MILK - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders - Futures Only, August 8, 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 : 29,408: 1,139 3,779 1,347 23,360 15,382 25,846 20,508: 3,562 8,900
Old : 29,408: 1,139 3,779 1,347 23,360 15,382 25,846 20,508: 3,562 8,900
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 1, 2006 :
: -2,859: 191 -612 -127 -2,425 -1,362 -2,361 -2,101: -498 -758
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.9 12.9 4.6 79.4 52.3 87.9 69.7: 12.1 30.3
Old : 100.0: 3.9 12.9 4.6 79.4 52.3 87.9 69.7: 12.1 30.3
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 : 56: 8 17 11 24 18 37 41:
Old : 56: 8 17 11 24 18 37 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 : 48.0 37.5 64.7 47.7 48.0 36.2 64.2 45.4
Old : 48.0 37.5 64.7 47.7 48.0 36.2 64.2 45.4
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 8, 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 : 160,441: 34,060 20,618 31,799 75,903 70,529 141,762 122,946: 18,679 37,495
Old : 110,183: 26,443 39,407 6,629 66,788 41,974 99,860 88,010: 10,323 22,173
Other: 50,258: 29,233 2,827 3,554 9,115 28,555 41,902 34,936: 8,356 15,322
: : :
: : Changes in Commitments from: August 1, 2006 :
: -1,102: 1,845 -15 -789 -2,286 160 -1,230 -644: 128 -458
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.2 12.9 19.8 47.3 44.0 88.4 76.6: 11.6 23.4
Old : 100.0: 24.0 35.8 6.0 60.6 38.1 90.6 79.9: 9.4 20.1
Other: 100.0: 58.2 5.6 7.1 18.1 56.8 83.4 69.5: 16.6 30.5
: : :
:# Traders : Number of Traders in Each Category :
All : 193: 54 68 64 30 45 139 136:
Old : 186: 45 82 38 20 43 101 130:
Other: 122: 54 17 23 22 37 85 71:
:----------------------------------------------------------------------------------------------------
: 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 : 31.8 23.0 43.2 31.5 31.8 22.3 41.9 29.2
Old : 45.0 24.7 59.1 35.2 45.0 24.2 59.1 33.9
Other: 27.0 27.1 41.6 38.5 24.7 22.2 37.7 31.8
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders - Futures Only, August 8, 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 : 233,053: 50,521 18,466 43,787 111,631 112,220 205,939 174,473: 27,114 58,580
Old : 233,053: 50,521 18,466 43,787 111,631 112,220 205,939 174,473: 27,114 58,580
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 1, 2006 :
: 27: 4,834 -673 -5,534 -891 4,788 -1,591 -1,419: 1,618 1,446
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.7 7.9 18.8 47.9 48.2 88.4 74.9: 11.6 25.1
Old : 100.0: 21.7 7.9 18.8 47.9 48.2 88.4 74.9: 11.6 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 : 321: 77 52 94 89 144 232 258:
Old : 321: 77 52 94 89 144 232 258:
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 : 22.6 11.0 33.3 17.9 22.6 10.2 32.9 15.9
Old : 22.6 11.0 33.3 17.9 22.6 10.2 32.9 15.9
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 8, 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 : 6,617: 2,843 2,814 803 1,061 1,019 4,707 4,636: 1,910 1,981
Old : 6,617: 2,843 2,814 803 1,061 1,019 4,707 4,636: 1,910 1,981
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 1, 2006 :
: -116: 120 48 -188 -135 101 -203 -39: 87 -77
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.0 42.5 12.1 16.0 15.4 71.1 70.1: 28.9 29.9
Old : 100.0: 43.0 42.5 12.1 16.0 15.4 71.1 70.1: 28.9 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 : 62: 17 25 11 14 13 39 45:
Old : 62: 17 25 11 14 13 39 45:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.4 21.8 43.4 36.4 30.3 19.9 40.8 31.1
Old : 30.4 21.8 43.4 36.4 30.3 19.9 40.8 31.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
Commitments of Traders - Futures Only, August 8, 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 : 32,151: 12,403 4,807 3,323 9,820 9,421 25,546 17,551: 6,605 14,600
Old : 32,151: 12,403 4,807 3,323 9,820 9,421 25,546 17,551: 6,605 14,600
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 1, 2006 :
: 478: -352 330 -62 134 -254 -280 14: 758 464
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.6 15.0 10.3 30.5 29.3 79.5 54.6: 20.5 45.4
Old : 100.0: 38.6 15.0 10.3 30.5 29.3 79.5 54.6: 20.5 45.4
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 : 151: 41 24 27 42 58 101 99:
Old : 151: 41 24 27 42 58 101 99:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.9 11.1 29.5 18.4 17.3 10.3 26.8 15.5
Old : 19.9 11.1 29.5 18.4 17.3 10.3 26.8 15.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
Commitments of Traders - Futures Only, August 8, 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 : 82,510: 23,185 13,355 1,135 21,619 51,755 45,939 66,245: 36,571 16,265
Old : 82,510: 23,185 13,355 1,135 21,619 51,755 45,939 66,245: 36,571 16,265
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 1, 2006 :
: -3,538: 4,376 -12,870 0 -9,882 11,057 -5,506 -1,813: 1,968 -1,725
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.1 16.2 1.4 26.2 62.7 55.7 80.3: 44.3 19.7
Old : 100.0: 28.1 16.2 1.4 26.2 62.7 55.7 80.3: 44.3 19.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 68: 19 15 2 19 21 40 36:
Old : 68: 19 15 2 19 21 40 36:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.2 33.1 29.5 47.2 17.2 32.9 28.7 47.0
Old : 17.2 33.1 29.5 47.2 17.2 32.9 28.7 47.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
Commitments of Traders - Futures Only, August 8, 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 : 72,643: 21,484 36,337 0 36,065 22,775 57,549 59,112: 15,094 13,531
Old : 72,643: 21,484 36,337 0 36,065 22,775 57,549 59,112: 15,094 13,531
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 1, 2006 :
: 7,538: 3,997 9,456 0 543 1,284 4,540 10,740: 2,998 -3,202
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.6 50.0 0.0 49.6 31.4 79.2 81.4: 20.8 18.6
Old : 100.0: 29.6 50.0 0.0 49.6 31.4 79.2 81.4: 20.8 18.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 45: 16 15 0 7 10 23 25:
Old : 45: 16 15 0 7 10 23 25:
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 : 50.2 48.2 65.4 62.3 50.1 47.9 65.3 62.0
Old : 50.2 48.2 65.4 62.3 50.1 47.9 65.3 62.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
Commitments of Traders - Futures Only, August 8, 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 : 79,548: 28,762 6,853 155 46,247 69,843 75,164 76,851: 4,384 2,697
Old : 79,548: 28,762 6,853 155 46,247 69,843 75,164 76,851: 4,384 2,697
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 1, 2006 :
: -6,984: 1,507 -2,727 -257 -5,918 -1,397 -4,668 -4,381: -2,316 -2,603
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.2 8.6 0.2 58.1 87.8 94.5 96.6: 5.5 3.4
Old : 100.0: 36.2 8.6 0.2 58.1 87.8 94.5 96.6: 5.5 3.4
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 : 78: 38 11 1 13 22 52 33:
Old : 78: 38 11 1 13 22 52 33:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.6 72.7 65.7 86.7 48.3 71.3 64.4 84.7
Old : 49.6 72.7 65.7 86.7 48.3 71.3 64.4 84.7
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 8, 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 : 128,112: 65,228 9,602 3 30,603 101,574 95,834 111,179: 32,278 16,933
Old : 128,112: 65,228 9,602 3 30,603 101,574 95,834 111,179: 32,278 16,933
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 1, 2006 :
: 14,037: 8,931 -1,692 -40 2,847 13,600 11,738 11,868: 2,299 2,169
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.9 7.5 0.0 23.9 79.3 74.8 86.8: 25.2 13.2
Old : 100.0: 50.9 7.5 0.0 23.9 79.3 74.8 86.8: 25.2 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 : 66: 26 10 1 15 21 42 31:
Old : 66: 26 10 1 15 21 42 31:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.3 42.3 48.4 64.0 32.3 42.2 46.4 63.8
Old : 32.3 42.3 48.4 64.0 32.3 42.2 46.4 63.8
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 8, 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 : 198,570: 25,031 76,822 1,064 141,054 94,420 167,149 172,306: 31,421 26,264
Old : 198,570: 25,031 76,822 1,064 141,054 94,420 167,149 172,306: 31,421 26,264
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 1, 2006 :
: 2,944: -360 8,447 -12 2,188 -3,019 1,816 5,416: 1,128 -2,472
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.6 38.7 0.5 71.0 47.5 84.2 86.8: 15.8 13.2
Old : 100.0: 12.6 38.7 0.5 71.0 47.5 84.2 86.8: 15.8 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 : 105: 27 39 3 31 17 60 57:
Old : 105: 27 39 3 31 17 60 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 : 35.8 34.2 52.6 51.6 30.4 22.5 41.2 35.2
Old : 35.8 34.2 52.6 51.6 30.4 22.5 41.2 35.2
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 8, 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 : 177,763: 101,133 9,025 537 22,548 144,363 124,218 153,925: 53,545 23,838
Old : 177,763: 101,133 9,025 537 22,548 144,363 124,218 153,925: 53,545 23,838
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 1, 2006 :
: 19,907: 16,061 -2,618 -108 1,613 25,565 17,566 22,839: 2,341 -2,932
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.9 5.1 0.3 12.7 81.2 69.9 86.6: 30.1 13.4
Old : 100.0: 56.9 5.1 0.3 12.7 81.2 69.9 86.6: 30.1 13.4
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 : 120: 63 16 6 25 32 89 53:
Old : 120: 63 16 6 25 32 89 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 : 23.5 52.1 32.5 68.5 23.4 51.0 31.6 65.2
Old : 23.5 52.1 32.5 68.5 23.4 51.0 31.6 65.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
Commitments of Traders - Futures Only, August 8, 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 : 17,327: 9,468 2,523 0 6,233 13,907 15,701 16,430: 1,626 897
Old : 17,327: 9,468 2,523 0 6,233 13,907 15,701 16,430: 1,626 897
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 1, 2006 :
: -833: -1,487 -229 0 652 -307 -835 -536: 2 -297
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.6 14.6 0.0 36.0 80.3 90.6 94.8: 9.4 5.2
Old : 100.0: 54.6 14.6 0.0 36.0 80.3 90.6 94.8: 9.4 5.2
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 : 25: 5 4 0 7 11 12 15:
Old : 25: 5 4 0 7 11 12 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 : 75.5 69.6 87.1 88.1 75.5 66.4 82.1 82.2
Old : 75.5 69.6 87.1 88.1 75.5 66.4 82.1 82.2
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 8, 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 : 46,461: 10,809 3,619 200 31,052 37,466 42,061 41,285: 4,400 5,176
Old : 46,461: 10,809 3,619 200 31,052 37,466 42,061 41,285: 4,400 5,176
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 1, 2006 :
: 4,757: -2,729 1,990 140 7,549 2,672 4,960 4,802: -203 -45
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.3 7.8 0.4 66.8 80.6 90.5 88.9: 9.5 11.1
Old : 100.0: 23.3 7.8 0.4 66.8 80.6 90.5 88.9: 9.5 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 : 31: 4 3 1 15 15 19 19:
Old : 31: 4 3 1 15 15 19 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.3 51.4 61.6 73.0 39.9 48.3 61.2 67.0
Old : 40.3 51.4 61.6 73.0 39.9 48.3 61.2 67.0
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 8, 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 :10,129,193: 658,967 846,532 1,535,981 6,714,102 6,260,833 8,909,050 8,643,346: 1,220,143 1,485,847
Old :10,129,193: 658,967 846,532 1,535,981 6,714,102 6,260,833 8,909,050 8,643,346: 1,220,143 1,485,847
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 1, 2006 :
: 230,009: -28,726 -115,836 78,505 118,730 257,917 168,509 220,586: 61,500 9,423
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.5 8.4 15.2 66.3 61.8 88.0 85.3: 12.0 14.7
Old : 100.0: 6.5 8.4 15.2 66.3 61.8 88.0 85.3: 12.0 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 : 315: 45 83 109 143 160 263 293:
Old : 315: 45 83 109 143 160 263 293:
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 12.2 43.5 19.8 33.1 8.7 37.9 15.0
Old : 35.9 12.2 43.5 19.8 33.1 8.7 37.9 15.0
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 8, 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 : 624,608: 69,741 57,243 1,744 413,349 450,746 484,834 509,733: 139,774 114,875
Old : 624,608: 69,741 57,243 1,744 413,349 450,746 484,834 509,733: 139,774 114,875
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 1, 2006 :
: 5,493: -1,911 -3,007 -146 5,677 -1,065 3,620 -4,218: 1,873 9,711
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.2 9.2 0.3 66.2 72.2 77.6 81.6: 22.4 18.4
Old : 100.0: 11.2 9.2 0.3 66.2 72.2 77.6 81.6: 22.4 18.4
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 : 193: 54 29 15 80 56 143 92:
Old : 193: 54 29 15 80 56 143 92:
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 : 20.5 31.3 28.5 42.5 20.3 30.9 28.2 42.0
Old : 20.5 31.3 28.5 42.5 20.3 30.9 28.2 42.0
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 8, 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 : 1,465,662: 194,010 394,246 29,205 899,799 917,394 1,123,014 1,340,845: 342,648 124,817
Old : 1,465,662: 194,010 394,246 29,205 899,799 917,394 1,123,014 1,340,845: 342,648 124,817
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 1, 2006 :
: 78,948: 25,860 31,450 667 30,430 48,819 56,957 80,936: 21,991 -1,988
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.2 26.9 2.0 61.4 62.6 76.6 91.5: 23.4 8.5
Old : 100.0: 13.2 26.9 2.0 61.4 62.6 76.6 91.5: 23.4 8.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 241: 56 73 28 79 71 152 155:
Old : 241: 56 73 28 79 71 152 155:
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 : 26.3 23.0 38.9 39.6 22.0 21.8 30.8 35.1
Old : 26.3 23.0 38.9 39.6 22.0 21.8 30.8 35.1
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 8, 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 : 9,553: 700 0 0 4,983 8,084 5,683 8,084: 3,870 1,469
Old : 9,553: 700 0 0 4,983 8,084 5,683 8,084: 3,870 1,469
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 1, 2006 :
: 59: 78 0 0 12 100 90 100: -31 -41
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.3 0.0 0.0 52.2 84.6 59.5 84.6: 40.5 15.4
Old : 100.0: 7.3 0.0 0.0 52.2 84.6 59.5 84.6: 40.5 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: 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 45.7 53.0 72.9 37.6 42.2 53.0 69.3
Old : 37.6 45.7 53.0 72.9 37.6 42.2 53.0 69.3
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 8, 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 : 69,642: 4,792 28,842 24 60,048 33,209 64,864 62,075: 4,778 7,567
Old : 69,642: 4,792 28,842 24 60,048 33,209 64,864 62,075: 4,778 7,567
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 1, 2006 :
: -489: -4,137 444 0 3,626 -319 -511 125: 22 -614
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.9 41.4 0.0 86.2 47.7 93.1 89.1: 6.9 10.9
Old : 100.0: 6.9 41.4 0.0 86.2 47.7 93.1 89.1: 6.9 10.9
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 : 65: 6 14 1 30 24 37 38:
Old : 65: 6 14 1 30 24 37 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 : 42.1 44.4 62.5 61.6 40.5 44.4 61.0 60.5
Old : 42.1 44.4 62.5 61.6 40.5 44.4 61.0 60.5
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 - Futures Only, August 8, 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 : 59,058: 7,102 18,108 57 40,770 34,297 47,929 52,462: 11,129 6,596
Old : 59,058: 7,102 18,108 57 40,770 34,297 47,929 52,462: 11,129 6,596
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 1, 2006 :
: 3,558: 825 2,526 15 480 668 1,320 3,209: 2,238 349
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.0 30.7 0.1 69.0 58.1 81.2 88.8: 18.8 11.2
Old : 100.0: 12.0 30.7 0.1 69.0 58.1 81.2 88.8: 18.8 11.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 81: 17 21 1 24 26 42 47:
Old : 81: 17 21 1 24 26 42 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 : 40.6 26.1 54.9 44.2 39.6 25.3 53.0 43.5
Old : 40.6 26.1 54.9 44.2 39.6 25.3 53.0 43.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
Commitments of Traders - Futures Only, August 8, 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 : 435,921: 54,657 181,924 4,597 349,778 209,770 409,032 396,291: 26,889 39,630
Old : 435,921: 54,657 181,924 4,597 349,778 209,770 409,032 396,291: 26,889 39,630
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 1, 2006 :
: 15,876: 7,259 -16,980 2,012 243 18,440 9,514 3,472: 6,362 12,404
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.5 41.7 1.1 80.2 48.1 93.8 90.9: 6.2 9.1
Old : 100.0: 12.5 41.7 1.1 80.2 48.1 93.8 90.9: 6.2 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: 43 94 11 59 49 107 149:
Old : 229: 43 94 11 59 49 107 149:
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 : 50.9 22.8 64.5 36.1 49.4 22.5 60.3 35.1
Old : 50.9 22.8 64.5 36.1 49.4 22.5 60.3 35.1
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 8, 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 : 65,353: 36,364 3,307 0 4,646 53,975 41,010 57,282: 24,343 8,071
Old : 65,353: 36,364 3,307 0 4,646 53,975 41,010 57,282: 24,343 8,071
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 1, 2006 :
: -2,578: -3,831 1,225 0 1,153 -3,778 -2,678 -2,553: 100 -25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.6 5.1 0.0 7.1 82.6 62.8 87.7: 37.2 12.3
Old : 100.0: 55.6 5.1 0.0 7.1 82.6 62.8 87.7: 37.2 12.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 51: 26 3 0 8 17 34 20:
Old : 51: 26 3 0 8 17 34 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.4 51.9 33.1 70.1 21.4 51.9 33.1 69.0
Old : 21.4 51.9 33.1 70.1 21.4 51.9 33.1 69.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE Code-239741
Commitments of Traders - Futures Only, August 8, 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 : 41,830: 400 6,523 9 37,602 27,222 38,011 33,754: 3,819 8,076
Old : 41,830: 400 6,523 9 37,602 27,222 38,011 33,754: 3,819 8,076
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 1, 2006 :
: 1,380: 0 66 0 1,554 1,431 1,554 1,497: -174 -117
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.0 15.6 0.0 89.9 65.1 90.9 80.7: 9.1 19.3
Old : 100.0: 1.0 15.6 0.0 89.9 65.1 90.9 80.7: 9.1 19.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 58: 1 14 2 28 25 31 39:
Old : 58: 1 14 2 28 25 31 39:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.4 28.6 70.5 42.2 50.1 23.3 59.9 34.3
Old : 57.4 28.6 70.5 42.2 50.1 23.3 59.9 34.3
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 8, 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 : 459,981: 46,853 107,532 1,907 381,956 335,144 430,716 444,583: 29,265 15,398
Old : 459,981: 46,853 107,532 1,907 381,956 335,144 430,716 444,583: 29,265 15,398
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 1, 2006 :
: 4,727: -3,883 10,613 323 4,839 -4,567 1,279 6,369: 3,448 -1,642
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.2 23.4 0.4 83.0 72.9 93.6 96.7: 6.4 3.3
Old : 100.0: 10.2 23.4 0.4 83.0 72.9 93.6 96.7: 6.4 3.3
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 : 172: 16 73 9 44 59 67 134:
Old : 172: 16 73 9 44 59 67 134:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.7 29.9 73.2 48.5 54.9 28.5 66.6 42.6
Old : 59.7 29.9 73.2 48.5 54.9 28.5 66.6 42.6
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 8, 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 : 44,551: 9,812 12,871 2 18,250 20,501 28,064 33,374: 16,487 11,177
Old : 44,551: 9,812 12,871 2 18,250 20,501 28,064 33,374: 16,487 11,177
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 1, 2006 :
: 3,705: 576 -570 -607 -293 2,299 -324 1,122: 4,029 2,583
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.0 28.9 0.0 41.0 46.0 63.0 74.9: 37.0 25.1
Old : 100.0: 22.0 28.9 0.0 41.0 46.0 63.0 74.9: 37.0 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 : 68: 18 19 1 14 20 33 39:
Old : 68: 18 19 1 14 20 33 39:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.9 35.8 42.9 46.8 29.9 33.7 42.9 44.6
Old : 29.9 35.8 42.9 46.8 29.9 33.7 42.9 44.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
Commitments of Traders - Futures Only, August 8, 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 : 40,874: 6,491 3,907 39 26,473 17,476 33,003 21,422: 7,871 19,452
Old : 40,874: 6,491 3,907 39 26,473 17,476 33,003 21,422: 7,871 19,452
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 1, 2006 :
: 694: 1,015 534 -101 -903 -269 11 164: 683 530
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.9 9.6 0.1 64.8 42.8 80.7 52.4: 19.3 47.6
Old : 100.0: 15.9 9.6 0.1 64.8 42.8 80.7 52.4: 19.3 47.6
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 : 54: 14 9 1 22 11 36 21:
Old : 54: 14 9 1 22 11 36 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 : 33.5 33.4 48.6 41.0 29.6 32.0 44.7 38.6
Old : 33.5 33.4 48.6 41.0 29.6 32.0 44.7 38.6
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 8, 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 : 20,528: 3,924 100 94 15,532 19,977 19,550 20,171: 978 357
Old : 20,528: 3,924 100 94 15,532 19,977 19,550 20,171: 978 357
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 1, 2006 :
: -157: -640 -118 94 195 -190 -351 -214: 194 57
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.1 0.5 0.5 75.7 97.3 95.2 98.3: 4.8 1.7
Old : 100.0: 19.1 0.5 0.5 75.7 97.3 95.2 98.3: 4.8 1.7
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 : 20: 7 1 2 9 5 16 8:
Old : 20: 7 1 2 9 5 16 8:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 71.0 97.4 85.4 98.3 70.5 97.4 85.0 97.4
Old : 71.0 97.4 85.4 98.3 70.5 97.4 85.0 97.4
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 8, 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 : 42,777: 3,826 4,298 287 25,659 32,497 29,772 37,082: 13,005 5,695
Old : 42,777: 3,826 4,298 287 25,659 32,497 29,772 37,082: 13,005 5,695
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 1, 2006 :
: 888: -427 -600 0 2,109 2,153 1,682 1,553: -794 -665
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.9 10.0 0.7 60.0 76.0 69.6 86.7: 30.4 13.3
Old : 100.0: 8.9 10.0 0.7 60.0 76.0 69.6 86.7: 30.4 13.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 59: 6 9 2 29 36 36 46:
Old : 59: 6 9 2 29 36 36 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 : 36.2 29.2 49.0 50.8 29.4 26.4 35.1 43.9
Old : 36.2 29.2 49.0 50.8 29.4 26.4 35.1 43.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 11, 2006