MILK - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders - Futures Only, August 1, 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 : 32,267: 948 4,391 1,474 25,785 16,744 28,207 22,609: 4,060 9,658
Old : 32,267: 948 4,391 1,474 25,785 16,744 28,207 22,609: 4,060 9,658
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 25, 2006 :
: 340: -73 433 53 775 146 755 632: -415 -292
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.9 13.6 4.6 79.9 51.9 87.4 70.1: 12.6 29.9
Old : 100.0: 2.9 13.6 4.6 79.9 51.9 87.4 70.1: 12.6 29.9
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 : 58: 5 20 11 26 20 39 43:
Old : 58: 5 20 11 26 20 39 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 : 49.6 36.3 66.0 47.2 49.6 34.8 65.8 44.1
Old : 49.6 36.3 66.0 47.2 49.6 34.8 65.8 44.1
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 - Futures Only, August 1, 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 : 161,543: 32,215 20,633 32,588 78,189 70,369 142,992 123,590: 18,551 37,953
Old : 118,959: 24,901 35,381 12,824 69,853 46,815 107,578 95,020: 11,381 23,939
Other: 42,584: 24,781 2,719 2,297 8,336 23,554 35,414 28,570: 7,170 14,014
: : :
: : Changes in Commitments from: July 25, 2006 :
: 4,103: 2,430 1,486 1,158 655 296 4,243 2,940: -140 1,163
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.9 12.8 20.2 48.4 43.6 88.5 76.5: 11.5 23.5
Old : 100.0: 20.9 29.7 10.8 58.7 39.4 90.4 79.9: 9.6 20.1
Other: 100.0: 58.2 6.4 5.4 19.6 55.3 83.2 67.1: 16.8 32.9
: : :
:# Traders : Number of Traders in Each Category :
All : 194: 52 65 66 34 45 139 142:
Old : 187: 43 76 42 29 43 107 137:
Other: 108: 41 20 21 19 36 71 69:
:----------------------------------------------------------------------------------------------------
: 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 : 31.9 22.8 43.4 31.4 31.9 21.7 42.3 28.1
Old : 43.0 25.8 56.3 36.2 43.0 25.2 56.3 33.0
Other: 30.3 26.7 47.1 36.6 26.9 20.7 40.0 29.4
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders - Futures Only, August 1, 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 : 233,026: 45,687 19,139 49,321 112,522 107,432 207,530 175,892: 25,496 57,134
Old : 233,026: 45,687 19,139 49,321 112,522 107,432 207,530 175,892: 25,496 57,134
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 25, 2006 :
: -1,551: -2,231 -2,412 653 -639 -1,870 -2,217 -3,629: 666 2,078
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.6 8.2 21.2 48.3 46.1 89.1 75.5: 10.9 24.5
Old : 100.0: 19.6 8.2 21.2 48.3 46.1 89.1 75.5: 10.9 24.5
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 : 311: 69 46 94 87 145 221 256:
Old : 311: 69 46 94 87 145 221 256:
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 : 22.9 8.9 33.7 16.2 22.9 8.3 33.3 14.1
Old : 22.9 8.9 33.7 16.2 22.9 8.3 33.3 14.1
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 - Futures Only, August 1, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 110,000 BOARD FEET) :
: : :
All : 6,733: 2,723 2,766 991 1,196 918 4,910 4,675: 1,823 2,058
Old : 6,733: 2,723 2,766 991 1,196 918 4,910 4,675: 1,823 2,058
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 25, 2006 :
: 1,287: 145 57 501 314 444 960 1,002: 327 285
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.4 41.1 14.7 17.8 13.6 72.9 69.4: 27.1 30.6
Old : 100.0: 40.4 41.1 14.7 17.8 13.6 72.9 69.4: 27.1 30.6
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 : 67: 20 26 18 16 13 45 53:
Old : 67: 20 26 18 16 13 45 53:
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 : 29.5 21.0 42.1 34.0 29.4 19.9 39.7 29.2
Old : 29.5 21.0 42.1 34.0 29.4 19.9 39.7 29.2
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 - Futures Only, August 1, 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 : 31,673: 12,755 4,477 3,385 9,686 9,675 25,826 17,537: 5,847 14,136
Old : 31,673: 12,755 4,477 3,385 9,686 9,675 25,826 17,537: 5,847 14,136
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 25, 2006 :
: 729: -157 248 441 95 -110 379 579: 350 150
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.3 14.1 10.7 30.6 30.5 81.5 55.4: 18.5 44.6
Old : 100.0: 40.3 14.1 10.7 30.6 30.5 81.5 55.4: 18.5 44.6
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 : 156: 40 24 30 39 62 101 105:
Old : 156: 40 24 30 39 62 101 105:
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 : 21.0 10.8 31.3 17.7 18.5 9.9 28.5 14.9
Old : 21.0 10.8 31.3 17.7 18.5 9.9 28.5 14.9
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 - Futures Only, August 1, 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 : 86,048: 18,809 26,225 1,135 31,501 40,698 51,445 68,058: 34,603 17,990
Old : 86,048: 18,809 26,225 1,135 31,501 40,698 51,445 68,058: 34,603 17,990
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 25, 2006 :
: -5,915: -4,804 -2,807 -522 80 -1,253 -5,246 -4,582: -669 -1,333
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.9 30.5 1.3 36.6 47.3 59.8 79.1: 40.2 20.9
Old : 100.0: 21.9 30.5 1.3 36.6 47.3 59.8 79.1: 40.2 20.9
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 : 69: 16 20 2 24 17 42 37:
Old : 69: 16 20 2 24 17 42 37:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.0 39.9 28.8 52.9 17.2 38.7 28.0 51.7
Old : 18.0 39.9 28.8 52.9 17.2 38.7 28.0 51.7
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 - Futures Only, August 1, 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 : 65,105: 17,487 26,881 0 35,522 21,491 53,009 48,372: 12,096 16,733
Old : 65,105: 17,487 26,881 0 35,522 21,491 53,009 48,372: 12,096 16,733
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 25, 2006 :
: -8,455: 876 -10,690 -36 -9,629 3,703 -8,789 -7,023: 334 -1,432
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.9 41.3 0.0 54.6 33.0 81.4 74.3: 18.6 25.7
Old : 100.0: 26.9 41.3 0.0 54.6 33.0 81.4 74.3: 18.6 25.7
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 : 42: 14 15 0 7 9 21 24:
Old : 42: 14 15 0 7 9 21 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.5 40.2 67.6 56.2 55.3 39.9 67.5 55.9
Old : 55.5 40.2 67.6 56.2 55.3 39.9 67.5 55.9
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 - Futures Only, August 1, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 500,000 MEXICAN PESOS) :
: : :
All : 86,532: 27,255 9,580 412 52,165 71,240 79,832 81,232: 6,700 5,300
Old : 86,532: 27,255 9,580 412 52,165 71,240 79,832 81,232: 6,700 5,300
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 25, 2006 :
: 4,415: 10,630 1,026 257 -8,546 794 2,341 2,077: 2,074 2,338
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.5 11.1 0.5 60.3 82.3 92.3 93.9: 7.7 6.1
Old : 100.0: 31.5 11.1 0.5 60.3 82.3 92.3 93.9: 7.7 6.1
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 : 75: 34 13 2 14 21 49 35:
Old : 75: 34 13 2 14 21 49 35:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.3 69.9 68.2 83.2 54.1 68.6 66.9 81.4
Old : 55.3 69.9 68.2 83.2 54.1 68.6 66.9 81.4
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 - Futures Only, August 1, 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 : 114,075: 56,297 11,294 43 27,756 87,974 84,096 99,311: 29,979 14,764
Old : 114,075: 56,297 11,294 43 27,756 87,974 84,096 99,311: 29,979 14,764
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 25, 2006 :
: 11,971: 21,612 -732 40 -15,276 11,399 6,376 10,707: 5,595 1,264
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.4 9.9 0.0 24.3 77.1 73.7 87.1: 26.3 12.9
Old : 100.0: 49.4 9.9 0.0 24.3 77.1 73.7 87.1: 26.3 12.9
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 : 59: 22 10 2 11 22 35 32:
Old : 59: 22 10 2 11 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 : 33.9 40.8 50.8 60.5 33.9 40.6 49.0 60.3
Old : 33.9 40.8 50.8 60.5 33.9 40.6 49.0 60.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
Commitments of Traders - Futures Only, August 1, 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 : 195,626: 25,391 68,375 1,076 138,866 97,439 165,333 166,890: 30,293 28,736
Old : 195,626: 25,391 68,375 1,076 138,866 97,439 165,333 166,890: 30,293 28,736
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 25, 2006 :
: -12,882: -908 -34,810 990 -14,010 23,850 -13,928 -9,970: 1,046 -2,912
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.0 35.0 0.6 71.0 49.8 84.5 85.3: 15.5 14.7
Old : 100.0: 13.0 35.0 0.6 71.0 49.8 84.5 85.3: 15.5 14.7
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 : 104: 28 37 4 30 19 61 57:
Old : 104: 28 37 4 30 19 61 57:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.9 34.7 53.0 52.7 30.5 23.4 41.0 36.2
Old : 35.9 34.7 53.0 52.7 30.5 23.4 41.0 36.2
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 - Futures Only, August 1, 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 : 157,856: 85,072 11,643 645 20,935 118,798 106,652 131,086: 51,204 26,770
Old : 157,856: 85,072 11,643 645 20,935 118,798 106,652 131,086: 51,204 26,770
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 25, 2006 :
: 11,402: 18,385 -4,743 -42 -9,272 18,776 9,071 13,991: 2,331 -2,589
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.9 7.4 0.4 13.3 75.3 67.6 83.0: 32.4 17.0
Old : 100.0: 53.9 7.4 0.4 13.3 75.3 67.6 83.0: 32.4 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 : 125: 64 20 10 23 33 90 60:
Old : 125: 64 20 10 23 33 90 60:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.1 47.1 28.6 62.5 21.0 45.9 27.9 59.0
Old : 21.1 47.1 28.6 62.5 21.0 45.9 27.9 59.0
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 - Futures Only, August 1, 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 : 18,160: 10,955 2,752 0 5,581 14,214 16,536 16,966: 1,624 1,194
Old : 18,160: 10,955 2,752 0 5,581 14,214 16,536 16,966: 1,624 1,194
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 25, 2006 :
: 1,819: 1,852 -906 0 -218 2,719 1,634 1,813: 185 6
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.3 15.2 0.0 30.7 78.3 91.1 93.4: 8.9 6.6
Old : 100.0: 60.3 15.2 0.0 30.7 78.3 91.1 93.4: 8.9 6.6
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 : 24: 4 4 0 6 11 10 15:
Old : 24: 4 4 0 6 11 10 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 : 79.6 66.6 89.5 85.2 79.6 63.5 85.6 80.4
Old : 79.6 66.6 89.5 85.2 79.6 63.5 85.6 80.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE Code-032741
Commitments of Traders - Futures Only, August 1, 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 : 41,704: 13,538 1,629 60 23,503 34,794 37,101 36,483: 4,603 5,221
Old : 41,704: 13,538 1,629 60 23,503 34,794 37,101 36,483: 4,603 5,221
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 25, 2006 :
: 53: -1,014 -834 60 4,654 509 3,700 -265: -3,647 318
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.5 3.9 0.1 56.4 83.4 89.0 87.5: 11.0 12.5
Old : 100.0: 32.5 3.9 0.1 56.4 83.4 89.0 87.5: 11.0 12.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 5 2 1 11 13 16 16:
Old : 26: 5 2 1 11 13 16 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.4 59.1 69.2 74.5 49.3 56.9 67.5 69.8
Old : 49.4 59.1 69.2 74.5 49.3 56.9 67.5 69.8
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 - Futures Only, August 1, 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 : 9,899,184: 687,693 962,368 1,457,476 6,595,372 6,002,916 8,740,541 8,422,760: 1,158,643 1,476,424
Old : 9,899,184: 687,693 962,368 1,457,476 6,595,372 6,002,916 8,740,541 8,422,760: 1,158,643 1,476,424
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 25, 2006 :
: 322,493: 96,847 -288,621 180,988 31,193 462,588 309,028 354,955: 13,465 -32,462
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.9 9.7 14.7 66.6 60.6 88.3 85.1: 11.7 14.9
Old : 100.0: 6.9 9.7 14.7 66.6 60.6 88.3 85.1: 11.7 14.9
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 : 315: 58 81 113 137 153 263 289:
Old : 315: 58 81 113 137 153 263 289:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.3 12.4 43.5 20.3 33.6 8.9 38.8 15.9
Old : 36.3 12.4 43.5 20.3 33.6 8.9 38.8 15.9
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 - Futures Only, August 1, 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 : 619,115: 71,652 60,250 1,890 407,672 451,811 481,214 513,951: 137,901 105,164
Old : 619,115: 71,652 60,250 1,890 407,672 451,811 481,214 513,951: 137,901 105,164
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 25, 2006 :
: -4,697: -8,639 -1,444 -968 14,057 3,060 4,450 648: -9,147 -5,345
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.6 9.7 0.3 65.8 73.0 77.7 83.0: 22.3 17.0
Old : 100.0: 11.6 9.7 0.3 65.8 73.0 77.7 83.0: 22.3 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 : 194: 53 30 17 78 59 141 97:
Old : 194: 53 30 17 78 59 141 97:
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 : 20.7 31.6 28.8 42.8 20.5 31.2 28.5 42.5
Old : 20.7 31.6 28.8 42.8 20.5 31.2 28.5 42.5
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 - Futures Only, August 1, 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 : 1,386,714: 168,150 362,796 28,538 869,369 868,575 1,066,057 1,259,909: 320,657 126,805
Old : 1,386,714: 168,150 362,796 28,538 869,369 868,575 1,066,057 1,259,909: 320,657 126,805
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 25, 2006 :
: 8,016: -24,230 9,291 4,832 40,681 -4,969 21,283 9,154: -13,267 -1,138
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.1 26.2 2.1 62.7 62.6 76.9 90.9: 23.1 9.1
Old : 100.0: 12.1 26.2 2.1 62.7 62.6 76.9 90.9: 23.1 9.1
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 : 229: 47 74 26 77 67 142 149:
Old : 229: 47 74 26 77 67 142 149:
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 : 26.9 24.5 39.6 39.0 22.5 22.7 31.1 33.0
Old : 26.9 24.5 39.6 39.0 22.5 22.7 31.1 33.0
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 - Futures Only, August 1, 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 : 9,494: 622 0 0 4,971 7,984 5,593 7,984: 3,901 1,510
Old : 9,494: 622 0 0 4,971 7,984 5,593 7,984: 3,901 1,510
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 25, 2006 :
: 59: -717 -705 0 711 705 -6 0: 65 59
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.6 0.0 0.0 52.4 84.1 58.9 84.1: 41.1 15.9
Old : 100.0: 6.6 0.0 0.0 52.4 84.1 58.9 84.1: 41.1 15.9
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 : 21: 2 0 0 9 12 11 12:
Old : 21: 2 0 0 9 12 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 : 37.6 46.0 53.4 73.4 37.6 42.4 52.3 69.7
Old : 37.6 46.0 53.4 73.4 37.6 42.4 52.3 69.7
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 - Futures Only, August 1, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 400 INDEX X $100) :
: : :
All : 70,131: 8,929 28,398 24 56,422 33,528 65,375 61,950: 4,756 8,181
Old : 70,131: 8,929 28,398 24 56,422 33,528 65,375 61,950: 4,756 8,181
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 25, 2006 :
: 2,598: -130 -1,470 24 3,175 3,334 3,069 1,888: -471 710
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.7 40.5 0.0 80.5 47.8 93.2 88.3: 6.8 11.7
Old : 100.0: 12.7 40.5 0.0 80.5 47.8 93.2 88.3: 6.8 11.7
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 : 63: 7 13 1 28 24 36 37:
Old : 63: 7 13 1 28 24 36 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 45.9 64.9 62.2 41.6 45.4 63.4 60.7
Old : 43.2 45.9 64.9 62.2 41.6 45.4 63.4 60.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
Commitments of Traders - Futures Only, August 1, 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 : 55,500: 6,277 15,582 42 40,290 33,629 46,609 49,253: 8,891 6,247
Old : 55,500: 6,277 15,582 42 40,290 33,629 46,609 49,253: 8,891 6,247
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 25, 2006 :
: -1,175: -4,256 -47 -1 3,573 3,334 -684 3,286: -491 -4,461
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.3 28.1 0.1 72.6 60.6 84.0 88.7: 16.0 11.3
Old : 100.0: 11.3 28.1 0.1 72.6 60.6 84.0 88.7: 16.0 11.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 78: 14 20 1 25 26 40 46:
Old : 78: 14 20 1 25 26 40 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 : 44.1 26.1 58.7 45.3 43.1 25.7 56.6 44.4
Old : 44.1 26.1 58.7 45.3 43.1 25.7 56.6 44.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
Commitments of Traders - Futures Only, August 1, 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 : 420,045: 47,398 198,904 2,585 349,535 191,330 399,518 392,819: 20,527 27,226
Old : 420,045: 47,398 198,904 2,585 349,535 191,330 399,518 392,819: 20,527 27,226
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 25, 2006 :
: 1,069: -35,867 14,508 -4,244 58,206 -13,238 18,095 -2,974: -17,026 4,043
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.3 47.4 0.6 83.2 45.5 95.1 93.5: 4.9 6.5
Old : 100.0: 11.3 47.4 0.6 83.2 45.5 95.1 93.5: 4.9 6.5
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 : 215: 46 86 9 54 41 105 131:
Old : 215: 46 86 9 54 41 105 131:
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 : 52.6 23.6 65.0 38.1 49.9 23.6 60.1 36.6
Old : 52.6 23.6 65.0 38.1 49.9 23.6 60.1 36.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
Commitments of Traders - Futures Only, August 1, 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 : 67,931: 40,195 2,082 0 3,493 57,753 43,688 59,835: 24,243 8,096
Old : 67,931: 40,195 2,082 0 3,493 57,753 43,688 59,835: 24,243 8,096
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 25, 2006 :
: 5,592: 3,149 -1,572 0 -67 7,551 3,082 5,979: 2,510 -387
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.2 3.1 0.0 5.1 85.0 64.3 88.1: 35.7 11.9
Old : 100.0: 59.2 3.1 0.0 5.1 85.0 64.3 88.1: 35.7 11.9
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 : 52: 27 3 0 6 19 33 22:
Old : 52: 27 3 0 6 19 33 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 : 22.2 50.0 35.0 69.0 22.2 50.0 35.0 67.8
Old : 22.2 50.0 35.0 69.0 22.2 50.0 35.0 67.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE Code-239741
Commitments of Traders - Futures Only, August 1, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (RUSSEL 2000 INDEX X $500) :
: : :
All : 40,450: 400 6,457 9 36,048 25,791 36,457 32,257: 3,993 8,193
Old : 40,450: 400 6,457 9 36,048 25,791 36,457 32,257: 3,993 8,193
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 25, 2006 :
: 1,727: -5,333 -41 5 6,372 -151 1,044 -187: 683 1,914
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.0 16.0 0.0 89.1 63.8 90.1 79.7: 9.9 20.3
Old : 100.0: 1.0 16.0 0.0 89.1 63.8 90.1 79.7: 9.9 20.3
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 : 59: 1 14 2 28 26 31 40:
Old : 59: 1 14 2 28 26 31 40:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.8 25.5 69.2 39.6 48.4 19.7 57.8 31.1
Old : 55.8 25.5 69.2 39.6 48.4 19.7 57.8 31.1
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 - Futures Only, August 1, 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 : 455,254: 50,736 96,919 1,584 377,117 339,711 429,437 438,214: 25,817 17,040
Old : 455,254: 50,736 96,919 1,584 377,117 339,711 429,437 438,214: 25,817 17,040
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 25, 2006 :
: 6,409: -70,646 -1,117 -466 70,788 7,422 -324 5,839: 6,733 570
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.1 21.3 0.3 82.8 74.6 94.3 96.3: 5.7 3.7
Old : 100.0: 11.1 21.3 0.3 82.8 74.6 94.3 96.3: 5.7 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 : 172: 18 68 9 43 61 69 130:
Old : 172: 18 68 9 43 61 69 130:
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 : 60.0 30.5 73.2 48.8 55.4 28.7 66.6 42.8
Old : 60.0 30.5 73.2 48.8 55.4 28.7 66.6 42.8
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 - Futures Only, August 1, 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 : 40,846: 9,236 13,441 609 18,543 18,202 28,388 32,252: 12,458 8,594
Old : 40,846: 9,236 13,441 609 18,543 18,202 28,388 32,252: 12,458 8,594
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 25, 2006 :
: 593: -407 -937 609 -415 -691 -213 -1,019: 806 1,612
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.6 32.9 1.5 45.4 44.6 69.5 79.0: 30.5 21.0
Old : 100.0: 22.6 32.9 1.5 45.4 44.6 69.5 79.0: 30.5 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 : 67: 17 19 2 16 18 34 38:
Old : 67: 17 19 2 16 18 34 38:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.1 36.4 47.0 49.0 33.1 34.9 46.6 47.5
Old : 33.1 36.4 47.0 49.0 33.1 34.9 46.6 47.5
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 - Futures Only, August 1, 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 : 40,180: 5,476 3,373 140 27,376 17,745 32,992 21,258: 7,188 18,922
Old : 40,180: 5,476 3,373 140 27,376 17,745 32,992 21,258: 7,188 18,922
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 25, 2006 :
: 366: -1,389 464 103 2,243 968 957 1,535: -591 -1,169
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.6 8.4 0.3 68.1 44.2 82.1 52.9: 17.9 47.1
Old : 100.0: 13.6 8.4 0.3 68.1 44.2 82.1 52.9: 17.9 47.1
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: 12 8 2 23 12 35 22:
Old : 53: 12 8 2 23 12 35 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 : 33.4 33.8 48.9 41.8 29.6 32.6 45.1 39.2
Old : 33.4 33.8 48.9 41.8 29.6 32.6 45.1 39.2
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 - Futures Only, August 1, 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 : 20,685: 4,564 218 0 15,337 20,167 19,901 20,385: 784 300
Old : 20,685: 4,564 218 0 15,337 20,167 19,901 20,385: 784 300
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 25, 2006 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.1 1.1 0.0 74.1 97.5 96.2 98.5: 3.8 1.5
Old : 100.0: 22.1 1.1 0.0 74.1 97.5 96.2 98.5: 3.8 1.5
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 : 21: 8 1 0 9 4 17 5:
Old : 21: 8 1 0 9 4 17 5:
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 : 73.9 98.2 87.6 98.5 73.9 98.2 87.6 98.2
Old : 73.9 98.2 87.6 98.5 73.9 98.2 87.6 98.2
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 - Futures Only, August 1, 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 : 41,889: 4,253 4,898 287 23,550 30,344 28,090 35,529: 13,799 6,360
Old : 41,889: 4,253 4,898 287 23,550 30,344 28,090 35,529: 13,799 6,360
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 25, 2006 :
: 2,107: -32 186 -1,674 3,034 2,735 1,328 1,247: 779 860
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.2 11.7 0.7 56.2 72.4 67.1 84.8: 32.9 15.2
Old : 100.0: 10.2 11.7 0.7 56.2 72.4 67.1 84.8: 32.9 15.2
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 : 57: 5 10 2 28 35 34 46:
Old : 57: 5 10 2 28 35 34 46:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.0 29.1 47.4 48.7 27.5 26.6 33.3 40.4
Old : 36.0 29.1 47.4 48.7 27.5 26.6 33.3 40.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 4, 2006