BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders - Futures Only, September 12, 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 : 3,731: 18 0 106 2,697 3,083 2,821 3,189: 910 542
Old : 3,731: 18 0 106 2,697 3,083 2,821 3,189: 910 542
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 5, 2006 :
: -32: -27 0 8 -7 -14 -26 -6: -6 -26
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.5 0.0 2.8 72.3 82.6 75.6 85.5: 24.4 14.5
Old : 100.0: 0.5 0.0 2.8 72.3 82.6 75.6 85.5: 24.4 14.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 1 0 1 13 12 14 13:
Old : 21: 1 0 1 13 12 14 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.9 64.9 64.0 81.2 47.9 64.5 64.0 80.2
Old : 47.9 64.9 64.0 81.2 47.9 64.5 64.0 80.2
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, September 12, 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 : 26,643: 2,586 2,363 637 20,072 15,214 23,295 18,214: 3,348 8,429
Old : 26,643: 2,586 2,363 637 20,072 15,214 23,295 18,214: 3,348 8,429
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 5, 2006 :
: 323: 46 -657 56 416 590 518 -11: -195 334
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.7 8.9 2.4 75.3 57.1 87.4 68.4: 12.6 31.6
Old : 100.0: 9.7 8.9 2.4 75.3 57.1 87.4 68.4: 12.6 31.6
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 : 51: 8 11 9 25 19 36 36:
Old : 51: 8 11 9 25 19 36 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 : 45.8 38.7 64.7 49.0 45.8 37.7 63.1 47.3
Old : 45.8 38.7 64.7 49.0 45.8 37.7 63.1 47.3
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, September 12, 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 : 178,744: 43,165 21,303 34,925 78,760 83,389 156,850 139,617: 21,894 39,127
Old : 64,076: 25,545 28,697 345 30,916 20,738 56,806 49,780: 7,270 14,296
Other: 114,668: 33,978 8,964 18,222 47,844 62,651 100,044 89,837: 14,624 24,831
: : :
: : Changes in Commitments from: September 5, 2006 :
: -6,077: 866 210 -6,607 767 820 -4,974 -5,577: -1,103 -500
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.1 11.9 19.5 44.1 46.7 87.8 78.1: 12.2 21.9
Old : 100.0: 39.9 44.8 0.5 48.2 32.4 88.7 77.7: 11.3 22.3
Other: 100.0: 29.6 7.8 15.9 41.7 54.6 87.2 78.3: 12.8 21.7
: : :
:# Traders : Number of Traders in Each Category :
All : 210: 78 55 69 31 47 164 133:
Old : 180: 70 56 3 18 37 91 93:
Other: 173: 71 38 46 30 46 131 105:
:----------------------------------------------------------------------------------------------------
: 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 26.2 39.8 34.7 29.6 25.0 38.7 31.3
Old : 36.3 28.4 50.5 37.8 36.3 28.4 50.5 37.8
Other: 26.2 30.7 38.3 43.1 25.9 28.3 35.6 35.9
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders - Futures Only, September 12, 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 : 210,851: 60,501 29,941 33,870 91,192 93,820 185,563 157,631: 25,288 53,220
Old : 210,851: 60,501 29,941 33,870 91,192 93,820 185,563 157,631: 25,288 53,220
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 5, 2006 :
: 858: 279 -658 -988 -1,432 1,651 -2,141 5: 2,999 853
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.7 14.2 16.1 43.2 44.5 88.0 74.8: 12.0 25.2
Old : 100.0: 28.7 14.2 16.1 43.2 44.5 88.0 74.8: 12.0 25.2
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 : 300: 82 49 67 58 127 190 217:
Old : 300: 82 49 67 58 127 190 217:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.7 11.6 37.4 19.4 25.7 11.0 37.4 17.9
Old : 25.7 11.6 37.4 19.4 25.7 11.0 37.4 17.9
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, September 12, 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 : 5,581: 2,838 2,468 394 960 688 4,192 3,550: 1,389 2,031
Old : 5,581: 2,838 2,468 394 960 688 4,192 3,550: 1,389 2,031
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 5, 2006 :
: -241: 207 201 -290 62 -112 -21 -201: -220 -40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.9 44.2 7.1 17.2 12.3 75.1 63.6: 24.9 36.4
Old : 100.0: 50.9 44.2 7.1 17.2 12.3 75.1 63.6: 24.9 36.4
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 : 51: 15 20 9 10 10 31 36:
Old : 51: 15 20 9 10 10 31 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 : 35.7 23.4 53.0 37.9 35.7 23.0 50.6 33.8
Old : 35.7 23.4 53.0 37.9 35.7 23.0 50.6 33.8
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, September 12, 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 : 29,436: 10,565 3,981 3,923 8,587 8,740 23,075 16,644: 6,361 12,792
Old : 29,436: 10,565 3,981 3,923 8,587 8,740 23,075 16,644: 6,361 12,792
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 5, 2006 :
: -324: 297 361 -855 221 -137 -337 -631: 13 307
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.9 13.5 13.3 29.2 29.7 78.4 56.5: 21.6 43.5
Old : 100.0: 35.9 13.5 13.3 29.2 29.7 78.4 56.5: 21.6 43.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 141: 50 21 25 33 52 96 89:
Old : 141: 50 21 25 33 52 96 89:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 15.4 14.4 26.0 21.9 14.7 10.9 24.5 16.2
Old : 15.4 14.4 26.0 21.9 14.7 10.9 24.5 16.2
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, September 12, 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 : 138,181: 37,739 22,957 2,217 62,313 92,568 102,269 117,742: 35,912 20,439
Old : 138,181: 37,739 22,957 2,217 62,313 92,568 102,269 117,742: 35,912 20,439
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 5, 2006 :
: 26,476: -11,701 983 -595 37,169 23,996 24,873 24,384: 1,603 2,092
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.3 16.6 1.6 45.1 67.0 74.0 85.2: 26.0 14.8
Old : 100.0: 27.3 16.6 1.6 45.1 67.0 74.0 85.2: 26.0 14.8
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 : 80: 23 21 5 25 22 51 45:
Old : 80: 23 21 5 25 22 51 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 : 29.3 35.2 43.1 54.3 17.6 29.4 29.0 43.9
Old : 29.3 35.2 43.1 54.3 17.6 29.4 29.0 43.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
Commitments of Traders - Futures Only, September 12, 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 : 98,012: 12,013 45,254 70 74,761 31,857 86,844 77,181: 11,168 20,831
Old : 98,012: 12,013 45,254 70 74,761 31,857 86,844 77,181: 11,168 20,831
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 5, 2006 :
: 27,959: 792 14,887 70 28,160 6,288 29,022 21,245: -1,063 6,714
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.3 46.2 0.1 76.3 32.5 88.6 78.7: 11.4 21.3
Old : 100.0: 12.3 46.2 0.1 76.3 32.5 88.6 78.7: 11.4 21.3
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 : 51: 9 24 1 16 8 26 32:
Old : 51: 9 24 1 16 8 26 32:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.8 39.7 73.4 56.0 57.7 34.7 69.8 47.4
Old : 57.8 39.7 73.4 56.0 57.7 34.7 69.8 47.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
Commitments of Traders - Futures Only, September 12, 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 : 81,318: 21,116 13,042 1,979 55,416 62,581 78,511 77,602: 2,807 3,716
Old : 81,318: 21,116 13,042 1,979 55,416 62,581 78,511 77,602: 2,807 3,716
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 5, 2006 :
: -2,512: -12,333 7,264 1,330 10,289 -11,961 -714 -3,367: -1,798 855
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.0 16.0 2.4 68.1 77.0 96.5 95.4: 3.5 4.6
Old : 100.0: 26.0 16.0 2.4 68.1 77.0 96.5 95.4: 3.5 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 : 80: 35 17 8 17 17 56 38:
Old : 80: 35 17 8 17 17 56 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 : 51.3 68.0 67.5 81.5 50.0 66.6 65.7 80.1
Old : 51.3 68.0 67.5 81.5 50.0 66.6 65.7 80.1
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, September 12, 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 : 127,633: 50,259 12,678 5,425 43,986 88,470 99,670 106,573: 27,963 21,060
Old : 127,633: 50,259 12,678 5,425 43,986 88,470 99,670 106,573: 27,963 21,060
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 5, 2006 :
: -4,203: -13,328 3,023 5,405 6,379 -15,610 -1,544 -7,182: -2,659 2,979
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.4 9.9 4.3 34.5 69.3 78.1 83.5: 21.9 16.5
Old : 100.0: 39.4 9.9 4.3 34.5 69.3 78.1 83.5: 21.9 16.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 63: 19 13 4 20 22 43 35:
Old : 63: 19 13 4 20 22 43 35:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.1 38.1 55.1 59.8 33.5 35.3 47.0 51.1
Old : 37.1 38.1 55.1 59.8 33.5 35.3 47.0 51.1
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, September 12, 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 : 275,585: 34,942 134,394 910 205,621 86,590 241,473 221,894: 34,112 53,691
Old : 275,585: 34,942 134,394 910 205,621 86,590 241,473 221,894: 34,112 53,691
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 5, 2006 :
: 46,793: 2,001 31,955 461 45,412 -3,024 47,874 29,392: -1,081 17,401
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.7 48.8 0.3 74.6 31.4 87.6 80.5: 12.4 19.5
Old : 100.0: 12.7 48.8 0.3 74.6 31.4 87.6 80.5: 12.4 19.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 109: 25 42 7 35 19 63 65:
Old : 109: 25 42 7 35 19 63 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 : 33.6 32.6 54.3 49.0 28.3 23.4 44.7 33.9
Old : 33.6 32.6 54.3 49.0 28.3 23.4 44.7 33.9
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, September 12, 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 : 168,483: 79,626 12,909 2,040 34,073 118,677 115,739 133,626: 52,744 34,857
Old : 168,483: 79,626 12,909 2,040 34,073 118,677 115,739 133,626: 52,744 34,857
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 5, 2006 :
: -2,543: -6,597 1,702 -723 8,511 -10,988 1,191 -10,009: -3,734 7,466
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.3 7.7 1.2 20.2 70.4 68.7 79.3: 31.3 20.7
Old : 100.0: 47.3 7.7 1.2 20.2 70.4 68.7 79.3: 31.3 20.7
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 : 105: 40 20 13 33 33 80 59:
Old : 105: 40 20 13 33 33 80 59:
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 : 24.5 42.9 32.4 56.1 24.4 40.0 31.5 51.2
Old : 24.5 42.9 32.4 56.1 24.4 40.0 31.5 51.2
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, September 12, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF NZ$ 100,000) :
: : :
All : 19,320: 9,750 239 26 7,865 18,037 17,641 18,302: 1,679 1,018
Old : 19,320: 9,750 239 26 7,865 18,037 17,641 18,302: 1,679 1,018
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 5, 2006 :
: 468: -1,468 64 26 2,347 131 905 221: -437 247
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.5 1.2 0.1 40.7 93.4 91.3 94.7: 8.7 5.3
Old : 100.0: 50.5 1.2 0.1 40.7 93.4 91.3 94.7: 8.7 5.3
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 : 26: 7 2 1 9 12 17 14:
Old : 26: 7 2 1 9 12 17 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 : 57.8 71.9 78.8 88.5 56.7 65.2 71.8 79.7
Old : 57.8 71.9 78.8 88.5 56.7 65.2 71.8 79.7
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, September 12, 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 :10,512,645: 895,848 727,979 1,451,323 6,978,115 6,881,177 9,325,286 9,060,479: 1,187,359 1,452,166
Old :10,512,645: 895,848 727,979 1,451,323 6,978,115 6,881,177 9,325,286 9,060,479: 1,187,359 1,452,166
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 5, 2006 :
: -74,905: 6,451 -242,387 23,879 -175,808 116,255 -145,478 -102,253: 70,573 27,348
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.5 6.9 13.8 66.4 65.5 88.7 86.2: 11.3 13.8
Old : 100.0: 8.5 6.9 13.8 66.4 65.5 88.7 86.2: 11.3 13.8
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 : 307: 61 60 97 148 165 263 280:
Old : 307: 61 60 97 148 165 263 280:
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 : 35.9 14.3 44.1 22.6 32.9 9.9 37.0 15.7
Old : 35.9 14.3 44.1 22.6 32.9 9.9 37.0 15.7
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, September 12, 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 : 705,498: 71,737 46,561 7,632 478,138 499,864 557,507 554,057: 147,991 151,441
Old : 705,498: 71,737 46,561 7,632 478,138 499,864 557,507 554,057: 147,991 151,441
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 5, 2006 :
: 58,331: -5,790 -891 3,594 52,718 52,020 50,522 54,723: 7,809 3,608
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.2 6.6 1.1 67.8 70.9 79.0 78.5: 21.0 21.5
Old : 100.0: 10.2 6.6 1.1 67.8 70.9 79.0 78.5: 21.0 21.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 197: 51 26 27 100 70 165 111:
Old : 197: 51 26 27 100 70 165 111:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.1 27.6 25.6 38.4 17.8 27.4 24.8 37.3
Old : 18.1 27.6 25.6 38.4 17.8 27.4 24.8 37.3
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, September 12, 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 : 1,998,218: 262,291 468,912 54,754 1,225,325 1,301,993 1,542,370 1,825,659: 455,848 172,559
Old : 1,998,218: 262,291 468,912 54,754 1,225,325 1,301,993 1,542,370 1,825,659: 455,848 172,559
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 5, 2006 :
: 325,470: -20,542 -23,089 15,778 310,705 290,503 305,941 283,192: 19,529 42,278
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.1 23.5 2.7 61.3 65.2 77.2 91.4: 22.8 8.6
Old : 100.0: 13.1 23.5 2.7 61.3 65.2 77.2 91.4: 22.8 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 : 259: 66 79 48 85 77 177 180:
Old : 259: 66 79 48 85 77 177 180:
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 : 27.8 22.7 38.6 36.8 14.8 16.7 23.2 26.9
Old : 27.8 22.7 38.6 36.8 14.8 16.7 23.2 26.9
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, September 12, 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 : 11,871: 387 0 0 6,352 9,175 6,739 9,175: 5,132 2,696
Old : 11,871: 387 0 0 6,352 9,175 6,739 9,175: 5,132 2,696
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 5, 2006 :
: 1,893: -372 0 0 1,381 1,289 1,009 1,289: 884 604
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.3 0.0 0.0 53.5 77.3 56.8 77.3: 43.2 22.7
Old : 100.0: 3.3 0.0 0.0 53.5 77.3 56.8 77.3: 43.2 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 : 20: 1 0 0 13 13 14 13:
Old : 20: 1 0 0 13 13 14 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.6 39.3 47.2 65.4 30.5 33.9 42.1 55.4
Old : 31.6 39.3 47.2 65.4 30.5 33.9 42.1 55.4
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, September 12, 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 : 87,335: 7,026 29,189 27 69,547 42,980 76,600 72,196: 10,735 15,139
Old : 87,335: 7,026 29,189 27 69,547 42,980 76,600 72,196: 10,735 15,139
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 5, 2006 :
: 16,921: 586 -392 0 11,958 10,166 12,544 9,774: 4,377 7,147
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.0 33.4 0.0 79.6 49.2 87.7 82.7: 12.3 17.3
Old : 100.0: 8.0 33.4 0.0 79.6 49.2 87.7 82.7: 12.3 17.3
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 : 63: 10 8 1 36 27 47 35:
Old : 63: 10 8 1 36 27 47 35:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.7 36.6 52.2 52.9 33.5 36.6 48.9 49.7
Old : 34.7 36.6 52.2 52.9 33.5 36.6 48.9 49.7
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, September 12, 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 : 66,991: 7,460 12,882 1,981 44,124 35,850 53,565 50,713: 13,426 16,278
Old : 66,991: 7,460 12,882 1,981 44,124 35,850 53,565 50,713: 13,426 16,278
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 5, 2006 :
: 10,419: -1,110 -951 1,938 4,889 7,518 5,717 8,505: 4,702 1,914
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.1 19.2 3.0 65.9 53.5 80.0 75.7: 20.0 24.3
Old : 100.0: 11.1 19.2 3.0 65.9 53.5 80.0 75.7: 20.0 24.3
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 : 80: 17 16 8 34 33 54 55:
Old : 80: 17 16 8 34 33 54 55:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.9 26.7 48.0 41.3 33.9 23.6 42.5 36.8
Old : 33.9 26.7 48.0 41.3 33.9 23.6 42.5 36.8
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, September 12, 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 : 554,206: 81,314 165,820 22,526 383,557 318,597 487,397 506,943: 66,809 47,263
Old : 554,206: 81,314 165,820 22,526 383,557 318,597 487,397 506,943: 66,809 47,263
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 5, 2006 :
: 143,544: 8,455 12,431 17,600 112,186 95,695 138,241 125,726: 5,303 17,818
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.7 29.9 4.1 69.2 57.5 87.9 91.5: 12.1 8.5
Old : 100.0: 14.7 29.9 4.1 69.2 57.5 87.9 91.5: 12.1 8.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 225: 61 74 41 59 58 140 153:
Old : 225: 61 74 41 59 58 140 153:
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 : 40.3 25.6 50.8 40.2 33.0 20.9 40.1 33.8
Old : 40.3 25.6 50.8 40.2 33.0 20.9 40.1 33.8
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, September 12, 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 : 69,370: 25,739 1,205 1,958 19,295 55,186 46,992 58,349: 22,378 11,021
Old : 69,370: 25,739 1,205 1,958 19,295 55,186 46,992 58,349: 22,378 11,021
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 5, 2006 :
: -12,002: -23,986 -574 1,958 15,108 -16,282 -6,920 -14,898: -5,082 2,896
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.1 1.7 2.8 27.8 79.6 67.7 84.1: 32.3 15.9
Old : 100.0: 37.1 1.7 2.8 27.8 79.6 67.7 84.1: 32.3 15.9
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 : 45: 21 3 3 14 15 37 19:
Old : 45: 21 3 3 14 15 37 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 : 28.4 53.3 40.5 71.5 20.9 43.0 29.5 57.6
Old : 28.4 53.3 40.5 71.5 20.9 43.0 29.5 57.6
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, September 12, 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 : 53,386: 500 5,894 2,645 43,174 33,459 46,319 41,998: 7,067 11,388
Old : 53,386: 500 5,894 2,645 43,174 33,459 46,319 41,998: 7,067 11,388
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 5, 2006 :
: 10,875: 100 -169 2,536 5,987 6,627 8,623 8,994: 2,252 1,881
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.9 11.0 5.0 80.9 62.7 86.8 78.7: 13.2 21.3
Old : 100.0: 0.9 11.0 5.0 80.9 62.7 86.8 78.7: 13.2 21.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 59: 2 13 5 32 31 37 47:
Old : 59: 2 13 5 32 31 37 47:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.5 21.9 61.9 34.6 40.6 20.6 49.8 29.9
Old : 46.5 21.9 61.9 34.6 40.6 20.6 49.8 29.9
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, September 12, 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 : 520,181: 49,092 118,486 7,068 414,292 351,849 470,452 477,403: 49,729 42,778
Old : 520,181: 49,092 118,486 7,068 414,292 351,849 470,452 477,403: 49,729 42,778
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 5, 2006 :
: 60,591: -626 1,630 4,861 49,480 42,425 53,715 48,916: 6,876 11,675
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.4 22.8 1.4 79.6 67.6 90.4 91.8: 9.6 8.2
Old : 100.0: 9.4 22.8 1.4 79.6 67.6 90.4 91.8: 9.6 8.2
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 : 192: 22 79 13 54 70 86 152:
Old : 192: 22 79 13 54 70 86 152:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.3 26.5 64.5 42.8 47.8 22.6 57.3 35.1
Old : 49.3 26.5 64.5 42.8 47.8 22.6 57.3 35.1
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, September 12, 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 : 37,643: 7,290 16,460 0 17,441 15,063 24,731 31,523: 12,912 6,120
Old : 37,643: 7,290 16,460 0 17,441 15,063 24,731 31,523: 12,912 6,120
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 5, 2006 :
: -23,718: -4,623 2,901 -9,921 -5,720 -12,790 -20,264 -19,810: -3,454 -3,908
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.4 43.7 0.0 46.3 40.0 65.7 83.7: 34.3 16.3
Old : 100.0: 19.4 43.7 0.0 46.3 40.0 65.7 83.7: 34.3 16.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 60: 15 16 0 10 20 25 36:
Old : 60: 15 16 0 10 20 25 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 : 36.2 41.4 50.2 53.8 36.2 40.9 49.7 51.1
Old : 36.2 41.4 50.2 53.8 36.2 40.9 49.7 51.1
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, September 12, 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 : 34,729: 16,886 2,278 5 11,841 7,408 28,732 9,691: 5,997 25,038
Old : 34,729: 16,886 2,278 5 11,841 7,408 28,732 9,691: 5,997 25,038
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 5, 2006 :
: -13,767: 13,544 -3,256 -3,203 -16,334 -14,945 -5,993 -21,404: -7,774 7,637
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.6 6.6 0.0 34.1 21.3 82.7 27.9: 17.3 72.1
Old : 100.0: 48.6 6.6 0.0 34.1 21.3 82.7 27.9: 17.3 72.1
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 : 44: 14 4 1 18 10 32 15:
Old : 44: 14 4 1 18 10 32 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.7 18.6 56.9 23.7 43.5 18.6 56.1 23.7
Old : 43.7 18.6 56.9 23.7 43.5 18.6 56.1 23.7
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, September 12, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (GSCI X $250) :
: : :
All : 20,367: 3,634 1,851 117 15,306 17,333 19,057 19,301: 1,310 1,066
Old : 20,367: 3,634 1,851 117 15,306 17,333 19,057 19,301: 1,310 1,066
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 5, 2006 :
: 702: -101 448 24 -92 -498 -169 -26: 871 728
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.8 9.1 0.6 75.2 85.1 93.6 94.8: 6.4 5.2
Old : 100.0: 17.8 9.1 0.6 75.2 85.1 93.6 94.8: 6.4 5.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 6 5 2 8 5 14 12:
Old : 22: 6 5 2 8 5 14 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 : 71.6 90.8 85.1 94.0 71.2 90.8 84.5 94.0
Old : 71.6 90.8 85.1 94.0 71.2 90.8 84.5 94.0
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, September 12, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
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: : (CONTRACTS OF Y100,000,000 FACE VALUE) :
: : :
All : 58,801: 4,120 5,598 1,910 32,305 40,061 38,335 47,569: 20,466 11,232
Old : 58,801: 4,120 5,598 1,910 32,305 40,061 38,335 47,569: 20,466 11,232
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 5, 2006 :
: 3,015: 550 869 1,072 -622 -252 1,000 1,689: 2,015 1,326
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.0 9.5 3.2 54.9 68.1 65.2 80.9: 34.8 19.1
Old : 100.0: 7.0 9.5 3.2 54.9 68.1 65.2 80.9: 34.8 19.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 63: 7 12 4 31 38 41 51:
Old : 63: 7 12 4 31 38 41 51:
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 27.6 44.3 45.3 24.0 21.4 28.1 32.0
Old : 30.5 27.6 44.3 45.3 24.0 21.4 28.1 32.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 15, 2006