MILK - CHICAGO MERCANTILE EXCHANGE Code-052641 FUTURES ONLY POSITIONS AS OF 08/15/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 29,719 COMMITMENTS 1,253 3,267 1,216 23,480 15,551 25,949 20,034 3,770 9,685 CHANGES FROM 08/08/06 (CHANGE IN OPEN INTEREST: 311) 114 -512 -131 120 169 103 -474 208 785 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.2 11.0 4.1 79.0 52.3 87.3 67.4 12.7 32.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55) 9 16 11 24 17 37 40 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642 FUTURES ONLY POSITIONS AS OF 08/15/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 156,604 COMMITMENTS 33,456 19,448 31,949 73,119 70,620 138,524 122,017 18,080 34,587 CHANGES FROM 08/08/06 (CHANGE IN OPEN INTEREST: -3,837) -604 -1,170 150 -2,784 91 -3,238 -929 -599 -2,908 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.4 12.4 20.4 46.7 45.1 88.5 77.9 11.5 22.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 186) 61 58 55 25 43 133 121 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642 FUTURES ONLY POSITIONS AS OF 08/15/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 203,496 COMMITMENTS 49,514 19,487 34,277 96,370 96,495 180,161 150,259 23,335 53,237 CHANGES FROM 08/08/06 (CHANGE IN OPEN INTEREST: -29,557) -1,007 1,021 -9,510 -15,261 -15,725 -25,778 -24,214 -3,779 -5,343 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.3 9.6 16.8 47.4 47.4 88.5 73.8 11.5 26.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 305) 76 53 74 76 137 206 234 RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643 FUTURES ONLY POSITIONS AS OF 08/15/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 6,509 COMMITMENTS 3,088 2,897 634 1,009 822 4,731 4,353 1,778 2,156 CHANGES FROM 08/08/06 (CHANGE IN OPEN INTEREST: -108) 245 83 -169 -52 -197 24 -283 -132 175 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 47.4 44.5 9.7 15.5 12.6 72.7 66.9 27.3 33.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62) 20 26 12 10 10 40 42 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641 FUTURES ONLY POSITIONS AS OF 08/15/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 32,759 COMMITMENTS 13,354 4,515 4,322 8,304 9,233 25,980 18,070 6,779 14,689 CHANGES FROM 08/08/06 (CHANGE IN OPEN INTEREST: 608) 951 -292 999 -1,516 -188 434 519 174 89 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 40.8 13.8 13.2 25.3 28.2 79.3 55.2 20.7 44.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 151) 47 24 29 35 58 101 100 CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741 FUTURES ONLY POSITIONS AS OF 08/15/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100,000 CANADIAN DOLLARS) OPEN INTEREST: 86,815 COMMITMENTS 27,206 18,609 1,135 24,981 47,565 53,322 67,309 33,493 19,506 CHANGES FROM 08/08/06 (CHANGE IN OPEN INTEREST: 4,305) 4,021 5,254 0 3,362 -4,190 7,383 1,064 -3,078 3,241 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 31.3 21.4 1.3 28.8 54.8 61.4 77.5 38.6 22.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69) 20 16 2 23 17 45 33 SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741 FUTURES ONLY POSITIONS AS OF 08/15/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 125,000 SWISS FRANCS) OPEN INTEREST: 66,021 COMMITMENTS 13,082 28,329 0 40,934 22,521 54,016 50,850 12,005 15,171 CHANGES FROM 08/08/06 (CHANGE IN OPEN INTEREST: -6,622) -8,402 -8,008 0 4,869 -254 -3,533 -8,262 -3,089 1,640 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.8 42.9 0.0 62.0 34.1 81.8 77.0 18.2 23.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 12 17 0 9 8 21 25 MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741 FUTURES ONLY POSITIONS AS OF 08/15/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 500,000 MEXICAN PESOS) OPEN INTEREST: 92,014 COMMITMENTS 42,433 6,799 155 44,897 82,745 87,485 89,699 4,529 2,315 CHANGES FROM 08/08/06 (CHANGE IN OPEN INTEREST: 12,466) 13,671 -54 0 -1,350 12,902 12,321 12,848 145 -382 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 46.1 7.4 0.2 48.8 89.9 95.1 97.5 4.9 2.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85) 44 11 1 14 23 59 34 BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742 FUTURES ONLY POSITIONS AS OF 08/15/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 62,500 POUNDS STERLING) OPEN INTEREST: 135,944 COMMITMENTS 74,152 10,956 50 27,206 109,568 101,408 120,574 34,536 15,370 CHANGES FROM 08/08/06 (CHANGE IN OPEN INTEREST: 7,832) 8,924 1,354 47 -3,397 7,994 5,574 9,395 2,258 -1,563 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 54.5 8.1 0.0 20.0 80.6 74.6 88.7 25.4 11.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 71) 31 11 1 12 23 43 35 JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741 FUTURES ONLY POSITIONS AS OF 08/15/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 12,500,000 JAPANESE YEN) OPEN INTEREST: 216,492 COMMITMENTS 29,646 91,920 86 153,461 92,252 183,193 184,258 33,299 32,234 CHANGES FROM 08/08/06 (CHANGE IN OPEN INTEREST: 17,922) 4,615 15,098 -978 12,407 -2,168 16,044 11,952 1,878 5,970 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.7 42.5 0.0 70.9 42.6 84.6 85.1 15.4 14.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 113) 30 41 2 33 19 64 61 EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741 FUTURES ONLY POSITIONS AS OF 08/15/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 125,000 EUROS) OPEN INTEREST: 178,761 COMMITMENTS 99,050 8,846 686 25,418 143,147 125,154 152,679 53,607 26,082 CHANGES FROM 08/08/06 (CHANGE IN OPEN INTEREST: 998) -2,083 -179 149 2,870 -1,216 936 -1,246 62 2,244 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 55.4 4.9 0.4 14.2 80.1 70.0 85.4 30.0 14.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 116) 59 15 5 26 31 86 50 NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741 FUTURES ONLY POSITIONS AS OF 08/15/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF NZ$ 100,000) OPEN INTEREST: 19,536 COMMITMENTS 13,438 176 0 4,216 18,424 17,654 18,600 1,882 936 CHANGES FROM 08/08/06 (CHANGE IN OPEN INTEREST: 2,209) 3,970 -2,347 0 -2,017 4,517 1,953 2,170 256 39 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 68.8 0.9 0.0 21.6 94.3 90.4 95.2 9.6 4.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 5 1 0 6 12 11 13 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741 FUTURES ONLY POSITIONS AS OF 08/15/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $1,000,000 FACE VALUE) OPEN INTEREST: 10,049,669 COMMITMENTS 554,200 866,409 1429284 6810899 6217041 8794383 8512734 1255286 1536935 CHANGES FROM 08/08/06 (CHANGE IN OPEN INTEREST: -79,524) -104,767 19,877 -106,697 96,797 -43,792 -114,667 -130,612 35,143 51,088 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.5 8.6 14.2 67.8 61.9 87.5 84.7 12.5 15.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 306) 53 69 104 141 157 259 280 S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741 FUTURES ONLY POSITIONS AS OF 08/15/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 632,529 COMMITMENTS 70,478 55,477 1,763 417,665 434,793 489,906 492,033 142,623 140,496 CHANGES FROM 08/08/06 (CHANGE IN OPEN INTEREST: 7,921) 737 -1,766 19 4,316 -15,953 5,072 -17,700 2,849 25,621 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.1 8.8 0.3 66.0 68.7 77.5 77.8 22.5 22.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 197) 52 33 15 81 56 142 96 E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A FUTURES ONLY POSITIONS AS OF 08/15/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($50 X S&P 500 INDEX) OPEN INTEREST: 1,503,215 COMMITMENTS 230,513 400,259 25,474 856,923 951,756 1112910 1377489 390,305 125,726 CHANGES FROM 08/08/06 (CHANGE IN OPEN INTEREST: 37,553) 36,503 6,013 -3,731 -42,876 34,362 -10,104 36,644 47,657 909 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.3 26.6 1.7 57.0 63.3 74.0 91.6 26.0 8.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 248) 64 71 25 81 69 160 150 S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-338741 FUTURES ONLY POSITIONS AS OF 08/15/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 400 INDEX X $500) OPEN INTEREST: 9,729 COMMITMENTS 700 0 0 4,994 8,173 5,694 8,173 4,035 1,556 CHANGES FROM 08/08/06 (CHANGE IN OPEN INTEREST: 176) 0 0 0 11 89 11 89 165 87 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.2 0.0 0.0 51.3 84.0 58.5 84.0 41.5 16.0 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 08/15/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 400 INDEX X $100) OPEN INTEREST: 70,751 COMMITMENTS 5,901 29,244 27 59,136 33,947 65,064 63,218 5,687 7,533 CHANGES FROM 08/08/06 (CHANGE IN OPEN INTEREST: 1,109) 1,109 402 3 -912 738 200 1,143 909 -34 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.3 41.3 0.0 83.6 48.0 92.0 89.4 8.0 10.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68) 10 13 1 31 23 42 36 NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741 FUTURES ONLY POSITIONS AS OF 08/15/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 INDEX X $100) OPEN INTEREST: 58,943 COMMITMENTS 7,332 13,132 42 42,084 33,817 49,458 46,991 9,485 11,952 CHANGES FROM 08/08/06 (CHANGE IN OPEN INTEREST: -115) 230 -4,976 -15 1,314 -480 1,529 -5,471 -1,644 5,356 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.4 22.3 0.1 71.4 57.4 83.9 79.7 16.1 20.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80) 18 19 1 26 25 45 44 NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742 FUTURES ONLY POSITIONS AS OF 08/15/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 436,324 COMMITMENTS 77,688 168,135 5,314 312,934 240,909 395,936 414,358 40,388 21,966 CHANGES FROM 08/08/06 (CHANGE IN OPEN INTEREST: 403) 23,031 -13,789 717 -36,844 31,139 -13,096 18,067 13,499 -17,664 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.8 38.5 1.2 71.7 55.2 90.7 95.0 9.3 5.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 238) 72 78 18 59 47 140 134 AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741 FUTURES ONLY POSITIONS AS OF 08/15/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100,000 AUSTRALIAN DOLLARS OPEN INTEREST: 72,893 COMMITMENTS 42,751 3,659 0 4,684 62,087 47,435 65,746 25,458 7,147 CHANGES FROM 08/08/06 (CHANGE IN OPEN INTEREST: 7,540) 6,387 352 0 38 8,112 6,425 8,464 1,115 -924 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 58.6 5.0 0.0 6.4 85.2 65.1 90.2 34.9 9.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54) 27 4 0 9 17 36 21 RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE Code-239741 FUTURES ONLY POSITIONS AS OF 08/15/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (RUSSEL 2000 INDEX X $500) OPEN INTEREST: 43,895 COMMITMENTS 400 6,498 9 39,381 28,600 39,790 35,107 4,105 8,788 CHANGES FROM 08/08/06 (CHANGE IN OPEN INTEREST: 2,065) 0 -25 0 1,779 1,378 1,779 1,353 286 712 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.9 14.8 0.0 89.7 65.2 90.6 80.0 9.4 20.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57) 1 13 2 28 25 31 38 RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-239742 FUTURES ONLY POSITIONS AS OF 08/15/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (RUSSEL 2000 INDEX X $100) OPEN INTEREST: 467,812 COMMITMENTS 45,375 111,238 1,864 389,856 337,495 437,095 450,597 30,717 17,215 CHANGES FROM 08/08/06 (CHANGE IN OPEN INTEREST: 7,831) -1,478 3,706 -43 7,900 2,351 6,379 6,014 1,452 1,817 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.7 23.8 0.4 83.3 72.1 93.4 96.3 6.6 3.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 184) 19 77 9 43 65 69 144 NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741 FUTURES ONLY POSITIONS AS OF 08/15/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X $5.00) OPEN INTEREST: 43,278 COMMITMENTS 11,884 13,266 0 17,355 22,637 29,239 35,903 14,039 7,375 CHANGES FROM 08/08/06 (CHANGE IN OPEN INTEREST: -1,273) 2,072 395 -2 -895 2,136 1,175 2,529 -2,448 -3,802 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.5 30.7 0.0 40.1 52.3 67.6 83.0 32.4 17.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73) 24 17 0 14 21 38 38 NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743 FUTURES ONLY POSITIONS AS OF 08/15/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X 500 YEN) OPEN INTEREST: 43,279 COMMITMENTS 6,676 4,660 22 29,306 19,286 36,004 23,968 7,275 19,311 CHANGES FROM 08/08/06 (CHANGE IN OPEN INTEREST: 2,405) 185 753 -17 2,833 1,810 3,001 2,546 -596 -141 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.4 10.8 0.1 67.7 44.6 83.2 55.4 16.8 44.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59) 14 11 1 22 14 36 26 GOLDMAN-SACHS COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741 FUTURES ONLY POSITIONS AS OF 08/15/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (GSCI X $250) OPEN INTEREST: 20,450 COMMITMENTS 3,964 450 93 15,622 19,681 19,679 20,224 771 226 CHANGES FROM 08/08/06 (CHANGE IN OPEN INTEREST: -78) 40 350 -1 90 -296 129 53 -207 -131 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.4 2.2 0.5 76.4 96.2 96.2 98.9 3.8 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 7 2 1 10 6 17 9 3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE Code-597741 FUTURES ONLY POSITIONS AS OF 08/15/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF Y100,000,000 FACE VALUE) OPEN INTEREST: 43,969 COMMITMENTS 3,770 4,239 328 26,077 33,954 30,175 38,521 13,794 5,448 CHANGES FROM 08/08/06 (CHANGE IN OPEN INTEREST: 1,192) -56 -59 41 418 1,457 403 1,439 789 -247 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.6 9.6 0.7 59.3 77.2 68.6 87.6 31.4 12.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60) 6 9 2 29 37 36 47
Updated August 18, 2006