MILK - CHICAGO MERCANTILE EXCHANGE Code-052641 FUTURES ONLY POSITIONS AS OF 08/08/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 29,408 COMMITMENTS 1,139 3,779 1,347 23,360 15,382 25,846 20,508 3,562 8,900 CHANGES FROM 08/01/06 (CHANGE IN OPEN INTEREST: -2,859) 191 -612 -127 -2,425 -1,362 -2,361 -2,101 -498 -758 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.9 12.9 4.6 79.4 52.3 87.9 69.7 12.1 30.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56) 8 17 11 24 18 37 41 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642 FUTURES ONLY POSITIONS AS OF 08/08/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 160,441 COMMITMENTS 34,060 20,618 31,799 75,903 70,529 141,762 122,946 18,679 37,495 CHANGES FROM 08/01/06 (CHANGE IN OPEN INTEREST: -1,102) 1,845 -15 -789 -2,286 160 -1,230 -644 128 -458 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.2 12.9 19.8 47.3 44.0 88.4 76.6 11.6 23.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 193) 54 68 64 30 45 139 136 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642 FUTURES ONLY POSITIONS AS OF 08/08/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 233,053 COMMITMENTS 50,521 18,466 43,787 111,631 112,220 205,939 174,473 27,114 58,580 CHANGES FROM 08/01/06 (CHANGE IN OPEN INTEREST: 27) 4,834 -673 -5,534 -891 4,788 -1,591 -1,419 1,618 1,446 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.7 7.9 18.8 47.9 48.2 88.4 74.9 11.6 25.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 321) 77 52 94 89 144 232 258 RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643 FUTURES ONLY POSITIONS AS OF 08/08/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 6,617 COMMITMENTS 2,843 2,814 803 1,061 1,019 4,707 4,636 1,910 1,981 CHANGES FROM 08/01/06 (CHANGE IN OPEN INTEREST: -116) 120 48 -188 -135 101 -203 -39 87 -77 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 43.0 42.5 12.1 16.0 15.4 71.1 70.1 28.9 29.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62) 17 25 11 14 13 39 45 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641 FUTURES ONLY POSITIONS AS OF 08/08/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 32,151 COMMITMENTS 12,403 4,807 3,323 9,820 9,421 25,546 17,551 6,605 14,600 CHANGES FROM 08/01/06 (CHANGE IN OPEN INTEREST: 478) -352 330 -62 134 -254 -280 14 758 464 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 38.6 15.0 10.3 30.5 29.3 79.5 54.6 20.5 45.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 151) 41 24 27 42 58 101 99 CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741 FUTURES ONLY POSITIONS AS OF 08/08/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100,000 CANADIAN DOLLARS) OPEN INTEREST: 82,510 COMMITMENTS 23,185 13,355 1,135 21,619 51,755 45,939 66,245 36,571 16,265 CHANGES FROM 08/01/06 (CHANGE IN OPEN INTEREST: -3,538) 4,376 -12,870 0 -9,882 11,057 -5,506 -1,813 1,968 -1,725 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.1 16.2 1.4 26.2 62.7 55.7 80.3 44.3 19.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68) 19 15 2 19 21 40 36 SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741 FUTURES ONLY POSITIONS AS OF 08/08/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 125,000 SWISS FRANCS) OPEN INTEREST: 72,643 COMMITMENTS 21,484 36,337 0 36,065 22,775 57,549 59,112 15,094 13,531 CHANGES FROM 08/01/06 (CHANGE IN OPEN INTEREST: 7,538) 3,997 9,456 0 543 1,284 4,540 10,740 2,998 -3,202 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 29.6 50.0 0.0 49.6 31.4 79.2 81.4 20.8 18.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 16 15 0 7 10 23 25 MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741 FUTURES ONLY POSITIONS AS OF 08/08/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 500,000 MEXICAN PESOS) OPEN INTEREST: 79,548 COMMITMENTS 28,762 6,853 155 46,247 69,843 75,164 76,851 4,384 2,697 CHANGES FROM 08/01/06 (CHANGE IN OPEN INTEREST: -6,984) 1,507 -2,727 -257 -5,918 -1,397 -4,668 -4,381 -2,316 -2,603 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 36.2 8.6 0.2 58.1 87.8 94.5 96.6 5.5 3.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78) 38 11 1 13 22 52 33 BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742 FUTURES ONLY POSITIONS AS OF 08/08/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 62,500 POUNDS STERLING) OPEN INTEREST: 128,112 COMMITMENTS 65,228 9,602 3 30,603 101,574 95,834 111,179 32,278 16,933 CHANGES FROM 08/01/06 (CHANGE IN OPEN INTEREST: 14,037) 8,931 -1,692 -40 2,847 13,600 11,738 11,868 2,299 2,169 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 50.9 7.5 0.0 23.9 79.3 74.8 86.8 25.2 13.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66) 26 10 1 15 21 42 31 JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741 FUTURES ONLY POSITIONS AS OF 08/08/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 12,500,000 JAPANESE YEN) OPEN INTEREST: 198,570 COMMITMENTS 25,031 76,822 1,064 141,054 94,420 167,149 172,306 31,421 26,264 CHANGES FROM 08/01/06 (CHANGE IN OPEN INTEREST: 2,944) -360 8,447 -12 2,188 -3,019 1,816 5,416 1,128 -2,472 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.6 38.7 0.5 71.0 47.5 84.2 86.8 15.8 13.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 105) 27 39 3 31 17 60 57 EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741 FUTURES ONLY POSITIONS AS OF 08/08/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 125,000 EUROS) OPEN INTEREST: 177,763 COMMITMENTS 101,133 9,025 537 22,548 144,363 124,218 153,925 53,545 23,838 CHANGES FROM 08/01/06 (CHANGE IN OPEN INTEREST: 19,907) 16,061 -2,618 -108 1,613 25,565 17,566 22,839 2,341 -2,932 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 56.9 5.1 0.3 12.7 81.2 69.9 86.6 30.1 13.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 120) 63 16 6 25 32 89 53 NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741 FUTURES ONLY POSITIONS AS OF 08/08/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF NZ$ 100,000) OPEN INTEREST: 17,327 COMMITMENTS 9,468 2,523 0 6,233 13,907 15,701 16,430 1,626 897 CHANGES FROM 08/01/06 (CHANGE IN OPEN INTEREST: -833) -1,487 -229 0 652 -307 -835 -536 2 -297 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 54.6 14.6 0.0 36.0 80.3 90.6 94.8 9.4 5.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 5 4 0 7 11 12 15 1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE Code-032741 FUTURES ONLY POSITIONS AS OF 08/08/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $3,000,000 FACE VALUE) OPEN INTEREST: 46,461 COMMITMENTS 10,809 3,619 200 31,052 37,466 42,061 41,285 4,400 5,176 CHANGES FROM 08/01/06 (CHANGE IN OPEN INTEREST: 4,757) -2,729 1,990 140 7,549 2,672 4,960 4,802 -203 -45 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.3 7.8 0.4 66.8 80.6 90.5 88.9 9.5 11.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 4 3 1 15 15 19 19 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741 FUTURES ONLY POSITIONS AS OF 08/08/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $1,000,000 FACE VALUE) OPEN INTEREST: 10,129,193 COMMITMENTS 658,967 846,532 1535981 6714102 6260833 8909050 8643346 1220143 1485847 CHANGES FROM 08/01/06 (CHANGE IN OPEN INTEREST: 230,009) -28,726 -115,836 78,505 118,730 257,917 168,509 220,586 61,500 9,423 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.5 8.4 15.2 66.3 61.8 88.0 85.3 12.0 14.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 315) 45 83 109 143 160 263 293 S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741 FUTURES ONLY POSITIONS AS OF 08/08/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 624,608 COMMITMENTS 69,741 57,243 1,744 413,349 450,746 484,834 509,733 139,774 114,875 CHANGES FROM 08/01/06 (CHANGE IN OPEN INTEREST: 5,493) -1,911 -3,007 -146 5,677 -1,065 3,620 -4,218 1,873 9,711 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.2 9.2 0.3 66.2 72.2 77.6 81.6 22.4 18.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 193) 54 29 15 80 56 143 92 E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A FUTURES ONLY POSITIONS AS OF 08/08/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($50 X S&P 500 INDEX) OPEN INTEREST: 1,465,662 COMMITMENTS 194,010 394,246 29,205 899,799 917,394 1123014 1340845 342,648 124,817 CHANGES FROM 08/01/06 (CHANGE IN OPEN INTEREST: 78,948) 25,860 31,450 667 30,430 48,819 56,957 80,936 21,991 -1,988 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.2 26.9 2.0 61.4 62.6 76.6 91.5 23.4 8.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 241) 56 73 28 79 71 152 155 S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-338741 FUTURES ONLY POSITIONS AS OF 08/08/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 400 INDEX X $500) OPEN INTEREST: 9,553 COMMITMENTS 700 0 0 4,983 8,084 5,683 8,084 3,870 1,469 CHANGES FROM 08/01/06 (CHANGE IN OPEN INTEREST: 59) 78 0 0 12 100 90 100 -31 -41 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.3 0.0 0.0 52.2 84.6 59.5 84.6 40.5 15.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 2 0 0 9 12 11 12 E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A FUTURES ONLY POSITIONS AS OF 08/08/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 400 INDEX X $100) OPEN INTEREST: 69,642 COMMITMENTS 4,792 28,842 24 60,048 33,209 64,864 62,075 4,778 7,567 CHANGES FROM 08/01/06 (CHANGE IN OPEN INTEREST: -489) -4,137 444 0 3,626 -319 -511 125 22 -614 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.9 41.4 0.0 86.2 47.7 93.1 89.1 6.9 10.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65) 6 14 1 30 24 37 38 NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741 FUTURES ONLY POSITIONS AS OF 08/08/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 INDEX X $100) OPEN INTEREST: 59,058 COMMITMENTS 7,102 18,108 57 40,770 34,297 47,929 52,462 11,129 6,596 CHANGES FROM 08/01/06 (CHANGE IN OPEN INTEREST: 3,558) 825 2,526 15 480 668 1,320 3,209 2,238 349 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.0 30.7 0.1 69.0 58.1 81.2 88.8 18.8 11.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81) 17 21 1 24 26 42 47 NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742 FUTURES ONLY POSITIONS AS OF 08/08/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 435,921 COMMITMENTS 54,657 181,924 4,597 349,778 209,770 409,032 396,291 26,889 39,630 CHANGES FROM 08/01/06 (CHANGE IN OPEN INTEREST: 15,876) 7,259 -16,980 2,012 243 18,440 9,514 3,472 6,362 12,404 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.5 41.7 1.1 80.2 48.1 93.8 90.9 6.2 9.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 229) 43 94 11 59 49 107 149 AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741 FUTURES ONLY POSITIONS AS OF 08/08/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100,000 AUSTRALIAN DOLLARS OPEN INTEREST: 65,353 COMMITMENTS 36,364 3,307 0 4,646 53,975 41,010 57,282 24,343 8,071 CHANGES FROM 08/01/06 (CHANGE IN OPEN INTEREST: -2,578) -3,831 1,225 0 1,153 -3,778 -2,678 -2,553 100 -25 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 55.6 5.1 0.0 7.1 82.6 62.8 87.7 37.2 12.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51) 26 3 0 8 17 34 20 RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE Code-239741 FUTURES ONLY POSITIONS AS OF 08/08/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (RUSSEL 2000 INDEX X $500) OPEN INTEREST: 41,830 COMMITMENTS 400 6,523 9 37,602 27,222 38,011 33,754 3,819 8,076 CHANGES FROM 08/01/06 (CHANGE IN OPEN INTEREST: 1,380) 0 66 0 1,554 1,431 1,554 1,497 -174 -117 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.0 15.6 0.0 89.9 65.1 90.9 80.7 9.1 19.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58) 1 14 2 28 25 31 39 RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-239742 FUTURES ONLY POSITIONS AS OF 08/08/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (RUSSEL 2000 INDEX X $100) OPEN INTEREST: 459,981 COMMITMENTS 46,853 107,532 1,907 381,956 335,144 430,716 444,583 29,265 15,398 CHANGES FROM 08/01/06 (CHANGE IN OPEN INTEREST: 4,727) -3,883 10,613 323 4,839 -4,567 1,279 6,369 3,448 -1,642 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.2 23.4 0.4 83.0 72.9 93.6 96.7 6.4 3.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 172) 16 73 9 44 59 67 134 NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741 FUTURES ONLY POSITIONS AS OF 08/08/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X $5.00) OPEN INTEREST: 44,551 COMMITMENTS 9,812 12,871 2 18,250 20,501 28,064 33,374 16,487 11,177 CHANGES FROM 08/01/06 (CHANGE IN OPEN INTEREST: 3,705) 576 -570 -607 -293 2,299 -324 1,122 4,029 2,583 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.0 28.9 0.0 41.0 46.0 63.0 74.9 37.0 25.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68) 18 19 1 14 20 33 39 NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743 FUTURES ONLY POSITIONS AS OF 08/08/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X 500 YEN) OPEN INTEREST: 40,874 COMMITMENTS 6,491 3,907 39 26,473 17,476 33,003 21,422 7,871 19,452 CHANGES FROM 08/01/06 (CHANGE IN OPEN INTEREST: 694) 1,015 534 -101 -903 -269 11 164 683 530 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.9 9.6 0.1 64.8 42.8 80.7 52.4 19.3 47.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54) 14 9 1 22 11 36 21 GOLDMAN-SACHS COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741 FUTURES ONLY POSITIONS AS OF 08/08/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (GSCI X $250) OPEN INTEREST: 20,528 COMMITMENTS 3,924 100 94 15,532 19,977 19,550 20,171 978 357 CHANGES FROM 08/01/06 (CHANGE IN OPEN INTEREST: -157) -640 -118 94 195 -190 -351 -214 194 57 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.1 0.5 0.5 75.7 97.3 95.2 98.3 4.8 1.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 7 1 2 9 5 16 8 3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE Code-597741 FUTURES ONLY POSITIONS AS OF 08/08/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF Y100,000,000 FACE VALUE) OPEN INTEREST: 42,777 COMMITMENTS 3,826 4,298 287 25,659 32,497 29,772 37,082 13,005 5,695 CHANGES FROM 08/01/06 (CHANGE IN OPEN INTEREST: 888) -427 -600 0 2,109 2,153 1,682 1,553 -794 -665 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.9 10.0 0.7 60.0 76.0 69.6 86.7 30.4 13.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59) 6 9 2 29 36 36 46
Updated August 11, 2006