MILK - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 8, 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 : 34,755: 969 5,086 2,981 26,501 16,336 30,450 24,402: 4,305 10,353
Old : 34,755: 969 5,086 2,981 26,501 16,336 30,450 24,402: 4,305 10,353
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 1, 2006 :
: -3,787: 107 -698 -345 -2,883 -1,666 -3,121 -2,709: -666 -1,077
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.8 14.6 8.6 76.2 47.0 87.6 70.2: 12.4 29.8
Old : 100.0: 2.8 14.6 8.6 76.2 47.0 87.6 70.2: 12.4 29.8
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 : 58: 6 20 13 27 18 43 41:
Old : 58: 6 20 13 27 18 43 41:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.7 32.4 63.5 44.0 48.7 30.7 62.4 39.7
Old : 48.7 32.4 63.5 44.0 48.7 30.7 62.4 39.7
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 with Delta-adjusted Options and Futures Combined, August 8, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 169,321: 34,075 17,046 38,049 77,509 74,129 149,632 129,224: 19,689 40,097
Old : 116,454: 26,470 36,910 11,181 67,848 44,528 105,500 92,620: 10,954 23,834
Other: 52,867: 29,515 2,046 4,958 9,660 29,601 44,133 36,605: 8,734 16,262
: : :
: : Changes in Commitments from: August 1, 2006 :
: -241: 1,859 -956 -77 -2,324 956 -543 -77: 301 -164
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.1 10.1 22.5 45.8 43.8 88.4 76.3: 11.6 23.7
Old : 100.0: 22.7 31.7 9.6 58.3 38.2 90.6 79.5: 9.4 20.5
Other: 100.0: 55.8 3.9 9.4 18.3 56.0 83.5 69.2: 16.5 30.8
: : :
:# Traders : Number of Traders in Each Category :
All : 195: 56 69 68 35 47 148 139:
Old : 188: 46 82 47 26 45 116 133:
Other: 123: 57 14 26 24 38 89 73:
:----------------------------------------------------------------------------------------------------
: 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 : 30.1 22.1 40.9 30.2 30.1 21.2 39.7 27.7
Old : 42.6 23.8 55.9 33.8 42.6 23.1 55.9 32.3
Other: 25.7 25.7 39.6 36.9 23.5 21.1 35.8 30.5
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 8, 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 : 262,157: 54,860 12,987 59,466 117,789 125,786 232,116 198,238: 30,042 63,919
Old : 262,157: 54,860 12,987 59,466 117,789 125,786 232,116 198,238: 30,042 63,919
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 1, 2006 :
: -13,871: 2,113 120 -12,751 -4,360 -1,106 -14,999 -13,737: 1,128 -134
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.9 5.0 22.7 44.9 48.0 88.5 75.6: 11.5 24.4
Old : 100.0: 20.9 5.0 22.7 44.9 48.0 88.5 75.6: 11.5 24.4
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 : 349: 100 53 100 107 152 274 269:
Old : 349: 100 53 100 107 152 274 269:
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 : 20.1 11.6 29.9 18.0 20.1 10.6 28.9 15.6
Old : 20.1 11.6 29.9 18.0 20.1 10.6 28.9 15.6
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 with Delta-adjusted Options and Futures Combined, August 8, 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 : 7,095: 2,768 2,822 1,099 1,118 1,085 4,986 5,006: 2,109 2,089
Old : 7,095: 2,768 2,822 1,099 1,118 1,085 4,986 5,006: 2,109 2,089
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 1, 2006 :
: -6: 70 51 -78 -110 69 -118 42: 112 -48
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.0 39.8 15.5 15.8 15.3 70.3 70.6: 29.7 29.4
Old : 100.0: 39.0 39.8 15.5 15.8 15.3 70.3 70.6: 29.7 29.4
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 : 64: 16 27 14 15 13 42 47:
Old : 64: 16 27 14 15 13 42 47:
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 : 28.3 20.6 41.2 34.3 28.2 18.6 38.7 29.3
Old : 28.3 20.6 41.2 34.3 28.2 18.6 38.7 29.3
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 with Delta-adjusted Options and Futures Combined, August 8, 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 : 37,469: 12,606 2,527 7,261 10,408 11,146 30,275 20,934: 7,194 16,535
Old : 37,469: 12,606 2,527 7,261 10,408 11,146 30,275 20,934: 7,194 16,535
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 1, 2006 :
: 362: -196 384 -108 -82 -313 -386 -37: 749 399
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.6 6.7 19.4 27.8 29.7 80.8 55.9: 19.2 44.1
Old : 100.0: 33.6 6.7 19.4 27.8 29.7 80.8 55.9: 19.2 44.1
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 : 161: 51 20 29 52 64 118 106:
Old : 161: 51 20 29 52 64 118 106:
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 : 18.2 10.4 27.7 16.9 14.8 6.5 23.0 10.7
Old : 18.2 10.4 27.7 16.9 14.8 6.5 23.0 10.7
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 with Delta-adjusted Options and Futures Combined, August 8, 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 : 92,511: 23,227 13,881 5,436 23,834 54,420 52,498 73,737: 40,013 18,774
Old : 92,511: 23,227 13,881 5,436 23,834 54,420 52,498 73,737: 40,013 18,774
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 1, 2006 :
: -5,224: 3,015 -13,621 343 -10,049 9,865 -6,691 -3,412: 1,467 -1,811
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.1 15.0 5.9 25.8 58.8 56.7 79.7: 43.3 20.3
Old : 100.0: 25.1 15.0 5.9 25.8 58.8 56.7 79.7: 43.3 20.3
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 : 71: 19 17 6 19 24 42 43:
Old : 71: 19 17 6 19 24 42 43:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 15.3 29.6 26.3 42.1 15.3 29.4 25.6 41.9
Old : 15.3 29.6 26.3 42.1 15.3 29.4 25.6 41.9
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 with Delta-adjusted Options and Futures Combined, August 8, 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 : 73,267: 21,484 36,381 123 36,065 22,775 57,672 59,278: 15,596 13,989
Old : 73,267: 21,484 36,381 123 36,065 22,775 57,672 59,278: 15,596 13,989
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 1, 2006 :
: 7,588: 3,997 9,484 34 543 1,284 4,574 10,803: 3,013 -3,215
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.3 49.7 0.2 49.2 31.1 78.7 80.9: 21.3 19.1
Old : 100.0: 29.3 49.7 0.2 49.2 31.1 78.7 80.9: 21.3 19.1
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 : 45: 16 15 1 7 10 24 25:
Old : 45: 16 15 1 7 10 24 25:
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 : 49.8 47.8 64.9 61.7 49.6 47.5 64.7 61.4
Old : 49.8 47.8 64.9 61.7 49.6 47.5 64.7 61.4
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 with Delta-adjusted Options and Futures Combined, August 8, 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 : 79,565: 28,762 6,854 155 46,248 69,843 75,165 76,852: 4,400 2,713
Old : 79,565: 28,762 6,854 155 46,248 69,843 75,165 76,852: 4,400 2,713
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 1, 2006 :
: -6,981: 1,507 -2,727 -257 -5,918 -1,397 -4,668 -4,381: -2,313 -2,600
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.1 8.6 0.2 58.1 87.8 94.5 96.6: 5.5 3.4
Old : 100.0: 36.1 8.6 0.2 58.1 87.8 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 : 79: 38 12 1 13 22 52 34:
Old : 79: 38 12 1 13 22 52 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 : 49.6 72.7 65.7 86.7 48.3 71.3 64.4 84.6
Old : 49.6 72.7 65.7 86.7 48.3 71.3 64.4 84.6
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 with Delta-adjusted Options and Futures Combined, August 8, 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 : 131,051: 65,125 9,308 590 31,296 101,689 97,011 111,587: 34,040 19,464
Old : 131,051: 65,125 9,308 590 31,296 101,689 97,011 111,587: 34,040 19,464
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 1, 2006 :
: 14,367: 8,848 -1,773 202 3,054 13,505 12,104 11,934: 2,262 2,433
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.7 7.1 0.5 23.9 77.6 74.0 85.1: 26.0 14.9
Old : 100.0: 49.7 7.1 0.5 23.9 77.6 74.0 85.1: 26.0 14.9
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 : 66: 26 10 3 15 23 43 34:
Old : 66: 26 10 3 15 23 43 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 : 31.6 41.3 47.6 62.5 31.6 41.2 45.5 62.4
Old : 31.6 41.3 47.6 62.5 31.6 41.2 45.5 62.4
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 with Delta-adjusted Options and Futures Combined, August 8, 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 : 247,575: 23,526 80,517 6,404 180,782 131,473 210,711 218,394: 36,863 29,181
Old : 247,575: 23,526 80,517 6,404 180,782 131,473 210,711 218,394: 36,863 29,181
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 1, 2006 :
: 1,484: -23 8,823 -1,102 1,572 -3,865 447 3,857: 1,037 -2,373
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.5 32.5 2.6 73.0 53.1 85.1 88.2: 14.9 11.8
Old : 100.0: 9.5 32.5 2.6 73.0 53.1 85.1 88.2: 14.9 11.8
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 : 112: 28 43 13 33 23 68 72:
Old : 112: 28 43 13 33 23 68 72:
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 : 43.1 32.4 57.4 48.9 33.9 22.4 41.6 32.5
Old : 43.1 32.4 57.4 48.9 33.9 22.4 41.6 32.5
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 with Delta-adjusted Options and Futures Combined, August 8, 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 : 204,673: 103,023 9,081 13,617 27,960 150,813 144,601 173,511: 60,071 31,161
Old : 204,673: 103,023 9,081 13,617 27,960 150,813 144,601 173,511: 60,071 31,161
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 1, 2006 :
: 17,064: 15,829 -2,311 -2,122 510 24,294 14,217 19,861: 2,846 -2,797
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.3 4.4 6.7 13.7 73.7 70.6 84.8: 29.4 15.2
Old : 100.0: 50.3 4.4 6.7 13.7 73.7 70.6 84.8: 29.4 15.2
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 : 128: 66 20 31 29 35 104 77:
Old : 128: 66 20 31 29 35 104 77:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.5 45.2 30.2 59.5 20.4 44.3 27.8 56.6
Old : 21.5 45.2 30.2 59.5 20.4 44.3 27.8 56.6
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 with Delta-adjusted Options and Futures Combined, August 8, 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 : 17,327: 9,468 2,523 0 6,233 13,907 15,701 16,430: 1,626 897
Old : 17,327: 9,468 2,523 0 6,233 13,907 15,701 16,430: 1,626 897
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 1, 2006 :
: -833: -1,487 -229 0 652 -307 -835 -536: 2 -297
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.6 14.6 0.0 36.0 80.3 90.6 94.8: 9.4 5.2
Old : 100.0: 54.6 14.6 0.0 36.0 80.3 90.6 94.8: 9.4 5.2
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 : 25: 5 4 0 7 11 12 15:
Old : 25: 5 4 0 7 11 12 15:
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 : 75.5 69.6 87.1 88.1 75.5 66.4 82.1 82.2
Old : 75.5 69.6 87.1 88.1 75.5 66.4 82.1 82.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE Code-032741
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 8, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $3,000,000 FACE VALUE) :
: : :
All : 46,461: 10,809 3,619 200 31,052 37,466 42,061 41,285: 4,400 5,176
Old : 46,461: 10,809 3,619 200 31,052 37,466 42,061 41,285: 4,400 5,176
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 1, 2006 :
: 4,757: -2,729 1,990 140 7,549 2,672 4,960 4,802: -203 -45
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.3 7.8 0.4 66.8 80.6 90.5 88.9: 9.5 11.1
Old : 100.0: 23.3 7.8 0.4 66.8 80.6 90.5 88.9: 9.5 11.1
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 : 31: 4 3 1 15 15 19 19:
Old : 31: 4 3 1 15 15 19 19:
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 : 40.3 51.4 61.6 73.0 39.9 48.3 61.2 67.0
Old : 40.3 51.4 61.6 73.0 39.9 48.3 61.2 67.0
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 with Delta-adjusted Options and Futures Combined, August 8, 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 :19,580,629: 735,959 654,782 7,530,435 9,912,421 9,716,621 18,178,815 17,901,838: 1,401,813 1,678,791
Old :19,580,629: 735,959 654,782 7,530,435 9,912,421 9,716,621 18,178,815 17,901,838: 1,401,813 1,678,791
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 1, 2006 :
: 389,420: 103,182 -21,745 94,891 112,248 288,015 310,321 361,161: 79,099 28,259
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.8 3.3 38.5 50.6 49.6 92.8 91.4: 7.2 8.6
Old : 100.0: 3.8 3.3 38.5 50.6 49.6 92.8 91.4: 7.2 8.6
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 : 336: 58 88 128 160 168 301 311:
Old : 336: 58 88 128 160 168 301 311:
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 : 30.6 18.7 40.9 27.2 17.7 5.0 20.0 8.5
Old : 30.6 18.7 40.9 27.2 17.7 5.0 20.0 8.5
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 with Delta-adjusted Options and Futures Combined, August 8, 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 : 719,472: 77,515 57,383 57,722 429,582 469,787 564,818 584,891: 154,653 134,580
Old : 719,472: 77,515 57,383 57,722 429,582 469,787 564,818 584,891: 154,653 134,580
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 1, 2006 :
: 5,417: -1,710 -2,062 4,721 1,822 -4,695 4,834 -2,036: 583 7,453
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.8 8.0 8.0 59.7 65.3 78.5 81.3: 21.5 18.7
Old : 100.0: 10.8 8.0 8.0 59.7 65.3 78.5 81.3: 21.5 18.7
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 : 216: 59 47 66 85 65 180 142:
Old : 216: 59 47 66 85 65 180 142:
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 : 17.8 27.2 24.9 37.9 17.6 26.8 24.5 36.4
Old : 17.8 27.2 24.9 37.9 17.6 26.8 24.5 36.4
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 with Delta-adjusted Options and Futures Combined, August 8, 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 : 1,545,328: 191,512 389,015 87,465 918,644 936,978 1,197,620 1,413,458: 347,707 131,870
Old : 1,545,328: 191,512 389,015 87,465 918,644 936,978 1,197,620 1,413,458: 347,707 131,870
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 1, 2006 :
: 89,705: 25,535 24,541 18,096 24,490 49,551 68,121 92,187: 21,584 -2,482
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.4 25.2 5.7 59.4 60.6 77.5 91.5: 22.5 8.5
Old : 100.0: 12.4 25.2 5.7 59.4 60.6 77.5 91.5: 22.5 8.5
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 : 252: 60 79 61 81 74 176 179:
Old : 252: 60 79 61 81 74 176 179:
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 : 25.0 21.8 36.9 37.6 20.9 20.6 29.2 33.0
Old : 25.0 21.8 36.9 37.6 20.9 20.6 29.2 33.0
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 with Delta-adjusted Options and Futures Combined, August 8, 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 : 9,553: 700 0 0 4,983 8,084 5,683 8,084: 3,870 1,469
Old : 9,553: 700 0 0 4,983 8,084 5,683 8,084: 3,870 1,469
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 1, 2006 :
: 59: 78 0 0 12 100 90 100: -31 -41
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.3 0.0 0.0 52.2 84.6 59.5 84.6: 40.5 15.4
Old : 100.0: 7.3 0.0 0.0 52.2 84.6 59.5 84.6: 40.5 15.4
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 : 21: 2 0 0 9 12 11 12:
Old : 21: 2 0 0 9 12 11 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.6 45.7 53.0 72.9 37.6 42.2 53.0 69.3
Old : 37.6 45.7 53.0 72.9 37.6 42.2 53.0 69.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 8, 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 : 69,642: 4,792 28,842 24 60,048 33,209 64,864 62,075: 4,778 7,567
Old : 69,642: 4,792 28,842 24 60,048 33,209 64,864 62,075: 4,778 7,567
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 1, 2006 :
: -489: -4,137 444 0 3,626 -319 -511 125: 22 -614
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.9 41.4 0.0 86.2 47.7 93.1 89.1: 6.9 10.9
Old : 100.0: 6.9 41.4 0.0 86.2 47.7 93.1 89.1: 6.9 10.9
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 : 65: 6 14 1 30 24 37 38:
Old : 65: 6 14 1 30 24 37 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 : 42.1 44.4 62.5 61.6 40.5 44.4 61.0 60.5
Old : 42.1 44.4 62.5 61.6 40.5 44.4 61.0 60.5
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 with Delta-adjusted Options and Futures Combined, August 8, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NASDAQ 100 INDEX X $100) :
: : :
All : 59,202: 7,102 18,109 57 40,842 34,399 48,001 52,564: 11,202 6,638
Old : 59,202: 7,102 18,109 57 40,842 34,399 48,001 52,564: 11,202 6,638
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 1, 2006 :
: 3,564: 825 2,526 15 481 668 1,321 3,209: 2,243 356
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.0 30.6 0.1 69.0 58.1 81.1 88.8: 18.9 11.2
Old : 100.0: 12.0 30.6 0.1 69.0 58.1 81.1 88.8: 18.9 11.2
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 : 82: 17 21 1 26 26 44 47:
Old : 82: 17 21 1 26 26 44 47:
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 26.0 54.8 44.1 39.5 25.3 52.8 43.3
Old : 40.5 26.0 54.8 44.1 39.5 25.3 52.8 43.3
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 with Delta-adjusted Options and Futures Combined, August 8, 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 : 440,480: 55,563 182,554 6,942 350,830 211,098 413,335 400,594: 27,145 39,886
Old : 440,480: 55,563 182,554 6,942 350,830 211,098 413,335 400,594: 27,145 39,886
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 1, 2006 :
: 16,082: 7,484 -16,799 2,664 -340 17,819 9,809 3,684: 6,273 12,399
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.6 41.4 1.6 79.6 47.9 93.8 90.9: 6.2 9.1
Old : 100.0: 12.6 41.4 1.6 79.6 47.9 93.8 90.9: 6.2 9.1
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 : 232: 44 96 20 59 50 112 157:
Old : 232: 44 96 20 59 50 112 157:
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 : 50.4 22.6 64.1 35.8 48.9 22.2 59.5 34.7
Old : 50.4 22.6 64.1 35.8 48.9 22.2 59.5 34.7
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 with Delta-adjusted Options and Futures Combined, August 8, 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 : 66,179: 36,321 3,233 221 4,646 53,975 41,188 57,429: 24,991 8,750
Old : 66,179: 36,321 3,233 221 4,646 53,975 41,188 57,429: 24,991 8,750
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 1, 2006 :
: -2,637: -3,874 1,225 21 1,153 -3,778 -2,701 -2,532: 63 -105
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.9 4.9 0.3 7.0 81.6 62.2 86.8: 37.8 13.2
Old : 100.0: 54.9 4.9 0.3 7.0 81.6 62.2 86.8: 37.8 13.2
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 : 51: 26 3 2 8 17 35 21:
Old : 51: 26 3 2 8 17 35 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 : 21.1 51.3 32.7 69.2 21.1 51.3 32.7 68.1
Old : 21.1 51.3 32.7 69.2 21.1 51.3 32.7 68.1
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 with Delta-adjusted Options and Futures Combined, August 8, 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 : 41,837: 400 6,522 12 37,604 27,222 38,016 33,755: 3,821 8,082
Old : 41,837: 400 6,522 12 37,604 27,222 38,016 33,755: 3,821 8,082
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 1, 2006 :
: 1,380: 0 66 0 1,554 1,431 1,554 1,497: -174 -117
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.0 15.6 0.0 89.9 65.1 90.9 80.7: 9.1 19.3
Old : 100.0: 1.0 15.6 0.0 89.9 65.1 90.9 80.7: 9.1 19.3
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 : 59: 1 15 2 28 25 31 40:
Old : 59: 1 15 2 28 25 31 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 : 57.4 28.6 70.5 42.2 50.1 23.3 59.8 34.3
Old : 57.4 28.6 70.5 42.2 50.1 23.3 59.8 34.3
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 with Delta-adjusted Options and Futures Combined, August 8, 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 : 464,644: 46,563 107,427 5,202 382,957 336,260 434,721 448,888: 29,923 15,756
Old : 464,644: 46,563 107,427 5,202 382,957 336,260 434,721 448,888: 29,923 15,756
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 1, 2006 :
: 4,832: -3,783 10,497 829 4,208 -4,837 1,253 6,488: 3,578 -1,656
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.0 23.1 1.1 82.4 72.4 93.6 96.6: 6.4 3.4
Old : 100.0: 10.0 23.1 1.1 82.4 72.4 93.6 96.6: 6.4 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 : 190: 31 75 33 45 61 89 156:
Old : 190: 31 75 33 45 61 89 156:
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 : 59.1 29.6 72.5 48.1 54.4 28.2 65.9 42.2
Old : 59.1 29.6 72.5 48.1 54.4 28.2 65.9 42.2
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 with Delta-adjusted Options and Futures Combined, August 8, 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 : 45,262: 9,125 12,872 701 18,949 20,512 28,775 34,085: 16,487 11,177
Old : 45,262: 9,125 12,872 701 18,949 20,512 28,775 34,085: 16,487 11,177
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 1, 2006 :
: 3,705: 575 -570 -607 -293 2,299 -324 1,122: 4,029 2,583
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.2 28.4 1.5 41.9 45.3 63.6 75.3: 36.4 24.7
Old : 100.0: 20.2 28.4 1.5 41.9 45.3 63.6 75.3: 36.4 24.7
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 : 68: 17 20 6 14 21 33 45:
Old : 68: 17 20 6 14 21 33 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 : 31.0 35.3 43.8 46.0 31.0 33.1 43.8 43.9
Old : 31.0 35.3 43.8 46.0 31.0 33.1 43.8 43.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 8, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NIKKEI INDEX X 500 YEN) :
: : :
All : 40,874: 6,491 3,907 39 26,473 17,476 33,003 21,422: 7,871 19,452
Old : 40,874: 6,491 3,907 39 26,473 17,476 33,003 21,422: 7,871 19,452
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 1, 2006 :
: 694: 1,015 534 -101 -903 -269 11 164: 683 530
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.9 9.6 0.1 64.8 42.8 80.7 52.4: 19.3 47.6
Old : 100.0: 15.9 9.6 0.1 64.8 42.8 80.7 52.4: 19.3 47.6
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 : 54: 14 9 1 22 11 36 21:
Old : 54: 14 9 1 22 11 36 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 : 33.5 33.4 48.6 41.0 29.6 32.0 44.7 38.6
Old : 33.5 33.4 48.6 41.0 29.6 32.0 44.7 38.6
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 with Delta-adjusted Options and Futures Combined, August 8, 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 : 20,528: 3,924 100 94 15,532 19,977 19,550 20,171: 978 357
Old : 20,528: 3,924 100 94 15,532 19,977 19,550 20,171: 978 357
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 1, 2006 :
: -157: -640 -118 94 195 -190 -351 -214: 194 57
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.1 0.5 0.5 75.7 97.3 95.2 98.3: 4.8 1.7
Old : 100.0: 19.1 0.5 0.5 75.7 97.3 95.2 98.3: 4.8 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 : 20: 7 1 2 9 5 16 8:
Old : 20: 7 1 2 9 5 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 : 71.0 97.4 85.4 98.3 70.5 97.4 85.0 97.4
Old : 71.0 97.4 85.4 98.3 70.5 97.4 85.0 97.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE Code-597741
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 8, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
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: : (CONTRACTS OF Y100,000,000 FACE VALUE) :
: : :
All : 42,777: 3,826 4,298 287 25,659 32,497 29,772 37,082: 13,005 5,695
Old : 42,777: 3,826 4,298 287 25,659 32,497 29,772 37,082: 13,005 5,695
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 1, 2006 :
: 888: -427 -600 0 2,109 2,153 1,682 1,553: -794 -665
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.9 10.0 0.7 60.0 76.0 69.6 86.7: 30.4 13.3
Old : 100.0: 8.9 10.0 0.7 60.0 76.0 69.6 86.7: 30.4 13.3
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 : 59: 6 9 2 29 36 36 46:
Old : 59: 6 9 2 29 36 36 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 : 36.2 29.2 49.0 50.8 29.4 26.4 35.1 43.9
Old : 36.2 29.2 49.0 50.8 29.4 26.4 35.1 43.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 11, 2006