BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642 FUTURES ONLY POSITIONS AS OF 09/05/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 3,763 COMMITMENTS 45 0 98 2,704 3,097 2,847 3,195 916 568 CHANGES FROM 08/29/06 (CHANGE IN OPEN INTEREST: -675) 29 0 -2 -511 -495 -484 -497 -191 -178 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.2 0.0 2.6 71.9 82.3 75.7 84.9 24.3 15.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 1 0 1 13 13 14 14 MILK - CHICAGO MERCANTILE EXCHANGE Code-052641 FUTURES ONLY POSITIONS AS OF 09/05/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 26,320 COMMITMENTS 2,540 3,020 581 19,656 14,624 22,777 18,225 3,543 8,095 CHANGES FROM 08/29/06 (CHANGE IN OPEN INTEREST: -4,772) 476 -1,105 -812 -4,561 -2,315 -4,897 -4,232 125 -540 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.7 11.5 2.2 74.7 55.6 86.5 69.2 13.5 30.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51) 8 14 7 23 15 33 34 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642 FUTURES ONLY POSITIONS AS OF 09/05/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 184,821 COMMITMENTS 42,299 21,093 41,532 77,993 82,569 161,824 145,194 22,997 39,627 CHANGES FROM 08/29/06 (CHANGE IN OPEN INTEREST: 9,547) 2,686 1,579 1,608 2,114 4,728 6,408 7,915 3,139 1,632 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.9 11.4 22.5 42.2 44.7 87.6 78.6 12.4 21.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 219) 82 52 79 30 46 175 141 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642 FUTURES ONLY POSITIONS AS OF 09/05/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 209,993 COMMITMENTS 60,222 30,599 34,858 92,624 92,169 187,704 157,626 22,289 52,367 CHANGES FROM 08/29/06 (CHANGE IN OPEN INTEREST: 6,947) 5,210 5,743 -634 1,126 2,286 5,702 7,395 1,245 -448 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.7 14.6 16.6 44.1 43.9 89.4 75.1 10.6 24.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 300) 86 48 60 55 132 185 213 RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643 FUTURES ONLY POSITIONS AS OF 09/05/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 5,822 COMMITMENTS 2,631 2,267 684 898 800 4,213 3,751 1,609 2,071 CHANGES FROM 08/29/06 (CHANGE IN OPEN INTEREST: -290) -66 30 11 64 -31 9 10 -299 -300 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 45.2 38.9 11.7 15.4 13.7 72.4 64.4 27.6 35.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51) 17 20 9 9 10 32 34 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641 FUTURES ONLY POSITIONS AS OF 09/05/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 29,760 COMMITMENTS 10,268 3,620 4,778 8,366 8,877 23,412 17,275 6,348 12,485 CHANGES FROM 08/29/06 (CHANGE IN OPEN INTEREST: -2,547) -2,103 108 -653 -323 -574 -3,079 -1,119 532 -1,428 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 34.5 12.2 16.1 28.1 29.8 78.7 58.0 21.3 42.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 136) 42 19 25 32 53 89 90 CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741 FUTURES ONLY POSITIONS AS OF 09/05/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100,000 CANADIAN DOLLARS) OPEN INTEREST: 111,705 COMMITMENTS 49,440 21,974 2,812 25,144 68,572 77,396 93,358 34,309 18,347 CHANGES FROM 08/29/06 (CHANGE IN OPEN INTEREST: 5,563) 3,463 6,602 446 1,649 -618 5,558 6,430 5 -867 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 44.3 19.7 2.5 22.5 61.4 69.3 83.6 30.7 16.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89) 33 19 8 19 22 58 45 SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741 FUTURES ONLY POSITIONS AS OF 09/05/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 125,000 SWISS FRANCS) OPEN INTEREST: 70,053 COMMITMENTS 11,221 30,367 0 46,601 25,569 57,822 55,936 12,231 14,117 CHANGES FROM 08/29/06 (CHANGE IN OPEN INTEREST: 1,266) -1,397 5,114 -464 2,345 -3,696 484 954 782 312 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.0 43.3 0.0 66.5 36.5 82.5 79.8 17.5 20.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 9 16 0 13 10 22 26 MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741 FUTURES ONLY POSITIONS AS OF 09/05/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 500,000 MEXICAN PESOS) OPEN INTEREST: 83,830 COMMITMENTS 33,449 5,778 649 45,127 74,542 79,225 80,969 4,605 2,861 CHANGES FROM 08/29/06 (CHANGE IN OPEN INTEREST: -489) 608 -4,258 198 -1,290 3,965 -484 -95 -5 -394 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 39.9 6.9 0.8 53.8 88.9 94.5 96.6 5.5 3.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80) 47 6 3 14 17 62 26 BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742 FUTURES ONLY POSITIONS AS OF 09/05/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 62,500 POUNDS STERLING) OPEN INTEREST: 131,836 COMMITMENTS 63,587 9,655 20 37,607 104,080 101,214 113,755 30,622 18,081 CHANGES FROM 08/29/06 (CHANGE IN OPEN INTEREST: 1,297) -3,089 -896 -60 5,757 -275 2,608 -1,231 -1,311 2,528 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 48.2 7.3 0.0 28.5 78.9 76.8 86.3 23.2 13.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72) 29 10 1 21 21 51 31 JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741 FUTURES ONLY POSITIONS AS OF 09/05/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 12,500,000 JAPANESE YEN) OPEN INTEREST: 228,792 COMMITMENTS 32,941 102,439 449 160,209 89,614 193,599 192,502 35,193 36,290 CHANGES FROM 08/29/06 (CHANGE IN OPEN INTEREST: -15,649) -979 -19,810 250 -15,158 4,438 -15,887 -15,122 238 -527 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.4 44.8 0.2 70.0 39.2 84.6 84.1 15.4 15.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 116) 32 41 6 32 21 66 66 EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741 FUTURES ONLY POSITIONS AS OF 09/05/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 125,000 EUROS) OPEN INTEREST: 171,026 COMMITMENTS 86,223 11,207 2,763 25,562 129,665 114,548 143,635 56,478 27,391 CHANGES FROM 08/29/06 (CHANGE IN OPEN INTEREST: 858) -2,200 2,421 1,109 439 76 -652 3,606 1,510 -2,748 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 50.4 6.6 1.6 14.9 75.8 67.0 84.0 33.0 16.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 120) 55 21 17 26 33 86 66 NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741 FUTURES ONLY POSITIONS AS OF 09/05/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF NZ$ 100,000) OPEN INTEREST: 18,852 COMMITMENTS 11,218 175 0 5,518 17,906 16,736 18,081 2,116 771 CHANGES FROM 08/29/06 (CHANGE IN OPEN INTEREST: 753) 531 4 0 143 814 674 818 79 -65 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 59.5 0.9 0.0 29.3 95.0 88.8 95.9 11.2 4.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 4 1 0 9 12 13 13 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741 FUTURES ONLY POSITIONS AS OF 09/05/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $1,000,000 FACE VALUE) OPEN INTEREST: 10,587,550 COMMITMENTS 889,397 970,366 1427444 7153923 6764922 9470764 9162732 1116786 1424818 CHANGES FROM 08/29/06 (CHANGE IN OPEN INTEREST: 308,482) 196,682 5,900 28,607 23,876 223,221 249,165 257,728 59,317 50,754 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.4 9.2 13.5 67.6 63.9 89.5 86.5 10.5 13.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 314) 63 62 102 148 165 271 282 S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741 FUTURES ONLY POSITIONS AS OF 09/05/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 647,167 COMMITMENTS 77,527 47,452 4,038 425,420 447,844 506,985 499,334 140,182 147,833 CHANGES FROM 08/29/06 (CHANGE IN OPEN INTEREST: 4,288) 2,045 -65 -538 -4,641 3,094 -3,134 2,491 7,422 1,797 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.0 7.3 0.6 65.7 69.2 78.3 77.2 21.7 22.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 200) 59 26 18 83 62 153 96 E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A FUTURES ONLY POSITIONS AS OF 09/05/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($50 X S&P 500 INDEX) OPEN INTEREST: 1,672,748 COMMITMENTS 282,833 492,001 38,976 914,620 1011490 1236429 1542467 436,319 130,281 CHANGES FROM 08/29/06 (CHANGE IN OPEN INTEREST: 90,862) 32,675 91,360 -3,377 58,941 8,834 88,239 96,817 2,623 -5,955 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.9 29.4 2.3 54.7 60.5 73.9 92.2 26.1 7.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 265) 68 82 26 84 78 167 171 S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-338741 FUTURES ONLY POSITIONS AS OF 09/05/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 400 INDEX X $500) OPEN INTEREST: 9,978 COMMITMENTS 759 0 0 4,971 7,886 5,730 7,886 4,248 2,092 CHANGES FROM 08/29/06 (CHANGE IN OPEN INTEREST: 145) 148 -217 0 -23 -181 125 -398 20 543 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.6 0.0 0.0 49.8 79.0 57.4 79.0 42.6 21.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 2 0 0 8 11 10 11 E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A FUTURES ONLY POSITIONS AS OF 09/05/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 400 INDEX X $100) OPEN INTEREST: 70,414 COMMITMENTS 6,440 29,581 27 57,589 32,814 64,056 62,422 6,358 7,992 CHANGES FROM 08/29/06 (CHANGE IN OPEN INTEREST: -2,019) -183 -861 0 -1,868 -588 -2,051 -1,449 32 -570 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.1 42.0 0.0 81.8 46.6 91.0 88.6 9.0 11.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62) 9 10 1 30 20 40 30 NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741 FUTURES ONLY POSITIONS AS OF 09/05/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 INDEX X $100) OPEN INTEREST: 56,572 COMMITMENTS 8,570 13,833 43 39,235 28,332 47,848 42,208 8,724 14,364 CHANGES FROM 08/29/06 (CHANGE IN OPEN INTEREST: -209) 362 -551 -213 -105 -374 44 -1,138 -253 929 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.1 24.5 0.1 69.4 50.1 84.6 74.6 15.4 25.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77) 18 16 1 28 24 47 40 NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742 FUTURES ONLY POSITIONS AS OF 09/05/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 410,662 COMMITMENTS 72,859 153,389 4,926 271,371 222,902 349,156 381,217 61,506 29,445 CHANGES FROM 08/29/06 (CHANGE IN OPEN INTEREST: 8,693) 3,238 2,670 1,063 -3,418 -1,130 883 2,603 7,810 6,090 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.7 37.4 1.2 66.1 54.3 85.0 92.8 15.0 7.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 216) 54 76 19 55 44 121 128 AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741 FUTURES ONLY POSITIONS AS OF 09/05/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100,000 AUSTRALIAN DOLLARS OPEN INTEREST: 81,372 COMMITMENTS 49,725 1,779 0 4,187 71,468 53,912 73,247 27,460 8,125 CHANGES FROM 08/29/06 (CHANGE IN OPEN INTEREST: 18,024) 15,342 637 0 -640 16,178 14,702 16,815 3,322 1,209 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 61.1 2.2 0.0 5.1 87.8 66.3 90.0 33.7 10.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55) 30 3 0 7 18 37 21 RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE Code-239741 FUTURES ONLY POSITIONS AS OF 09/05/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (RUSSEL 2000 INDEX X $500) OPEN INTEREST: 42,511 COMMITMENTS 400 6,063 109 37,187 26,832 37,696 33,004 4,815 9,507 CHANGES FROM 08/29/06 (CHANGE IN OPEN INTEREST: 308) 0 -1,177 105 -711 -178 -606 -1,250 914 1,558 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.9 14.3 0.3 87.5 63.1 88.7 77.6 11.3 22.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54) 1 12 1 26 26 28 38 RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-239742 FUTURES ONLY POSITIONS AS OF 09/05/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (RUSSEL 2000 INDEX X $100) OPEN INTEREST: 459,590 COMMITMENTS 49,718 116,856 2,207 364,812 309,424 416,737 428,487 42,853 31,103 CHANGES FROM 08/29/06 (CHANGE IN OPEN INTEREST: -3,231) 4,427 -1,173 997 -6,634 4,208 -1,210 4,032 -2,021 -7,263 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.8 25.4 0.5 79.4 67.3 90.7 93.2 9.3 6.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 195) 25 78 9 48 69 79 150 NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741 FUTURES ONLY POSITIONS AS OF 09/05/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X $5.00) OPEN INTEREST: 61,361 COMMITMENTS 11,913 13,559 9,921 23,161 27,853 44,995 51,333 16,366 10,028 CHANGES FROM 08/29/06 (CHANGE IN OPEN INTEREST: 15,765) 1,265 -963 9,166 3,202 4,354 13,633 12,557 2,132 3,208 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.4 22.1 16.2 37.7 45.4 73.3 83.7 26.7 16.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77) 29 14 12 18 21 51 46 NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743 FUTURES ONLY POSITIONS AS OF 09/05/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X 500 YEN) OPEN INTEREST: 48,496 COMMITMENTS 3,342 5,534 3,208 28,175 22,353 34,725 31,095 13,771 17,401 CHANGES FROM 08/29/06 (CHANGE IN OPEN INTEREST: 8,470) -145 849 2,762 -1,146 269 1,471 3,880 6,999 4,590 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.9 11.4 6.6 58.1 46.1 71.6 64.1 28.4 35.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61) 11 15 8 22 18 40 35 GOLDMAN-SACHS COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741 FUTURES ONLY POSITIONS AS OF 09/05/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (GSCI X $250) OPEN INTEREST: 19,665 COMMITMENTS 3,735 1,403 93 15,398 17,831 19,226 19,327 439 338 CHANGES FROM 08/29/06 (CHANGE IN OPEN INTEREST: 44) 29 298 0 -28 -203 1 95 43 -51 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.0 7.1 0.5 78.3 90.7 97.8 98.3 2.2 1.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 7 3 1 9 4 16 8 3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE Code-597741 FUTURES ONLY POSITIONS AS OF 09/05/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF Y100,000,000 FACE VALUE) OPEN INTEREST: 55,786 COMMITMENTS 3,570 4,729 838 32,927 40,313 37,335 45,880 18,451 9,906 CHANGES FROM 08/29/06 (CHANGE IN OPEN INTEREST: 11,798) -223 372 -277 5,913 7,139 5,413 7,234 6,385 4,564 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.4 8.5 1.5 59.0 72.3 66.9 82.2 33.1 17.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60) 6 10 3 29 37 37 48
Updated September 8, 2006