BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 29, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 20,000 POUNDS) :
: : :
All : 4,438: 16 0 100 3,215 3,592 3,331 3,692: 1,107 746
Old : 4,438: 16 0 100 3,215 3,592 3,331 3,692: 1,107 746
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 22, 2006 :
: -6: 1 0 -3 841 81 839 78: -845 -84
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.4 0.0 2.3 72.4 80.9 75.1 83.2: 24.9 16.8
Old : 100.0: 0.4 0.0 2.3 72.4 80.9 75.1 83.2: 24.9 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 : 22: 1 0 1 14 13 15 14:
Old : 22: 1 0 1 14 13 15 14:
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 : 47.4 64.1 64.7 78.2 47.4 64.1 64.7 78.0
Old : 47.4 64.1 64.7 78.2 47.4 64.1 64.7 78.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MILK - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 29, 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 : 36,750: 1,241 4,794 3,709 27,616 18,274 32,565 26,777: 4,185 9,973
Old : 36,750: 1,241 4,794 3,709 27,616 18,274 32,565 26,777: 4,185 9,973
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 22, 2006 :
: 921: 284 384 191 514 474 989 1,050: -68 -129
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.4 13.0 10.1 75.1 49.7 88.6 72.9: 11.4 27.1
Old : 100.0: 3.4 13.0 10.1 75.1 49.7 88.6 72.9: 11.4 27.1
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 : 62: 6 23 17 28 19 48 45:
Old : 62: 6 23 17 28 19 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 : 48.9 31.4 64.2 43.0 48.8 30.1 61.5 38.3
Old : 48.9 31.4 64.2 43.0 48.8 30.1 61.5 38.3
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 29, 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 : 183,014: 39,618 16,401 46,001 76,953 80,508 162,573 142,910: 20,441 40,104
Old : 101,905: 30,618 47,750 4,091 61,060 31,951 95,769 83,792: 6,136 18,114
Other: 81,109: 42,639 2,290 8,272 15,893 48,557 66,803 59,118: 14,306 21,991
: : :
: : Changes in Commitments from: August 22, 2006 :
: 5,850: 3,091 3 3,550 -1,065 -136 5,576 3,417: 274 2,433
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.6 9.0 25.1 42.0 44.0 88.8 78.1: 11.2 21.9
Old : 100.0: 30.0 46.9 4.0 59.9 31.4 94.0 82.2: 6.0 17.8
Other: 100.0: 52.6 2.8 10.2 19.6 59.9 82.4 72.9: 17.6 27.1
: : :
:# Traders : Number of Traders in Each Category :
All : 205: 72 56 75 35 47 168 135:
Old : 197: 61 79 20 20 44 96 128:
Other: 140: 68 14 31 29 44 110 79:
:----------------------------------------------------------------------------------------------------
: 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 23.5 38.5 31.9 28.3 22.7 36.8 28.7
Old : 44.9 23.2 59.7 34.7 44.9 23.2 59.7 34.6
Other: 18.9 30.8 31.3 41.7 17.1 28.7 27.1 37.7
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 29, 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 : 236,628: 56,466 15,864 55,898 99,507 104,768 211,872 176,529: 24,757 60,099
Old : 236,628: 56,466 15,864 55,898 99,507 104,768 211,872 176,529: 24,757 60,099
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 22, 2006 :
: 2,210: 2,846 1,578 797 -51 -1,643 3,592 732: -1,382 1,478
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.9 6.7 23.6 42.1 44.3 89.5 74.6: 10.5 25.4
Old : 100.0: 23.9 6.7 23.6 42.1 44.3 89.5 74.6: 10.5 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 : 331: 104 50 72 89 144 246 231:
Old : 331: 104 50 72 89 144 246 231:
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 : 22.7 13.4 34.0 21.2 22.7 11.4 32.9 16.8
Old : 22.7 13.4 34.0 21.2 22.7 11.4 32.9 16.8
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 29, 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 : 6,683: 2,705 2,285 981 903 925 4,590 4,191: 2,093 2,492
Old : 6,683: 2,705 2,285 981 903 925 4,590 4,191: 2,093 2,492
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 22, 2006 :
: -89: -183 -385 111 -163 -14 -235 -288: 146 199
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.5 34.2 14.7 13.5 13.8 68.7 62.7: 31.3 37.3
Old : 100.0: 40.5 34.2 14.7 13.5 13.8 68.7 62.7: 31.3 37.3
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 : 53: 13 23 12 10 10 34 38:
Old : 53: 13 23 12 10 10 34 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 : 29.8 20.5 42.5 32.6 29.8 18.2 40.9 28.0
Old : 29.8 20.5 42.5 32.6 29.8 18.2 40.9 28.0
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 29, 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 : 37,894: 12,210 2,642 9,112 10,108 10,982 31,430 22,735: 6,464 15,159
Old : 37,894: 12,210 2,642 9,112 10,108 10,982 31,430 22,735: 6,464 15,159
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 22, 2006 :
: -664: -560 362 256 274 -147 -30 471: -634 -1,135
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.2 7.0 24.0 26.7 29.0 82.9 60.0: 17.1 40.0
Old : 100.0: 32.2 7.0 24.0 26.7 29.0 82.9 60.0: 17.1 40.0
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 : 172: 59 20 38 52 71 128 120:
Old : 172: 59 20 38 52 71 128 120:
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 : 14.5 11.1 24.6 18.4 11.8 8.5 19.5 12.1
Old : 14.5 11.1 24.6 18.4 11.8 8.5 19.5 12.1
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 29, 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 : 114,350: 45,881 17,102 5,452 25,942 70,233 77,275 92,787: 37,074 21,563
Old : 114,350: 45,881 17,102 5,452 25,942 70,233 77,275 92,787: 37,074 21,563
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 22, 2006 :
: 19,111: 18,126 3,993 180 1,334 14,687 19,641 18,860: -530 251
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.1 15.0 4.8 22.7 61.4 67.6 81.1: 32.4 18.9
Old : 100.0: 40.1 15.0 4.8 22.7 61.4 67.6 81.1: 32.4 18.9
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 : 82: 26 20 12 20 22 52 50:
Old : 82: 26 20 12 20 22 52 50:
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 : 21.3 28.2 33.4 43.4 20.1 28.2 31.3 43.3
Old : 21.3 28.2 33.4 43.4 20.1 28.2 31.3 43.3
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 29, 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 : 69,500: 12,620 25,285 642 44,256 29,265 57,518 55,193: 11,981 14,307
Old : 69,500: 12,620 25,285 642 44,256 29,265 57,518 55,193: 11,981 14,307
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 22, 2006 :
: 331: -4,230 -2,054 -39 6,075 1,721 1,806 -372: -1,475 703
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.2 36.4 0.9 63.7 42.1 82.8 79.4: 17.2 20.6
Old : 100.0: 18.2 36.4 0.9 63.7 42.1 82.8 79.4: 17.2 20.6
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 : 47: 12 16 3 11 12 24 30:
Old : 47: 12 16 3 11 12 24 30:
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 : 58.5 41.4 72.0 56.9 58.3 39.9 71.8 55.3
Old : 58.5 41.4 72.0 56.9 58.3 39.9 71.8 55.3
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 29, 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 : 84,340: 32,841 10,037 451 46,418 70,577 79,710 81,065: 4,630 3,275
Old : 84,340: 32,841 10,037 451 46,418 70,577 79,710 81,065: 4,630 3,275
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 22, 2006 :
: 1,525: 1,073 3,109 429 -110 -3,225 1,392 313: 133 1,212
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.9 11.9 0.5 55.0 83.7 94.5 96.1: 5.5 3.9
Old : 100.0: 38.9 11.9 0.5 55.0 83.7 94.5 96.1: 5.5 3.9
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 : 87: 48 10 1 17 19 65 30:
Old : 87: 48 10 1 17 19 65 30:
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 : 45.1 69.1 61.8 84.5 42.6 65.8 57.8 78.4
Old : 45.1 69.1 61.8 84.5 42.6 65.8 57.8 78.4
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 29, 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 : 133,812: 66,580 10,177 810 32,474 104,442 99,864 115,429: 33,947 18,383
Old : 133,812: 66,580 10,177 810 32,474 104,442 99,864 115,429: 33,947 18,383
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 22, 2006 :
: 2,980: 48 711 169 1,452 1,697 1,668 2,576: 1,312 404
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.8 7.6 0.6 24.3 78.1 74.6 86.3: 25.4 13.7
Old : 100.0: 49.8 7.6 0.6 24.3 78.1 74.6 86.3: 25.4 13.7
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 : 72: 32 10 4 16 22 50 34:
Old : 72: 32 10 4 16 22 50 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 44.3 43.8 64.7 31.6 44.2 41.6 64.7
Old : 31.6 44.3 43.8 64.7 31.6 44.2 41.6 64.7
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 29, 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 : 295,624: 27,147 122,092 11,344 216,451 122,459 254,943 255,895: 40,682 39,729
Old : 295,624: 27,147 122,092 11,344 216,451 122,459 254,943 255,895: 40,682 39,729
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 22, 2006 :
: 17,922: 1,831 15,231 1,645 11,953 -2,160 15,429 14,716: 2,492 3,206
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.2 41.3 3.8 73.2 41.4 86.2 86.6: 13.8 13.4
Old : 100.0: 9.2 41.3 3.8 73.2 41.4 86.2 86.6: 13.8 13.4
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 : 123: 31 46 16 36 27 72 84:
Old : 123: 31 46 16 36 27 72 84:
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 : 37.3 27.8 51.9 46.2 30.4 22.4 41.4 34.8
Old : 37.3 27.8 51.9 46.2 30.4 22.4 41.4 34.8
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 29, 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 : 197,787: 89,841 8,964 14,876 30,808 135,994 135,525 159,834: 62,262 37,953
Old : 197,787: 89,841 8,964 14,876 30,808 135,994 135,525 159,834: 62,262 37,953
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 22, 2006 :
: -5,259: -1,040 869 668 -1,487 -9,150 -1,859 -7,613: -3,400 2,354
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.4 4.5 7.5 15.6 68.8 68.5 80.8: 31.5 19.2
Old : 100.0: 45.4 4.5 7.5 15.6 68.8 68.5 80.8: 31.5 19.2
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 : 127: 64 20 31 30 34 102 77:
Old : 127: 64 20 31 30 34 102 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 : 19.7 40.5 27.8 53.9 18.9 39.6 24.3 50.6
Old : 19.7 40.5 27.8 53.9 18.9 39.6 24.3 50.6
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 29, 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 : 18,099: 10,687 171 0 5,375 17,092 16,062 17,263: 2,037 836
Old : 18,099: 10,687 171 0 5,375 17,092 16,062 17,263: 2,037 836
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 22, 2006 :
: -1,787: -1,100 -125 0 -647 -1,588 -1,747 -1,713: -40 -74
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.0 0.9 0.0 29.7 94.4 88.7 95.4: 11.3 4.6
Old : 100.0: 59.0 0.9 0.0 29.7 94.4 88.7 95.4: 11.3 4.6
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 : 22: 4 1 0 8 11 12 12:
Old : 22: 4 1 0 8 11 12 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 : 65.3 74.6 82.3 92.6 65.3 74.0 80.6 88.7
Old : 65.3 74.6 82.3 92.6 65.3 74.0 80.6 88.7
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 29, 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 :19,635,611: 734,603 734,441 7,465,435 10,173,799 9,861,102 18,373,836 18,060,978: 1,261,775 1,574,633
Old :19,635,611: 734,603 734,441 7,465,435 10,173,799 9,861,102 18,373,836 18,060,978: 1,261,775 1,574,633
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 22, 2006 :
: 229,823: -61,560 51,562 176,194 230,615 89,404 345,249 317,160: -115,426 -87,337
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.7 3.7 38.0 51.8 50.2 93.6 92.0: 6.4 8.0
Old : 100.0: 3.7 3.7 38.0 51.8 50.2 93.6 92.0: 6.4 8.0
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 : 332: 60 81 119 159 171 298 302:
Old : 332: 60 81 119 159 171 298 302:
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 : 30.4 18.0 40.6 27.2 18.4 5.4 20.8 8.8
Old : 30.4 18.0 40.6 27.2 18.4 5.4 20.8 8.8
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 29, 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 : 733,487: 87,406 49,929 50,514 448,219 463,906 586,139 564,350: 147,348 169,137
Old : 733,487: 87,406 49,929 50,514 448,219 463,906 586,139 564,350: 147,348 169,137
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 22, 2006 :
: 9,863: 7,092 -2,104 6,688 7,868 2,711 21,648 7,294: -11,785 2,569
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.9 6.8 6.9 61.1 63.2 79.9 76.9: 20.1 23.1
Old : 100.0: 11.9 6.8 6.9 61.1 63.2 79.9 76.9: 20.1 23.1
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 : 215: 59 42 59 87 66 179 134:
Old : 215: 59 42 59 87 66 179 134:
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 : 17.2 27.0 24.7 36.7 16.8 26.0 24.4 35.3
Old : 17.2 27.0 24.7 36.7 16.8 26.0 24.4 35.3
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 29, 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 : 1,655,101: 247,997 393,704 95,851 871,015 1,019,391 1,214,863 1,508,946: 440,238 146,155
Old : 1,655,101: 247,997 393,704 95,851 871,015 1,019,391 1,214,863 1,508,946: 440,238 146,155
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 22, 2006 :
: 45,611: 16,375 -25,246 29,428 -22,450 39,590 23,353 43,773: 22,258 1,838
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.0 23.8 5.8 52.6 61.6 73.4 91.2: 26.6 8.8
Old : 100.0: 15.0 23.8 5.8 52.6 61.6 73.4 91.2: 26.6 8.8
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 : 257: 64 79 56 83 71 182 171:
Old : 257: 64 79 56 83 71 182 171:
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 24.1 33.2 38.9 17.2 20.5 26.8 32.5
Old : 22.1 24.1 33.2 38.9 17.2 20.5 26.8 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 29, 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 : 9,833: 611 217 0 4,994 8,067 5,605 8,284: 4,228 1,549
Old : 9,833: 611 217 0 4,994 8,067 5,605 8,284: 4,228 1,549
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 22, 2006 :
: 97: 256 217 0 -5 -143 251 74: -154 23
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.2 2.2 0.0 50.8 82.0 57.0 84.2: 43.0 15.8
Old : 100.0: 6.2 2.2 0.0 50.8 82.0 57.0 84.2: 43.0 15.8
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 : 21: 2 1 0 9 11 11 12:
Old : 21: 2 1 0 9 11 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 : 36.6 46.5 51.9 73.2 36.6 43.0 50.7 69.7
Old : 36.6 46.5 51.9 73.2 36.6 43.0 50.7 69.7
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 29, 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 : 72,433: 6,623 30,442 27 59,457 33,402 66,107 63,871: 6,326 8,562
Old : 72,433: 6,623 30,442 27 59,457 33,402 66,107 63,871: 6,326 8,562
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 22, 2006 :
: 1,213: 861 351 0 -164 1,387 697 1,738: 516 -525
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.1 42.0 0.0 82.1 46.1 91.3 88.2: 8.7 11.8
Old : 100.0: 9.1 42.0 0.0 82.1 46.1 91.3 88.2: 8.7 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 : 65: 10 13 1 29 21 40 34:
Old : 65: 10 13 1 29 21 40 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 : 40.5 44.5 60.9 62.4 39.0 44.5 59.4 62.3
Old : 40.5 44.5 60.9 62.4 39.0 44.5 59.4 62.3
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 29, 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 : 57,084: 8,208 14,404 270 39,501 28,897 47,979 43,571: 9,105 13,513
Old : 57,084: 8,208 14,404 270 39,501 28,897 47,979 43,571: 9,105 13,513
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 22, 2006 :
: -2,352: 6 583 -12 -2,399 -2,902 -2,406 -2,332: 54 -21
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.4 25.2 0.5 69.2 50.6 84.0 76.3: 16.0 23.7
Old : 100.0: 14.4 25.2 0.5 69.2 50.6 84.0 76.3: 16.0 23.7
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 : 81: 20 16 3 30 26 52 43:
Old : 81: 20 16 3 30 26 52 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 : 37.1 30.4 51.6 45.8 37.1 30.1 50.1 43.2
Old : 37.1 30.4 51.6 45.8 37.1 30.1 50.1 43.2
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 29, 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 : 405,196: 70,195 150,842 5,483 275,633 225,140 351,312 381,465: 53,884 23,731
Old : 405,196: 70,195 150,842 5,483 275,633 225,140 351,312 381,465: 53,884 23,731
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 22, 2006 :
: -11,335: 9,665 8,410 -157 -19,747 -18,024 -10,239 -9,771: -1,096 -1,564
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.3 37.2 1.4 68.0 55.6 86.7 94.1: 13.3 5.9
Old : 100.0: 17.3 37.2 1.4 68.0 55.6 86.7 94.1: 13.3 5.9
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 : 226: 68 71 24 54 45 133 129:
Old : 226: 68 71 24 54 45 133 129:
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 : 43.3 27.9 53.4 43.8 42.0 27.9 51.6 43.7
Old : 43.3 27.9 53.4 43.8 42.0 27.9 51.6 43.7
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 29, 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 : 64,195: 34,388 1,142 145 4,827 55,290 39,359 56,577: 24,835 7,618
Old : 64,195: 34,388 1,142 145 4,827 55,290 39,359 56,577: 24,835 7,618
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 22, 2006 :
: 1,207: 2,844 -367 105 -1,244 2,177 1,704 1,915: -498 -708
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.6 1.8 0.2 7.5 86.1 61.3 88.1: 38.7 11.9
Old : 100.0: 53.6 1.8 0.2 7.5 86.1 61.3 88.1: 38.7 11.9
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 : 51: 27 2 2 8 17 35 21:
Old : 51: 27 2 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 : 22.1 55.6 31.1 75.2 22.1 55.3 31.0 73.2
Old : 22.1 55.6 31.1 75.2 22.1 55.3 31.0 73.2
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 29, 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 : 42,207: 400 7,241 4 37,900 27,010 38,304 34,255: 3,903 7,952
Old : 42,207: 400 7,241 4 37,900 27,010 38,304 34,255: 3,903 7,952
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 22, 2006 :
: -2,019: 0 541 -5 -2,111 -1,998 -2,117 -1,462: 98 -557
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.9 17.2 0.0 89.8 64.0 90.8 81.2: 9.2 18.8
Old : 100.0: 0.9 17.2 0.0 89.8 64.0 90.8 81.2: 9.2 18.8
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 : 60: 1 15 1 28 25 30 40:
Old : 60: 1 15 1 28 25 30 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 : 61.3 27.5 72.5 40.6 54.7 27.5 65.9 39.3
Old : 61.3 27.5 72.5 40.6 54.7 27.5 65.9 39.3
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 29, 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 : 466,862: 44,935 117,568 4,125 372,506 306,021 421,565 427,713: 45,297 39,148
Old : 466,862: 44,935 117,568 4,125 372,506 306,021 421,565 427,713: 45,297 39,148
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 22, 2006 :
: -7,068: 3,608 5,593 -479 -27,820 -32,067 -24,690 -26,952: 17,622 19,884
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.6 25.2 0.9 79.8 65.5 90.3 91.6: 9.7 8.4
Old : 100.0: 9.6 25.2 0.9 79.8 65.5 90.3 91.6: 9.7 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 : 205: 24 89 33 43 68 89 168:
Old : 205: 24 89 33 43 68 89 168:
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 : 54.1 27.9 66.7 43.6 54.1 26.7 66.5 41.3
Old : 54.1 27.9 66.7 43.6 54.1 26.7 66.5 41.3
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 29, 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 : 46,307: 9,960 14,523 1,455 20,659 23,509 32,073 39,487: 14,234 6,820
Old : 46,307: 9,960 14,523 1,455 20,659 23,509 32,073 39,487: 14,234 6,820
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 22, 2006 :
: 1,376: -1,742 -165 736 1,856 1,078 849 1,649: 527 -273
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.5 31.4 3.1 44.6 50.8 69.3 85.3: 30.7 14.7
Old : 100.0: 21.5 31.4 3.1 44.6 50.8 69.3 85.3: 30.7 14.7
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 : 69: 21 18 9 15 19 38 44:
Old : 69: 21 18 9 15 19 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 : 31.8 43.2 43.5 59.3 31.8 42.6 43.5 58.7
Old : 31.8 43.2 43.5 59.3 31.8 42.6 43.5 58.7
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 29, 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 : 40,026: 3,487 4,685 446 29,321 22,084 33,254 27,215: 6,772 12,811
Old : 40,026: 3,487 4,685 446 29,321 22,084 33,254 27,215: 6,772 12,811
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 22, 2006 :
: -66: -273 -756 118 863 1,686 708 1,048: -774 -1,114
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.7 11.7 1.1 73.3 55.2 83.1 68.0: 16.9 32.0
Old : 100.0: 8.7 11.7 1.1 73.3 55.2 83.1 68.0: 16.9 32.0
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 : 55: 11 8 3 21 17 33 27:
Old : 55: 11 8 3 21 17 33 27:
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 : 35.6 38.8 53.5 49.8 27.8 35.4 44.3 42.9
Old : 35.6 38.8 53.5 49.8 27.8 35.4 44.3 42.9
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 29, 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 : 19,621: 3,706 1,105 93 15,426 18,034 19,225 19,232: 396 389
Old : 19,621: 3,706 1,105 93 15,426 18,034 19,225 19,232: 396 389
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 22, 2006 :
: -75: 74 230 93 -32 -449 135 -126: -210 51
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.9 5.6 0.5 78.6 91.9 98.0 98.0: 2.0 2.0
Old : 100.0: 18.9 5.6 0.5 78.6 91.9 98.0 98.0: 2.0 2.0
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 : 23: 7 3 1 11 5 18 9:
Old : 23: 7 3 1 11 5 18 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 : 74.6 95.5 87.7 97.9 74.2 95.5 87.1 97.0
Old : 74.6 95.5 87.7 97.9 74.2 95.5 87.1 97.0
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 29, 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 : 43,988: 3,793 4,357 1,115 27,014 33,174 31,922 38,646: 12,066 5,342
Old : 43,988: 3,793 4,357 1,115 27,014 33,174 31,922 38,646: 12,066 5,342
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 22, 2006 :
: -810: -227 -282 777 -1,101 -1,116 -551 -621: -259 -189
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.6 9.9 2.5 61.4 75.4 72.6 87.9: 27.4 12.1
Old : 100.0: 8.6 9.9 2.5 61.4 75.4 72.6 87.9: 27.4 12.1
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 : 62: 7 10 4 30 36 39 49:
Old : 62: 7 10 4 30 36 39 49:
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 : 34.1 29.9 48.5 50.3 29.5 26.2 37.2 40.6
Old : 34.1 29.9 48.5 50.3 29.5 26.2 37.2 40.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 1, 2006