BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders - Futures Only, September 5, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 20,000 POUNDS) :
: : :
All : 3,763: 45 0 98 2,704 3,097 2,847 3,195: 916 568
Old : 3,763: 45 0 98 2,704 3,097 2,847 3,195: 916 568
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 29, 2006 :
: -675: 29 0 -2 -511 -495 -484 -497: -191 -178
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.2 0.0 2.6 71.9 82.3 75.7 84.9: 24.3 15.1
Old : 100.0: 1.2 0.0 2.6 71.9 82.3 75.7 84.9: 24.3 15.1
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 : 22: 1 0 1 13 13 14 14:
Old : 22: 1 0 1 13 13 14 14:
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 : 47.9 65.1 64.1 79.7 47.9 65.1 64.0 79.2
Old : 47.9 65.1 64.1 79.7 47.9 65.1 64.0 79.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MILK - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders - Futures Only, September 5, 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 : 26,320: 2,540 3,020 581 19,656 14,624 22,777 18,225: 3,543 8,095
Old : 26,320: 2,540 3,020 581 19,656 14,624 22,777 18,225: 3,543 8,095
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 29, 2006 :
: -4,772: 476 -1,105 -812 -4,561 -2,315 -4,897 -4,232: 125 -540
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.7 11.5 2.2 74.7 55.6 86.5 69.2: 13.5 30.8
Old : 100.0: 9.7 11.5 2.2 74.7 55.6 86.5 69.2: 13.5 30.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 51: 8 14 7 23 15 33 34:
Old : 51: 8 14 7 23 15 33 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 : 45.2 38.7 63.5 48.9 45.2 37.6 62.6 47.2
Old : 45.2 38.7 63.5 48.9 45.2 37.6 62.6 47.2
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, September 5, 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 : 184,821: 42,299 21,093 41,532 77,993 82,569 161,824 145,194: 22,997 39,627
Old : 94,636: 29,405 48,442 45 58,001 28,709 87,451 77,196: 7,185 17,440
Other: 90,185: 43,551 3,308 10,830 19,992 53,860 74,373 67,998: 15,812 22,187
: : :
: : Changes in Commitments from: August 29, 2006 :
: 9,547: 2,686 1,579 1,608 2,114 4,728 6,408 7,915: 3,139 1,632
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.9 11.4 22.5 42.2 44.7 87.6 78.6: 12.4 21.4
Old : 100.0: 31.1 51.2 0.0 61.3 30.3 92.4 81.6: 7.6 18.4
Other: 100.0: 48.3 3.7 12.0 22.2 59.7 82.5 75.4: 17.5 24.6
: : :
:# Traders : Number of Traders in Each Category :
All : 219: 82 52 79 30 46 175 141:
Old : 201: 59 87 3 16 40 78 127:
Other: 161: 84 20 32 28 43 126 83:
:----------------------------------------------------------------------------------------------------
: 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 : 28.8 24.3 38.4 32.7 28.8 23.4 37.4 29.9
Old : 46.5 24.1 62.4 33.1 46.5 24.1 62.4 33.1
Other: 16.8 31.4 28.8 45.0 15.8 29.6 24.4 38.1
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders - Futures Only, September 5, 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 : 209,993: 60,222 30,599 34,858 92,624 92,169 187,704 157,626: 22,289 52,367
Old : 209,993: 60,222 30,599 34,858 92,624 92,169 187,704 157,626: 22,289 52,367
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 29, 2006 :
: 6,947: 5,210 5,743 -634 1,126 2,286 5,702 7,395: 1,245 -448
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.7 14.6 16.6 44.1 43.9 89.4 75.1: 10.6 24.9
Old : 100.0: 28.7 14.6 16.6 44.1 43.9 89.4 75.1: 10.6 24.9
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 : 300: 86 48 60 55 132 185 213:
Old : 300: 86 48 60 55 132 185 213:
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 12.6 38.5 20.7 26.3 11.4 38.4 18.4
Old : 26.3 12.6 38.5 20.7 26.3 11.4 38.4 18.4
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, September 5, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 110,000 BOARD FEET) :
: : :
All : 5,822: 2,631 2,267 684 898 800 4,213 3,751: 1,609 2,071
Old : 5,822: 2,631 2,267 684 898 800 4,213 3,751: 1,609 2,071
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 29, 2006 :
: -290: -66 30 11 64 -31 9 10: -299 -300
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.2 38.9 11.7 15.4 13.7 72.4 64.4: 27.6 35.6
Old : 100.0: 45.2 38.9 11.7 15.4 13.7 72.4 64.4: 27.6 35.6
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 : 51: 17 20 9 9 10 32 34:
Old : 51: 17 20 9 9 10 32 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 : 33.1 23.3 47.5 38.4 33.1 22.2 45.0 32.6
Old : 33.1 23.3 47.5 38.4 33.1 22.2 45.0 32.6
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, September 5, 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 : 29,760: 10,268 3,620 4,778 8,366 8,877 23,412 17,275: 6,348 12,485
Old : 29,760: 10,268 3,620 4,778 8,366 8,877 23,412 17,275: 6,348 12,485
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 29, 2006 :
: -2,547: -2,103 108 -653 -323 -574 -3,079 -1,119: 532 -1,428
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.5 12.2 16.1 28.1 29.8 78.7 58.0: 21.3 42.0
Old : 100.0: 34.5 12.2 16.1 28.1 29.8 78.7 58.0: 21.3 42.0
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 : 136: 42 19 25 32 53 89 90:
Old : 136: 42 19 25 32 53 89 90:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.1 14.6 28.5 21.7 14.7 10.6 23.7 15.9
Old : 18.1 14.6 28.5 21.7 14.7 10.6 23.7 15.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
Commitments of Traders - Futures Only, September 5, 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 : 111,705: 49,440 21,974 2,812 25,144 68,572 77,396 93,358: 34,309 18,347
Old : 111,705: 49,440 21,974 2,812 25,144 68,572 77,396 93,358: 34,309 18,347
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 29, 2006 :
: 5,563: 3,463 6,602 446 1,649 -618 5,558 6,430: 5 -867
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.3 19.7 2.5 22.5 61.4 69.3 83.6: 30.7 16.4
Old : 100.0: 44.3 19.7 2.5 22.5 61.4 69.3 83.6: 30.7 16.4
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 : 89: 33 19 8 19 22 58 45:
Old : 89: 33 19 8 19 22 58 45:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.6 32.6 38.0 48.1 23.2 32.5 35.6 48.1
Old : 25.6 32.6 38.0 48.1 23.2 32.5 35.6 48.1
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, September 5, 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 : 70,053: 11,221 30,367 0 46,601 25,569 57,822 55,936: 12,231 14,117
Old : 70,053: 11,221 30,367 0 46,601 25,569 57,822 55,936: 12,231 14,117
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 29, 2006 :
: 1,266: -1,397 5,114 -464 2,345 -3,696 484 954: 782 312
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.0 43.3 0.0 66.5 36.5 82.5 79.8: 17.5 20.2
Old : 100.0: 16.0 43.3 0.0 66.5 36.5 82.5 79.8: 17.5 20.2
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 : 44: 9 16 0 13 10 22 26:
Old : 44: 9 16 0 13 10 22 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 : 58.8 46.5 71.9 61.6 58.6 45.0 71.8 60.0
Old : 58.8 46.5 71.9 61.6 58.6 45.0 71.8 60.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
Commitments of Traders - Futures Only, September 5, 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 : 83,830: 33,449 5,778 649 45,127 74,542 79,225 80,969: 4,605 2,861
Old : 83,830: 33,449 5,778 649 45,127 74,542 79,225 80,969: 4,605 2,861
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 29, 2006 :
: -489: 608 -4,258 198 -1,290 3,965 -484 -95: -5 -394
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.9 6.9 0.8 53.8 88.9 94.5 96.6: 5.5 3.4
Old : 100.0: 39.9 6.9 0.8 53.8 88.9 94.5 96.6: 5.5 3.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 80: 47 6 3 14 17 62 26:
Old : 80: 47 6 3 14 17 62 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 : 45.3 73.1 61.4 87.9 42.9 65.3 56.8 79.5
Old : 45.3 73.1 61.4 87.9 42.9 65.3 56.8 79.5
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, September 5, 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 : 131,836: 63,587 9,655 20 37,607 104,080 101,214 113,755: 30,622 18,081
Old : 131,836: 63,587 9,655 20 37,607 104,080 101,214 113,755: 30,622 18,081
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 29, 2006 :
: 1,297: -3,089 -896 -60 5,757 -275 2,608 -1,231: -1,311 2,528
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.2 7.3 0.0 28.5 78.9 76.8 86.3: 23.2 13.7
Old : 100.0: 48.2 7.3 0.0 28.5 78.9 76.8 86.3: 23.2 13.7
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 : 72: 29 10 1 21 21 51 31:
Old : 72: 29 10 1 21 21 51 31:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.4 46.4 47.4 65.9 34.4 46.2 45.4 65.7
Old : 34.4 46.4 47.4 65.9 34.4 46.2 45.4 65.7
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, September 5, 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 : 228,792: 32,941 102,439 449 160,209 89,614 193,599 192,502: 35,193 36,290
Old : 228,792: 32,941 102,439 449 160,209 89,614 193,599 192,502: 35,193 36,290
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 29, 2006 :
: -15,649: -979 -19,810 250 -15,158 4,438 -15,887 -15,122: 238 -527
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.4 44.8 0.2 70.0 39.2 84.6 84.1: 15.4 15.9
Old : 100.0: 14.4 44.8 0.2 70.0 39.2 84.6 84.1: 15.4 15.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 116: 32 41 6 32 21 66 66:
Old : 116: 32 41 6 32 21 66 66:
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 : 30.2 30.7 46.6 48.8 25.0 22.7 38.7 34.3
Old : 30.2 30.7 46.6 48.8 25.0 22.7 38.7 34.3
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, September 5, 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 : 171,026: 86,223 11,207 2,763 25,562 129,665 114,548 143,635: 56,478 27,391
Old : 171,026: 86,223 11,207 2,763 25,562 129,665 114,548 143,635: 56,478 27,391
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 29, 2006 :
: 858: -2,200 2,421 1,109 439 76 -652 3,606: 1,510 -2,748
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.4 6.6 1.6 14.9 75.8 67.0 84.0: 33.0 16.0
Old : 100.0: 50.4 6.6 1.6 14.9 75.8 67.0 84.0: 33.0 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 : 120: 55 21 17 26 33 86 66:
Old : 120: 55 21 17 26 33 86 66:
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 : 23.3 47.1 30.6 62.4 23.2 46.4 29.3 58.7
Old : 23.3 47.1 30.6 62.4 23.2 46.4 29.3 58.7
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, September 5, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF NZ$ 100,000) :
: : :
All : 18,852: 11,218 175 0 5,518 17,906 16,736 18,081: 2,116 771
Old : 18,852: 11,218 175 0 5,518 17,906 16,736 18,081: 2,116 771
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 29, 2006 :
: 753: 531 4 0 143 814 674 818: 79 -65
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.5 0.9 0.0 29.3 95.0 88.8 95.9: 11.2 4.1
Old : 100.0: 59.5 0.9 0.0 29.3 95.0 88.8 95.9: 11.2 4.1
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: 4 1 0 9 12 13 13:
Old : 23: 4 1 0 9 12 13 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 : 65.1 75.2 79.6 92.5 65.1 75.2 79.2 90.4
Old : 65.1 75.2 79.6 92.5 65.1 75.2 79.2 90.4
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, September 5, 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 :10,587,550: 889,397 970,366 1,427,444 7,153,923 6,764,922 9,470,764 9,162,732: 1,116,786 1,424,818
Old :10,587,550: 889,397 970,366 1,427,444 7,153,923 6,764,922 9,470,764 9,162,732: 1,116,786 1,424,818
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 29, 2006 :
: 308,482: 196,682 5,900 28,607 23,876 223,221 249,165 257,728: 59,317 50,754
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.4 9.2 13.5 67.6 63.9 89.5 86.5: 10.5 13.5
Old : 100.0: 8.4 9.2 13.5 67.6 63.9 89.5 86.5: 10.5 13.5
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 : 314: 63 62 102 148 165 271 282:
Old : 314: 63 62 102 148 165 271 282:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.7 14.4 43.9 23.5 32.9 10.5 37.7 16.6
Old : 35.7 14.4 43.9 23.5 32.9 10.5 37.7 16.6
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, September 5, 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 : 647,167: 77,527 47,452 4,038 425,420 447,844 506,985 499,334: 140,182 147,833
Old : 647,167: 77,527 47,452 4,038 425,420 447,844 506,985 499,334: 140,182 147,833
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 29, 2006 :
: 4,288: 2,045 -65 -538 -4,641 3,094 -3,134 2,491: 7,422 1,797
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.0 7.3 0.6 65.7 69.2 78.3 77.2: 21.7 22.8
Old : 100.0: 12.0 7.3 0.6 65.7 69.2 78.3 77.2: 21.7 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 : 200: 59 26 18 83 62 153 96:
Old : 200: 59 26 18 83 62 153 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 : 19.0 30.2 27.1 40.8 18.8 30.2 27.0 40.7
Old : 19.0 30.2 27.1 40.8 18.8 30.2 27.0 40.7
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, September 5, 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 : 1,672,748: 282,833 492,001 38,976 914,620 1,011,490 1,236,429 1,542,467: 436,319 130,281
Old : 1,672,748: 282,833 492,001 38,976 914,620 1,011,490 1,236,429 1,542,467: 436,319 130,281
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 29, 2006 :
: 90,862: 32,675 91,360 -3,377 58,941 8,834 88,239 96,817: 2,623 -5,955
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.9 29.4 2.3 54.7 60.5 73.9 92.2: 26.1 7.8
Old : 100.0: 16.9 29.4 2.3 54.7 60.5 73.9 92.2: 26.1 7.8
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 : 265: 68 82 26 84 78 167 171:
Old : 265: 68 82 26 84 78 167 171:
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 : 24.5 23.9 35.5 38.7 18.8 20.1 29.3 32.3
Old : 24.5 23.9 35.5 38.7 18.8 20.1 29.3 32.3
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, September 5, 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 : 9,978: 759 0 0 4,971 7,886 5,730 7,886: 4,248 2,092
Old : 9,978: 759 0 0 4,971 7,886 5,730 7,886: 4,248 2,092
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 29, 2006 :
: 145: 148 -217 0 -23 -181 125 -398: 20 543
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.6 0.0 0.0 49.8 79.0 57.4 79.0: 42.6 21.0
Old : 100.0: 7.6 0.0 0.0 49.8 79.0 57.4 79.0: 42.6 21.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 2 0 0 8 11 10 11:
Old : 20: 2 0 0 8 11 10 11:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.3 43.9 51.7 70.3 36.3 40.4 51.7 66.9
Old : 36.3 43.9 51.7 70.3 36.3 40.4 51.7 66.9
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, September 5, 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 : 70,414: 6,440 29,581 27 57,589 32,814 64,056 62,422: 6,358 7,992
Old : 70,414: 6,440 29,581 27 57,589 32,814 64,056 62,422: 6,358 7,992
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 29, 2006 :
: -2,019: -183 -861 0 -1,868 -588 -2,051 -1,449: 32 -570
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.1 42.0 0.0 81.8 46.6 91.0 88.6: 9.0 11.4
Old : 100.0: 9.1 42.0 0.0 81.8 46.6 91.0 88.6: 9.0 11.4
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 : 62: 9 10 1 30 20 40 30:
Old : 62: 9 10 1 30 20 40 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 : 40.5 43.7 59.2 61.5 38.9 43.6 57.7 61.5
Old : 40.5 43.7 59.2 61.5 38.9 43.6 57.7 61.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
Commitments of Traders - Futures Only, September 5, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NASDAQ 100 INDEX X $100) :
: : :
All : 56,572: 8,570 13,833 43 39,235 28,332 47,848 42,208: 8,724 14,364
Old : 56,572: 8,570 13,833 43 39,235 28,332 47,848 42,208: 8,724 14,364
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 29, 2006 :
: -209: 362 -551 -213 -105 -374 44 -1,138: -253 929
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.1 24.5 0.1 69.4 50.1 84.6 74.6: 15.4 25.4
Old : 100.0: 15.1 24.5 0.1 69.4 50.1 84.6 74.6: 15.4 25.4
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 : 77: 18 16 1 28 24 47 40:
Old : 77: 18 16 1 28 24 47 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 : 37.4 30.7 52.8 46.3 37.4 30.3 51.3 44.2
Old : 37.4 30.7 52.8 46.3 37.4 30.3 51.3 44.2
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, September 5, 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 : 410,662: 72,859 153,389 4,926 271,371 222,902 349,156 381,217: 61,506 29,445
Old : 410,662: 72,859 153,389 4,926 271,371 222,902 349,156 381,217: 61,506 29,445
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 29, 2006 :
: 8,693: 3,238 2,670 1,063 -3,418 -1,130 883 2,603: 7,810 6,090
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.7 37.4 1.2 66.1 54.3 85.0 92.8: 15.0 7.2
Old : 100.0: 17.7 37.4 1.2 66.1 54.3 85.0 92.8: 15.0 7.2
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 : 216: 54 76 19 55 44 121 128:
Old : 216: 54 76 19 55 44 121 128:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.7 25.5 53.0 42.2 41.9 25.5 51.8 42.1
Old : 42.7 25.5 53.0 42.2 41.9 25.5 51.8 42.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
Commitments of Traders - Futures Only, September 5, 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 : 81,372: 49,725 1,779 0 4,187 71,468 53,912 73,247: 27,460 8,125
Old : 81,372: 49,725 1,779 0 4,187 71,468 53,912 73,247: 27,460 8,125
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 29, 2006 :
: 18,024: 15,342 637 0 -640 16,178 14,702 16,815: 3,322 1,209
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.1 2.2 0.0 5.1 87.8 66.3 90.0: 33.7 10.0
Old : 100.0: 61.1 2.2 0.0 5.1 87.8 66.3 90.0: 33.7 10.0
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 : 55: 30 3 0 7 18 37 21:
Old : 55: 30 3 0 7 18 37 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 56.8 37.8 75.4 25.3 56.8 37.8 73.7
Old : 25.3 56.8 37.8 75.4 25.3 56.8 37.8 73.7
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, September 5, 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 : 42,511: 400 6,063 109 37,187 26,832 37,696 33,004: 4,815 9,507
Old : 42,511: 400 6,063 109 37,187 26,832 37,696 33,004: 4,815 9,507
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 29, 2006 :
: 308: 0 -1,177 105 -711 -178 -606 -1,250: 914 1,558
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.9 14.3 0.3 87.5 63.1 88.7 77.6: 11.3 22.4
Old : 100.0: 0.9 14.3 0.3 87.5 63.1 88.7 77.6: 11.3 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 : 54: 1 12 1 26 26 28 38:
Old : 54: 1 12 1 26 26 28 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 : 61.3 26.7 72.2 40.2 54.3 26.5 64.9 38.0
Old : 61.3 26.7 72.2 40.2 54.3 26.5 64.9 38.0
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, September 5, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (RUSSEL 2000 INDEX X $100) :
: : :
All : 459,590: 49,718 116,856 2,207 364,812 309,424 416,737 428,487: 42,853 31,103
Old : 459,590: 49,718 116,856 2,207 364,812 309,424 416,737 428,487: 42,853 31,103
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 29, 2006 :
: -3,231: 4,427 -1,173 997 -6,634 4,208 -1,210 4,032: -2,021 -7,263
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.8 25.4 0.5 79.4 67.3 90.7 93.2: 9.3 6.8
Old : 100.0: 10.8 25.4 0.5 79.4 67.3 90.7 93.2: 9.3 6.8
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 : 195: 25 78 9 48 69 79 150:
Old : 195: 25 78 9 48 69 79 150:
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 : 54.4 28.4 65.9 43.6 54.4 26.2 65.1 41.0
Old : 54.4 28.4 65.9 43.6 54.4 26.2 65.1 41.0
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, September 5, 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 : 61,361: 11,913 13,559 9,921 23,161 27,853 44,995 51,333: 16,366 10,028
Old : 61,361: 11,913 13,559 9,921 23,161 27,853 44,995 51,333: 16,366 10,028
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 29, 2006 :
: 15,765: 1,265 -963 9,166 3,202 4,354 13,633 12,557: 2,132 3,208
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.4 22.1 16.2 37.7 45.4 73.3 83.7: 26.7 16.3
Old : 100.0: 19.4 22.1 16.2 37.7 45.4 73.3 83.7: 26.7 16.3
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 : 77: 29 14 12 18 21 51 46:
Old : 77: 29 14 12 18 21 51 46:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.9 39.4 40.9 57.0 22.7 32.5 30.9 45.5
Old : 29.9 39.4 40.9 57.0 22.7 32.5 30.9 45.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
Commitments of Traders - Futures Only, September 5, 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 : 48,496: 3,342 5,534 3,208 28,175 22,353 34,725 31,095: 13,771 17,401
Old : 48,496: 3,342 5,534 3,208 28,175 22,353 34,725 31,095: 13,771 17,401
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 29, 2006 :
: 8,470: -145 849 2,762 -1,146 269 1,471 3,880: 6,999 4,590
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.9 11.4 6.6 58.1 46.1 71.6 64.1: 28.4 35.9
Old : 100.0: 6.9 11.4 6.6 58.1 46.1 71.6 64.1: 28.4 35.9
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 : 61: 11 15 8 22 18 40 35:
Old : 61: 11 15 8 22 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 : 28.7 31.8 42.7 44.6 22.6 29.3 34.3 36.3
Old : 28.7 31.8 42.7 44.6 22.6 29.3 34.3 36.3
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, September 5, 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 : 19,665: 3,735 1,403 93 15,398 17,831 19,226 19,327: 439 338
Old : 19,665: 3,735 1,403 93 15,398 17,831 19,226 19,327: 439 338
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 29, 2006 :
: 44: 29 298 0 -28 -203 1 95: 43 -51
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.0 7.1 0.5 78.3 90.7 97.8 98.3: 2.2 1.7
Old : 100.0: 19.0 7.1 0.5 78.3 90.7 97.8 98.3: 2.2 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 3 1 9 4 16 8:
Old : 22: 7 3 1 9 4 16 8:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 75.1 95.8 88.5 98.3 74.6 95.8 87.9 97.7
Old : 75.1 95.8 88.5 98.3 74.6 95.8 87.9 97.7
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, September 5, 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 : 55,786: 3,570 4,729 838 32,927 40,313 37,335 45,880: 18,451 9,906
Old : 55,786: 3,570 4,729 838 32,927 40,313 37,335 45,880: 18,451 9,906
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 29, 2006 :
: 11,798: -223 372 -277 5,913 7,139 5,413 7,234: 6,385 4,564
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.4 8.5 1.5 59.0 72.3 66.9 82.2: 33.1 17.8
Old : 100.0: 6.4 8.5 1.5 59.0 72.3 66.9 82.2: 33.1 17.8
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 : 60: 6 10 3 29 37 37 48:
Old : 60: 6 10 3 29 37 37 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 : 32.2 29.8 47.9 47.6 25.2 23.5 30.7 34.8
Old : 32.2 29.8 47.9 47.6 25.2 23.5 30.7 34.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 8, 2006