MILK - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 25, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 37,949: 826 5,200 3,328 28,644 17,731 32,797 26,258: 5,152 11,692
Old : 37,949: 826 5,200 3,328 28,644 17,731 32,797 26,258: 5,152 11,692
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 18, 2006 :
: 887: 35 905 111 402 293 549 1,309: 338 -423
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.2 13.7 8.8 75.5 46.7 86.4 69.2: 13.6 30.8
Old : 100.0: 2.2 13.7 8.8 75.5 46.7 86.4 69.2: 13.6 30.8
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 : 57: 5 20 12 26 19 41 41:
Old : 57: 5 20 12 26 19 41 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 : 50.8 31.3 66.1 43.6 50.8 29.2 64.7 38.1
Old : 50.8 31.3 66.1 43.6 50.8 29.2 64.7 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 25, 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 : 164,359: 29,792 17,002 36,219 78,921 72,119 144,932 125,340: 19,427 39,019
Old : 127,037: 24,570 30,050 19,771 69,662 50,579 114,003 100,401: 13,033 26,636
Other: 37,322: 19,684 1,414 1,986 9,259 21,540 30,929 24,940: 6,394 12,383
: : :
: : Changes in Commitments from: July 18, 2006 :
: 1,201: -1,955 3,692 2,106 1,218 -4,760 1,370 1,038: -169 163
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.1 10.3 22.0 48.0 43.9 88.2 76.3: 11.8 23.7
Old : 100.0: 19.3 23.7 15.6 54.8 39.8 89.7 79.0: 10.3 21.0
Other: 100.0: 52.7 3.8 5.3 24.8 57.7 82.9 66.8: 17.1 33.2
: : :
:# Traders : Number of Traders in Each Category :
All : 192: 51 66 65 38 47 142 141:
Old : 187: 45 76 53 33 46 122 139:
Other: 100: 39 14 18 21 36 69 60:
:----------------------------------------------------------------------------------------------------
: 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 : 31.0 22.4 42.1 30.5 31.0 21.0 40.9 27.3
Old : 39.9 24.4 52.1 33.0 39.9 24.0 52.1 31.3
Other: 31.6 28.5 47.0 38.7 27.7 22.4 41.1 30.9
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE Code-056641
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 25, 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 : 1,685: 912 360 89 10 380 1,011 829: 674 856
Old : 1,544: 912 402 26 10 380 948 808: 596 736
Other: 141: 42 0 21 0 0 63 21: 78 120
: : :
: : Changes in Commitments from: July 18, 2006 :
: -110: 26 -37 9 -98 -14 -63 -41: -47 -68
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.1 21.4 5.3 0.6 22.6 60.0 49.2: 40.0 50.8
Old : 100.0: 59.1 26.0 1.7 0.6 24.6 61.4 52.3: 38.6 47.7
Other: 100.0: 30.0 0.0 14.8 0.0 0.0 44.8 14.8: 55.2 85.2
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 14 6 4 1 4 19 10:
Old : 24: 14 6 3 1 4 18 10:
Other: 4: 3 0 2 0 0 4 2:
:----------------------------------------------------------------------------------------------------
: 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 25.5 43.2 44.2 31.2 22.9 43.0 38.6
Old : 34.0 27.8 46.9 47.2 34.0 27.1 46.9 44.8
Other: 44.8 14.8 44.8 14.8 30.0 0.0 30.0 0.0
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 25, 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 : 275,833: 53,234 12,808 72,939 121,904 128,504 248,077 214,251: 27,756 61,582
Old : 275,833: 53,234 12,808 72,939 121,904 128,504 248,077 214,251: 27,756 61,582
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 18, 2006 :
: 2,505: -3,289 1,466 1,678 1,978 304 367 3,448: 2,138 -942
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.3 4.6 26.4 44.2 46.6 89.9 77.7: 10.1 22.3
Old : 100.0: 19.3 4.6 26.4 44.2 46.6 89.9 77.7: 10.1 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 : 329: 95 41 95 102 155 253 263:
Old : 329: 95 41 95 102 155 253 263:
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 : 19.1 9.6 29.2 17.4 19.0 7.8 27.0 12.3
Old : 19.1 9.6 29.2 17.4 19.0 7.8 27.0 12.3
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 25, 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 : 5,792: 2,576 2,712 665 913 560 4,154 3,937: 1,638 1,855
Old : 5,792: 2,576 2,712 665 913 560 4,154 3,937: 1,638 1,855
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 18, 2006 :
: 261: -114 80 182 139 -10 207 251: 54 9
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.5 46.8 11.5 15.8 9.7 71.7 68.0: 28.3 32.0
Old : 100.0: 44.5 46.8 11.5 15.8 9.7 71.7 68.0: 28.3 32.0
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 : 56: 15 24 13 10 10 34 42:
Old : 56: 15 24 13 10 10 34 42:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.0 23.6 46.4 37.2 32.0 23.6 44.6 35.7
Old : 32.0 23.6 46.4 37.2 32.0 23.6 44.6 35.7
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 25, 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 : 36,285: 12,882 2,046 6,759 10,499 11,454 30,140 20,260: 6,145 16,025
Old : 36,285: 12,882 2,046 6,759 10,499 11,454 30,140 20,260: 6,145 16,025
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 18, 2006 :
: 175: 691 -498 -403 95 961 384 60: -209 114
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.5 5.6 18.6 28.9 31.6 83.1 55.8: 16.9 44.2
Old : 100.0: 35.5 5.6 18.6 28.9 31.6 83.1 55.8: 16.9 44.2
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 : 164: 55 19 31 49 67 118 110:
Old : 164: 55 19 31 49 67 118 110:
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 : 17.4 9.6 27.3 16.5 15.2 6.0 23.1 10.2
Old : 17.4 9.6 27.3 16.5 15.2 6.0 23.1 10.2
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 25, 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 : 104,708: 26,342 31,244 4,929 33,609 46,587 64,881 82,760: 39,828 21,948
Old : 104,708: 26,342 31,244 4,929 33,609 46,587 64,881 82,760: 39,828 21,948
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 18, 2006 :
: 8,856: 438 15,497 -387 6,561 -6,609 6,611 8,501: 2,244 355
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.2 29.8 4.7 32.1 44.5 62.0 79.0: 38.0 21.0
Old : 100.0: 25.2 29.8 4.7 32.1 44.5 62.0 79.0: 38.0 21.0
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 : 75: 20 21 9 23 20 47 46:
Old : 75: 20 21 9 23 20 47 46:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 15.9 34.7 29.1 45.8 15.6 34.0 27.5 44.6
Old : 15.9 34.7 29.1 45.8 15.6 34.0 27.5 44.6
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, July 25, 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 : 74,011: 16,617 37,580 96 45,151 17,788 61,864 55,464: 12,147 18,547
Old : 74,011: 16,617 37,580 96 45,151 17,788 61,864 55,464: 12,147 18,547
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 18, 2006 :
: 4,073: -1,504 4,047 95 4,624 -814 3,215 3,327: 858 746
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.5 50.8 0.1 61.0 24.0 83.6 74.9: 16.4 25.1
Old : 100.0: 22.5 50.8 0.1 61.0 24.0 83.6 74.9: 16.4 25.1
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 : 46: 12 21 3 10 6 23 29:
Old : 46: 12 21 3 10 6 23 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 : 57.2 35.1 70.2 50.6 57.0 34.9 70.0 50.5
Old : 57.2 35.1 70.2 50.6 57.0 34.9 70.0 50.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 25, 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 : 82,137: 16,625 8,556 155 60,713 70,446 77,493 79,157: 4,644 2,980
Old : 82,137: 16,625 8,556 155 60,713 70,446 77,493 79,157: 4,644 2,980
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 18, 2006 :
: 436: -384 -2,029 -61 698 2,870 253 780: 184 -343
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.2 10.4 0.2 73.9 85.8 94.3 96.4: 5.7 3.6
Old : 100.0: 20.2 10.4 0.2 73.9 85.8 94.3 96.4: 5.7 3.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 64: 25 12 1 14 20 40 32:
Old : 64: 25 12 1 14 20 40 32:
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 : 60.7 73.3 73.8 86.9 59.4 71.9 72.5 84.9
Old : 60.7 73.3 73.8 86.9 59.4 71.9 72.5 84.9
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 25, 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 : 104,318: 34,683 11,968 221 43,454 76,886 78,357 89,075: 25,961 15,244
Old : 104,318: 34,683 11,968 221 43,454 76,886 78,357 89,075: 25,961 15,244
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 18, 2006 :
: 13,870: 6,135 710 -105 7,488 14,220 13,518 14,824: 353 -954
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.2 11.5 0.2 41.7 73.7 75.1 85.4: 24.9 14.6
Old : 100.0: 33.2 11.5 0.2 41.7 73.7 75.1 85.4: 24.9 14.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 55: 18 9 3 15 22 35 32:
Old : 55: 18 9 3 15 22 35 32:
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 : 34.8 38.8 54.1 58.4 34.8 38.5 50.4 58.1
Old : 34.8 38.8 54.1 58.4 34.8 38.5 50.4 58.1
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 25, 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 : 259,161: 21,900 105,063 8,624 193,938 111,277 224,461 224,963: 34,699 34,198
Old : 259,161: 21,900 105,063 8,624 193,938 111,277 224,461 224,963: 34,699 34,198
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 18, 2006 :
: 5,436: -1,572 6,528 83 7,007 -733 5,518 5,878: -82 -443
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.5 40.5 3.3 74.8 42.9 86.6 86.8: 13.4 13.2
Old : 100.0: 8.5 40.5 3.3 74.8 42.9 86.6 86.8: 13.4 13.2
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 : 114: 25 49 14 33 21 67 75:
Old : 114: 25 49 14 33 21 67 75:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.6 31.0 56.8 47.7 33.9 22.6 43.1 33.4
Old : 41.6 31.0 56.8 47.7 33.9 22.6 43.1 33.4
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 25, 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 : 172,685: 65,556 15,700 15,254 36,315 106,472 117,124 137,427: 55,561 35,259
Old : 172,685: 65,556 15,700 15,254 36,315 106,472 117,124 137,427: 55,561 35,259
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 18, 2006 :
: -6,609: -493 -288 -34 869 -828 342 -1,149: -6,951 -5,460
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.0 9.1 8.8 21.0 61.7 67.8 79.6: 32.2 20.4
Old : 100.0: 38.0 9.1 8.8 21.0 61.7 67.8 79.6: 32.2 20.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 126: 56 27 31 30 34 100 78:
Old : 126: 56 27 31 30 34 100 78:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.2 36.0 29.8 49.4 20.1 34.9 25.4 45.1
Old : 21.2 36.0 29.8 49.4 20.1 34.9 25.4 45.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 25, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF NZ$ 100,000) :
: : :
All : 16,341: 9,103 3,658 0 5,799 11,495 14,902 15,153: 1,439 1,188
Old : 16,341: 9,103 3,658 0 5,799 11,495 14,902 15,153: 1,439 1,188
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 18, 2006 :
: 1,393: 1,899 22 0 -390 1,866 1,509 1,888: -116 -495
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.7 22.4 0.0 35.5 70.3 91.2 92.7: 8.8 7.3
Old : 100.0: 55.7 22.4 0.0 35.5 70.3 91.2 92.7: 8.8 7.3
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 : 21: 3 3 0 6 10 9 13:
Old : 21: 3 3 0 6 10 9 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 : 80.3 73.7 90.4 86.5 80.3 69.5 86.4 81.7
Old : 80.3 73.7 90.4 86.5 80.3 69.5 86.4 81.7
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 25, 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 : 41,651: 14,552 2,463 0 18,849 34,285 33,401 36,748: 8,250 4,903
Old : 41,651: 14,552 2,463 0 18,849 34,285 33,401 36,748: 8,250 4,903
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 18, 2006 :
: 2,432: -1,530 -130 0 1,202 2,333 -328 2,203: 2,760 229
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.9 5.9 0.0 45.3 82.3 80.2 88.2: 19.8 11.8
Old : 100.0: 34.9 5.9 0.0 45.3 82.3 80.2 88.2: 19.8 11.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 4 3 0 7 12 11 15:
Old : 23: 4 3 0 7 12 11 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.5 58.9 74.6 75.2 52.5 57.0 72.9 71.5
Old : 52.5 58.9 74.6 75.2 52.5 57.0 72.9 71.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 25, 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 :18,463,842: 487,408 884,509 7,014,029 9,626,277 8,864,168 17,127,715 16,762,706: 1,336,128 1,701,136
Old :18,463,842: 487,408 884,509 7,014,029 9,626,277 8,864,168 17,127,715 16,762,706: 1,336,128 1,701,136
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 18, 2006 :
: 83,578: 12,754 -173,072 213 -54,719 98,312 -41,752 -74,546: 125,329 158,124
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.6 4.8 38.0 52.1 48.0 92.8 90.8: 7.2 9.2
Old : 100.0: 2.6 4.8 38.0 52.1 48.0 92.8 90.8: 7.2 9.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 316: 58 84 117 149 160 280 294:
Old : 316: 58 84 117 149 160 280 294:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.7 19.5 41.8 27.7 18.7 5.0 21.2 8.4
Old : 31.7 19.5 41.8 27.7 18.7 5.0 21.2 8.4
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 25, 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 : 708,291: 88,385 64,396 48,586 409,683 466,530 546,654 579,511: 161,637 128,780
Old : 708,291: 88,385 64,396 48,586 409,683 466,530 546,654 579,511: 161,637 128,780
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 18, 2006 :
: -67,622: -5,524 -14,172 -37,095 -19,787 -11,427 -62,407 -62,694: -5,215 -4,927
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.5 9.1 6.9 57.8 65.9 77.2 81.8: 22.8 18.2
Old : 100.0: 12.5 9.1 6.9 57.8 65.9 77.2 81.8: 22.8 18.2
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 : 212: 56 51 60 81 63 174 137:
Old : 212: 56 51 60 81 63 174 137:
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 27.3 25.2 38.3 17.9 27.0 24.9 36.9
Old : 18.1 27.3 25.2 38.3 17.9 27.0 24.9 36.9
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, July 25, 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 : 1,434,853: 191,457 358,751 52,105 852,524 889,546 1,096,087 1,300,402: 338,767 134,451
Old : 1,434,853: 191,457 358,751 52,105 852,524 889,546 1,096,087 1,300,402: 338,767 134,451
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 18, 2006 :
: -65,516: 2,988 -38,603 -27,773 -20,798 -6,168 -45,583 -72,544: -19,932 7,028
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.3 25.0 3.6 59.4 62.0 76.4 90.6: 23.6 9.4
Old : 100.0: 13.3 25.0 3.6 59.4 62.0 76.4 90.6: 23.6 9.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 240: 54 76 47 83 71 169 162:
Old : 240: 54 76 47 83 71 169 162:
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 : 23.5 23.2 36.0 36.8 19.6 21.5 28.7 31.6
Old : 23.5 23.2 36.0 36.8 19.6 21.5 28.7 31.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-338741
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 25, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 400 INDEX X $500) :
: : :
All : 9,435: 1,339 705 0 4,260 7,279 5,599 7,984: 3,836 1,451
Old : 9,435: 1,339 705 0 4,260 7,279 5,599 7,984: 3,836 1,451
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 18, 2006 :
: 121: -42 0 0 -5 4 -47 4: 168 117
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.2 7.5 0.0 45.2 77.1 59.3 84.6: 40.7 15.4
Old : 100.0: 14.2 7.5 0.0 45.2 77.1 59.3 84.6: 40.7 15.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 3 1 0 8 11 11 12:
Old : 21: 3 1 0 8 11 11 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 : 38.0 46.3 53.9 73.9 38.0 42.7 52.8 70.2
Old : 38.0 46.3 53.9 73.9 38.0 42.7 52.8 70.2
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, July 25, 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 : 67,533: 9,059 29,868 0 53,247 30,194 62,306 60,062: 5,227 7,471
Old : 67,533: 9,059 29,868 0 53,247 30,194 62,306 60,062: 5,227 7,471
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 18, 2006 :
: 3,025: -348 1,321 -18 3,482 -46 3,116 1,257: -91 1,768
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.4 44.2 0.0 78.8 44.7 92.3 88.9: 7.7 11.1
Old : 100.0: 13.4 44.2 0.0 78.8 44.7 92.3 88.9: 7.7 11.1
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 : 64: 7 14 0 27 23 34 37:
Old : 64: 7 14 0 27 23 34 37:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.2 47.2 64.8 62.5 41.6 47.2 63.2 61.5
Old : 43.2 47.2 64.8 62.5 41.6 47.2 63.2 61.5
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 25, 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 : 56,810: 10,533 15,630 43 36,785 30,397 47,361 46,070: 9,450 10,741
Old : 56,810: 10,533 15,630 43 36,785 30,397 47,361 46,070: 9,450 10,741
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 18, 2006 :
: 1,731: 355 975 16 1,050 -392 1,421 599: 310 1,132
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.5 27.5 0.1 64.8 53.5 83.4 81.1: 16.6 18.9
Old : 100.0: 18.5 27.5 0.1 64.8 53.5 83.4 81.1: 16.6 18.9
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 : 83: 16 23 1 28 24 45 47:
Old : 83: 16 23 1 28 24 45 47:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.4 24.6 57.6 42.0 42.4 24.3 55.6 40.8
Old : 43.4 24.6 57.6 42.0 42.4 24.3 55.6 40.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 25, 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 : 423,300: 83,433 184,457 9,015 293,074 206,415 385,522 399,887: 37,778 23,413
Old : 423,300: 83,433 184,457 9,015 293,074 206,415 385,522 399,887: 37,778 23,413
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 18, 2006 :
: -8,610: -5,926 -5,916 -2,613 -1,978 -612 -10,517 -9,141: 1,907 530
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.7 43.6 2.1 69.2 48.8 91.1 94.5: 8.9 5.5
Old : 100.0: 19.7 43.6 2.1 69.2 48.8 91.1 94.5: 8.9 5.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 236: 59 91 14 61 43 127 141:
Old : 236: 59 91 14 61 43 127 141:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.7 22.8 59.4 36.6 43.5 22.8 52.6 34.8
Old : 47.7 22.8 59.4 36.6 43.5 22.8 52.6 34.8
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 25, 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 : 62,937: 37,046 3,637 126 3,560 50,202 40,732 53,964: 22,206 8,973
Old : 62,937: 37,046 3,637 126 3,560 50,202 40,732 53,964: 22,206 8,973
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 18, 2006 :
: 7,750: 6,432 1,229 27 -625 5,512 5,834 6,768: 1,917 982
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.9 5.8 0.2 5.7 79.8 64.7 85.7: 35.3 14.3
Old : 100.0: 58.9 5.8 0.2 5.7 79.8 64.7 85.7: 35.3 14.3
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 : 49: 23 4 1 7 18 31 22:
Old : 49: 23 4 1 7 18 31 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.6 45.1 40.6 64.3 26.6 45.1 40.6 63.5
Old : 26.6 45.1 40.6 64.3 26.6 45.1 40.6 63.5
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 25, 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 : 38,731: 5,733 6,497 7 29,678 25,942 35,418 32,445: 3,313 6,285
Old : 38,731: 5,733 6,497 7 29,678 25,942 35,418 32,445: 3,313 6,285
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 18, 2006 :
: 1,930: 0 -50 -0 2,657 2,114 2,657 2,064: -727 -134
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.8 16.8 0.0 76.6 67.0 91.4 83.8: 8.6 16.2
Old : 100.0: 14.8 16.8 0.0 76.6 67.0 91.4 83.8: 8.6 16.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 61: 2 16 1 27 26 30 42:
Old : 61: 2 16 1 27 26 30 42:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.5 26.9 70.0 41.3 49.0 20.9 58.4 32.6
Old : 56.5 26.9 70.0 41.3 49.0 20.9 58.4 32.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-239742
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 25, 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 : 453,375: 120,952 97,955 4,832 308,055 333,708 433,838 436,495: 19,536 16,880
Old : 453,375: 120,952 97,955 4,832 308,055 333,708 433,838 436,495: 19,536 16,880
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 18, 2006 :
: 11,317: 1,232 -4,281 -420 11,365 13,699 12,177 8,997: -860 2,320
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.7 21.6 1.1 67.9 73.6 95.7 96.3: 4.3 3.7
Old : 100.0: 26.7 21.6 1.1 67.9 73.6 95.7 96.3: 4.3 3.7
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 : 181: 28 73 26 44 59 84 146:
Old : 181: 28 73 26 44 59 84 146:
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 29.3 73.9 47.6 56.2 28.0 67.0 41.7
Old : 60.9 29.3 73.9 47.6 56.2 28.0 67.0 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 25, 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 : 40,965: 8,957 14,379 699 19,657 18,905 29,313 33,983: 11,652 6,982
Old : 40,965: 8,957 14,379 699 19,657 18,905 29,313 33,983: 11,652 6,982
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 18, 2006 :
: -317: -494 1,613 -395 1,616 -1,194 727 23: -1,044 -340
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.9 35.1 1.7 48.0 46.1 71.6 83.0: 28.4 17.0
Old : 100.0: 21.9 35.1 1.7 48.0 46.1 71.6 83.0: 28.4 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 : 72: 17 22 5 17 20 35 46:
Old : 72: 17 22 5 17 20 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 : 33.9 36.1 47.3 50.1 33.9 33.8 47.3 47.8
Old : 33.9 36.1 47.3 50.1 33.9 33.8 47.3 47.8
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 25, 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 : 39,814: 6,865 2,909 37 25,133 16,777 32,035 19,723: 7,779 20,091
Old : 39,814: 6,865 2,909 37 25,133 16,777 32,035 19,723: 7,779 20,091
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 18, 2006 :
: 2,714: -1,031 -876 37 4,125 1,783 3,131 944: -417 1,770
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.2 7.3 0.1 63.1 42.1 80.5 49.5: 19.5 50.5
Old : 100.0: 17.2 7.3 0.1 63.1 42.1 80.5 49.5: 19.5 50.5
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 : 50: 12 7 1 20 13 32 21:
Old : 50: 12 7 1 20 13 32 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 : 34.8 30.0 50.0 38.7 30.9 28.9 46.1 36.2
Old : 34.8 30.0 50.0 38.7 30.9 28.9 46.1 36.2
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 25, 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 : 39,782: 4,285 4,712 1,961 20,516 27,609 26,762 34,282: 13,020 5,500
Old : 39,782: 4,285 4,712 1,961 20,516 27,609 26,762 34,282: 13,020 5,500
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 18, 2006 :
: -1,899: -600 274 -619 623 -1,914 -596 -2,259: -1,303 360
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.8 11.8 4.9 51.6 69.4 67.3 86.2: 32.7 13.8
Old : 100.0: 10.8 11.8 4.9 51.6 69.4 67.3 86.2: 32.7 13.8
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 : 55: 7 10 4 25 31 33 44:
Old : 55: 7 10 4 25 31 33 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 : 35.6 30.9 47.1 50.5 26.0 28.4 31.5 42.4
Old : 35.6 30.9 47.1 50.5 26.0 28.4 31.5 42.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 28, 2006