BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 13, 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 : 4,289: 0 12 73 3,932 4,110 4,005 4,195: 284 94
Old : 4,289: 0 12 73 3,932 4,110 4,005 4,195: 284 94
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 6, 2006 :
: 34: 0 -1 20 99 184 119 203: -85 -169
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.3 1.7 91.7 95.8 93.4 97.8: 6.6 2.2
Old : 100.0: 0.0 0.3 1.7 91.7 95.8 93.4 97.8: 6.6 2.2
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 : 21: 0 1 1 11 13 12 14:
Old : 21: 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 : 68.5 67.1 86.8 84.6 67.2 65.5 84.2 81.8
Old : 68.5 67.1 86.8 84.6 67.2 65.5 84.2 81.8
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, June 13, 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 : 37,396: 907 1,874 3,974 27,566 17,477 32,448 23,326: 4,948 14,070
Old : 37,396: 907 1,874 3,974 27,566 17,477 32,448 23,326: 4,948 14,070
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 6, 2006 :
: 729: 219 -444 132 -71 618 280 306: 449 423
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.4 5.0 10.6 73.7 46.7 86.8 62.4: 13.2 37.6
Old : 100.0: 2.4 5.0 10.6 73.7 46.7 86.8 62.4: 13.2 37.6
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 : 42: 7 6 8 22 17 31 29:
Old : 42: 7 6 8 22 17 31 29:
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 : 48.8 29.8 67.2 42.6 48.7 28.7 64.4 37.6
Old : 48.8 29.8 67.2 42.6 48.7 28.7 64.4 37.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 13, 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 : 166,835: 30,148 17,286 40,756 77,133 67,521 148,037 125,562: 18,798 41,272
Old : 146,162: 25,677 24,703 31,828 73,483 55,874 130,989 112,405: 15,173 33,757
Other: 20,673: 12,326 439 1,072 3,650 11,647 17,048 13,157: 3,625 7,516
: : :
: : Changes in Commitments from: June 6, 2006 :
: -4,128: 4,181 -5,773 -12,118 270 8,860 -7,668 -9,031: 3,540 4,903
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.1 10.4 24.4 46.2 40.5 88.7 75.3: 11.3 24.7
Old : 100.0: 17.6 16.9 21.8 50.3 38.2 89.6 76.9: 10.4 23.1
Other: 100.0: 59.6 2.1 5.2 17.7 56.3 82.5 63.6: 17.5 36.4
: : :
:# Traders : Number of Traders in Each Category :
All : 219: 83 59 80 41 49 170 157:
Old : 216: 72 71 76 36 48 159 156:
Other: 82: 28 9 13 19 34 52 53:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.6 20.0 40.8 27.5 29.6 19.6 39.2 25.8
Old : 33.8 21.1 44.6 28.9 33.8 21.1 44.5 27.1
Other: 34.0 27.2 50.9 37.9 34.0 23.7 48.6 32.9
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE Code-056641
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 13, 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 : 1,946: 392 483 246 566 391 1,204 1,119: 743 827
Old : 1,906: 392 465 241 566 391 1,199 1,097: 707 809
Other: 40: 0 18 5 0 0 5 22: 35 18
: : :
: : Changes in Commitments from: June 6, 2006 :
: -152: 14 -265 4 -131 21 -113 -241: -39 88
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.1 24.8 12.6 29.1 20.1 61.8 57.5: 38.2 42.5
Old : 100.0: 20.6 24.4 12.6 29.7 20.5 62.9 57.5: 37.1 42.5
Other: 100.0: 0.0 44.8 11.4 0.0 0.0 11.4 56.1: 88.6 43.9
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 7 7 4 3 5 13 13:
Old : 22: 7 7 4 3 5 13 13:
Other: 1: 0 1 1 0 0 1 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 : 36.2 31.6 50.9 48.9 34.6 29.1 45.8 39.0
Old : 36.9 32.3 51.7 48.8 35.4 29.7 46.8 39.9
Other: 11.4 56.1 11.4 56.1 0.0 44.8 0.0 44.8
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 13, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 274,024: 59,778 26,326 62,219 120,457 120,306 242,454 208,851: 31,570 65,173
Old : 274,024: 59,778 26,326 62,219 120,457 120,306 242,454 208,851: 31,570 65,173
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 6, 2006 :
: -4,783: 724 -2,291 -4,057 -4,780 -3,197 -8,113 -9,545: 3,330 4,763
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.8 9.6 22.7 44.0 43.9 88.5 76.2: 11.5 23.8
Old : 100.0: 21.8 9.6 22.7 44.0 43.9 88.5 76.2: 11.5 23.8
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 : 318: 80 68 82 99 149 230 260:
Old : 318: 80 68 82 99 149 230 260:
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 11.1 33.2 20.0 18.6 8.5 27.5 13.0
Old : 20.2 11.1 33.2 20.0 18.6 8.5 27.5 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, June 13, 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 : 6,095: 2,300 2,087 731 1,374 1,158 4,405 3,976: 1,690 2,119
Old : 6,095: 2,300 2,087 731 1,374 1,158 4,405 3,976: 1,690 2,119
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 6, 2006 :
: 16: -171 208 -73 162 -45 -82 90: 98 -74
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.7 34.2 12.0 22.5 19.0 72.3 65.2: 27.7 34.8
Old : 100.0: 37.7 34.2 12.0 22.5 19.0 72.3 65.2: 27.7 34.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 69: 17 26 15 19 20 45 56:
Old : 69: 17 26 15 19 20 45 56:
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 : 30.9 15.1 43.0 24.8 30.9 14.6 39.1 22.0
Old : 30.9 15.1 43.0 24.8 30.9 14.6 39.1 22.0
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, June 13, 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 : 30,523: 10,880 3,284 4,636 8,732 7,470 24,249 15,391: 6,274 15,132
Old : 30,523: 10,880 3,284 4,636 8,732 7,470 24,249 15,391: 6,274 15,132
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 6, 2006 :
: 741: 281 -305 50 -291 111 39 -145: 702 887
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.6 10.8 15.2 28.6 24.5 79.4 50.4: 20.6 49.6
Old : 100.0: 35.6 10.8 15.2 28.6 24.5 79.4 50.4: 20.6 49.6
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 : 145: 45 24 25 41 59 98 98:
Old : 145: 45 24 25 41 59 98 98:
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 : 18.1 10.1 28.0 16.1 16.5 7.6 25.7 12.4
Old : 18.1 10.1 28.0 16.1 16.5 7.6 25.7 12.4
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, June 13, 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 : 139,868: 46,697 14,006 7,222 47,094 97,896 101,012 119,123: 38,856 20,744
Old : 139,868: 46,697 14,006 7,222 47,094 97,896 101,012 119,123: 38,856 20,744
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 6, 2006 :
: 5,562: 2,058 -8,300 -3,202 8,184 19,073 7,040 7,572: -1,478 -2,010
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.4 10.0 5.2 33.7 70.0 72.2 85.2: 27.8 14.8
Old : 100.0: 33.4 10.0 5.2 33.7 70.0 72.2 85.2: 27.8 14.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 83: 31 16 8 26 28 61 48:
Old : 83: 31 16 8 26 28 61 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 : 15.9 33.9 27.0 50.9 14.6 29.9 24.0 44.0
Old : 15.9 33.9 27.0 50.9 14.6 29.9 24.0 44.0
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, June 13, 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 : 123,197: 21,143 24,058 361 86,167 85,686 107,672 110,105: 15,525 13,091
Old : 123,197: 21,143 24,058 361 86,167 85,686 107,672 110,105: 15,525 13,091
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 6, 2006 :
: 13,814: -5,948 6,739 -264 25,409 8,258 19,198 14,734: -5,384 -920
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.2 19.5 0.3 69.9 69.6 87.4 89.4: 12.6 10.6
Old : 100.0: 17.2 19.5 0.3 69.9 69.6 87.4 89.4: 12.6 10.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 45: 17 10 2 16 15 33 27:
Old : 45: 17 10 2 16 15 33 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.7 58.3 67.7 74.0 40.8 50.3 51.6 57.3
Old : 47.7 58.3 67.7 74.0 40.8 50.3 51.6 57.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 13, 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 : 103,158: 10,088 36,343 1,805 88,666 60,108 100,559 98,255: 2,599 4,902
Old : 103,158: 10,088 36,343 1,805 88,666 60,108 100,559 98,255: 2,599 4,902
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 6, 2006 :
: 13,096: 1,218 -431 1,084 10,999 11,891 13,300 12,543: -204 553
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.8 35.2 1.7 86.0 58.3 97.5 95.2: 2.5 4.8
Old : 100.0: 9.8 35.2 1.7 86.0 58.3 97.5 95.2: 2.5 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 : 83: 16 40 4 22 17 40 59:
Old : 83: 16 40 4 22 17 40 59:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.4 55.3 72.1 71.3 40.1 38.0 50.5 49.2
Old : 57.4 55.3 72.1 71.3 40.1 38.0 50.5 49.2
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, June 13, 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 : 129,085: 34,221 11,880 1,048 64,257 98,647 99,526 111,575: 29,559 17,510
Old : 129,085: 34,221 11,880 1,048 64,257 98,647 99,526 111,575: 29,559 17,510
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 6, 2006 :
: 17,456: 1,256 927 -2,298 20,407 18,615 19,365 17,244: -1,909 212
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.5 9.2 0.8 49.8 76.4 77.1 86.4: 22.9 13.6
Old : 100.0: 26.5 9.2 0.8 49.8 76.4 77.1 86.4: 22.9 13.6
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 : 61: 19 10 8 22 25 46 38:
Old : 61: 19 10 8 22 25 46 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 : 26.5 43.4 44.4 59.4 26.2 35.8 38.7 49.5
Old : 26.5 43.4 44.4 59.4 26.2 35.8 38.7 49.5
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, June 13, 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 : 292,367: 36,516 50,480 7,533 198,094 190,494 242,142 248,506: 50,225 43,861
Old : 292,367: 36,516 50,480 7,533 198,094 190,494 242,142 248,506: 50,225 43,861
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 6, 2006 :
: 32,712: -10,175 22,462 264 39,819 -637 29,908 22,089: 2,804 10,624
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.5 17.3 2.6 67.8 65.2 82.8 85.0: 17.2 15.0
Old : 100.0: 12.5 17.3 2.6 67.8 65.2 82.8 85.0: 17.2 15.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 95: 28 27 15 29 29 64 65:
Old : 95: 28 27 15 29 29 64 65:
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 : 40.5 32.4 57.8 51.8 29.9 26.4 40.0 38.1
Old : 40.5 32.4 57.8 51.8 29.9 26.4 40.0 38.1
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, June 13, 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 : 226,641: 71,237 10,367 13,687 70,932 158,004 155,856 182,058: 70,785 44,583
Old : 226,641: 71,237 10,367 13,687 70,932 158,004 155,856 182,058: 70,785 44,583
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 6, 2006 :
: -33,696: -25,113 -2,919 -19,058 14,590 -6,585 -29,582 -28,563: -4,114 -5,133
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.4 4.6 6.0 31.3 69.7 68.8 80.3: 31.2 19.7
Old : 100.0: 31.4 4.6 6.0 31.3 69.7 68.8 80.3: 31.2 19.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 115: 50 24 28 28 34 88 76:
Old : 115: 50 24 28 28 34 88 76:
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 : 20.1 36.2 31.1 54.1 14.1 35.8 23.2 49.2
Old : 20.1 36.2 31.1 54.1 14.1 35.8 23.2 49.2
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, June 13, 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 : 22,546: 7,030 4,717 33 13,997 16,553 21,060 21,303: 1,486 1,243
Old : 22,546: 7,030 4,717 33 13,997 16,553 21,060 21,303: 1,486 1,243
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 6, 2006 :
: 9,371: 120 -35 33 8,871 9,563 9,024 9,561: 347 -190
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.2 20.9 0.1 62.1 73.4 93.4 94.5: 6.6 5.5
Old : 100.0: 31.2 20.9 0.1 62.1 73.4 93.4 94.5: 6.6 5.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 2 3 1 12 12 15 15:
Old : 22: 2 3 1 12 12 15 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 : 74.2 71.6 87.0 90.6 40.7 43.9 47.3 49.9
Old : 74.2 71.6 87.0 90.6 40.7 43.9 47.3 49.9
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, June 13, 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 : 64,710: 20,960 2,951 485 39,641 56,703 61,086 60,139: 3,624 4,571
Old : 64,710: 20,960 2,951 485 39,641 56,703 61,086 60,139: 3,624 4,571
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 6, 2006 :
: 4,584: -1,479 990 0 6,899 3,230 5,420 4,220: -836 364
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.4 4.6 0.7 61.3 87.6 94.4 92.9: 5.6 7.1
Old : 100.0: 32.4 4.6 0.7 61.3 87.6 94.4 92.9: 5.6 7.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 5 3 1 11 7 17 10:
Old : 22: 5 3 1 11 7 17 10:
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 : 55.2 82.7 77.6 91.6 55.2 80.9 75.4 87.8
Old : 55.2 82.7 77.6 91.6 55.2 80.9 75.4 87.8
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, June 13, 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 :19,797,348: 900,003 1,171,215 7,811,630 9,829,553 9,139,812 18,541,187 18,122,657: 1,256,161 1,674,691
Old :19,797,348: 900,003 1,171,215 7,811,630 9,829,553 9,139,812 18,541,187 18,122,657: 1,256,161 1,674,691
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 6, 2006 :
: 385,862: -43,203 40,077 269,283 153,284 129,393 379,363 438,753: 6,499 -52,891
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.5 5.9 39.5 49.7 46.2 93.7 91.5: 6.3 8.5
Old : 100.0: 4.5 5.9 39.5 49.7 46.2 93.7 91.5: 6.3 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 : 334: 79 75 123 156 165 294 309:
Old : 334: 79 75 123 156 165 294 309:
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 : 30.5 20.8 41.4 28.0 18.4 5.2 21.3 8.6
Old : 30.5 20.8 41.4 28.0 18.4 5.2 21.3 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, June 13, 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 : 1,013,641: 90,749 77,511 132,423 573,412 597,357 796,584 807,291: 217,057 206,350
Old : 1,013,641: 90,749 77,511 132,423 573,412 597,357 796,584 807,291: 217,057 206,350
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 6, 2006 :
: 194,206: 1,607 5,854 57,465 100,858 44,458 159,930 107,777: 34,276 86,429
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.0 7.6 13.1 56.6 58.9 78.6 79.6: 21.4 20.4
Old : 100.0: 9.0 7.6 13.1 56.6 58.9 78.6 79.6: 21.4 20.4
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 : 223: 62 48 72 96 74 191 161:
Old : 223: 62 48 72 96 74 191 161:
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 : 17.7 23.6 24.6 32.8 12.6 16.6 17.6 23.9
Old : 17.7 23.6 24.6 32.8 12.6 16.6 17.6 23.9
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, June 13, 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 : 2,152,246: 238,440 488,562 195,248 1,147,316 1,296,481 1,581,004 1,980,291: 571,242 171,955
Old : 2,152,246: 238,440 488,562 195,248 1,147,316 1,296,481 1,581,004 1,980,291: 571,242 171,955
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 6, 2006 :
: 505,827: 8,153 1,654 116,883 19,514 362,695 144,550 481,232: 361,277 24,595
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.1 22.7 9.1 53.3 60.2 73.5 92.0: 26.5 8.0
Old : 100.0: 11.1 22.7 9.1 53.3 60.2 73.5 92.0: 26.5 8.0
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 : 259: 57 81 69 94 93 189 205:
Old : 259: 57 81 69 94 93 189 205:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.6 25.1 26.0 36.4 11.7 18.6 18.9 28.6
Old : 16.6 25.1 26.0 36.4 11.7 18.6 18.9 28.6
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, June 13, 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 : 12,717: 1,979 705 396 6,226 10,414 8,601 11,515: 4,116 1,202
Old : 12,717: 1,979 705 396 6,226 10,414 8,601 11,515: 4,116 1,202
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 6, 2006 :
: 1,867: 419 0 371 766 1,700 1,556 2,071: 311 -204
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.6 5.5 3.1 49.0 81.9 67.6 90.5: 32.4 9.5
Old : 100.0: 15.6 5.5 3.1 49.0 81.9 67.6 90.5: 32.4 9.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 4 1 2 12 13 17 15:
Old : 26: 4 1 2 12 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 : 31.4 38.2 50.1 65.5 31.1 36.5 46.6 60.9
Old : 31.4 38.2 50.1 65.5 31.1 36.5 46.6 60.9
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, June 13, 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 : 70,537: 9,318 21,521 1,917 52,578 39,658 63,813 63,096: 6,724 7,441
Old : 70,537: 9,318 21,521 1,917 52,578 39,658 63,813 63,096: 6,724 7,441
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 6, 2006 :
: 21,217: 930 3,454 1,792 17,854 11,420 20,576 16,666: 641 4,551
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.2 30.5 2.7 74.5 56.2 90.5 89.5: 9.5 10.5
Old : 100.0: 13.2 30.5 2.7 74.5 56.2 90.5 89.5: 9.5 10.5
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 : 60: 8 13 3 31 24 42 37:
Old : 60: 8 13 3 31 24 42 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 : 31.7 32.1 55.4 53.5 28.8 26.1 43.2 39.6
Old : 31.7 32.1 55.4 53.5 28.8 26.1 43.2 39.6
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, June 13, 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 : 83,122: 8,451 13,958 2,865 47,271 51,370 58,587 68,193: 24,535 14,929
Old : 83,122: 8,451 13,958 2,865 47,271 51,370 58,587 68,193: 24,535 14,929
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 6, 2006 :
: 6,107: -1,652 -2,887 1,268 884 -44 500 -1,663: 5,607 7,769
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.2 16.8 3.4 56.9 61.8 70.5 82.0: 29.5 18.0
Old : 100.0: 10.2 16.8 3.4 56.9 61.8 70.5 82.0: 29.5 18.0
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 : 95: 16 22 6 41 36 60 61:
Old : 95: 16 22 6 41 36 60 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 : 32.5 30.6 42.4 43.2 29.4 30.6 36.9 40.8
Old : 32.5 30.6 42.4 43.2 29.4 30.6 36.9 40.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 13, 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 : 607,238: 126,740 249,876 15,713 407,884 249,928 550,337 515,518: 56,901 91,720
Old : 607,238: 126,740 249,876 15,713 407,884 249,928 550,337 515,518: 56,901 91,720
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 6, 2006 :
: 138,610: 18,654 33,386 7,647 79,458 68,328 105,759 109,361: 32,851 29,249
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.9 41.1 2.6 67.2 41.2 90.6 84.9: 9.4 15.1
Old : 100.0: 20.9 41.1 2.6 67.2 41.2 90.6 84.9: 9.4 15.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 231: 58 96 38 57 53 136 169:
Old : 231: 58 96 38 57 53 136 169:
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 : 39.1 23.2 55.5 35.2 33.1 21.4 47.9 31.0
Old : 39.1 23.2 55.5 35.2 33.1 21.4 47.9 31.0
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, June 13, 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 : 81,860: 23,419 11,350 198 37,012 61,109 60,629 72,657: 21,232 9,203
Old : 81,860: 23,419 11,350 198 37,012 61,109 60,629 72,657: 21,232 9,203
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 6, 2006 :
: 7,256: -716 984 64 12,331 7,842 11,679 8,891: -4,423 -1,634
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.6 13.9 0.2 45.2 74.7 74.1 88.8: 25.9 11.2
Old : 100.0: 28.6 13.9 0.2 45.2 74.7 74.1 88.8: 25.9 11.2
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 : 42: 15 4 2 12 19 29 23:
Old : 42: 15 4 2 12 19 29 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.3 48.0 52.3 69.1 32.0 48.0 43.5 61.0
Old : 36.3 48.0 52.3 69.1 32.0 48.0 43.5 61.0
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, June 13, 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 : 61,558: 5,427 7,210 2,096 40,146 42,199 47,669 51,506: 13,889 10,052
Old : 61,558: 5,427 7,210 2,096 40,146 42,199 47,669 51,506: 13,889 10,052
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 6, 2006 :
: 11,428: -322 1,115 1,707 5,023 4,981 6,408 7,803: 5,020 3,625
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.8 11.7 3.4 65.2 68.6 77.4 83.7: 22.6 16.3
Old : 100.0: 8.8 11.7 3.4 65.2 68.6 77.4 83.7: 22.6 16.3
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 : 66: 5 17 7 30 30 41 48:
Old : 66: 5 17 7 30 30 41 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 : 44.9 37.1 58.5 50.7 41.4 32.6 49.5 45.2
Old : 44.9 37.1 58.5 50.7 41.4 32.6 49.5 45.2
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, June 13, 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 : 646,106: 89,410 127,925 61,173 447,987 383,974 598,570 573,072: 47,536 73,034
Old : 646,106: 89,410 127,925 61,173 447,987 383,974 598,570 573,072: 47,536 73,034
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 6, 2006 :
: 168,602: 16,118 15,127 54,847 70,293 65,052 141,259 135,027: 27,344 33,575
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.8 19.8 9.5 69.3 59.4 92.6 88.7: 7.4 11.3
Old : 100.0: 13.8 19.8 9.5 69.3 59.4 92.6 88.7: 7.4 11.3
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 : 188: 43 69 37 50 56 108 148:
Old : 188: 43 69 37 50 56 108 148:
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 : 53.5 24.7 68.6 40.0 42.7 18.5 53.6 29.3
Old : 53.5 24.7 68.6 40.0 42.7 18.5 53.6 29.3
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, June 13, 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 : 42,368: 10,828 17,986 1,594 18,467 16,439 30,890 36,020: 11,478 6,348
Old : 42,368: 10,828 17,986 1,594 18,467 16,439 30,890 36,020: 11,478 6,348
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 6, 2006 :
: -21,922: -4,641 173 -1,997 -13,706 -16,024 -20,343 -17,848: -1,579 -4,075
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.6 42.5 3.8 43.6 38.8 72.9 85.0: 27.1 15.0
Old : 100.0: 25.6 42.5 3.8 43.6 38.8 72.9 85.0: 27.1 15.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 73: 20 24 7 14 18 37 46:
Old : 73: 20 24 7 14 18 37 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 : 34.7 33.8 47.9 47.2 34.6 32.3 47.9 45.7
Old : 34.7 33.8 47.9 47.2 34.6 32.3 47.9 45.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 13, 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 : 36,395: 14,259 4,459 38 14,588 14,914 28,885 19,411: 7,510 16,984
Old : 36,395: 14,259 4,459 38 14,588 14,914 28,885 19,411: 7,510 16,984
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 6, 2006 :
: -14,726: 5,700 -3,274 -3,667 -16,250 -5,280 -14,217 -12,221: -509 -2,505
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.2 12.3 0.1 40.1 41.0 79.4 53.3: 20.6 46.7
Old : 100.0: 39.2 12.3 0.1 40.1 41.0 79.4 53.3: 20.6 46.7
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 : 53: 18 10 1 14 12 32 23:
Old : 53: 18 10 1 14 12 32 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.8 29.0 47.6 38.4 30.5 29.0 45.3 38.1
Old : 32.8 29.0 47.6 38.4 30.5 29.0 45.3 38.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GOLDMAN-SACHS COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 13, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (GSCI X $250) :
: : :
All : 22,364: 4,507 510 127 14,677 20,428 19,311 21,065: 3,053 1,299
Old : 22,364: 4,507 510 127 14,677 20,428 19,311 21,065: 3,053 1,299
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 6, 2006 :
: 590: -1,422 130 97 -5 -185 -1,330 42: 1,920 548
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.2 2.3 0.6 65.6 91.3 86.3 94.2: 13.7 5.8
Old : 100.0: 20.2 2.3 0.6 65.6 91.3 86.3 94.2: 13.7 5.8
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 : 23: 11 2 2 8 4 19 8:
Old : 23: 11 2 2 8 4 19 8:
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 : 64.2 93.2 76.6 94.2 63.8 93.1 76.0 93.5
Old : 64.2 93.2 76.6 94.2 63.8 93.1 76.0 93.5
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, June 13, 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 : 50,734: 6,801 5,369 2,747 16,601 33,690 26,149 41,806: 24,585 8,928
Old : 50,734: 6,801 5,369 2,747 16,601 33,690 26,149 41,806: 24,585 8,928
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 6, 2006 :
: 2,857: 600 475 260 -1,240 848 -380 1,583: 3,237 1,274
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.4 10.6 5.4 32.7 66.4 51.5 82.4: 48.5 17.6
Old : 100.0: 13.4 10.6 5.4 32.7 66.4 51.5 82.4: 48.5 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 : 63: 10 13 4 25 36 37 52:
Old : 63: 10 13 4 25 36 37 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 : 23.2 22.3 32.1 40.4 11.2 17.6 15.3 31.4
Old : 23.2 22.3 32.1 40.4 11.2 17.6 15.3 31.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 16, 2006