MILK - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders - Futures Only, August 15, 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 : 29,719: 1,253 3,267 1,216 23,480 15,551 25,949 20,034: 3,770 9,685
Old : 29,719: 1,253 3,267 1,216 23,480 15,551 25,949 20,034: 3,770 9,685
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 8, 2006 :
: 311: 114 -512 -131 120 169 103 -474: 208 785
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.2 11.0 4.1 79.0 52.3 87.3 67.4: 12.7 32.6
Old : 100.0: 4.2 11.0 4.1 79.0 52.3 87.3 67.4: 12.7 32.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 55: 9 16 11 24 17 37 40:
Old : 55: 9 16 11 24 17 37 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 : 48.0 37.8 64.0 48.1 48.0 36.6 63.7 46.0
Old : 48.0 37.8 64.0 48.1 48.0 36.6 63.7 46.0
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 15, 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 : 156,604: 33,456 19,448 31,949 73,119 70,620 138,524 122,017: 18,080 34,587
Old : 95,903: 26,024 45,137 39 62,842 33,787 88,905 78,963: 6,998 16,940
Other: 60,701: 34,969 1,848 4,373 10,277 36,833 49,619 43,054: 11,082 17,647
: : :
: : Changes in Commitments from: August 8, 2006 :
: -3,837: -604 -1,170 150 -2,784 91 -3,238 -929: -599 -2,908
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.4 12.4 20.4 46.7 45.1 88.5 77.9: 11.5 22.1
Old : 100.0: 27.1 47.1 0.0 65.5 35.2 92.7 82.3: 7.3 17.7
Other: 100.0: 57.6 3.0 7.2 16.9 60.7 81.7 70.9: 18.3 29.1
: : :
:# Traders : Number of Traders in Each Category :
All : 186: 61 58 55 25 43 133 121:
Old : 179: 51 75 3 15 41 69 116:
Other: 120: 58 12 19 21 40 85 65:
:----------------------------------------------------------------------------------------------------
: 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 : 32.2 24.7 44.2 34.0 32.2 23.6 42.4 30.3
Old : 49.7 25.9 65.7 37.7 49.7 25.9 65.7 37.7
Other: 25.8 30.5 39.1 42.3 22.1 26.7 33.5 36.6
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders - Futures Only, August 15, 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 : 203,496: 49,514 19,487 34,277 96,370 96,495 180,161 150,259: 23,335 53,237
Old : 203,496: 49,514 19,487 34,277 96,370 96,495 180,161 150,259: 23,335 53,237
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 8, 2006 :
: -29,557: -1,007 1,021 -9,510 -15,261 -15,725 -25,778 -24,214: -3,779 -5,343
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.3 9.6 16.8 47.4 47.4 88.5 73.8: 11.5 26.2
Old : 100.0: 24.3 9.6 16.8 47.4 47.4 88.5 73.8: 11.5 26.2
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 : 305: 76 53 74 76 137 206 234:
Old : 305: 76 53 74 76 137 206 234:
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 : 25.7 12.5 37.8 20.6 25.7 11.6 37.4 17.6
Old : 25.7 12.5 37.8 20.6 25.7 11.6 37.4 17.6
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 15, 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 : 6,509: 3,088 2,897 634 1,009 822 4,731 4,353: 1,778 2,156
Old : 6,509: 3,088 2,897 634 1,009 822 4,731 4,353: 1,778 2,156
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 8, 2006 :
: -108: 245 83 -169 -52 -197 24 -283: -132 175
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.4 44.5 9.7 15.5 12.6 72.7 66.9: 27.3 33.1
Old : 100.0: 47.4 44.5 9.7 15.5 12.6 72.7 66.9: 27.3 33.1
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 : 62: 20 26 12 10 10 40 42:
Old : 62: 20 26 12 10 10 40 42:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.7 21.3 43.1 34.4 30.7 21.3 41.4 31.1
Old : 30.7 21.3 43.1 34.4 30.7 21.3 41.4 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 15, 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 : 32,759: 13,354 4,515 4,322 8,304 9,233 25,980 18,070: 6,779 14,689
Old : 32,759: 13,354 4,515 4,322 8,304 9,233 25,980 18,070: 6,779 14,689
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 8, 2006 :
: 608: 951 -292 999 -1,516 -188 434 519: 174 89
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.8 13.8 13.2 25.3 28.2 79.3 55.2: 20.7 44.8
Old : 100.0: 40.8 13.8 13.2 25.3 28.2 79.3 55.2: 20.7 44.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 151: 47 24 29 35 58 101 100:
Old : 151: 47 24 29 35 58 101 100:
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 : 19.5 10.9 28.9 17.3 17.6 10.8 26.8 15.6
Old : 19.5 10.9 28.9 17.3 17.6 10.8 26.8 15.6
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 15, 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 : 86,815: 27,206 18,609 1,135 24,981 47,565 53,322 67,309: 33,493 19,506
Old : 86,815: 27,206 18,609 1,135 24,981 47,565 53,322 67,309: 33,493 19,506
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 8, 2006 :
: 4,305: 4,021 5,254 0 3,362 -4,190 7,383 1,064: -3,078 3,241
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.3 21.4 1.3 28.8 54.8 61.4 77.5: 38.6 22.5
Old : 100.0: 31.3 21.4 1.3 28.8 54.8 61.4 77.5: 38.6 22.5
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 : 69: 20 16 2 23 17 45 33:
Old : 69: 20 16 2 23 17 45 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 : 18.5 35.6 31.6 50.4 18.3 35.6 30.4 50.3
Old : 18.5 35.6 31.6 50.4 18.3 35.6 30.4 50.3
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 15, 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 : 66,021: 13,082 28,329 0 40,934 22,521 54,016 50,850: 12,005 15,171
Old : 66,021: 13,082 28,329 0 40,934 22,521 54,016 50,850: 12,005 15,171
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 8, 2006 :
: -6,622: -8,402 -8,008 0 4,869 -254 -3,533 -8,262: -3,089 1,640
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.8 42.9 0.0 62.0 34.1 81.8 77.0: 18.2 23.0
Old : 100.0: 19.8 42.9 0.0 62.0 34.1 81.8 77.0: 18.2 23.0
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 : 43: 12 17 0 9 8 21 25:
Old : 43: 12 17 0 9 8 21 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 : 58.8 43.1 72.2 58.8 58.7 42.8 72.1 58.4
Old : 58.8 43.1 72.2 58.8 58.7 42.8 72.1 58.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
Commitments of Traders - Futures Only, August 15, 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 : 92,014: 42,433 6,799 155 44,897 82,745 87,485 89,699: 4,529 2,315
Old : 92,014: 42,433 6,799 155 44,897 82,745 87,485 89,699: 4,529 2,315
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 8, 2006 :
: 12,466: 13,671 -54 0 -1,350 12,902 12,321 12,848: 145 -382
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.1 7.4 0.2 48.8 89.9 95.1 97.5: 4.9 2.5
Old : 100.0: 46.1 7.4 0.2 48.8 89.9 95.1 97.5: 4.9 2.5
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 : 85: 44 11 1 14 23 59 34:
Old : 85: 44 11 1 14 23 59 34:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.7 69.7 64.2 87.4 46.3 62.6 60.6 79.7
Old : 47.7 69.7 64.2 87.4 46.3 62.6 60.6 79.7
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 15, 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 : 135,944: 74,152 10,956 50 27,206 109,568 101,408 120,574: 34,536 15,370
Old : 135,944: 74,152 10,956 50 27,206 109,568 101,408 120,574: 34,536 15,370
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 8, 2006 :
: 7,832: 8,924 1,354 47 -3,397 7,994 5,574 9,395: 2,258 -1,563
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.5 8.1 0.0 20.0 80.6 74.6 88.7: 25.4 11.3
Old : 100.0: 54.5 8.1 0.0 20.0 80.6 74.6 88.7: 25.4 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 : 71: 31 11 1 12 23 43 35:
Old : 71: 31 11 1 12 23 43 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 : 30.8 44.4 45.3 65.5 30.8 44.3 44.7 65.4
Old : 30.8 44.4 45.3 65.5 30.8 44.3 44.7 65.4
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 15, 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 : 216,492: 29,646 91,920 86 153,461 92,252 183,193 184,258: 33,299 32,234
Old : 216,492: 29,646 91,920 86 153,461 92,252 183,193 184,258: 33,299 32,234
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 8, 2006 :
: 17,922: 4,615 15,098 -978 12,407 -2,168 16,044 11,952: 1,878 5,970
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.7 42.5 0.0 70.9 42.6 84.6 85.1: 15.4 14.9
Old : 100.0: 13.7 42.5 0.0 70.9 42.6 84.6 85.1: 15.4 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 : 113: 30 41 2 33 19 64 61:
Old : 113: 30 41 2 33 19 64 61:
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 : 32.8 31.8 50.1 51.6 27.9 23.4 39.4 38.4
Old : 32.8 31.8 50.1 51.6 27.9 23.4 39.4 38.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
Commitments of Traders - Futures Only, August 15, 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 : 178,761: 99,050 8,846 686 25,418 143,147 125,154 152,679: 53,607 26,082
Old : 178,761: 99,050 8,846 686 25,418 143,147 125,154 152,679: 53,607 26,082
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 8, 2006 :
: 998: -2,083 -179 149 2,870 -1,216 936 -1,246: 62 2,244
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.4 4.9 0.4 14.2 80.1 70.0 85.4: 30.0 14.6
Old : 100.0: 55.4 4.9 0.4 14.2 80.1 70.0 85.4: 30.0 14.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 116: 59 15 5 26 31 86 50:
Old : 116: 59 15 5 26 31 86 50:
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 53.1 31.3 68.0 22.8 52.1 30.1 64.5
Old : 22.9 53.1 31.3 68.0 22.8 52.1 30.1 64.5
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 15, 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 : 19,536: 13,438 176 0 4,216 18,424 17,654 18,600: 1,882 936
Old : 19,536: 13,438 176 0 4,216 18,424 17,654 18,600: 1,882 936
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 8, 2006 :
: 2,209: 3,970 -2,347 0 -2,017 4,517 1,953 2,170: 256 39
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.8 0.9 0.0 21.6 94.3 90.4 95.2: 9.6 4.8
Old : 100.0: 68.8 0.9 0.0 21.6 94.3 90.4 95.2: 9.6 4.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 5 1 0 6 12 11 13:
Old : 22: 5 1 0 6 12 11 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 80.6 74.3 88.1 90.5 80.6 73.5 88.1 89.7
Old : 80.6 74.3 88.1 90.5 80.6 73.5 88.1 89.7
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 15, 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 :10,049,669: 554,200 866,409 1,429,284 6,810,899 6,217,041 8,794,383 8,512,734: 1,255,286 1,536,935
Old :10,049,669: 554,200 866,409 1,429,284 6,810,899 6,217,041 8,794,383 8,512,734: 1,255,286 1,536,935
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 8, 2006 :
: -79,524: -104,767 19,877 -106,697 96,797 -43,792 -114,667 -130,612: 35,143 51,088
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.5 8.6 14.2 67.8 61.9 87.5 84.7: 12.5 15.3
Old : 100.0: 5.5 8.6 14.2 67.8 61.9 87.5 84.7: 12.5 15.3
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 : 306: 53 69 104 141 157 259 280:
Old : 306: 53 69 104 141 157 259 280:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.8 11.5 44.3 19.7 33.5 8.8 37.8 14.8
Old : 36.8 11.5 44.3 19.7 33.5 8.8 37.8 14.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
Commitments of Traders - Futures Only, August 15, 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 : 632,529: 70,478 55,477 1,763 417,665 434,793 489,906 492,033: 142,623 140,496
Old : 632,529: 70,478 55,477 1,763 417,665 434,793 489,906 492,033: 142,623 140,496
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 8, 2006 :
: 7,921: 737 -1,766 19 4,316 -15,953 5,072 -17,700: 2,849 25,621
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.1 8.8 0.3 66.0 68.7 77.5 77.8: 22.5 22.2
Old : 100.0: 11.1 8.8 0.3 66.0 68.7 77.5 77.8: 22.5 22.2
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 : 197: 52 33 15 81 56 142 96:
Old : 197: 52 33 15 81 56 142 96:
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 30.1 28.1 40.7 19.8 29.7 27.7 40.3
Old : 19.9 30.1 28.1 40.7 19.8 29.7 27.7 40.3
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 15, 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 : 1,503,215: 230,513 400,259 25,474 856,923 951,756 1,112,910 1,377,489: 390,305 125,726
Old : 1,503,215: 230,513 400,259 25,474 856,923 951,756 1,112,910 1,377,489: 390,305 125,726
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 8, 2006 :
: 37,553: 36,503 6,013 -3,731 -42,876 34,362 -10,104 36,644: 47,657 909
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.3 26.6 1.7 57.0 63.3 74.0 91.6: 26.0 8.4
Old : 100.0: 15.3 26.6 1.7 57.0 63.3 74.0 91.6: 26.0 8.4
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 : 248: 64 71 25 81 69 160 150:
Old : 248: 64 71 25 81 69 160 150:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.5 22.4 35.1 38.7 19.0 21.7 28.4 34.6
Old : 23.5 22.4 35.1 38.7 19.0 21.7 28.4 34.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-338741
Commitments of Traders - Futures Only, August 15, 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 : 9,729: 700 0 0 4,994 8,173 5,694 8,173: 4,035 1,556
Old : 9,729: 700 0 0 4,994 8,173 5,694 8,173: 4,035 1,556
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 8, 2006 :
: 176: 0 0 0 11 89 11 89: 165 87
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.2 0.0 0.0 51.3 84.0 58.5 84.0: 41.5 16.0
Old : 100.0: 7.2 0.0 0.0 51.3 84.0 58.5 84.0: 41.5 16.0
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 : 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 : 37.0 45.8 52.2 72.5 37.0 42.3 52.1 69.0
Old : 37.0 45.8 52.2 72.5 37.0 42.3 52.1 69.0
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 15, 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 : 70,751: 5,901 29,244 27 59,136 33,947 65,064 63,218: 5,687 7,533
Old : 70,751: 5,901 29,244 27 59,136 33,947 65,064 63,218: 5,687 7,533
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 8, 2006 :
: 1,109: 1,109 402 3 -912 738 200 1,143: 909 -34
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.3 41.3 0.0 83.6 48.0 92.0 89.4: 8.0 10.6
Old : 100.0: 8.3 41.3 0.0 83.6 48.0 92.0 89.4: 8.0 10.6
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 : 68: 10 13 1 31 23 42 36:
Old : 68: 10 13 1 31 23 42 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 : 40.3 43.7 61.1 61.0 38.8 43.7 59.5 61.0
Old : 40.3 43.7 61.1 61.0 38.8 43.7 59.5 61.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
Commitments of Traders - Futures Only, August 15, 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 : 58,943: 7,332 13,132 42 42,084 33,817 49,458 46,991: 9,485 11,952
Old : 58,943: 7,332 13,132 42 42,084 33,817 49,458 46,991: 9,485 11,952
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 8, 2006 :
: -115: 230 -4,976 -15 1,314 -480 1,529 -5,471: -1,644 5,356
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.4 22.3 0.1 71.4 57.4 83.9 79.7: 16.1 20.3
Old : 100.0: 12.4 22.3 0.1 71.4 57.4 83.9 79.7: 16.1 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 : 80: 18 19 1 26 25 45 44:
Old : 80: 18 19 1 26 25 45 44:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.8 25.0 55.2 41.7 37.7 24.4 51.0 39.5
Old : 40.8 25.0 55.2 41.7 37.7 24.4 51.0 39.5
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 15, 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 : 436,324: 77,688 168,135 5,314 312,934 240,909 395,936 414,358: 40,388 21,966
Old : 436,324: 77,688 168,135 5,314 312,934 240,909 395,936 414,358: 40,388 21,966
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 8, 2006 :
: 403: 23,031 -13,789 717 -36,844 31,139 -13,096 18,067: 13,499 -17,664
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.8 38.5 1.2 71.7 55.2 90.7 95.0: 9.3 5.0
Old : 100.0: 17.8 38.5 1.2 71.7 55.2 90.7 95.0: 9.3 5.0
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 : 238: 72 78 18 59 47 140 134:
Old : 238: 72 78 18 59 47 140 134:
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 : 45.8 24.8 55.6 38.2 42.3 24.8 50.0 37.9
Old : 45.8 24.8 55.6 38.2 42.3 24.8 50.0 37.9
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 15, 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 : 72,893: 42,751 3,659 0 4,684 62,087 47,435 65,746: 25,458 7,147
Old : 72,893: 42,751 3,659 0 4,684 62,087 47,435 65,746: 25,458 7,147
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 8, 2006 :
: 7,540: 6,387 352 0 38 8,112 6,425 8,464: 1,115 -924
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.6 5.0 0.0 6.4 85.2 65.1 90.2: 34.9 9.8
Old : 100.0: 58.6 5.0 0.0 6.4 85.2 65.1 90.2: 34.9 9.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 54: 27 4 0 9 17 36 21:
Old : 54: 27 4 0 9 17 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 : 25.3 54.0 36.3 73.4 25.3 53.7 36.3 72.8
Old : 25.3 54.0 36.3 73.4 25.3 53.7 36.3 72.8
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 15, 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 : 43,895: 400 6,498 9 39,381 28,600 39,790 35,107: 4,105 8,788
Old : 43,895: 400 6,498 9 39,381 28,600 39,790 35,107: 4,105 8,788
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 8, 2006 :
: 2,065: 0 -25 0 1,779 1,378 1,779 1,353: 286 712
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.9 14.8 0.0 89.7 65.2 90.6 80.0: 9.4 20.0
Old : 100.0: 0.9 14.8 0.0 89.7 65.2 90.6 80.0: 9.4 20.0
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 : 57: 1 13 2 28 25 31 38:
Old : 57: 1 13 2 28 25 31 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 : 57.5 30.3 71.5 43.4 50.6 25.3 61.4 35.8
Old : 57.5 30.3 71.5 43.4 50.6 25.3 61.4 35.8
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 15, 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 : 467,812: 45,375 111,238 1,864 389,856 337,495 437,095 450,597: 30,717 17,215
Old : 467,812: 45,375 111,238 1,864 389,856 337,495 437,095 450,597: 30,717 17,215
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 8, 2006 :
: 7,831: -1,478 3,706 -43 7,900 2,351 6,379 6,014: 1,452 1,817
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.7 23.8 0.4 83.3 72.1 93.4 96.3: 6.6 3.7
Old : 100.0: 9.7 23.8 0.4 83.3 72.1 93.4 96.3: 6.6 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 : 184: 19 77 9 43 65 69 144:
Old : 184: 19 77 9 43 65 69 144:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.9 29.1 73.5 47.8 54.1 28.5 67.5 43.0
Old : 58.9 29.1 73.5 47.8 54.1 28.5 67.5 43.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
Commitments of Traders - Futures Only, August 15, 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 : 43,278: 11,884 13,266 0 17,355 22,637 29,239 35,903: 14,039 7,375
Old : 43,278: 11,884 13,266 0 17,355 22,637 29,239 35,903: 14,039 7,375
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 8, 2006 :
: -1,273: 2,072 395 -2 -895 2,136 1,175 2,529: -2,448 -3,802
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.5 30.7 0.0 40.1 52.3 67.6 83.0: 32.4 17.0
Old : 100.0: 27.5 30.7 0.0 40.1 52.3 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 : 73: 24 17 0 14 21 38 38:
Old : 73: 24 17 0 14 21 38 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 : 31.1 38.7 43.6 54.5 31.1 38.3 43.6 54.0
Old : 31.1 38.7 43.6 54.5 31.1 38.3 43.6 54.0
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 15, 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 : 43,279: 6,676 4,660 22 29,306 19,286 36,004 23,968: 7,275 19,311
Old : 43,279: 6,676 4,660 22 29,306 19,286 36,004 23,968: 7,275 19,311
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 8, 2006 :
: 2,405: 185 753 -17 2,833 1,810 3,001 2,546: -596 -141
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.4 10.8 0.1 67.7 44.6 83.2 55.4: 16.8 44.6
Old : 100.0: 15.4 10.8 0.1 67.7 44.6 83.2 55.4: 16.8 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 : 59: 14 11 1 22 14 36 26:
Old : 59: 14 11 1 22 14 36 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.2 33.6 49.0 40.5 29.8 31.5 44.1 37.6
Old : 34.2 33.6 49.0 40.5 29.8 31.5 44.1 37.6
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 15, 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 : 20,450: 3,964 450 93 15,622 19,681 19,679 20,224: 771 226
Old : 20,450: 3,964 450 93 15,622 19,681 19,679 20,224: 771 226
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 8, 2006 :
: -78: 40 350 -1 90 -296 129 53: -207 -131
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.4 2.2 0.5 76.4 96.2 96.2 98.9: 3.8 1.1
Old : 100.0: 19.4 2.2 0.5 76.4 96.2 96.2 98.9: 3.8 1.1
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 : 23: 7 2 1 10 6 17 9:
Old : 23: 7 2 1 10 6 17 9:
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 : 70.9 96.2 86.0 98.6 70.5 96.2 85.1 97.6
Old : 70.9 96.2 86.0 98.6 70.5 96.2 85.1 97.6
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 15, 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 : 43,969: 3,770 4,239 328 26,077 33,954 30,175 38,521: 13,794 5,448
Old : 43,969: 3,770 4,239 328 26,077 33,954 30,175 38,521: 13,794 5,448
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 8, 2006 :
: 1,192: -56 -59 41 418 1,457 403 1,439: 789 -247
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.6 9.6 0.7 59.3 77.2 68.6 87.6: 31.4 12.4
Old : 100.0: 8.6 9.6 0.7 59.3 77.2 68.6 87.6: 31.4 12.4
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 : 60: 6 9 2 29 37 36 47:
Old : 60: 6 9 2 29 37 36 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 : 34.9 27.9 48.0 49.7 27.9 25.8 33.5 41.7
Old : 34.9 27.9 48.0 49.7 27.9 25.8 33.5 41.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 18, 2006