BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 20, 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 : 4,388: 0 14 71 3,969 4,179 4,040 4,264: 348 124
Old : 4,388: 0 14 71 3,969 4,179 4,040 4,264: 348 124
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 13, 2006 :
: 99: 0 2 -2 37 69 35 69: 64 30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.3 1.6 90.5 95.2 92.1 97.2: 7.9 2.8
Old : 100.0: 0.0 0.3 1.6 90.5 95.2 92.1 97.2: 7.9 2.8
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 : 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 : 66.8 66.7 85.0 84.0 65.1 64.7 81.7 80.7
Old : 66.8 66.7 85.0 84.0 65.1 64.7 81.7 80.7
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 20, 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 : 38,322: 712 2,361 3,857 29,469 18,382 34,038 24,600: 4,284 13,722
Old : 38,322: 712 2,361 3,857 29,469 18,382 34,038 24,600: 4,284 13,722
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 13, 2006 :
: 926: -195 487 -117 1,903 905 1,590 1,274: -664 -348
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.9 6.2 10.1 76.9 48.0 88.8 64.2: 11.2 35.8
Old : 100.0: 1.9 6.2 10.1 76.9 48.0 88.8 64.2: 11.2 35.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 45: 4 10 7 24 18 33 30:
Old : 45: 4 10 7 24 18 33 30:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.1 30.8 68.4 43.4 51.0 29.7 66.3 38.1
Old : 51.1 30.8 68.4 43.4 51.0 29.7 66.3 38.1
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 20, 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 : 167,064: 32,401 12,934 35,207 79,240 78,671 146,848 126,812: 20,216 40,252
Old : 142,992: 27,702 21,365 25,209 74,573 65,060 127,484 111,634: 15,507 31,358
Other: 24,072: 13,549 419 1,148 4,667 13,611 19,364 15,178: 4,709 8,894
: : :
: : Changes in Commitments from: June 13, 2006 :
: 229: 2,253 -4,352 -5,549 2,107 11,150 -1,189 1,249: 1,418 -1,020
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.4 7.7 21.1 47.4 47.1 87.9 75.9: 12.1 24.1
Old : 100.0: 19.4 14.9 17.6 52.2 45.5 89.2 78.1: 10.8 21.9
Other: 100.0: 56.3 1.7 4.8 19.4 56.5 80.4 63.1: 19.6 36.9
: : :
:# Traders : Number of Traders in Each Category :
All : 203: 72 55 68 39 44 157 139:
Old : 200: 64 69 62 32 43 143 137:
Other: 86: 32 11 13 23 33 59 54:
:----------------------------------------------------------------------------------------------------
: 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 : 29.4 26.4 40.8 34.3 29.4 25.4 38.8 31.1
Old : 34.4 28.4 45.4 37.4 34.4 27.6 44.9 34.6
Other: 36.1 26.5 50.5 37.5 34.4 22.7 46.6 32.2
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE Code-056641
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 20, 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 : 1,758: 570 259 65 418 526 1,053 850: 705 908
Old : 1,758: 570 259 65 418 526 1,053 850: 705 908
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 13, 2006 :
: -188: 178 -224 -181 -148 135 -151 -269: -37 81
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.4 14.7 3.7 23.8 29.9 59.9 48.3: 40.1 51.7
Old : 100.0: 32.4 14.7 3.7 23.8 29.9 59.9 48.3: 40.1 51.7
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: 11 4 2 4 8 16 13:
Old : 25: 11 4 2 4 8 16 13:
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 26.7 44.5 39.1 28.5 26.7 41.5 38.7
Old : 31.5 26.7 44.5 39.1 28.5 26.7 41.5 38.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 20, 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 : 257,008: 55,610 17,125 57,517 120,086 125,169 233,214 199,811: 23,794 57,197
Old : 257,008: 55,610 17,125 57,517 120,086 125,169 233,214 199,811: 23,794 57,197
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 13, 2006 :
: -17,016: -4,168 -9,200 -4,702 -371 4,862 -9,240 -9,040: -7,776 -7,976
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.6 6.7 22.4 46.7 48.7 90.7 77.7: 9.3 22.3
Old : 100.0: 21.6 6.7 22.4 46.7 48.7 90.7 77.7: 9.3 22.3
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 : 290: 84 42 62 95 150 208 230:
Old : 290: 84 42 62 95 150 208 230:
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 : 21.9 12.2 35.8 21.7 19.7 9.7 29.1 14.7
Old : 21.9 12.2 35.8 21.7 19.7 9.7 29.1 14.7
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 20, 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 : 6,027: 2,284 1,951 671 1,348 1,205 4,303 3,827: 1,724 2,200
Old : 6,027: 2,284 1,951 671 1,348 1,205 4,303 3,827: 1,724 2,200
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 13, 2006 :
: -68: -16 -135 -61 -25 47 -102 -149: 34 81
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.9 32.4 11.1 22.4 20.0 71.4 63.5: 28.6 36.5
Old : 100.0: 37.9 32.4 11.1 22.4 20.0 71.4 63.5: 28.6 36.5
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 : 64: 15 24 13 19 20 43 51:
Old : 64: 15 24 13 19 20 43 51:
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 : 31.2 14.9 43.5 24.7 31.2 14.9 39.6 22.1
Old : 31.2 14.9 43.5 24.7 31.2 14.9 39.6 22.1
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 20, 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 : 30,185: 10,958 2,426 5,024 8,858 8,586 24,839 16,036: 5,346 14,150
Old : 30,185: 10,958 2,426 5,024 8,858 8,586 24,839 16,036: 5,346 14,150
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 13, 2006 :
: -338: 78 -858 387 126 1,116 590 644: -928 -982
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.3 8.0 16.6 29.3 28.4 82.3 53.1: 17.7 46.9
Old : 100.0: 36.3 8.0 16.6 29.3 28.4 82.3 53.1: 17.7 46.9
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 : 150: 49 17 23 43 62 104 94:
Old : 150: 49 17 23 43 62 104 94:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.0 10.6 28.6 17.0 16.2 7.4 24.9 12.4
Old : 19.0 10.6 28.6 17.0 16.2 7.4 24.9 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 20, 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 : 134,567: 37,806 13,782 7,106 53,806 95,841 98,717 116,728: 35,850 17,839
Old : 134,567: 37,806 13,782 7,106 53,806 95,841 98,717 116,728: 35,850 17,839
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 13, 2006 :
: -5,301: -8,891 -224 -116 6,712 -2,055 -2,295 -2,395: -3,006 -2,906
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.1 10.2 5.3 40.0 71.2 73.4 86.7: 26.6 13.3
Old : 100.0: 28.1 10.2 5.3 40.0 71.2 73.4 86.7: 26.6 13.3
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 : 83: 28 17 9 27 27 60 48:
Old : 83: 28 17 9 27 27 60 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 : 21.4 37.4 32.6 54.1 16.6 30.7 24.8 43.6
Old : 21.4 37.4 32.6 54.1 16.6 30.7 24.8 43.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 20, 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 : 57,878: 20,297 25,769 47 24,895 19,561 45,239 45,377: 12,640 12,501
Old : 57,878: 20,297 25,769 47 24,895 19,561 45,239 45,377: 12,640 12,501
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 13, 2006 :
: -65,318: -847 1,711 -314 -61,272 -66,125 -62,433 -64,728: -2,885 -590
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.1 44.5 0.1 43.0 33.8 78.2 78.4: 21.8 21.6
Old : 100.0: 35.1 44.5 0.1 43.0 33.8 78.2 78.4: 21.8 21.6
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 : 36: 16 11 2 5 5 21 18:
Old : 36: 16 11 2 5 5 21 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 : 47.1 51.0 62.4 67.2 47.1 50.8 62.4 67.0
Old : 47.1 51.0 62.4 67.2 47.1 50.8 62.4 67.0
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 20, 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 : 77,914: 7,765 36,831 165 67,422 36,275 75,352 73,271: 2,563 4,643
Old : 77,914: 7,765 36,831 165 67,422 36,275 75,352 73,271: 2,563 4,643
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 13, 2006 :
: -25,243: -2,323 489 -1,640 -21,244 -23,833 -25,207 -24,984: -36 -259
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.0 47.3 0.2 86.5 46.6 96.7 94.0: 3.3 6.0
Old : 100.0: 10.0 47.3 0.2 86.5 46.6 96.7 94.0: 3.3 6.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 78: 12 41 1 19 12 31 54:
Old : 78: 12 41 1 19 12 31 54:
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 : 59.1 56.8 74.4 72.8 57.7 55.4 73.0 70.6
Old : 59.1 56.8 74.4 72.8 57.7 55.4 73.0 70.6
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, June 20, 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 : 81,751: 28,812 5,370 808 27,183 61,708 56,802 67,885: 24,948 13,865
Old : 81,751: 28,812 5,370 808 27,183 61,708 56,802 67,885: 24,948 13,865
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 13, 2006 :
: -47,335: -5,409 -6,510 -241 -37,075 -36,939 -42,724 -43,690: -4,611 -3,645
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.2 6.6 1.0 33.3 75.5 69.5 83.0: 30.5 17.0
Old : 100.0: 35.2 6.6 1.0 33.3 75.5 69.5 83.0: 30.5 17.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 49: 19 7 6 10 19 32 29:
Old : 49: 19 7 6 10 19 32 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 : 41.4 38.7 53.0 62.0 41.4 38.6 52.9 61.6
Old : 41.4 38.7 53.0 62.0 41.4 38.6 52.9 61.6
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 20, 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 : 210,140: 21,543 48,625 6,447 145,369 123,391 173,359 178,463: 36,781 31,678
Old : 210,140: 21,543 48,625 6,447 145,369 123,391 173,359 178,463: 36,781 31,678
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 13, 2006 :
: -82,227: -14,973 -1,855 -1,086 -52,724 -67,102 -68,783 -70,043: -13,444 -12,184
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.3 23.1 3.1 69.2 58.7 82.5 84.9: 17.5 15.1
Old : 100.0: 10.3 23.1 3.1 69.2 58.7 82.5 84.9: 17.5 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 : 86: 25 27 12 25 23 56 57:
Old : 86: 25 27 12 25 23 56 57:
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 : 48.7 39.4 61.0 55.3 36.2 28.4 41.1 37.0
Old : 48.7 39.4 61.0 55.3 36.2 28.4 41.1 37.0
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 20, 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 : 156,362: 64,845 12,900 13,370 23,890 99,653 102,105 125,923: 54,257 30,440
Old : 156,362: 64,845 12,900 13,370 23,890 99,653 102,105 125,923: 54,257 30,440
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 13, 2006 :
: -70,278: -6,392 2,533 -317 -47,042 -58,351 -53,751 -56,135: -16,528 -14,143
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.5 8.2 8.6 15.3 63.7 65.3 80.5: 34.7 19.5
Old : 100.0: 41.5 8.2 8.6 15.3 63.7 65.3 80.5: 34.7 19.5
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 : 118: 54 25 32 25 29 91 74:
Old : 118: 54 25 32 25 29 91 74:
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 42.5 26.7 52.8 16.7 40.7 24.0 50.4
Old : 18.1 42.5 26.7 52.8 16.7 40.7 24.0 50.4
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 20, 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 : 47,711: 18,505 1,609 0 23,431 41,245 41,936 42,854: 5,775 4,857
Old : 47,711: 18,505 1,609 0 23,431 41,245 41,936 42,854: 5,775 4,857
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 13, 2006 :
: -16,999: -2,455 -1,342 -485 -16,210 -15,458 -19,150 -17,285: 2,151 286
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.8 3.4 0.0 49.1 86.4 87.9 89.8: 12.1 10.2
Old : 100.0: 38.8 3.4 0.0 49.1 86.4 87.9 89.8: 12.1 10.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 4 2 0 10 10 14 12:
Old : 22: 4 2 0 10 10 14 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.1 72.4 75.1 83.9 54.4 70.8 72.1 81.5
Old : 57.1 72.4 75.1 83.9 54.4 70.8 72.1 81.5
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, June 20, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $1,000,000 FACE VALUE) :
: : :
All :17,991,316: 645,797 1,257,732 7,309,767 8,840,938 7,821,350 16,796,502 16,388,849: 1,194,814 1,602,467
Old :17,991,316: 645,797 1,257,732 7,309,767 8,840,938 7,821,350 16,796,502 16,388,849: 1,194,814 1,602,467
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 13, 2006 :
:-1,806,032: -254,206 86,517 -501,863 -988,615 -1,318,462 -1,744,685 -1,733,808: -61,347 -72,224
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.6 7.0 40.6 49.1 43.5 93.4 91.1: 6.6 8.9
Old : 100.0: 3.6 7.0 40.6 49.1 43.5 93.4 91.1: 6.6 8.9
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 : 317: 75 74 120 145 154 278 296:
Old : 317: 75 74 120 145 154 278 296:
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 21.4 44.1 28.9 20.4 4.6 22.7 8.2
Old : 32.3 21.4 44.1 28.9 20.4 4.6 22.7 8.2
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 20, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 500 INDEX X $250.00) :
: : :
All : 731,918: 87,261 72,299 61,107 430,314 458,326 578,682 591,731: 153,236 140,186
Old : 731,918: 87,261 72,299 61,107 430,314 458,326 578,682 591,731: 153,236 140,186
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 13, 2006 :
: -281,724: -3,488 -5,212 -71,316 -143,098 -139,031 -217,902 -215,559: -63,821 -66,164
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.9 9.9 8.3 58.8 62.6 79.1 80.8: 20.9 19.2
Old : 100.0: 11.9 9.9 8.3 58.8 62.6 79.1 80.8: 20.9 19.2
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 : 218: 62 45 65 86 64 179 143:
Old : 218: 62 45 65 86 64 179 143:
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 : 17.8 24.8 25.3 35.6 17.6 23.8 24.4 33.9
Old : 17.8 24.8 25.3 35.6 17.6 23.8 24.4 33.9
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 20, 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 : 1,349,820: 192,303 383,499 47,612 696,775 776,587 936,691 1,207,698: 413,130 142,122
Old : 1,349,820: 192,303 383,499 47,612 696,775 776,587 936,691 1,207,698: 413,130 142,122
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 13, 2006 :
: -802,425: -46,136 -105,063 -147,636 -450,541 -519,894 -644,313 -772,593: -158,112 -29,832
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.2 28.4 3.5 51.6 57.5 69.4 89.5: 30.6 10.5
Old : 100.0: 14.2 28.4 3.5 51.6 57.5 69.4 89.5: 30.6 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 : 224: 48 69 44 75 75 149 162:
Old : 224: 48 69 44 75 75 149 162:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.8 24.9 29.9 36.4 16.9 22.9 24.3 32.2
Old : 19.8 24.9 29.9 36.4 16.9 22.9 24.3 32.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 20, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 400 INDEX X $100) :
: : :
All : 57,751: 7,949 24,971 0 44,704 27,228 52,653 52,199: 5,098 5,552
Old : 57,751: 7,949 24,971 0 44,704 27,228 52,653 52,199: 5,098 5,552
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 13, 2006 :
: -12,786: -1,369 3,450 -1,917 -7,874 -12,430 -11,160 -10,897: -1,626 -1,889
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.8 43.2 0.0 77.4 47.1 91.2 90.4: 8.8 9.6
Old : 100.0: 13.8 43.2 0.0 77.4 47.1 91.2 90.4: 8.8 9.6
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 : 56: 7 14 0 21 20 28 34:
Old : 56: 7 14 0 21 20 28 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 : 44.6 45.1 67.0 64.3 42.9 45.1 65.3 62.7
Old : 44.6 45.1 67.0 64.3 42.9 45.1 65.3 62.7
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 20, 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 : 50,864: 8,783 15,000 24 36,427 27,237 45,234 42,261: 5,630 8,603
Old : 50,864: 8,783 15,000 24 36,427 27,237 45,234 42,261: 5,630 8,603
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 13, 2006 :
: -32,258: 332 1,042 -2,841 -10,844 -24,133 -13,353 -25,932: -18,905 -6,326
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.3 29.5 0.0 71.6 53.5 88.9 83.1: 11.1 16.9
Old : 100.0: 17.3 29.5 0.0 71.6 53.5 88.9 83.1: 11.1 16.9
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 : 81: 15 19 1 29 27 45 46:
Old : 81: 15 19 1 29 27 45 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 : 46.3 24.3 60.5 40.0 43.4 24.2 57.6 39.4
Old : 46.3 24.3 60.5 40.0 43.4 24.2 57.6 39.4
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 20, 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 : 334,523: 70,054 170,449 3,981 220,749 135,088 294,785 309,519: 39,738 25,004
Old : 334,523: 70,054 170,449 3,981 220,749 135,088 294,785 309,519: 39,738 25,004
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 13, 2006 :
: -272,715: -56,686 -79,427 -11,732 -187,135 -114,840 -255,553 -205,999: -17,162 -66,716
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.9 51.0 1.2 66.0 40.4 88.1 92.5: 11.9 7.5
Old : 100.0: 20.9 51.0 1.2 66.0 40.4 88.1 92.5: 11.9 7.5
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 : 201: 44 90 11 38 44 89 138:
Old : 201: 44 90 11 38 44 89 138:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.5 30.0 63.3 40.3 50.4 30.0 59.1 39.6
Old : 52.5 30.0 63.3 40.3 50.4 30.0 59.1 39.6
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 20, 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 : 38,389: 11,870 14,240 43 10,406 15,936 22,319 30,220: 16,070 8,169
Old : 38,389: 11,870 14,240 43 10,406 15,936 22,319 30,220: 16,070 8,169
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 13, 2006 :
: -43,471: -11,549 2,890 -155 -26,606 -45,173 -38,309 -42,437: -5,162 -1,034
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.9 37.1 0.1 27.1 41.5 58.1 78.7: 41.9 21.3
Old : 100.0: 30.9 37.1 0.1 27.1 41.5 58.1 78.7: 41.9 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 : 37: 13 5 1 11 11 25 16:
Old : 37: 13 5 1 11 11 25 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.8 50.0 38.1 64.1 24.8 50.0 36.3 62.8
Old : 24.8 50.0 38.1 64.1 24.8 50.0 36.3 62.8
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 20, 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 : 32,615: 5,975 6,715 10 22,550 18,819 28,535 25,544: 4,080 7,071
Old : 32,615: 5,975 6,715 10 22,550 18,819 28,535 25,544: 4,080 7,071
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 13, 2006 :
: -28,943: 548 -495 -2,087 -17,595 -23,380 -19,134 -25,962: -9,809 -2,981
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.3 20.6 0.0 69.1 57.7 87.5 78.3: 12.5 21.7
Old : 100.0: 18.3 20.6 0.0 69.1 57.7 87.5 78.3: 12.5 21.7
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 : 58: 3 16 2 24 25 29 41:
Old : 58: 3 16 2 24 25 29 41:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.2 19.1 64.4 33.4 45.4 17.2 55.3 28.7
Old : 54.2 19.1 64.4 33.4 45.4 17.2 55.3 28.7
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 20, 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 : 422,954: 133,301 129,232 3,514 265,534 275,446 402,350 408,192: 20,604 14,762
Old : 422,954: 133,301 129,232 3,514 265,534 275,446 402,350 408,192: 20,604 14,762
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 13, 2006 :
: -223,152: 43,891 1,307 -57,658 -182,453 -108,529 -196,220 -164,880: -26,932 -58,272
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.5 30.6 0.8 62.8 65.1 95.1 96.5: 4.9 3.5
Old : 100.0: 31.5 30.6 0.8 62.8 65.1 95.1 96.5: 4.9 3.5
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 : 175: 32 71 19 42 48 80 132:
Old : 175: 32 71 19 42 48 80 132:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.2 28.4 75.0 45.8 59.5 28.4 70.2 44.0
Old : 60.2 28.4 75.0 45.8 59.5 28.4 70.2 44.0
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 20, 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 : 39,509: 10,096 15,409 693 18,443 17,064 29,232 33,166: 10,277 6,343
Old : 39,509: 10,096 15,409 693 18,443 17,064 29,232 33,166: 10,277 6,343
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 13, 2006 :
: -2,859: -732 -2,577 -901 -24 625 -1,658 -2,854: -1,200 -5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.6 39.0 1.8 46.7 43.2 74.0 83.9: 26.0 16.1
Old : 100.0: 25.6 39.0 1.8 46.7 43.2 74.0 83.9: 26.0 16.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 72: 17 24 6 16 18 35 46:
Old : 72: 17 24 6 16 18 35 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 : 36.4 33.7 51.1 48.3 36.3 32.9 51.1 47.6
Old : 36.4 33.7 51.1 48.3 36.3 32.9 51.1 47.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 20, 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 : 36,075: 12,660 2,722 43 16,343 16,969 29,046 19,734: 7,029 16,341
Old : 36,075: 12,660 2,722 43 16,343 16,969 29,046 19,734: 7,029 16,341
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 13, 2006 :
: -320: -1,599 -1,737 5 1,755 2,055 161 323: -481 -643
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.1 7.5 0.1 45.3 47.0 80.5 54.7: 19.5 45.3
Old : 100.0: 35.1 7.5 0.1 45.3 47.0 80.5 54.7: 19.5 45.3
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 : 53: 18 7 1 17 12 35 20:
Old : 53: 18 7 1 17 12 35 20:
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 : 33.8 33.2 48.8 43.2 31.3 33.2 46.3 42.5
Old : 33.8 33.2 48.8 43.2 31.3 33.2 46.3 42.5
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 20, 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 : 32,635: 6,946 4,309 1,310 13,446 21,057 21,702 26,676: 10,933 5,959
Old : 32,635: 6,946 4,309 1,310 13,446 21,057 21,702 26,676: 10,933 5,959
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 13, 2006 :
: -18,099: 145 -1,060 -1,437 -3,155 -12,633 -4,447 -15,130: -13,652 -2,969
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.3 13.2 4.0 41.2 64.5 66.5 81.7: 33.5 18.3
Old : 100.0: 21.3 13.2 4.0 41.2 64.5 66.5 81.7: 33.5 18.3
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 : 51: 6 12 3 20 29 27 43:
Old : 51: 6 12 3 20 29 27 43:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.8 28.6 50.3 45.7 26.0 22.1 31.7 34.3
Old : 36.8 28.6 50.3 45.7 26.0 22.1 31.7 34.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 23, 2006