BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 3, 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 : 4,991: 0 23 83 3,536 3,722 3,619 3,828: 1,372 1,163
Old : 4,991: 0 23 83 3,536 3,722 3,619 3,828: 1,372 1,163
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 27, 2006 :
: 425: 0 -9 9 -482 -497 -473 -497: 898 922
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.5 1.7 70.8 74.6 72.5 76.7: 27.5 23.3
Old : 100.0: 0.0 0.5 1.7 70.8 74.6 72.5 76.7: 27.5 23.3
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 : 20: 0 1 1 10 12 11 13:
Old : 20: 0 1 1 10 12 11 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 : 57.3 53.4 69.6 67.5 57.3 53.4 67.7 66.2
Old : 57.3 53.4 69.6 67.5 57.3 53.4 67.7 66.2
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, July 3, 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 : 35,412: 623 2,816 3,271 27,019 16,981 30,913 23,067: 4,499 12,345
Old : 35,412: 623 2,816 3,271 27,019 16,981 30,913 23,067: 4,499 12,345
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 27, 2006 :
: -3,667: -49 -231 -464 -3,396 -1,644 -3,909 -2,339: 242 -1,329
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.8 8.0 9.2 76.3 48.0 87.3 65.1: 12.7 34.9
Old : 100.0: 1.8 8.0 9.2 76.3 48.0 87.3 65.1: 12.7 34.9
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 : 48: 3 13 9 25 19 36 33:
Old : 48: 3 13 9 25 19 36 33:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.0 31.0 66.9 43.1 49.9 30.0 65.3 38.1
Old : 50.0 31.0 66.9 43.1 49.9 30.0 65.3 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, July 3, 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 : 172,219: 36,082 11,340 35,202 80,987 85,817 152,270 132,359: 19,948 39,860
Old : 142,147: 30,485 21,467 23,170 74,001 68,187 127,656 112,824: 14,491 29,323
Other: 30,071: 16,230 506 1,399 6,986 17,630 24,614 19,534: 5,457 10,537
: : :
: : Changes in Commitments from: June 27, 2006 :
: 262: 170 -547 -1,176 670 1,645 -336 -78: 598 339
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.0 6.6 20.4 47.0 49.8 88.4 76.9: 11.6 23.1
Old : 100.0: 21.4 15.1 16.3 52.1 48.0 89.8 79.4: 10.2 20.6
Other: 100.0: 54.0 1.7 4.7 23.2 58.6 81.9 65.0: 18.1 35.0
: : :
:# Traders : Number of Traders in Each Category :
All : 194: 72 44 68 39 44 158 129:
Old : 191: 63 56 61 35 43 145 128:
Other: 82: 33 7 15 20 33 59 51:
:----------------------------------------------------------------------------------------------------
: 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 : 29.0 29.0 40.0 37.1 29.0 26.2 38.2 32.1
Old : 35.2 31.9 46.1 40.7 35.2 29.7 45.7 36.7
Other: 36.1 29.5 53.0 39.9 31.8 23.0 46.4 32.3
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE Code-056641
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 3, 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 : 1,862: 698 394 187 202 572 1,087 1,153: 775 709
Old : 1,802: 698 366 183 202 572 1,083 1,121: 719 681
Other: 60: 0 28 4 0 0 4 32: 56 28
: : :
: : Changes in Commitments from: June 27, 2006 :
: -103: -38 -96 133 -150 -32 -55 4: -47 -107
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.5 21.2 10.0 10.8 30.7 58.4 61.9: 41.6 38.1
Old : 100.0: 38.7 20.3 10.2 11.2 31.7 60.1 62.2: 39.9 37.8
Other: 100.0: 0.0 46.4 6.8 0.0 0.0 6.8 53.2: 93.2 46.8
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 12 9 5 3 7 18 18:
Old : 29: 12 9 5 3 7 18 18:
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 : 23.3 24.8 39.1 41.9 22.1 24.0 36.2 38.5
Old : 24.1 25.6 40.4 43.2 22.8 24.8 37.5 39.7
Other: 6.8 53.2 6.8 53.2 0.0 46.4 0.0 46.4
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 3, 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 : 267,968: 63,303 9,337 65,484 115,829 131,175 244,616 205,996: 23,352 61,972
Old : 267,968: 63,303 9,337 65,484 115,829 131,175 244,616 205,996: 23,352 61,972
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 27, 2006 :
: -2,233: 5,461 -3,536 -2,954 -4,143 1,596 -1,637 -4,895: -596 2,662
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.6 3.5 24.4 43.2 49.0 91.3 76.9: 8.7 23.1
Old : 100.0: 23.6 3.5 24.4 43.2 49.0 91.3 76.9: 8.7 23.1
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 : 308: 92 39 75 98 152 234 236:
Old : 308: 92 39 75 98 152 234 236:
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 : 19.3 11.9 32.2 20.0 19.3 9.1 27.6 14.0
Old : 19.3 11.9 32.2 20.0 19.3 9.1 27.6 14.0
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, July 3, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 110,000 BOARD FEET) :
: : :
All : 5,299: 2,635 2,495 367 865 631 3,867 3,493: 1,432 1,806
Old : 5,299: 2,635 2,495 367 865 631 3,867 3,493: 1,432 1,806
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 27, 2006 :
: -461: 151 413 -225 -132 -424 -205 -236: -256 -226
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.7 47.1 6.9 16.3 11.9 73.0 65.9: 27.0 34.1
Old : 100.0: 49.7 47.1 6.9 16.3 11.9 73.0 65.9: 27.0 34.1
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 : 51: 16 20 7 11 12 31 36:
Old : 51: 16 20 7 11 12 31 36:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.8 22.7 51.6 35.4 38.8 22.7 49.4 35.4
Old : 38.8 22.7 51.6 35.4 38.8 22.7 49.4 35.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 3, 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 : 34,576: 13,389 2,570 6,743 8,878 9,476 29,010 18,789: 5,565 15,787
Old : 34,576: 13,389 2,570 6,743 8,878 9,476 29,010 18,789: 5,565 15,787
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 27, 2006 :
: 2,159: 1,170 81 910 -251 385 1,829 1,376: 330 783
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.7 7.4 19.5 25.7 27.4 83.9 54.3: 16.1 45.7
Old : 100.0: 38.7 7.4 19.5 25.7 27.4 83.9 54.3: 16.1 45.7
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 : 155: 52 21 27 42 60 109 99:
Old : 155: 52 21 27 42 60 109 99:
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 : 15.8 9.9 26.4 16.3 13.0 6.0 21.9 10.5
Old : 15.8 9.9 26.4 16.3 13.0 6.0 21.9 10.5
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, July 3, 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 : 106,765: 43,200 7,593 6,491 18,895 74,203 68,586 88,287: 38,179 18,477
Old : 106,765: 43,200 7,593 6,491 18,895 74,203 68,586 88,287: 38,179 18,477
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 27, 2006 :
: 4,236: 3,805 -1,057 -112 17 4,452 3,710 3,282: 526 954
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.5 7.1 6.1 17.7 69.5 64.2 82.7: 35.8 17.3
Old : 100.0: 40.5 7.1 6.1 17.7 69.5 64.2 82.7: 35.8 17.3
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 : 72: 27 13 6 19 23 49 39:
Old : 72: 27 13 6 19 23 49 39:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.9 38.3 35.7 55.6 24.8 38.1 34.7 54.8
Old : 24.9 38.3 35.7 55.6 24.8 38.1 34.7 54.8
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, July 3, 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 : 59,261: 21,315 25,641 17 26,070 20,703 47,402 46,361: 11,859 12,900
Old : 59,261: 21,315 25,641 17 26,070 20,703 47,402 46,361: 11,859 12,900
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 27, 2006 :
: -4,662: 6,803 -4,757 -28 -10,595 1,138 -3,821 -3,647: -841 -1,015
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.0 43.3 0.0 44.0 34.9 80.0 78.2: 20.0 21.8
Old : 100.0: 36.0 43.3 0.0 44.0 34.9 80.0 78.2: 20.0 21.8
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 : 40: 16 12 1 5 8 21 21:
Old : 40: 16 12 1 5 8 21 21:
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 : 46.4 48.6 63.1 64.8 46.4 48.2 63.0 64.4
Old : 46.4 48.6 63.1 64.8 46.4 48.2 63.0 64.4
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, July 3, 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 : 85,114: 10,965 22,612 180 70,457 57,773 81,602 80,565: 3,512 4,549
Old : 85,114: 10,965 22,612 180 70,457 57,773 81,602 80,565: 3,512 4,549
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 27, 2006 :
: -3,187: 2,048 -14,140 0 -5,844 11,627 -3,796 -2,513: 608 -675
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.9 26.6 0.2 82.8 67.9 95.9 94.7: 4.1 5.3
Old : 100.0: 12.9 26.6 0.2 82.8 67.9 95.9 94.7: 4.1 5.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 72: 15 30 1 19 14 35 44:
Old : 72: 15 30 1 19 14 35 44:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.9 62.7 74.8 78.2 59.6 61.4 73.5 76.2
Old : 60.9 62.7 74.8 78.2 59.6 61.4 73.5 76.2
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, July 3, 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 : 81,952: 21,998 10,166 1,060 35,031 55,888 58,090 67,114: 23,862 14,838
Old : 81,952: 21,998 10,166 1,060 35,031 55,888 58,090 67,114: 23,862 14,838
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 27, 2006 :
: 194: 4,205 -916 219 -3,810 1,596 613 898: -419 -704
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.8 12.4 1.3 42.7 68.2 70.9 81.9: 29.1 18.1
Old : 100.0: 26.8 12.4 1.3 42.7 68.2 70.9 81.9: 29.1 18.1
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 : 53: 17 9 5 16 17 36 28:
Old : 53: 17 9 5 16 17 36 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.9 36.9 49.4 58.5 34.9 36.8 45.9 56.0
Old : 34.9 36.9 49.4 58.5 34.9 36.8 45.9 56.0
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, July 3, 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 : 219,635: 23,561 51,902 7,652 150,911 129,009 182,124 188,563: 37,511 31,072
Old : 219,635: 23,561 51,902 7,652 150,911 129,009 182,124 188,563: 37,511 31,072
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 27, 2006 :
: -4,289: 1,318 -10,897 283 -6,420 9,596 -4,819 -1,017: 529 -3,272
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.7 23.6 3.5 68.7 58.7 82.9 85.9: 17.1 14.1
Old : 100.0: 10.7 23.6 3.5 68.7 58.7 82.9 85.9: 17.1 14.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 101: 29 35 14 26 23 63 65:
Old : 101: 29 35 14 26 23 63 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 : 47.9 37.9 59.7 55.5 35.9 29.3 41.1 36.5
Old : 47.9 37.9 59.7 55.5 35.9 29.3 41.1 36.5
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, July 3, 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 : 193,017: 87,857 17,499 16,805 28,357 121,473 133,018 155,777: 59,998 37,239
Old : 193,017: 87,857 17,499 16,805 28,357 121,473 133,018 155,777: 59,998 37,239
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 27, 2006 :
: 17,810: 10,213 4,321 1,675 3,146 8,226 15,033 14,222: 2,777 3,588
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.5 9.1 8.7 14.7 62.9 68.9 80.7: 31.1 19.3
Old : 100.0: 45.5 9.1 8.7 14.7 62.9 68.9 80.7: 31.1 19.3
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 : 130: 64 29 36 23 31 102 81:
Old : 130: 64 29 36 23 31 102 81:
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 : 20.6 36.3 29.6 50.9 19.3 35.3 25.6 49.1
Old : 20.6 36.3 29.6 50.9 19.3 35.3 25.6 49.1
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, July 3, 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 : 64,726: 24,170 1,799 0 36,224 56,911 60,394 58,710: 4,332 6,016
Old : 64,726: 24,170 1,799 0 36,224 56,911 60,394 58,710: 4,332 6,016
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 27, 2006 :
: 10,219: 2,922 -2,405 0 8,685 12,969 11,607 10,564: -1,388 -345
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.3 2.8 0.0 56.0 87.9 93.3 90.7: 6.7 9.3
Old : 100.0: 37.3 2.8 0.0 56.0 87.9 93.3 90.7: 6.7 9.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 5 2 0 13 15 18 17:
Old : 29: 5 2 0 13 15 18 17:
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 : 58.2 63.5 76.5 78.9 57.2 63.2 74.3 77.8
Old : 58.2 63.5 76.5 78.9 57.2 63.2 74.3 77.8
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, July 3, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $1,000,000 FACE VALUE) :
: : :
All :18,852,979: 557,761 1,225,636 7,565,430 9,494,410 8,395,522 17,617,601 17,186,588: 1,235,379 1,666,392
Old :18,852,979: 557,761 1,225,636 7,565,430 9,494,410 8,395,522 17,617,601 17,186,588: 1,235,379 1,666,392
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 27, 2006 :
: 1,931: -122,609 -104,683 -76,236 150,992 55,580 -47,853 -125,340: 49,784 127,271
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.0 6.5 40.1 50.4 44.5 93.4 91.2: 6.6 8.8
Old : 100.0: 3.0 6.5 40.1 50.4 44.5 93.4 91.2: 6.6 8.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 325: 72 75 120 149 164 283 305:
Old : 325: 72 75 120 149 164 283 305:
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 21.1 42.8 29.3 18.6 4.5 21.0 7.8
Old : 32.3 21.1 42.8 29.3 18.6 4.5 21.0 7.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 3, 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 : 715,157: 93,445 65,097 48,869 426,184 464,887 568,498 578,853: 146,659 136,304
Old : 715,157: 93,445 65,097 48,869 426,184 464,887 568,498 578,853: 146,659 136,304
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 27, 2006 :
: -22,702: 3,041 -10,228 -11,496 -7,103 -363 -15,558 -22,087: -7,144 -615
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.1 9.1 6.8 59.6 65.0 79.5 80.9: 20.5 19.1
Old : 100.0: 13.1 9.1 6.8 59.6 65.0 79.5 80.9: 20.5 19.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 230: 60 57 68 87 67 189 150:
Old : 230: 60 57 68 87 67 189 150:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.2 26.0 25.2 36.8 18.0 25.8 24.9 35.5
Old : 18.2 26.0 25.2 36.8 18.0 25.8 24.9 35.5
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, July 3, 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 : 1,405,684: 227,091 313,659 56,631 744,837 898,019 1,028,559 1,268,310: 377,125 137,374
Old : 1,405,684: 227,091 313,659 56,631 744,837 898,019 1,028,559 1,268,310: 377,125 137,374
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 27, 2006 :
: 41,821: 17,796 -78,491 1,820 34,380 122,848 53,997 46,177: -12,176 -4,356
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.2 22.3 4.0 53.0 63.9 73.2 90.2: 26.8 9.8
Old : 100.0: 16.2 22.3 4.0 53.0 63.9 73.2 90.2: 26.8 9.8
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 : 233: 52 69 53 82 74 168 162:
Old : 233: 52 69 53 82 74 168 162:
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 : 18.9 24.8 28.6 36.9 15.4 22.0 23.7 32.7
Old : 18.9 24.8 28.6 36.9 15.4 22.0 23.7 32.7
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, July 3, 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 : 62,943: 8,439 28,640 0 49,031 28,841 57,470 57,481: 5,473 5,462
Old : 62,943: 8,439 28,640 0 49,031 28,841 57,470 57,481: 5,473 5,462
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 27, 2006 :
: -644: 1,034 -1,910 0 -2,484 1,309 -1,450 -601: 806 -43
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.4 45.5 0.0 77.9 45.8 91.3 91.3: 8.7 8.7
Old : 100.0: 13.4 45.5 0.0 77.9 45.8 91.3 91.3: 8.7 8.7
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 : 62: 7 14 0 28 20 35 34:
Old : 62: 7 14 0 28 20 35 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 : 45.0 50.3 64.9 67.6 43.0 50.3 62.9 67.0
Old : 45.0 50.3 64.9 67.6 43.0 50.3 62.9 67.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 3, 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 : 52,193: 7,719 12,085 38 37,247 25,135 45,004 37,258: 7,188 14,935
Old : 52,193: 7,719 12,085 38 37,247 25,135 45,004 37,258: 7,188 14,935
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 27, 2006 :
: 348: -311 -2,145 -4 859 -2,516 544 -4,665: -196 5,013
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.8 23.2 0.1 71.4 48.2 86.2 71.4: 13.8 28.6
Old : 100.0: 14.8 23.2 0.1 71.4 48.2 86.2 71.4: 13.8 28.6
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 : 81: 14 19 1 32 24 47 43:
Old : 81: 14 19 1 32 24 47 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 : 44.1 24.0 57.9 39.3 43.1 23.7 56.9 38.5
Old : 44.1 24.0 57.9 39.3 43.1 23.7 56.9 38.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 3, 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 : 329,418: 60,240 131,823 4,333 201,198 175,872 265,770 312,028: 63,648 17,390
Old : 329,418: 60,240 131,823 4,333 201,198 175,872 265,770 312,028: 63,648 17,390
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 27, 2006 :
: -26,892: -10,473 -50,531 2,229 -41,406 24,883 -49,650 -23,419: 22,758 -3,472
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.3 40.0 1.3 61.1 53.4 80.7 94.7: 19.3 5.3
Old : 100.0: 18.3 40.0 1.3 61.1 53.4 80.7 94.7: 19.3 5.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 189: 49 69 13 44 43 98 120:
Old : 189: 49 69 13 44 43 98 120:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.4 31.4 55.1 43.3 43.4 31.4 49.4 40.8
Old : 45.4 31.4 55.1 43.3 43.4 31.4 49.4 40.8
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, July 3, 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 : 46,479: 17,220 12,080 65 11,331 24,672 28,616 36,817: 17,863 9,662
Old : 46,479: 17,220 12,080 65 11,331 24,672 28,616 36,817: 17,863 9,662
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 27, 2006 :
: 3,656: 2,857 566 65 717 2,938 3,639 3,569: 17 87
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.0 26.0 0.1 24.4 53.1 61.6 79.2: 38.4 20.8
Old : 100.0: 37.0 26.0 0.1 24.4 53.1 61.6 79.2: 38.4 20.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 40: 14 6 1 11 12 25 19:
Old : 40: 14 6 1 11 12 25 19:
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 : 30.1 44.7 41.1 60.8 27.3 44.7 38.3 60.6
Old : 30.1 44.7 41.1 60.8 27.3 44.7 38.3 60.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE Code-239741
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 3, 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 : 33,590: 5,733 6,536 9 23,762 20,629 29,504 27,174: 4,087 6,417
Old : 33,590: 5,733 6,536 9 23,762 20,629 29,504 27,174: 4,087 6,417
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 27, 2006 :
: -428: -242 -507 -1 -245 296 -488 -211: 60 -217
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.1 19.5 0.0 70.7 61.4 87.8 80.9: 12.2 19.1
Old : 100.0: 17.1 19.5 0.0 70.7 61.4 87.8 80.9: 12.2 19.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 60: 2 16 2 24 28 28 44:
Old : 60: 2 16 2 24 28 28 44:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.4 18.4 67.1 31.8 51.5 16.2 59.9 28.2
Old : 57.4 18.4 67.1 31.8 51.5 16.2 59.9 28.2
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, July 3, 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 : 433,982: 122,752 112,174 4,446 287,933 299,922 415,131 416,542: 18,851 17,440
Old : 433,982: 122,752 112,174 4,446 287,933 299,922 415,131 416,542: 18,851 17,440
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 27, 2006 :
: 5,414: -3,426 -322 697 9,643 4,425 6,913 4,799: -1,499 615
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.3 25.8 1.0 66.3 69.1 95.7 96.0: 4.3 4.0
Old : 100.0: 28.3 25.8 1.0 66.3 69.1 95.7 96.0: 4.3 4.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 186: 20 87 29 41 58 83 152:
Old : 186: 20 87 29 41 58 83 152:
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 : 61.4 28.2 75.6 44.6 58.1 26.7 71.4 41.7
Old : 61.4 28.2 75.6 44.6 58.1 26.7 71.4 41.7
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, July 3, 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 : 38,869: 8,908 13,874 702 18,979 16,674 28,590 31,251: 10,279 7,618
Old : 38,869: 8,908 13,874 702 18,979 16,674 28,590 31,251: 10,279 7,618
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 27, 2006 :
: 881: -447 -632 0 46 436 -401 -196: 1,282 1,077
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.9 35.7 1.8 48.8 42.9 73.6 80.4: 26.4 19.6
Old : 100.0: 22.9 35.7 1.8 48.8 42.9 73.6 80.4: 26.4 19.6
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 : 65: 15 21 6 14 17 32 41:
Old : 65: 15 21 6 14 17 32 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 : 39.1 31.5 54.1 45.4 39.1 30.5 54.1 44.3
Old : 39.1 31.5 54.1 45.4 39.1 30.5 54.1 44.3
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, July 3, 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 : 36,550: 11,806 3,394 43 17,930 16,262 29,779 19,699: 6,771 16,851
Old : 36,550: 11,806 3,394 43 17,930 16,262 29,779 19,699: 6,771 16,851
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 27, 2006 :
: 741: -58 -534 -24 1,953 -556 1,871 -1,114: -1,130 1,855
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.3 9.3 0.1 49.1 44.5 81.5 53.9: 18.5 46.1
Old : 100.0: 32.3 9.3 0.1 49.1 44.5 81.5 53.9: 18.5 46.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 50: 17 7 1 17 10 34 18:
Old : 50: 17 7 1 17 10 34 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 : 30.9 34.6 45.2 43.5 28.1 34.3 42.4 42.4
Old : 30.9 34.6 45.2 43.5 28.1 34.3 42.4 42.4
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, July 3, 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 : 20,570: 4,858 738 93 14,898 19,312 19,849 20,143: 721 427
Old : 20,570: 4,858 738 93 14,898 19,312 19,849 20,143: 721 427
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 27, 2006 :
: 53: 0 0 0 -15 13 -15 13: 68 40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.6 3.6 0.5 72.4 93.9 96.5 97.9: 3.5 2.1
Old : 100.0: 23.6 3.6 0.5 72.4 93.9 96.5 97.9: 3.5 2.1
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 : 20: 8 2 1 7 3 15 6:
Old : 20: 8 2 1 7 3 15 6:
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 : 75.5 96.9 89.4 97.9 75.1 96.9 88.9 97.5
Old : 75.5 96.9 89.4 97.9 75.1 96.9 88.9 97.5
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, July 3, 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 : 35,460: 7,435 3,892 850 14,959 26,109 23,244 30,851: 12,216 4,609
Old : 35,460: 7,435 3,892 850 14,959 26,109 23,244 30,851: 12,216 4,609
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 27, 2006 :
: -546: 700 -250 -500 -1,683 2,572 -1,483 1,822: 937 -2,368
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.0 11.0 2.4 42.2 73.6 65.5 87.0: 34.5 13.0
Old : 100.0: 21.0 11.0 2.4 42.2 73.6 65.5 87.0: 34.5 13.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 51: 7 8 3 22 32 29 43:
Old : 51: 7 8 3 22 32 29 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 : 34.1 27.0 47.3 48.0 24.6 25.1 31.8 41.1
Old : 34.1 27.0 47.3 48.0 24.6 25.1 31.8 41.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 7, 2006