MILK - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders - Futures Only, August 22, 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 : 30,485: 1,792 3,906 1,257 23,843 16,595 26,892 21,758: 3,593 8,727
Old : 30,485: 1,792 3,906 1,257 23,843 16,595 26,892 21,758: 3,593 8,727
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 15, 2006 :
: 766: 539 639 41 363 1,044 943 1,724: -177 -958
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.9 12.8 4.1 78.2 54.4 88.2 71.4: 11.8 28.6
Old : 100.0: 5.9 12.8 4.1 78.2 54.4 88.2 71.4: 11.8 28.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 58: 9 18 15 24 17 42 41:
Old : 58: 9 18 15 24 17 42 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 : 47.5 37.6 64.6 47.4 47.5 36.3 62.7 45.9
Old : 47.5 37.6 64.6 47.4 47.5 36.3 62.7 45.9
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 22, 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 : 169,300: 36,655 19,288 36,692 76,421 77,904 149,768 133,884: 19,532 35,416
Old : 97,871: 28,542 47,340 12 62,693 34,313 91,247 81,665: 6,624 16,206
Other: 71,429: 38,734 2,569 6,059 13,728 43,591 58,521 52,219: 12,908 19,210
: : :
: : Changes in Commitments from: August 15, 2006 :
: 12,696: 3,199 -160 4,743 3,302 7,284 11,244 11,867: 1,452 829
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.7 11.4 21.7 45.1 46.0 88.5 79.1: 11.5 20.9
Old : 100.0: 29.2 48.4 0.0 64.1 35.1 93.2 83.4: 6.8 16.6
Other: 100.0: 54.2 3.6 8.5 19.2 61.0 81.9 73.1: 18.1 26.9
: : :
:# Traders : Number of Traders in Each Category :
All : 211: 70 56 68 31 50 157 140:
Old : 202: 56 85 4 17 46 77 131:
Other: 141: 65 14 27 28 44 106 76:
:----------------------------------------------------------------------------------------------------
: 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 24.8 41.5 34.2 30.4 23.9 39.4 30.4
Old : 48.3 25.4 63.5 37.4 48.3 25.4 63.5 37.4
Other: 21.8 31.7 34.3 42.4 19.7 28.3 29.8 36.9
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders - Futures Only, August 22, 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 : 203,023: 52,348 23,126 36,279 92,758 92,757 181,385 152,162: 21,638 50,861
Old : 203,023: 52,348 23,126 36,279 92,758 92,757 181,385 152,162: 21,638 50,861
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 15, 2006 :
: -473: 2,834 3,639 2,002 -3,612 -3,738 1,224 1,903: -1,697 -2,376
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.8 11.4 17.9 45.7 45.7 89.3 74.9: 10.7 25.1
Old : 100.0: 25.8 11.4 17.9 45.7 45.7 89.3 74.9: 10.7 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 : 305: 79 48 70 69 142 199 230:
Old : 305: 79 48 70 69 142 199 230:
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 13.8 38.6 21.6 26.3 11.2 37.9 18.0
Old : 26.3 13.8 38.6 21.6 26.3 11.2 37.9 18.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
Commitments of Traders - Futures Only, August 22, 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 : 6,176: 2,947 2,630 518 996 854 4,461 4,002: 1,715 2,174
Old : 6,176: 2,947 2,630 518 996 854 4,461 4,002: 1,715 2,174
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 15, 2006 :
: -333: -141 -267 -116 -13 32 -270 -351: -63 18
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.7 42.6 8.4 16.1 13.8 72.2 64.8: 27.8 35.2
Old : 100.0: 47.7 42.6 8.4 16.1 13.8 72.2 64.8: 27.8 35.2
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 : 60: 19 21 13 10 12 39 41:
Old : 60: 19 21 13 10 12 39 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 : 32.9 21.4 46.7 34.6 32.7 21.4 43.9 32.2
Old : 32.9 21.4 46.7 34.6 32.7 21.4 43.9 32.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
Commitments of Traders - Futures Only, August 22, 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 : 32,397: 13,077 3,918 4,427 8,355 9,665 25,859 18,010: 6,538 14,387
Old : 32,397: 13,077 3,918 4,427 8,355 9,665 25,859 18,010: 6,538 14,387
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 15, 2006 :
: -362: -277 -597 105 51 432 -121 -60: -241 -302
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.4 12.1 13.7 25.8 29.8 79.8 55.6: 20.2 44.4
Old : 100.0: 40.4 12.1 13.7 25.8 29.8 79.8 55.6: 20.2 44.4
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 : 156: 48 24 28 38 65 106 105:
Old : 156: 48 24 28 38 65 106 105:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 15.6 11.0 25.0 17.7 14.4 11.0 23.2 15.8
Old : 15.6 11.0 25.0 17.7 14.4 11.0 23.2 15.8
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 22, 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 : 86,667: 27,805 12,312 1,703 22,640 53,596 52,148 67,611: 34,519 19,056
Old : 86,667: 27,805 12,312 1,703 22,640 53,596 52,148 67,611: 34,519 19,056
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 15, 2006 :
: -148: 599 -6,297 568 -2,341 6,031 -1,174 302: 1,026 -450
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.1 14.2 2.0 26.1 61.8 60.2 78.0: 39.8 22.0
Old : 100.0: 32.1 14.2 2.0 26.1 61.8 60.2 78.0: 39.8 22.0
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 : 66: 20 15 4 18 18 40 35:
Old : 66: 20 15 4 18 18 40 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 : 19.2 32.6 34.0 46.4 18.6 32.5 32.0 46.2
Old : 19.2 32.6 34.0 46.4 18.6 32.5 32.0 46.2
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 22, 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 : 68,484: 16,847 27,312 506 38,181 27,544 55,534 55,362: 12,950 13,122
Old : 68,484: 16,847 27,312 506 38,181 27,544 55,534 55,362: 12,950 13,122
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 15, 2006 :
: 2,463: 3,765 -1,017 506 -2,753 5,023 1,518 4,512: 945 -2,049
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.6 39.9 0.7 55.8 40.2 81.1 80.8: 18.9 19.2
Old : 100.0: 24.6 39.9 0.7 55.8 40.2 81.1 80.8: 18.9 19.2
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 : 46: 14 15 1 8 12 22 28:
Old : 46: 14 15 1 8 12 22 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.6 44.8 68.4 59.5 52.5 43.3 68.3 58.1
Old : 52.6 44.8 68.4 59.5 52.5 43.3 68.3 58.1
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 22, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 500,000 MEXICAN PESOS) :
: : :
All : 82,797: 31,768 6,927 22 46,527 73,802 78,317 80,751: 4,480 2,046
Old : 82,797: 31,768 6,927 22 46,527 73,802 78,317 80,751: 4,480 2,046
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 15, 2006 :
: -9,217: -10,665 128 -133 1,630 -8,943 -9,168 -8,948: -49 -269
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.4 8.4 0.0 56.2 89.1 94.6 97.5: 5.4 2.5
Old : 100.0: 38.4 8.4 0.0 56.2 89.1 94.6 97.5: 5.4 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 : 83: 46 8 1 15 21 61 30:
Old : 83: 46 8 1 15 21 61 30:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.4 73.8 62.5 88.5 43.5 68.3 57.3 80.0
Old : 45.4 73.8 62.5 88.5 43.5 68.3 57.3 80.0
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 22, 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 : 127,943: 66,586 9,770 53 30,487 102,648 97,126 112,471: 30,817 15,472
Old : 127,943: 66,586 9,770 53 30,487 102,648 97,126 112,471: 30,817 15,472
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 15, 2006 :
: -8,001: -7,566 -1,186 3 3,281 -6,920 -4,282 -8,103: -3,719 102
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.0 7.6 0.0 23.8 80.2 75.9 87.9: 24.1 12.1
Old : 100.0: 52.0 7.6 0.0 23.8 80.2 75.9 87.9: 24.1 12.1
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 : 67: 28 9 2 15 22 44 32:
Old : 67: 28 9 2 15 22 44 32:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.9 46.1 48.4 66.0 32.9 46.0 46.2 65.8
Old : 32.9 46.1 48.4 66.0 32.9 46.0 46.2 65.8
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 22, 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 : 227,195: 30,853 105,930 97 163,702 87,185 194,652 193,212: 32,543 33,983
Old : 227,195: 30,853 105,930 97 163,702 87,185 194,652 193,212: 32,543 33,983
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 15, 2006 :
: 10,703: 1,207 14,010 11 10,241 -5,067 11,459 8,954: -756 1,749
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.6 46.6 0.0 72.1 38.4 85.7 85.0: 14.3 15.0
Old : 100.0: 13.6 46.6 0.0 72.1 38.4 85.7 85.0: 14.3 15.0
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 : 117: 29 45 3 35 18 65 65:
Old : 117: 29 45 3 35 18 65 65:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.2 30.3 46.6 50.9 25.2 22.8 37.4 38.3
Old : 31.2 30.3 46.6 50.9 25.2 22.8 37.4 38.3
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 22, 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 : 175,943: 89,994 8,524 799 27,222 139,078 118,015 148,401: 57,928 27,542
Old : 175,943: 89,994 8,524 799 27,222 139,078 118,015 148,401: 57,928 27,542
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 15, 2006 :
: -2,818: -9,056 -322 113 1,804 -4,069 -7,139 -4,278: 4,321 1,460
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.1 4.8 0.5 15.5 79.0 67.1 84.3: 32.9 15.7
Old : 100.0: 51.1 4.8 0.5 15.5 79.0 67.1 84.3: 32.9 15.7
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 : 121: 56 19 11 28 35 90 59:
Old : 121: 56 19 11 28 35 90 59:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.2 49.3 28.7 64.7 21.1 48.2 27.3 61.2
Old : 21.2 49.3 28.7 64.7 21.1 48.2 27.3 61.2
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 22, 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 : 19,886: 11,787 296 0 6,022 18,680 17,809 18,976: 2,077 910
Old : 19,886: 11,787 296 0 6,022 18,680 17,809 18,976: 2,077 910
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 15, 2006 :
: 350: -1,651 120 0 1,806 256 155 376: 195 -26
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.3 1.5 0.0 30.3 93.9 89.6 95.4: 10.4 4.6
Old : 100.0: 59.3 1.5 0.0 30.3 93.9 89.6 95.4: 10.4 4.6
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 : 23: 4 2 0 8 11 12 13:
Old : 23: 4 2 0 8 11 12 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 : 66.9 76.3 83.7 92.0 66.9 73.3 82.0 88.3
Old : 66.9 76.3 83.7 92.0 66.9 73.3 82.0 88.3
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 22, 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 :10,303,855: 718,856 888,778 1,450,390 6,972,364 6,500,662 9,141,610 8,839,830: 1,162,245 1,464,025
Old :10,303,855: 718,856 888,778 1,450,390 6,972,364 6,500,662 9,141,610 8,839,830: 1,162,245 1,464,025
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 15, 2006 :
: 254,186: 164,656 22,369 21,106 161,465 283,621 347,227 327,096: -93,041 -72,910
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.0 8.6 14.1 67.7 63.1 88.7 85.8: 11.3 14.2
Old : 100.0: 7.0 8.6 14.1 67.7 63.1 88.7 85.8: 11.3 14.2
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 : 301: 54 67 101 140 158 255 276:
Old : 301: 54 67 101 140 158 255 276:
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 : 36.4 13.5 45.1 21.9 33.0 10.1 37.5 16.0
Old : 36.4 13.5 45.1 21.9 33.0 10.1 37.5 16.0
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 22, 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 : 640,097: 68,575 50,523 2,847 423,867 443,274 495,289 496,644: 144,808 143,453
Old : 640,097: 68,575 50,523 2,847 423,867 443,274 495,289 496,644: 144,808 143,453
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 15, 2006 :
: 7,568: -1,903 -4,954 1,084 6,202 8,481 5,383 4,611: 2,185 2,957
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.7 7.9 0.4 66.2 69.3 77.4 77.6: 22.6 22.4
Old : 100.0: 10.7 7.9 0.4 66.2 69.3 77.4 77.6: 22.6 22.4
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 : 188: 50 28 18 79 56 140 92:
Old : 188: 50 28 18 79 56 140 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 : 19.6 30.6 27.8 41.0 19.5 29.9 27.7 40.3
Old : 19.6 30.6 27.8 41.0 19.5 29.9 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 22, 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 : 1,547,766: 232,641 424,305 22,398 880,108 965,288 1,135,147 1,411,991: 412,619 135,775
Old : 1,547,766: 232,641 424,305 22,398 880,108 965,288 1,135,147 1,411,991: 412,619 135,775
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 15, 2006 :
: 44,551: 2,128 24,046 -3,076 23,185 13,532 22,237 34,502: 22,314 10,049
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.0 27.4 1.4 56.9 62.4 73.3 91.2: 26.7 8.8
Old : 100.0: 15.0 27.4 1.4 56.9 62.4 73.3 91.2: 26.7 8.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 241: 53 78 20 78 68 144 153:
Old : 241: 53 78 20 78 68 144 153:
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 : 25.1 22.4 36.7 38.4 19.7 21.4 29.8 34.1
Old : 25.1 22.4 36.7 38.4 19.7 21.4 29.8 34.1
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 22, 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 : 9,736: 355 0 0 4,999 8,210 5,354 8,210: 4,382 1,526
Old : 9,736: 355 0 0 4,999 8,210 5,354 8,210: 4,382 1,526
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 15, 2006 :
: 7: -345 0 0 5 37 -340 37: 347 -30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.6 0.0 0.0 51.3 84.3 55.0 84.3: 45.0 15.7
Old : 100.0: 3.6 0.0 0.0 51.3 84.3 55.0 84.3: 45.0 15.7
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: 1 0 0 9 12 10 12:
Old : 20: 1 0 0 9 12 10 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 45.9 52.2 72.9 37.0 42.4 50.9 69.3
Old : 37.0 45.9 52.2 72.9 37.0 42.4 50.9 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 22, 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 : 71,220: 5,762 30,091 27 59,621 32,015 65,410 62,133: 5,810 9,087
Old : 71,220: 5,762 30,091 27 59,621 32,015 65,410 62,133: 5,810 9,087
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 15, 2006 :
: 469: -139 847 0 485 -1,932 346 -1,085: 123 1,554
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.1 42.3 0.0 83.7 45.0 91.8 87.2: 8.2 12.8
Old : 100.0: 8.1 42.3 0.0 83.7 45.0 91.8 87.2: 8.2 12.8
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 : 64: 9 13 1 28 22 38 35:
Old : 64: 9 13 1 28 22 38 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 : 40.6 45.2 62.7 62.7 39.0 45.2 61.1 62.5
Old : 40.6 45.2 62.7 62.7 39.0 45.2 61.1 62.5
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 22, 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 : 59,124: 8,202 13,804 256 41,736 31,608 50,194 45,668: 8,930 13,456
Old : 59,124: 8,202 13,804 256 41,736 31,608 50,194 45,668: 8,930 13,456
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 15, 2006 :
: 181: 870 672 214 -348 -2,209 736 -1,323: -555 1,504
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.9 23.3 0.4 70.6 53.5 84.9 77.2: 15.1 22.8
Old : 100.0: 13.9 23.3 0.4 70.6 53.5 84.9 77.2: 15.1 22.8
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 : 78: 19 15 2 27 26 47 42:
Old : 78: 19 15 2 27 26 47 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 : 40.7 29.2 54.7 44.6 37.6 28.9 50.0 42.0
Old : 40.7 29.2 54.7 44.6 37.6 28.9 50.0 42.0
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 22, 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 : 413,528: 60,442 142,921 3,591 294,673 242,050 358,706 388,562: 54,822 24,966
Old : 413,528: 60,442 142,921 3,591 294,673 242,050 358,706 388,562: 54,822 24,966
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 15, 2006 :
: -22,796: -17,246 -25,214 -1,723 -18,261 1,141 -37,230 -25,796: 14,434 3,000
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.6 34.6 0.9 71.3 58.5 86.7 94.0: 13.3 6.0
Old : 100.0: 14.6 34.6 0.9 71.3 58.5 86.7 94.0: 13.3 6.0
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 : 219: 59 75 17 52 48 120 131:
Old : 219: 59 75 17 52 48 120 131:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.7 26.9 56.8 42.8 41.7 26.9 50.6 41.9
Old : 46.7 26.9 56.8 42.8 41.7 26.9 50.6 41.9
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 22, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100,000 AUSTRALIAN DOLLARS) :
: : :
All : 62,131: 31,584 1,509 0 6,071 53,113 37,655 54,622: 24,476 7,509
Old : 62,131: 31,584 1,509 0 6,071 53,113 37,655 54,622: 24,476 7,509
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 15, 2006 :
: -10,762: -11,167 -2,150 0 1,387 -8,974 -9,780 -11,124: -982 362
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.8 2.4 0.0 9.8 85.5 60.6 87.9: 39.4 12.1
Old : 100.0: 50.8 2.4 0.0 9.8 85.5 60.6 87.9: 39.4 12.1
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 : 48: 24 3 0 9 15 33 18:
Old : 48: 24 3 0 9 15 33 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.4 57.1 31.6 75.9 21.4 55.9 31.6 73.9
Old : 21.4 57.1 31.6 75.9 21.4 55.9 31.6 73.9
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 22, 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 : 44,221: 400 6,699 9 40,009 29,008 40,418 35,716: 3,803 8,505
Old : 44,221: 400 6,699 9 40,009 29,008 40,418 35,716: 3,803 8,505
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 15, 2006 :
: 326: 0 201 0 628 408 628 609: -302 -283
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.9 15.1 0.0 90.5 65.6 91.4 80.8: 8.6 19.2
Old : 100.0: 0.9 15.1 0.0 90.5 65.6 91.4 80.8: 8.6 19.2
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 : 58: 1 13 2 29 25 32 38:
Old : 58: 1 13 2 29 25 32 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 : 57.9 30.3 71.8 43.3 51.0 25.5 61.7 36.5
Old : 57.9 30.3 71.8 43.3 51.0 25.5 61.7 36.5
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 22, 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 : 470,220: 41,713 112,458 1,846 399,346 337,287 442,905 451,591: 27,315 18,629
Old : 470,220: 41,713 112,458 1,846 399,346 337,287 442,905 451,591: 27,315 18,629
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 15, 2006 :
: 2,408: -3,662 1,220 -18 9,490 -208 5,810 994: -3,402 1,414
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.9 23.9 0.4 84.9 71.7 94.2 96.0: 5.8 4.0
Old : 100.0: 8.9 23.9 0.4 84.9 71.7 94.2 96.0: 5.8 4.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 175: 16 72 9 43 65 66 139:
Old : 175: 16 72 9 43 65 66 139:
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 : 58.3 29.2 73.4 48.0 53.9 28.7 67.5 42.9
Old : 58.3 29.2 73.4 48.0 53.9 28.7 67.5 42.9
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 22, 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 : 44,220: 12,391 14,687 19 18,103 22,421 30,513 37,127: 13,707 7,093
Old : 44,220: 12,391 14,687 19 18,103 22,421 30,513 37,127: 13,707 7,093
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 15, 2006 :
: 942: 507 1,421 19 748 -216 1,274 1,224: -332 -282
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.0 33.2 0.0 40.9 50.7 69.0 84.0: 31.0 16.0
Old : 100.0: 28.0 33.2 0.0 40.9 50.7 69.0 84.0: 31.0 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 : 70: 24 17 1 14 17 38 35:
Old : 70: 24 17 1 14 17 38 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 : 31.6 43.2 43.6 59.9 31.6 43.2 43.6 59.9
Old : 31.6 43.2 43.6 59.9 31.6 43.2 43.6 59.9
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 22, 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 : 40,092: 3,760 5,441 328 28,458 20,398 32,546 26,167: 7,546 13,925
Old : 40,092: 3,760 5,441 328 28,458 20,398 32,546 26,167: 7,546 13,925
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 15, 2006 :
: -3,187: -2,916 781 306 -848 1,112 -3,458 2,199: 271 -5,386
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.4 13.6 0.8 71.0 50.9 81.2 65.3: 18.8 34.7
Old : 100.0: 9.4 13.6 0.8 71.0 50.9 81.2 65.3: 18.8 34.7
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 : 55: 11 11 2 20 15 31 28:
Old : 55: 11 11 2 20 15 31 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.2 38.3 52.7 46.9 29.0 34.4 44.2 41.3
Old : 36.2 38.3 52.7 46.9 29.0 34.4 44.2 41.3
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 22, 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 : 19,696: 3,632 875 0 15,458 18,483 19,090 19,358: 606 338
Old : 19,696: 3,632 875 0 15,458 18,483 19,090 19,358: 606 338
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 15, 2006 :
: -754: -332 425 -93 -164 -1,198 -589 -866: -165 112
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.4 4.4 0.0 78.5 93.8 96.9 98.3: 3.1 1.7
Old : 100.0: 18.4 4.4 0.0 78.5 93.8 96.9 98.3: 3.1 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 : 22: 7 2 0 11 5 18 7:
Old : 22: 7 2 0 11 5 18 7:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 73.9 96.8 87.1 98.3 73.9 96.8 86.6 97.4
Old : 73.9 96.8 87.1 98.3 73.9 96.8 86.6 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 22, 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 : 44,798: 4,020 4,639 338 28,115 34,290 32,473 39,267: 12,325 5,531
Old : 44,798: 4,020 4,639 338 28,115 34,290 32,473 39,267: 12,325 5,531
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 15, 2006 :
: 829: 250 400 10 2,038 336 2,298 746: -1,469 83
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.0 10.4 0.8 62.8 76.5 72.5 87.7: 27.5 12.3
Old : 100.0: 9.0 10.4 0.8 62.8 76.5 72.5 87.7: 27.5 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 : 63: 7 10 2 32 37 40 48:
Old : 63: 7 10 2 32 37 40 48:
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 : 34.6 28.9 47.5 50.0 27.7 25.9 34.0 40.8
Old : 34.6 28.9 47.5 50.0 27.7 25.9 34.0 40.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 18, 2006