MILK - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 15, 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 : 34,938: 1,028 4,496 2,873 26,469 16,454 30,370 23,824: 4,568 11,114
Old : 34,938: 1,028 4,496 2,873 26,469 16,454 30,370 23,824: 4,568 11,114
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 8, 2006 :
: 183: 59 -590 -107 -32 119 -80 -578: 263 761
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.9 12.9 8.2 75.8 47.1 86.9 68.2: 13.1 31.8
Old : 100.0: 2.9 12.9 8.2 75.8 47.1 86.9 68.2: 13.1 31.8
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 : 57: 7 19 15 26 17 44 40:
Old : 57: 7 19 15 26 17 44 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 : 48.5 32.4 62.7 44.4 48.5 31.2 61.9 40.3
Old : 48.5 32.4 62.7 44.4 48.5 31.2 61.9 40.3
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 15, 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 : 163,337: 33,515 16,976 36,675 74,514 73,019 144,704 126,669: 18,633 36,668
Old : 99,883: 26,041 43,802 2,994 63,685 35,085 92,721 81,881: 7,162 18,002
Other: 63,455: 35,362 1,062 5,792 10,829 37,934 51,983 44,788: 11,472 18,667
: : :
: : Changes in Commitments from: August 8, 2006 :
: -5,984: -560 -70 -1,374 -2,994 -1,111 -4,928 -2,555: -1,055 -3,428
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.5 10.4 22.5 45.6 44.7 88.6 77.6: 11.4 22.4
Old : 100.0: 26.1 43.9 3.0 63.8 35.1 92.8 82.0: 7.2 18.0
Other: 100.0: 55.7 1.7 9.1 17.1 59.8 81.9 70.6: 18.1 29.4
: : :
:# Traders : Number of Traders in Each Category :
All : 188: 64 57 58 30 44 141 123:
Old : 181: 52 75 14 21 42 86 118:
Other: 121: 61 9 21 23 41 88 67:
:----------------------------------------------------------------------------------------------------
: 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 : 30.9 23.8 42.4 32.8 30.9 22.7 40.7 29.2
Old : 47.7 25.1 63.1 36.5 47.7 24.9 63.1 36.3
Other: 24.7 29.2 37.4 40.5 21.1 25.6 32.0 35.2
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 15, 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 : 235,116: 52,518 12,079 52,841 103,012 110,478 208,371 175,399: 26,745 59,718
Old : 235,116: 52,518 12,079 52,841 103,012 110,478 208,371 175,399: 26,745 59,718
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 8, 2006 :
: -27,041: -2,343 -907 -6,625 -14,778 -15,308 -23,745 -22,840: -3,296 -4,202
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.3 5.1 22.5 43.8 47.0 88.6 74.6: 11.4 25.4
Old : 100.0: 22.3 5.1 22.5 43.8 47.0 88.6 74.6: 11.4 25.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 339: 103 52 85 97 149 257 252:
Old : 339: 103 52 85 97 149 257 252:
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 : 22.2 13.1 33.1 20.5 22.2 12.0 32.1 16.7
Old : 22.2 13.1 33.1 20.5 22.2 12.0 32.1 16.7
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 15, 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 : 7,047: 2,987 2,917 976 1,080 881 5,043 4,774: 2,004 2,273
Old : 7,047: 2,987 2,917 976 1,080 881 5,043 4,774: 2,004 2,273
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 8, 2006 :
: -48: 219 95 -123 -38 -204 57 -232: -105 184
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.4 41.4 13.8 15.3 12.5 71.6 67.7: 28.4 32.3
Old : 100.0: 42.4 41.4 13.8 15.3 12.5 71.6 67.7: 28.4 32.3
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 : 64: 18 29 15 11 10 43 44:
Old : 64: 18 29 15 11 10 43 44:
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 : 28.4 19.7 41.1 32.2 28.4 19.7 39.0 28.7
Old : 28.4 19.7 41.1 32.2 28.4 19.7 39.0 28.7
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 15, 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 : 38,650: 13,349 2,396 8,583 9,352 11,094 31,284 22,073: 7,365 16,577
Old : 38,650: 13,349 2,396 8,583 9,352 11,094 31,284 22,073: 7,365 16,577
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 8, 2006 :
: 1,181: 744 -131 1,321 -1,056 -52 1,009 1,139: 172 42
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.5 6.2 22.2 24.2 28.7 80.9 57.1: 19.1 42.9
Old : 100.0: 34.5 6.2 22.2 24.2 28.7 80.9 57.1: 19.1 42.9
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 : 164: 55 21 32 49 67 120 112:
Old : 164: 55 21 32 49 67 120 112:
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 11.0 27.6 17.4 14.9 7.1 22.7 11.0
Old : 17.8 11.0 27.6 17.4 14.9 7.1 22.7 11.0
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 15, 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 : 96,555: 27,955 19,260 4,864 26,867 50,341 59,685 74,464: 36,870 22,091
Old : 96,555: 27,955 19,260 4,864 26,867 50,341 59,685 74,464: 36,870 22,091
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 8, 2006 :
: 4,044: 4,728 5,379 -573 3,032 -4,079 7,187 727: -3,143 3,317
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.0 19.9 5.0 27.8 52.1 61.8 77.1: 38.2 22.9
Old : 100.0: 29.0 19.9 5.0 27.8 52.1 61.8 77.1: 38.2 22.9
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 : 72: 20 18 8 23 20 47 42:
Old : 72: 20 18 8 23 20 47 42:
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 : 16.6 32.0 28.4 45.3 16.4 32.0 27.3 45.2
Old : 16.6 32.0 28.4 45.3 16.4 32.0 27.3 45.2
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 15, 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 : 66,723: 13,085 28,356 177 40,934 22,521 54,196 51,054: 12,527 15,668
Old : 66,723: 13,085 28,356 177 40,934 22,521 54,196 51,054: 12,527 15,668
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 8, 2006 :
: -6,545: -8,399 -8,024 55 4,869 -254 -3,476 -8,224: -3,069 1,679
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.6 42.5 0.3 61.3 33.8 81.2 76.5: 18.8 23.5
Old : 100.0: 19.6 42.5 0.3 61.3 33.8 81.2 76.5: 18.8 23.5
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 : 43: 12 17 2 9 8 22 26:
Old : 43: 12 17 2 9 8 22 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.2 42.7 71.5 58.1 58.1 42.4 71.3 57.8
Old : 58.2 42.7 71.5 58.1 58.1 42.4 71.3 57.8
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 15, 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 : 92,034: 42,433 6,800 155 44,898 82,745 87,486 89,700: 4,548 2,334
Old : 92,034: 42,433 6,800 155 44,898 82,745 87,486 89,700: 4,548 2,334
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 8, 2006 :
: 12,469: 13,671 -54 0 -1,350 12,902 12,321 12,848: 148 -379
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.1 7.4 0.2 48.8 89.9 95.1 97.5: 4.9 2.5
Old : 100.0: 46.1 7.4 0.2 48.8 89.9 95.1 97.5: 4.9 2.5
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 : 86: 44 12 1 14 23 59 35:
Old : 86: 44 12 1 14 23 59 35:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.7 69.7 64.2 87.4 46.3 62.6 60.6 79.7
Old : 47.7 69.7 64.2 87.4 46.3 62.6 60.6 79.7
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 15, 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 : 138,760: 74,085 10,657 618 27,791 109,664 102,494 120,939: 36,266 17,821
Old : 138,760: 74,085 10,657 618 27,791 109,664 102,494 120,939: 36,266 17,821
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 8, 2006 :
: 7,709: 8,960 1,348 28 -3,505 7,975 5,483 9,352: 2,226 -1,642
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.4 7.7 0.4 20.0 79.0 73.9 87.2: 26.1 12.8
Old : 100.0: 53.4 7.7 0.4 20.0 79.0 73.9 87.2: 26.1 12.8
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 : 71: 31 11 4 12 25 44 39:
Old : 71: 31 11 4 12 25 44 39:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.2 43.5 44.4 64.2 30.2 43.4 43.8 64.0
Old : 30.2 43.5 44.4 64.2 30.2 43.4 43.8 64.0
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 15, 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 : 265,945: 26,732 94,485 6,684 193,674 129,294 227,091 230,463: 38,854 35,482
Old : 265,945: 26,732 94,485 6,684 193,674 129,294 227,091 230,463: 38,854 35,482
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 8, 2006 :
: 18,370: 3,207 13,968 280 12,892 -2,179 16,379 12,069: 1,991 6,301
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.1 35.5 2.5 72.8 48.6 85.4 86.7: 14.6 13.3
Old : 100.0: 10.1 35.5 2.5 72.8 48.6 85.4 86.7: 14.6 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 : 117: 28 45 12 35 25 70 75:
Old : 117: 28 45 12 35 25 70 75:
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 : 40.1 30.3 55.2 48.4 31.9 23.1 40.4 35.3
Old : 40.1 30.3 55.2 48.4 31.9 23.1 40.4 35.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 15, 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 : 204,849: 100,119 8,741 13,484 30,444 149,258 144,047 171,483: 60,802 33,366
Old : 204,849: 100,119 8,741 13,484 30,444 149,258 144,047 171,483: 60,802 33,366
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 8, 2006 :
: 176: -2,905 -340 -133 2,484 -1,555 -554 -2,029: 730 2,205
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.9 4.3 6.6 14.9 72.9 70.3 83.7: 29.7 16.3
Old : 100.0: 48.9 4.3 6.6 14.9 72.9 70.3 83.7: 29.7 16.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 125: 67 15 28 30 34 101 73:
Old : 125: 67 15 28 30 34 101 73:
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 : 20.0 46.4 29.7 59.4 19.9 45.5 26.0 56.3
Old : 20.0 46.4 29.7 59.4 19.9 45.5 26.0 56.3
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 15, 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 : 19,536: 13,438 176 0 4,216 18,424 17,654 18,600: 1,882 936
Old : 19,536: 13,438 176 0 4,216 18,424 17,654 18,600: 1,882 936
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 8, 2006 :
: 2,209: 3,970 -2,347 0 -2,017 4,517 1,953 2,170: 256 39
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.8 0.9 0.0 21.6 94.3 90.4 95.2: 9.6 4.8
Old : 100.0: 68.8 0.9 0.0 21.6 94.3 90.4 95.2: 9.6 4.8
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 : 22: 5 1 0 6 12 11 13:
Old : 22: 5 1 0 6 12 11 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 80.6 74.3 88.1 90.5 80.6 73.5 88.1 89.7
Old : 80.6 74.3 88.1 90.5 80.6 73.5 88.1 89.7
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 15, 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 :18,891,384: 588,464 640,609 7,125,371 9,719,047 9,381,585 17,432,882 17,147,565: 1,458,502 1,743,819
Old :18,891,384: 588,464 640,609 7,125,371 9,719,047 9,381,585 17,432,882 17,147,565: 1,458,502 1,743,819
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 8, 2006 :
: -689,245: -147,495 -14,173 -405,065 -193,374 -335,036 -745,933 -754,273: 56,688 65,028
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.1 3.4 37.7 51.4 49.7 92.3 90.8: 7.7 9.2
Old : 100.0: 3.1 3.4 37.7 51.4 49.7 92.3 90.8: 7.7 9.2
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 : 327: 53 85 121 154 168 291 301:
Old : 327: 53 85 121 154 168 291 301:
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 18.2 40.7 26.2 18.5 5.0 20.9 8.5
Old : 31.0 18.2 40.7 26.2 18.5 5.0 20.9 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 15, 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 : 720,969: 78,763 55,067 52,017 433,941 452,523 564,721 559,607: 156,248 161,363
Old : 720,969: 78,763 55,067 52,017 433,941 452,523 564,721 559,607: 156,248 161,363
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 8, 2006 :
: 1,498: 1,248 -2,316 -5,704 4,359 -17,264 -97 -25,285: 1,595 26,783
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.9 7.6 7.2 60.2 62.8 78.3 77.6: 21.7 22.4
Old : 100.0: 10.9 7.6 7.2 60.2 62.8 78.3 77.6: 21.7 22.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 221: 54 54 68 87 66 185 144:
Old : 221: 54 54 68 87 66 185 144:
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 : 17.5 26.8 24.7 36.5 17.2 26.0 24.1 35.2
Old : 17.5 26.8 24.7 36.5 17.2 26.0 24.1 35.2
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 15, 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 : 1,600,884: 226,852 395,929 99,164 879,969 971,780 1,205,984 1,466,873: 394,900 134,011
Old : 1,600,884: 226,852 395,929 99,164 879,969 971,780 1,205,984 1,466,873: 394,900 134,011
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 8, 2006 :
: 55,556: 35,340 6,914 11,699 -38,675 34,802 8,364 53,416: 47,192 2,141
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.2 24.7 6.2 55.0 60.7 75.3 91.6: 24.7 8.4
Old : 100.0: 14.2 24.7 6.2 55.0 60.7 75.3 91.6: 24.7 8.4
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 : 259: 67 78 60 83 72 185 175:
Old : 259: 67 78 60 83 72 185 175:
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 : 22.1 21.0 32.9 36.4 17.9 20.3 26.7 32.5
Old : 22.1 21.0 32.9 36.4 17.9 20.3 26.7 32.5
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 15, 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 : 9,729: 700 0 0 4,994 8,173 5,694 8,173: 4,035 1,556
Old : 9,729: 700 0 0 4,994 8,173 5,694 8,173: 4,035 1,556
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 8, 2006 :
: 176: 0 0 0 11 89 11 89: 165 87
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.2 0.0 0.0 51.3 84.0 58.5 84.0: 41.5 16.0
Old : 100.0: 7.2 0.0 0.0 51.3 84.0 58.5 84.0: 41.5 16.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 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 : 37.0 45.8 52.2 72.5 37.0 42.3 52.1 69.0
Old : 37.0 45.8 52.2 72.5 37.0 42.3 52.1 69.0
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 15, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 400 INDEX X $100) :
: : :
All : 70,751: 5,901 29,244 27 59,136 33,947 65,064 63,218: 5,687 7,533
Old : 70,751: 5,901 29,244 27 59,136 33,947 65,064 63,218: 5,687 7,533
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 8, 2006 :
: 1,109: 1,109 402 3 -912 738 200 1,143: 909 -34
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.3 41.3 0.0 83.6 48.0 92.0 89.4: 8.0 10.6
Old : 100.0: 8.3 41.3 0.0 83.6 48.0 92.0 89.4: 8.0 10.6
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 : 68: 10 13 1 31 23 42 36:
Old : 68: 10 13 1 31 23 42 36:
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 43.7 61.1 61.0 38.8 43.7 59.5 61.0
Old : 40.3 43.7 61.1 61.0 38.8 43.7 59.5 61.0
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 15, 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 : 59,237: 7,332 13,154 101 42,208 33,959 49,641 47,214: 9,596 12,023
Old : 59,237: 7,332 13,154 101 42,208 33,959 49,641 47,214: 9,596 12,023
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 8, 2006 :
: 35: 230 -4,954 44 1,366 -440 1,640 -5,351: -1,605 5,386
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.4 22.2 0.2 71.3 57.3 83.8 79.7: 16.2 20.3
Old : 100.0: 12.4 22.2 0.2 71.3 57.3 83.8 79.7: 16.2 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 : 82: 18 20 2 28 25 48 45:
Old : 82: 18 20 2 28 25 48 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 : 40.6 24.8 54.9 41.6 37.5 24.1 50.8 39.2
Old : 40.6 24.8 54.9 41.6 37.5 24.1 50.8 39.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 15, 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 : 442,038: 76,262 167,207 10,300 314,944 242,157 401,506 419,663: 40,532 22,375
Old : 442,038: 76,262 167,207 10,300 314,944 242,157 401,506 419,663: 40,532 22,375
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 8, 2006 :
: 1,558: 20,698 -15,347 3,358 -35,885 31,059 -11,830 19,070: 13,388 -17,511
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.3 37.8 2.3 71.2 54.8 90.8 94.9: 9.2 5.1
Old : 100.0: 17.3 37.8 2.3 71.2 54.8 90.8 94.9: 9.2 5.1
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 : 241: 73 80 25 59 48 146 139:
Old : 241: 73 80 25 59 48 146 139:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.2 24.6 55.1 37.7 41.8 24.5 49.4 37.3
Old : 45.2 24.6 55.1 37.7 41.8 24.5 49.4 37.3
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 15, 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 : 73,750: 42,703 3,630 179 4,684 62,087 47,566 65,896: 26,184 7,854
Old : 73,750: 42,703 3,630 179 4,684 62,087 47,566 65,896: 26,184 7,854
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 8, 2006 :
: 7,570: 6,382 397 -42 38 8,112 6,378 8,467: 1,193 -896
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.9 4.9 0.2 6.4 84.2 64.5 89.4: 35.5 10.6
Old : 100.0: 57.9 4.9 0.2 6.4 84.2 64.5 89.4: 35.5 10.6
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: 27 4 2 9 17 37 22:
Old : 54: 27 4 2 9 17 37 22:
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 53.4 35.9 72.5 25.0 53.0 35.9 71.9
Old : 25.0 53.4 35.9 72.5 25.0 53.0 35.9 71.9
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 15, 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 : 43,902: 400 6,497 11 39,383 28,600 39,794 35,108: 4,108 8,794
Old : 43,902: 400 6,497 11 39,383 28,600 39,794 35,108: 4,108 8,794
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 8, 2006 :
: 2,065: 0 -25 -0 1,779 1,378 1,778 1,353: 286 712
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.9 14.8 0.0 89.7 65.1 90.6 80.0: 9.4 20.0
Old : 100.0: 0.9 14.8 0.0 89.7 65.1 90.6 80.0: 9.4 20.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 58: 1 14 2 28 25 31 39:
Old : 58: 1 14 2 28 25 31 39:
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 : 57.5 30.3 71.5 43.4 50.6 25.3 61.4 35.7
Old : 57.5 30.3 71.5 43.4 50.6 25.3 61.4 35.7
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 15, 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 : 472,493: 45,050 111,060 5,193 391,077 338,531 441,319 454,783: 31,174 17,710
Old : 472,493: 45,050 111,060 5,193 391,077 338,531 441,319 454,783: 31,174 17,710
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 8, 2006 :
: 7,849: -1,513 3,633 -9 8,120 2,271 6,598 5,895: 1,251 1,955
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.5 23.5 1.1 82.8 71.6 93.4 96.3: 6.6 3.7
Old : 100.0: 9.5 23.5 1.1 82.8 71.6 93.4 96.3: 6.6 3.7
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 : 203: 33 82 38 43 67 94 169:
Old : 203: 33 82 38 43 67 94 169:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.3 28.8 72.9 47.4 53.6 28.2 66.8 42.5
Old : 58.3 28.8 72.9 47.4 53.6 28.2 66.8 42.5
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 15, 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 : 43,989: 11,196 13,267 700 18,055 22,647 29,950 36,614: 14,039 7,375
Old : 43,989: 11,196 13,267 700 18,055 22,647 29,950 36,614: 14,039 7,375
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 8, 2006 :
: -1,273: 2,071 395 -2 -894 2,135 1,175 2,529: -2,448 -3,802
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.5 30.2 1.6 41.0 51.5 68.1 83.2: 31.9 16.8
Old : 100.0: 25.5 30.2 1.6 41.0 51.5 68.1 83.2: 31.9 16.8
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 : 73: 23 18 5 14 22 38 44:
Old : 73: 23 18 5 14 22 38 44:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.1 38.1 44.5 53.6 32.1 37.6 44.5 53.2
Old : 32.1 38.1 44.5 53.6 32.1 37.6 44.5 53.2
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 15, 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 : 43,279: 6,676 4,660 22 29,306 19,286 36,004 23,968: 7,275 19,311
Old : 43,279: 6,676 4,660 22 29,306 19,286 36,004 23,968: 7,275 19,311
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 8, 2006 :
: 2,405: 185 753 -17 2,833 1,810 3,001 2,546: -596 -141
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.4 10.8 0.1 67.7 44.6 83.2 55.4: 16.8 44.6
Old : 100.0: 15.4 10.8 0.1 67.7 44.6 83.2 55.4: 16.8 44.6
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 : 59: 14 11 1 22 14 36 26:
Old : 59: 14 11 1 22 14 36 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.2 33.6 49.0 40.5 29.8 31.5 44.1 37.6
Old : 34.2 33.6 49.0 40.5 29.8 31.5 44.1 37.6
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 15, 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 : 20,450: 3,964 450 93 15,622 19,681 19,679 20,224: 771 226
Old : 20,450: 3,964 450 93 15,622 19,681 19,679 20,224: 771 226
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 8, 2006 :
: -78: 40 350 -1 90 -296 129 53: -207 -131
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.4 2.2 0.5 76.4 96.2 96.2 98.9: 3.8 1.1
Old : 100.0: 19.4 2.2 0.5 76.4 96.2 96.2 98.9: 3.8 1.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 7 2 1 10 6 17 9:
Old : 23: 7 2 1 10 6 17 9:
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 : 70.9 96.2 86.0 98.6 70.5 96.2 85.1 97.6
Old : 70.9 96.2 86.0 98.6 70.5 96.2 85.1 97.6
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 15, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF Y100,000,000 FACE VALUE) :
: : :
All : 43,969: 3,770 4,239 328 26,077 33,954 30,175 38,521: 13,794 5,448
Old : 43,969: 3,770 4,239 328 26,077 33,954 30,175 38,521: 13,794 5,448
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 8, 2006 :
: 1,192: -56 -59 41 418 1,457 403 1,439: 789 -247
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.6 9.6 0.7 59.3 77.2 68.6 87.6: 31.4 12.4
Old : 100.0: 8.6 9.6 0.7 59.3 77.2 68.6 87.6: 31.4 12.4
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 : 60: 6 9 2 29 37 36 47:
Old : 60: 6 9 2 29 37 36 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 : 34.9 27.9 48.0 49.7 27.9 25.8 33.5 41.7
Old : 34.9 27.9 48.0 49.7 27.9 25.8 33.5 41.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 18, 2006