 58.2 31.8 35.1 38.6 46.1
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 9, 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 : 241,238: 84,705 15,606 26,442 55,692 149,071 166,840 191,118: 74,398 50,119
Old : 241,238: 84,705 15,606 26,442 55,692 149,071 166,840 191,118: 74,398 50,119
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 2, 2006 :
: 3,429: -1,557 803 -5,596 1,419 3,436 -5,734 -1,357: 9,163 4,786
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.1 6.5 11.0 23.1 61.8 69.2 79.2: 30.8 20.8
Old : 100.0: 35.1 6.5 11.0 23.1 61.8 69.2 79.2: 30.8 20.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 134: 60 30 37 29 32 104 84:
Old : 134: 60 30 37 29 32 104 84:
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 : 15.6 32.6 25.8 48.3 14.1 32.3 21.7 46.5
Old : 15.6 32.6 25.8 48.3 14.1 32.3 21.7 46.5
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 9, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF NZ$ 100,000) :
: : :
All : 13,736: 7,284 398 0 5,278 11,400 12,562 11,798: 1,174 1,938
Old : 13,736: 7,284 398 0 5,278 11,400 12,562 11,798: 1,174 1,938
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 2, 2006 :
: 1,532: 767 84 0 1,033 1,483 1,800 1,567: -268 -35
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.0 2.9 0.0 38.4 83.0 91.5 85.9: 8.5 14.1
Old : 100.0: 53.0 2.9 0.0 38.4 83.0 91.5 85.9: 8.5 14.1
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 : 25: 2 3 0 11 12 13 15:
Old : 25: 2 3 0 11 12 13 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 : 70.0 73.5 86.0 80.8 69.9 73.2 85.8 80.5
Old : 70.0 73.5 86.0 80.8 69.9 73.2 85.8 80.5
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, May 9, 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 : 82,499: 42,230 873 3,768 31,754 71,506 77,752 76,147: 4,747 6,352
Old : 82,499: 42,230 873 3,768 31,754 71,506 77,752 76,147: 4,747 6,352
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 2, 2006 :
: 16,234: 17,420 0 3,553 -4,911 12,586 16,062 16,139: 172 95
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.2 1.1 4.6 38.5 86.7 94.2 92.3: 5.8 7.7
Old : 100.0: 51.2 1.1 4.6 38.5 86.7 94.2 92.3: 5.8 7.7
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 : 25: 5 1 3 10 14 15 18:
Old : 25: 5 1 3 10 14 15 18:
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 : 64.7 56.7 80.8 75.7 57.1 55.3 72.0 71.5
Old : 64.7 56.7 80.8 75.7 57.1 55.3 72.0 71.5
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 9, 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 :18,918,269: 809,752 1,299,812 7,375,783 9,492,562 8,636,950 17,678,097 17,312,544: 1,240,171 1,605,725
Old :18,918,269: 809,752 1,299,812 7,375,783 9,492,562 8,636,950 17,678,097 17,312,544: 1,240,171 1,605,725
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 2, 2006 :
: 692,750: -63,009 44,510 373,684 320,882 270,889 631,556 689,082: 61,193 3,667
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.3 6.9 39.0 50.2 45.7 93.4 91.5: 6.6 8.5
Old : 100.0: 4.3 6.9 39.0 50.2 45.7 93.4 91.5: 6.6 8.5
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 : 336: 81 75 130 153 160 295 312:
Old : 336: 81 75 130 153 160 295 312:
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 : 28.0 18.9 39.5 26.6 18.2 4.9 21.0 8.6
Old : 28.0 18.9 39.5 26.6 18.2 4.9 21.0 8.6
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 9, 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 : 758,101: 72,990 56,989 54,211 477,930 527,141 605,131 638,341: 152,970 119,760
Old : 758,101: 72,990 56,989 54,211 477,930 527,141 605,131 638,341: 152,970 119,760
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 2, 2006 :
: 9,421: -2,725 -1,385 7,104 -1,534 -2,093 2,845 3,625: 6,576 5,796
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.6 7.5 7.2 63.0 69.5 79.8 84.2: 20.2 15.8
Old : 100.0: 9.6 7.5 7.2 63.0 69.5 79.8 84.2: 20.2 15.8
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 : 228: 47 64 74 95 66 192 154:
Old : 228: 47 64 74 95 66 192 154:
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 28.2 24.7 40.4 17.3 27.5 24.4 38.9
Old : 17.6 28.2 24.7 40.4 17.3 27.5 24.4 38.9
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, May 9, 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 : 1,418,393: 247,121 439,559 45,765 835,975 807,618 1,128,861 1,292,941: 289,532 125,452
Old : 1,418,393: 247,121 439,559 45,765 835,975 807,618 1,128,861 1,292,941: 289,532 125,452
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 2, 2006 :
: 62,634: 33,201 6,691 9,885 10,260 55,621 53,346 72,196: 9,288 -9,562
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.4 31.0 3.2 58.9 56.9 79.6 91.2: 20.4 8.8
Old : 100.0: 17.4 31.0 3.2 58.9 56.9 79.6 91.2: 20.4 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 : 242: 60 69 45 82 77 172 161:
Old : 242: 60 69 45 82 77 172 161:
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 : 21.1 26.9 31.7 39.4 19.9 21.6 28.7 32.1
Old : 21.1 26.9 31.7 39.4 19.9 21.6 28.7 32.1
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 9, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 400 INDEX X $500) :
: : :
All : 10,838: 1,838 705 0 5,062 8,626 6,900 9,331: 3,938 1,507
Old : 10,838: 1,838 705 0 5,062 8,626 6,900 9,331: 3,938 1,507
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 2, 2006 :
: -481: -123 0 0 -547 0 -670 0: 189 -481
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.0 6.5 0.0 46.7 79.6 63.7 86.1: 36.3 13.9
Old : 100.0: 17.0 6.5 0.0 46.7 79.6 63.7 86.1: 36.3 13.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 4 1 1 12 13 16 15:
Old : 25: 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 : 33.0 45.7 47.7 72.8 33.0 43.5 47.5 68.5
Old : 33.0 45.7 47.7 72.8 33.0 43.5 47.5 68.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 9, 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 : 55,939: 10,942 12,302 0 36,585 40,363 47,527 52,665: 8,412 3,274
Old : 55,939: 10,942 12,302 0 36,585 40,363 47,527 52,665: 8,412 3,274
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 2, 2006 :
: -1,338: 556 605 0 643 -2,477 1,199 -1,872: -2,537 534
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.6 22.0 0.0 65.4 72.2 85.0 94.1: 15.0 5.9
Old : 100.0: 19.6 22.0 0.0 65.4 72.2 85.0 94.1: 15.0 5.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 57: 10 9 0 21 25 31 34:
Old : 57: 10 9 0 21 25 31 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 : 40.0 37.6 58.4 60.5 36.3 37.6 52.7 58.9
Old : 40.0 37.6 58.4 60.5 36.3 37.6 52.7 58.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 9, 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 : 63,883: 15,247 9,521 166 37,066 40,558 52,479 50,245: 11,403 13,637
Old : 63,883: 15,247 9,521 166 37,066 40,558 52,479 50,245: 11,403 13,637
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 2, 2006 :
: 969: 526 -2,355 -27 -1,238 905 -739 -1,477: 1,709 2,446
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.9 14.9 0.3 58.0 63.5 82.1 78.7: 17.9 21.3
Old : 100.0: 23.9 14.9 0.3 58.0 63.5 82.1 78.7: 17.9 21.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 79: 16 14 3 31 27 49 42:
Old : 79: 16 14 3 31 27 49 42:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.9 30.8 51.4 45.1 40.9 30.6 50.7 42.5
Old : 40.9 30.8 51.4 45.1 40.9 30.6 50.7 42.5
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 9, 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 : 363,056: 96,928 131,594 6,233 212,543 211,993 315,704 349,820: 47,353 13,236
Old : 363,056: 96,928 131,594 6,233 212,543 211,993 315,704 349,820: 47,353 13,236
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 2, 2006 :
: 3,218: -10,219 -5,503 -159 4,740 14,785 -5,638 9,122: 8,856 -5,904
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.7 36.2 1.7 58.5 58.4 87.0 96.4: 13.0 3.6
Old : 100.0: 26.7 36.2 1.7 58.5 58.4 87.0 96.4: 13.0 3.6
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 : 211: 80 55 16 52 40 143 100:
Old : 211: 80 55 16 52 40 143 100:
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 : 31.5 35.4 41.1 52.1 28.0 35.4 37.5 49.5
Old : 31.5 35.4 41.1 52.1 28.0 35.4 37.5 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 9, 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 : 76,235: 34,695 5,771 275 15,610 60,601 50,580 66,647: 25,655 9,588
Old : 76,235: 34,695 5,771 275 15,610 60,601 50,580 66,647: 25,655 9,588
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 2, 2006 :
: 16,183: 7,921 522 -699 3,512 15,512 10,734 15,336: 5,449 847
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.5 7.6 0.4 20.5 79.5 66.3 87.4: 33.7 12.6
Old : 100.0: 45.5 7.6 0.4 20.5 79.5 66.3 87.4: 33.7 12.6
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 : 55: 21 6 1 13 19 35 25:
Old : 55: 21 6 1 13 19 35 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.5 42.2 35.7 62.1 23.5 42.2 35.6 59.6
Old : 23.5 42.2 35.7 62.1 23.5 42.2 35.6 59.6
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 9, 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 : 40,322: 6,048 5,321 46 29,935 28,356 36,029 33,723: 4,293 6,600
Old : 40,322: 6,048 5,321 46 29,935 28,356 36,029 33,723: 4,293 6,600
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 2, 2006 :
: 2,600: 195 187 20 1,924 2,721 2,139 2,928: 461 -328
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.0 13.2 0.1 74.2 70.3 89.4 83.6: 10.6 16.4
Old : 100.0: 15.0 13.2 0.1 74.2 70.3 89.4 83.6: 10.6 16.4
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 : 65: 7 10 2 28 28 36 39:
Old : 65: 7 10 2 28 28 36 39:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.4 40.5 58.0 51.7 43.4 38.4 57.7 49.6
Old : 43.4 40.5 58.0 51.7 43.4 38.4 57.7 49.6
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 9, 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 : 367,168: 75,712 102,488 6,575 258,431 240,790 340,718 349,853: 26,450 17,315
Old : 367,168: 75,712 102,488 6,575 258,431 240,790 340,718 349,853: 26,450 17,315
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 2, 2006 :
: 5,800: 2,339 4,921 1,159 -961 -3,055 2,538 3,025: 3,262 2,775
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.6 27.9 1.8 70.4 65.6 92.8 95.3: 7.2 4.7
Old : 100.0: 20.6 27.9 1.8 70.4 65.6 92.8 95.3: 7.2 4.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 194: 38 81 38 42 52 109 142:
Old : 194: 38 81 38 42 52 109 142:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.2 30.5 67.8 47.0 49.6 27.2 63.0 43.5
Old : 53.2 30.5 67.8 47.0 49.6 27.2 63.0 43.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 9, 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 : 57,404: 16,000 18,094 1,542 28,018 29,372 45,560 49,007: 11,844 8,397
Old : 57,404: 16,000 18,094 1,542 28,018 29,372 45,560 49,007: 11,844 8,397
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 2, 2006 :
: 5,198: 2,063 2,085 23 1,304 3,017 3,390 5,125: 1,808 73
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.9 31.5 2.7 48.8 51.2 79.4 85.4: 20.6 14.6
Old : 100.0: 27.9 31.5 2.7 48.8 51.2 79.4 85.4: 20.6 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 : 86: 22 25 8 21 22 47 52:
Old : 86: 22 25 8 21 22 47 52:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.2 40.5 46.4 51.1 34.2 38.7 46.4 49.2
Old : 34.2 40.5 46.4 51.1 34.2 38.7 46.4 49.2
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 9, 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 : 36,458: 10,608 5,548 41 20,153 18,260 30,802 23,849: 5,656 12,609
Old : 36,458: 10,608 5,548 41 20,153 18,260 30,802 23,849: 5,656 12,609
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 2, 2006 :
: 4,371: 1,968 659 36 1,958 264 3,962 959: 409 3,412
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.1 15.2 0.1 55.3 50.1 84.5 65.4: 15.5 34.6
Old : 100.0: 29.1 15.2 0.1 55.3 50.1 84.5 65.4: 15.5 34.6
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 : 51: 15 10 1 14 14 30 24:
Old : 51: 15 10 1 14 14 30 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.3 39.0 52.7 48.9 25.6 28.4 43.9 36.4
Old : 32.3 39.0 52.7 48.9 25.6 28.4 43.9 36.4
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 9, 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 : 47,300: 6,113 4,250 3,343 18,472 23,908 27,928 31,501: 19,372 15,799
Old : 47,300: 6,113 4,250 3,343 18,472 23,908 27,928 31,501: 19,372 15,799
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 2, 2006 :
: 4,928: 552 -378 1,394 1,113 -381 3,059 635: 1,869 4,293
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.9 9.0 7.1 39.1 50.5 59.0 66.6: 41.0 33.4
Old : 100.0: 12.9 9.0 7.1 39.1 50.5 59.0 66.6: 41.0 33.4
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 : 60: 10 12 8 25 32 40 48:
Old : 60: 10 12 8 25 32 40 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 : 26.5 21.2 37.1 34.7 13.5 18.7 19.8 27.3
Old : 26.5 21.2 37.1 34.7 13.5 18.7 19.8 27.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated May 12, 2006