BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders - Futures Only, 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 - Futures Only, 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 : 31,092: 2,064 4,125 1,393 24,217 16,939 27,674 22,457: 3,418 8,635
Old : 31,092: 2,064 4,125 1,393 24,217 16,939 27,674 22,457: 3,418 8,635
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 22, 2006 :
: 607: 272 219 136 374 344 782 699: -175 -92
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.6 13.3 4.5 77.9 54.5 89.0 72.2: 11.0 27.8
Old : 100.0: 6.6 13.3 4.5 77.9 54.5 89.0 72.2: 11.0 27.8
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 : 61: 9 20 14 26 18 43 44:
Old : 61: 9 20 14 26 18 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 : 48.1 37.1 65.4 47.3 48.1 36.0 63.1 45.3
Old : 48.1 37.1 65.4 47.3 48.1 36.0 63.1 45.3
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 - Futures Only, 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 : 175,274: 39,613 19,514 39,924 75,879 77,841 155,416 137,279: 19,858 37,995
Old : 97,329: 30,731 49,662 41 60,623 30,565 91,395 80,268: 5,934 17,061
Other: 77,945: 42,172 3,142 6,593 15,256 47,276 64,021 57,011: 13,924 20,934
: : :
: : Changes in Commitments from: August 22, 2006 :
: 5,974: 2,958 226 3,232 -542 -63 5,648 3,395: 326 2,579
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.6 11.1 22.8 43.3 44.4 88.7 78.3: 11.3 21.7
Old : 100.0: 31.6 51.0 0.0 62.3 31.4 93.9 82.5: 6.1 17.5
Other: 100.0: 54.1 4.0 8.5 19.6 60.7 82.1 73.1: 17.9 26.9
: : :
:# Traders : Number of Traders in Each Category :
All : 204: 71 56 70 30 46 160 132:
Old : 196: 59 81 4 15 42 78 123:
Other: 139: 65 17 26 27 43 106 75:
:----------------------------------------------------------------------------------------------------
: 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 : 29.6 24.3 40.2 33.0 29.6 23.5 38.4 29.5
Old : 47.0 24.3 62.5 35.9 47.0 24.3 62.5 35.9
Other: 19.7 32.1 32.6 43.2 17.8 29.9 28.2 39.0
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders - Futures Only, 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 : 203,046: 55,012 24,856 35,492 91,498 89,883 182,002 150,231: 21,044 52,815
Old : 203,046: 55,012 24,856 35,492 91,498 89,883 182,002 150,231: 21,044 52,815
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 22, 2006 :
: 23: 2,664 1,730 -787 -1,260 -2,874 617 -1,931: -594 1,954
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.1 12.2 17.5 45.1 44.3 89.6 74.0: 10.4 26.0
Old : 100.0: 27.1 12.2 17.5 45.1 44.3 89.6 74.0: 10.4 26.0
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 : 296: 81 46 62 57 132 183 215:
Old : 296: 81 46 62 57 132 183 215:
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 : 26.4 12.8 38.9 21.0 26.4 11.0 38.5 18.1
Old : 26.4 12.8 38.9 21.0 26.4 11.0 38.5 18.1
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 - Futures Only, 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 : 6,112: 2,697 2,237 673 834 831 4,204 3,741: 1,908 2,371
Old : 6,112: 2,697 2,237 673 834 831 4,204 3,741: 1,908 2,371
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 22, 2006 :
: -64: -250 -393 155 -162 -23 -257 -261: 193 197
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.1 36.6 11.0 13.6 13.6 68.8 61.2: 31.2 38.8
Old : 100.0: 44.1 36.6 11.0 13.6 13.6 68.8 61.2: 31.2 38.8
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 : 51: 15 20 10 7 10 30 36:
Old : 51: 15 20 10 7 10 30 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 : 32.6 21.9 45.4 34.7 32.6 19.9 44.0 30.3
Old : 32.6 21.9 45.4 34.7 32.6 19.9 44.0 30.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
Commitments of Traders - Futures Only, 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 : 32,307: 12,371 3,512 5,431 8,689 9,451 26,491 18,394: 5,816 13,913
Old : 32,307: 12,371 3,512 5,431 8,689 9,451 26,491 18,394: 5,816 13,913
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 22, 2006 :
: -90: -706 -406 1,004 334 -214 632 384: -722 -474
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.3 10.9 16.8 26.9 29.3 82.0 56.9: 18.0 43.1
Old : 100.0: 38.3 10.9 16.8 26.9 29.3 82.0 56.9: 18.0 43.1
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 : 159: 51 23 31 38 63 108 106:
Old : 159: 51 23 31 38 63 108 106:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.7 12.7 26.3 19.1 13.8 9.9 22.9 14.1
Old : 16.7 12.7 26.3 19.1 13.8 9.9 22.9 14.1
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 - Futures Only, 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 : 106,142: 45,977 15,372 2,366 23,495 69,190 71,838 86,928: 34,304 19,214
Old : 106,142: 45,977 15,372 2,366 23,495 69,190 71,838 86,928: 34,304 19,214
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 22, 2006 :
: 19,475: 18,172 3,060 663 855 15,594 19,690 19,317: -215 158
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.3 14.5 2.2 22.1 65.2 67.7 81.9: 32.3 18.1
Old : 100.0: 43.3 14.5 2.2 22.1 65.2 67.7 81.9: 32.3 18.1
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 : 79: 25 19 6 18 19 47 42:
Old : 79: 25 19 6 18 19 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 : 22.9 30.4 36.0 46.7 21.6 30.4 33.7 46.7
Old : 22.9 30.4 36.0 46.7 21.6 30.4 33.7 46.7
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 - Futures Only, 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 : 68,787: 12,618 25,253 464 44,256 29,265 57,338 54,982: 11,449 13,805
Old : 68,787: 12,618 25,253 464 44,256 29,265 57,338 54,982: 11,449 13,805
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 22, 2006 :
: 303: -4,229 -2,059 -42 6,075 1,721 1,804 -380: -1,501 683
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.3 36.7 0.7 64.3 42.5 83.4 79.9: 16.6 20.1
Old : 100.0: 18.3 36.7 0.7 64.3 42.5 83.4 79.9: 16.6 20.1
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 : 47: 12 16 1 11 12 23 29:
Old : 47: 12 16 1 11 12 23 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.1 41.9 72.7 57.5 58.9 40.4 72.5 55.9
Old : 59.1 41.9 72.7 57.5 58.9 40.4 72.5 55.9
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 - Futures Only, 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 : 84,319: 32,841 10,036 451 46,417 70,577 79,709 81,064: 4,610 3,255
Old : 84,319: 32,841 10,036 451 46,417 70,577 79,709 81,064: 4,610 3,255
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 22, 2006 :
: 1,522: 1,073 3,109 429 -110 -3,225 1,392 313: 130 1,209
: : :
: : 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 : 86: 48 9 1 17 19 65 29:
Old : 86: 48 9 1 17 19 65 29:
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 57.9 78.4
Old : 45.1 69.1 61.8 84.5 42.6 65.8 57.9 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 - Futures Only, 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 : 130,539: 66,676 10,551 80 31,850 104,355 98,606 114,986: 31,933 15,553
Old : 130,539: 66,676 10,551 80 31,850 104,355 98,606 114,986: 31,933 15,553
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 22, 2006 :
: 2,596: 90 781 27 1,363 1,707 1,480 2,515: 1,116 81
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.1 8.1 0.1 24.4 79.9 75.5 88.1: 24.5 11.9
Old : 100.0: 51.1 8.1 0.1 24.4 79.9 75.5 88.1: 24.5 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 : 72: 32 10 1 16 20 49 30:
Old : 72: 32 10 1 16 20 49 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 : 32.4 45.4 44.7 66.3 32.4 45.4 42.5 66.3
Old : 32.4 45.4 44.7 66.3 32.4 45.4 42.5 66.3
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 - Futures Only, 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 : 244,441: 33,920 122,249 199 175,367 85,176 209,486 207,624: 34,955 36,817
Old : 244,441: 33,920 122,249 199 175,367 85,176 209,486 207,624: 34,955 36,817
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 22, 2006 :
: 17,246: 3,067 16,319 102 11,665 -2,009 14,834 14,412: 2,412 2,834
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.9 50.0 0.1 71.7 34.8 85.7 84.9: 14.3 15.1
Old : 100.0: 13.9 50.0 0.1 71.7 34.8 85.7 84.9: 14.3 15.1
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 : 117: 31 43 3 34 20 66 65:
Old : 117: 31 43 3 34 20 66 65:
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 : 30.5 29.2 46.9 49.3 26.1 23.9 39.9 37.7
Old : 30.5 29.2 46.9 49.3 26.1 23.9 39.9 37.7
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 - Futures Only, 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 : 170,168: 88,423 8,786 1,654 25,123 129,589 115,200 140,029: 54,968 30,139
Old : 170,168: 88,423 8,786 1,654 25,123 129,589 115,200 140,029: 54,968 30,139
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 22, 2006 :
: -5,775: -1,571 262 855 -2,099 -9,489 -2,815 -8,372: -2,960 2,597
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.0 5.2 1.0 14.8 76.2 67.7 82.3: 32.3 17.7
Old : 100.0: 52.0 5.2 1.0 14.8 76.2 67.7 82.3: 32.3 17.7
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 : 119: 59 18 12 22 32 83 60:
Old : 119: 59 18 12 22 32 83 60:
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 47.1 29.4 62.7 22.0 46.0 27.8 58.8
Old : 22.1 47.1 29.4 62.7 22.0 46.0 27.8 58.8
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 - Futures Only, 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 - Futures Only, 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 :10,279,068: 692,715 964,466 1,398,837 7,130,047 6,541,701 9,221,599 8,905,004: 1,057,469 1,374,064
Old :10,279,068: 692,715 964,466 1,398,837 7,130,047 6,541,701 9,221,599 8,905,004: 1,057,469 1,374,064
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 22, 2006 :
: -24,787: -26,141 75,688 -51,553 157,683 41,039 79,989 65,174: -104,776 -89,961
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.7 9.4 13.6 69.4 63.6 89.7 86.6: 10.3 13.4
Old : 100.0: 6.7 9.4 13.6 69.4 63.6 89.7 86.6: 10.3 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 : 311: 57 66 101 146 165 264 283:
Old : 311: 57 66 101 146 165 264 283:
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 : 36.7 14.2 45.3 23.0 33.8 10.5 37.8 16.7
Old : 36.7 14.2 45.3 23.0 33.8 10.5 37.8 16.7
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 - Futures Only, 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 : 642,879: 75,482 47,517 4,576 430,061 444,750 510,119 496,843: 132,760 146,036
Old : 642,879: 75,482 47,517 4,576 430,061 444,750 510,119 496,843: 132,760 146,036
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 22, 2006 :
: 2,782: 6,907 -3,006 1,729 6,194 1,476 14,830 199: -12,048 2,583
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.7 7.4 0.7 66.9 69.2 79.3 77.3: 20.7 22.7
Old : 100.0: 11.7 7.4 0.7 66.9 69.2 79.3 77.3: 20.7 22.7
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 : 195: 56 26 18 82 55 150 88:
Old : 195: 56 26 18 82 55 150 88:
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 : 19.6 30.2 28.1 40.9 19.5 29.7 28.0 40.3
Old : 19.6 30.2 28.1 40.9 19.5 29.7 28.0 40.3
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 - Futures Only, 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 : 1,581,886: 250,158 400,641 42,353 855,679 1,002,656 1,148,190 1,445,650: 433,696 136,236
Old : 1,581,886: 250,158 400,641 42,353 855,679 1,002,656 1,148,190 1,445,650: 433,696 136,236
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 22, 2006 :
: 34,120: 17,517 -23,664 19,955 -24,429 37,368 13,043 33,659: 21,077 461
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.8 25.3 2.7 54.1 63.4 72.6 91.4: 27.4 8.6
Old : 100.0: 15.8 25.3 2.7 54.1 63.4 72.6 91.4: 27.4 8.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 247: 61 74 23 81 69 155 153:
Old : 247: 61 74 23 81 69 155 153:
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 : 23.1 25.2 34.7 40.7 18.0 21.4 28.1 34.0
Old : 23.1 25.2 34.7 40.7 18.0 21.4 28.1 34.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-338741
Commitments of Traders - Futures Only, 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 - Futures Only, 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 - Futures Only, 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 : 56,781: 8,208 14,384 256 39,340 28,706 47,804 43,346: 8,977 13,435
Old : 56,781: 8,208 14,384 256 39,340 28,706 47,804 43,346: 8,977 13,435
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 22, 2006 :
: -2,343: 6 580 0 -2,396 -2,902 -2,390 -2,322: 47 -21
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.5 25.3 0.5 69.3 50.6 84.2 76.3: 15.8 23.7
Old : 100.0: 14.5 25.3 0.5 69.3 50.6 84.2 76.3: 15.8 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 : 79: 20 15 2 28 25 49 41:
Old : 79: 20 15 2 28 25 49 41:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.3 30.6 51.8 45.9 37.3 30.2 50.3 43.6
Old : 37.3 30.6 51.8 45.9 37.3 30.2 50.3 43.6
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 - Futures Only, 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 : 401,969: 69,621 150,719 3,863 274,789 224,032 348,273 378,614: 53,696 23,355
Old : 401,969: 69,621 150,719 3,863 274,789 224,032 348,273 378,614: 53,696 23,355
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 22, 2006 :
: -11,559: 9,179 7,798 272 -19,884 -18,018 -10,433 -9,948: -1,126 -1,611
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.3 37.5 1.0 68.4 55.7 86.6 94.2: 13.4 5.8
Old : 100.0: 17.3 37.5 1.0 68.4 55.7 86.6 94.2: 13.4 5.8
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 : 225: 67 71 16 54 44 127 125:
Old : 225: 67 71 16 54 44 127 125:
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 : 43.7 28.1 53.7 44.1 42.4 28.1 52.1 44.1
Old : 43.7 28.1 53.7 44.1 42.4 28.1 52.1 44.1
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 - Futures Only, 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 : 63,348: 34,383 1,142 0 4,827 55,290 39,210 56,432: 24,138 6,916
Old : 63,348: 34,383 1,142 0 4,827 55,290 39,210 56,432: 24,138 6,916
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 22, 2006 :
: 1,217: 2,799 -367 0 -1,244 2,177 1,555 1,810: -338 -593
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.3 1.8 0.0 7.6 87.3 61.9 89.1: 38.1 10.9
Old : 100.0: 54.3 1.8 0.0 7.6 87.3 61.9 89.1: 38.1 10.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 51: 27 2 0 8 17 35 19:
Old : 51: 27 2 0 8 17 35 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.4 56.3 31.4 76.2 22.4 56.0 31.4 74.2
Old : 22.4 56.3 31.4 76.2 22.4 56.0 31.4 74.2
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 - Futures Only, 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 : 42,203: 400 7,240 4 37,898 27,010 38,302 34,254: 3,901 7,949
Old : 42,203: 400 7,240 4 37,898 27,010 38,302 34,254: 3,901 7,949
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 22, 2006 :
: -2,018: 0 541 -5 -2,111 -1,998 -2,116 -1,462: 98 -556
: : :
: : 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 : 59: 1 14 1 28 25 30 39:
Old : 59: 1 14 1 28 25 30 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 : 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 - Futures Only, 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 : 462,821: 45,291 118,029 1,210 371,446 305,216 417,947 424,455: 44,874 38,366
Old : 462,821: 45,291 118,029 1,210 371,446 305,216 417,947 424,455: 44,874 38,366
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 22, 2006 :
: -7,399: 3,578 5,571 -636 -27,900 -32,071 -24,958 -27,136: 17,559 19,737
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.8 25.5 0.3 80.3 65.9 90.3 91.7: 9.7 8.3
Old : 100.0: 9.8 25.5 0.3 80.3 65.9 90.3 91.7: 9.7 8.3
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 : 189: 20 77 8 43 68 67 149:
Old : 189: 20 77 8 43 68 67 149:
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 : 54.5 28.1 67.2 44.0 54.5 26.9 67.1 41.7
Old : 54.5 28.1 67.2 44.0 54.5 26.9 67.1 41.7
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 - Futures Only, 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 : 45,596: 10,648 14,522 755 19,959 23,499 31,362 38,776: 14,234 6,820
Old : 45,596: 10,648 14,522 755 19,959 23,499 31,362 38,776: 14,234 6,820
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 22, 2006 :
: 1,376: -1,743 -165 736 1,856 1,078 849 1,649: 527 -273
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.4 31.8 1.7 43.8 51.5 68.8 85.0: 31.2 15.0
Old : 100.0: 23.4 31.8 1.7 43.8 51.5 68.8 85.0: 31.2 15.0
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 : 69: 22 17 4 15 18 38 38:
Old : 69: 22 17 4 15 18 38 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 : 30.8 43.9 42.6 60.3 30.8 43.3 42.6 59.6
Old : 30.8 43.9 42.6 60.3 30.8 43.3 42.6 59.6
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 - Futures Only, 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 - Futures Only, 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 - Futures Only, 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