BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders - Futures Only, September 19, 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 : 3,691: 44 0 128 2,578 3,064 2,750 3,192: 941 499
Old : 3,691: 44 0 128 2,578 3,064 2,750 3,192: 941 499
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 12, 2006 :
: -40: 26 0 22 -119 -19 -71 3: 31 -43
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.2 0.0 3.5 69.8 83.0 74.5 86.5: 25.5 13.5
Old : 100.0: 1.2 0.0 3.5 69.8 83.0 74.5 86.5: 25.5 13.5
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: 2 0 2 13 10 15 12:
Old : 21: 2 0 2 13 10 15 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 : 47.7 64.5 63.8 82.1 47.7 63.5 63.7 80.0
Old : 47.7 64.5 63.8 82.1 47.7 63.5 63.7 80.0
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, September 19, 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 : 28,412: 2,476 3,000 678 21,354 16,323 24,508 20,001: 3,904 8,411
Old : 28,412: 2,476 3,000 678 21,354 16,323 24,508 20,001: 3,904 8,411
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 12, 2006 :
: 1,769: -110 637 41 1,282 1,109 1,213 1,787: 556 -18
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.7 10.6 2.4 75.2 57.5 86.3 70.4: 13.7 29.6
Old : 100.0: 8.7 10.6 2.4 75.2 57.5 86.3 70.4: 13.7 29.6
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: 7 12 9 25 19 36 36:
Old : 51: 7 12 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 : 48.5 39.6 65.1 50.2 48.3 38.6 63.7 48.6
Old : 48.5 39.6 65.1 50.2 48.3 38.6 63.7 48.6
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 19, 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 : 175,534: 40,665 18,629 37,322 77,876 80,164 155,863 136,115: 19,671 39,419
Old : 32,431: 20,375 9,264 432 6,630 13,344 27,437 23,040: 4,994 9,391
Other: 143,103: 30,714 19,789 26,466 71,246 66,820 128,426 113,075: 14,677 30,028
: : :
: : Changes in Commitments from: September 12, 2006 :
: -3,210: -2,500 -2,674 2,397 -884 -3,225 -987 -3,502: -2,223 292
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.2 10.6 21.3 44.4 45.7 88.8 77.5: 11.2 22.5
Old : 100.0: 62.8 28.6 1.3 20.4 41.1 84.6 71.0: 15.4 29.0
Other: 100.0: 21.5 13.8 18.5 49.8 46.7 89.7 79.0: 10.3 21.0
: : :
:# Traders : Number of Traders in Each Category :
All : 218: 78 56 77 34 48 171 144:
Old : 139: 59 32 3 15 34 76 67:
Other: 199: 61 67 64 33 47 148 134:
:----------------------------------------------------------------------------------------------------
: 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 : 30.0 25.9 40.3 34.5 30.0 24.7 39.2 30.4
Old : 25.7 29.6 39.9 39.0 25.7 29.4 39.9 38.9
Other: 33.8 26.7 46.1 36.9 33.8 24.9 44.8 31.3
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders - Futures Only, September 19, 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 : 216,116: 52,026 26,267 42,872 96,877 94,229 191,775 163,368: 24,341 52,748
Old : 216,116: 52,026 26,267 42,872 96,877 94,229 191,775 163,368: 24,341 52,748
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 12, 2006 :
: 5,265: -8,475 -3,674 9,002 5,685 409 6,212 5,737: -947 -472
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.1 12.2 19.8 44.8 43.6 88.7 75.6: 11.3 24.4
Old : 100.0: 24.1 12.2 19.8 44.8 43.6 88.7 75.6: 11.3 24.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 291: 73 44 74 75 133 194 228:
Old : 291: 73 44 74 75 133 194 228:
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 : 25.1 10.7 37.7 18.4 25.1 9.7 36.0 16.4
Old : 25.1 10.7 37.7 18.4 25.1 9.7 36.0 16.4
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 19, 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 : 5,858: 2,944 2,578 516 1,009 719 4,469 3,813: 1,389 2,045
Old : 5,858: 2,944 2,578 516 1,009 719 4,469 3,813: 1,389 2,045
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 12, 2006 :
: 277: 106 110 122 49 31 277 263: 0 14
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.3 44.0 8.8 17.2 12.3 76.3 65.1: 23.7 34.9
Old : 100.0: 50.3 44.0 8.8 17.2 12.3 76.3 65.1: 23.7 34.9
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 : 56: 17 24 13 10 11 34 43:
Old : 56: 17 24 13 10 11 34 43:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.5 21.5 52.3 33.2 34.5 21.5 48.6 32.0
Old : 34.5 21.5 52.3 33.2 34.5 21.5 48.6 32.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
Commitments of Traders - Futures Only, September 19, 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 : 29,044: 9,528 5,074 4,630 8,678 7,464 22,836 17,168: 6,208 11,876
Old : 29,044: 9,528 5,074 4,630 8,678 7,464 22,836 17,168: 6,208 11,876
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 12, 2006 :
: -392: -1,037 1,093 707 91 -1,276 -239 524: -153 -916
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.8 17.5 15.9 29.9 25.7 78.6 59.1: 21.4 40.9
Old : 100.0: 32.8 17.5 15.9 29.9 25.7 78.6 59.1: 21.4 40.9
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 : 137: 42 28 28 34 44 92 90:
Old : 137: 42 28 28 34 44 92 90:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.7 15.1 28.2 23.2 14.6 11.4 24.1 17.1
Old : 17.7 15.1 28.2 23.2 14.6 11.4 24.1 17.1
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, September 19, 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 : 138,838: 41,043 40,188 1,750 68,379 75,332 111,172 117,270: 27,666 21,568
Old : 138,838: 41,043 40,188 1,750 68,379 75,332 111,172 117,270: 27,666 21,568
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 12, 2006 :
: 657: 3,304 17,231 -467 6,066 -17,236 8,903 -472: -8,246 1,129
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.6 28.9 1.3 49.3 54.3 80.1 84.5: 19.9 15.5
Old : 100.0: 29.6 28.9 1.3 49.3 54.3 80.1 84.5: 19.9 15.5
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 : 84: 27 22 4 30 22 60 45:
Old : 84: 27 22 4 30 22 60 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 : 28.3 35.6 43.4 51.6 25.8 32.5 39.5 46.8
Old : 28.3 35.6 43.4 51.6 25.8 32.5 39.5 46.8
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 19, 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 : 76,994: 10,111 54,145 0 57,429 2,482 67,540 56,627: 9,454 20,367
Old : 76,994: 10,111 54,145 0 57,429 2,482 67,540 56,627: 9,454 20,367
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 12, 2006 :
: -21,018: -1,902 8,891 -70 -17,332 -29,375 -19,304 -20,554: -1,714 -464
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.1 70.3 0.0 74.6 3.2 87.7 73.5: 12.3 26.5
Old : 100.0: 13.1 70.3 0.0 74.6 3.2 87.7 73.5: 12.3 26.5
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 : 47: 7 27 0 11 4 18 31:
Old : 47: 7 27 0 11 4 18 31:
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 : 62.6 30.0 79.3 44.4 62.6 30.0 79.2 44.4
Old : 62.6 30.0 79.3 44.4 62.6 30.0 79.2 44.4
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 19, 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 : 52,703: 21,065 18,603 759 27,997 30,071 49,821 49,433: 2,882 3,270
Old : 52,703: 21,065 18,603 759 27,997 30,071 49,821 49,433: 2,882 3,270
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 12, 2006 :
: -28,615: -51 5,561 -1,220 -27,419 -32,510 -28,690 -28,169: 75 -446
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.0 35.3 1.4 53.1 57.1 94.5 93.8: 5.5 6.2
Old : 100.0: 40.0 35.3 1.4 53.1 57.1 94.5 93.8: 5.5 6.2
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 : 68: 31 12 3 18 10 51 24:
Old : 68: 31 12 3 18 10 51 24:
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 77.6 53.6 85.3 34.1 75.4 53.0 82.9
Old : 34.1 77.6 53.6 85.3 34.1 75.4 53.0 82.9
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 19, 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 : 104,255: 60,218 17,265 92 18,723 72,331 79,033 89,688: 25,222 14,567
Old : 104,255: 60,218 17,265 92 18,723 72,331 79,033 89,688: 25,222 14,567
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 12, 2006 :
: -23,378: 9,959 4,587 -5,333 -25,263 -16,139 -20,637 -16,885: -2,741 -6,493
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.8 16.6 0.1 18.0 69.4 75.8 86.0: 24.2 14.0
Old : 100.0: 57.8 16.6 0.1 18.0 69.4 75.8 86.0: 24.2 14.0
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 : 61: 25 10 1 12 19 37 30:
Old : 61: 25 10 1 12 19 37 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 : 44.3 40.3 56.2 63.5 44.3 39.9 56.2 63.1
Old : 44.3 40.3 56.2 63.5 44.3 39.9 56.2 63.1
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 19, 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 : 225,098: 34,955 125,759 342 160,209 62,383 195,506 188,484: 29,592 36,614
Old : 225,098: 34,955 125,759 342 160,209 62,383 195,506 188,484: 29,592 36,614
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 12, 2006 :
: -50,487: 13 -8,635 -568 -45,412 -24,207 -45,967 -33,410: -4,520 -17,077
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.5 55.9 0.2 71.2 27.7 86.9 83.7: 13.1 16.3
Old : 100.0: 15.5 55.9 0.2 71.2 27.7 86.9 83.7: 13.1 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 : 107: 27 41 3 25 19 54 61:
Old : 107: 27 41 3 25 19 54 61:
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 : 39.8 29.5 61.9 47.8 39.8 29.0 59.8 45.7
Old : 39.8 29.5 61.9 47.8 39.8 29.0 59.8 45.7
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, September 19, 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 : 131,398: 69,197 18,083 1,221 15,429 79,941 85,847 99,245: 45,551 32,153
Old : 131,398: 69,197 18,083 1,221 15,429 79,941 85,847 99,245: 45,551 32,153
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 12, 2006 :
: -37,085: -10,429 5,174 -819 -18,644 -38,736 -29,892 -34,381: -7,193 -2,704
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.7 13.8 0.9 11.7 60.8 65.3 75.5: 34.7 24.5
Old : 100.0: 52.7 13.8 0.9 11.7 60.8 65.3 75.5: 34.7 24.5
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 : 104: 43 20 9 24 27 69 54:
Old : 104: 43 20 9 24 27 69 54:
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 : 25.9 39.5 33.0 50.3 25.8 37.6 32.8 48.3
Old : 25.9 39.5 33.0 50.3 25.8 37.6 32.8 48.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
Commitments of Traders - Futures Only, September 19, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF NZ$ 100,000) :
: : :
All : 17,608: 13,350 468 0 2,568 16,218 15,918 16,686: 1,690 922
Old : 17,608: 13,350 468 0 2,568 16,218 15,918 16,686: 1,690 922
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 12, 2006 :
: -1,712: 3,600 229 -26 -5,297 -1,819 -1,723 -1,616: 11 -96
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.8 2.7 0.0 14.6 92.1 90.4 94.8: 9.6 5.2
Old : 100.0: 75.8 2.7 0.0 14.6 92.1 90.4 94.8: 9.6 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 : 23: 7 2 0 7 9 14 11:
Old : 23: 7 2 0 7 9 14 11:
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 : 77.8 72.5 85.3 90.5 77.8 71.6 85.3 89.3
Old : 77.8 72.5 85.3 90.5 77.8 71.6 85.3 89.3
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 19, 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 : 9,146,955: 642,629 749,758 1,023,908 6,378,716 5,996,049 8,045,253 7,769,715: 1,101,702 1,377,240
Old : 9,146,955: 642,629 749,758 1,023,908 6,378,716 5,996,049 8,045,253 7,769,715: 1,101,702 1,377,240
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 12, 2006 :
:-1,365,690: -253,219 21,779 -427,415 -599,399 -885,128 -1,280,033 -1,290,764: -85,657 -74,926
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.0 8.2 11.2 69.7 65.6 88.0 84.9: 12.0 15.1
Old : 100.0: 7.0 8.2 11.2 69.7 65.6 88.0 84.9: 12.0 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 : 293: 55 64 88 138 149 240 267:
Old : 293: 55 64 88 138 149 240 267:
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 : 38.9 14.7 46.4 23.9 36.7 10.3 40.4 17.4
Old : 38.9 14.7 46.4 23.9 36.7 10.3 40.4 17.4
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 19, 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 : 590,242: 65,151 31,481 2,307 399,551 426,196 467,009 459,984: 123,233 130,258
Old : 590,242: 65,151 31,481 2,307 399,551 426,196 467,009 459,984: 123,233 130,258
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 12, 2006 :
: -115,256: -6,586 -15,080 -5,325 -78,587 -73,668 -90,498 -94,073: -24,758 -21,183
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.0 5.3 0.4 67.7 72.2 79.1 77.9: 20.9 22.1
Old : 100.0: 11.0 5.3 0.4 67.7 72.2 79.1 77.9: 20.9 22.1
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 : 180: 43 27 10 74 57 122 89:
Old : 180: 43 27 10 74 57 122 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 : 21.7 24.6 30.1 38.3 21.6 24.6 29.7 38.3
Old : 21.7 24.6 30.1 38.3 21.6 24.6 29.7 38.3
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 19, 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 : 1,303,906: 206,163 279,636 17,172 696,883 860,545 920,218 1,157,353: 383,688 146,553
Old : 1,303,906: 206,163 279,636 17,172 696,883 860,545 920,218 1,157,353: 383,688 146,553
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 12, 2006 :
: -694,312: -56,128 -189,276 -37,582 -528,442 -441,448 -622,152 -668,306: -72,160 -26,006
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.8 21.4 1.3 53.4 66.0 70.6 88.8: 29.4 11.2
Old : 100.0: 15.8 21.4 1.3 53.4 66.0 70.6 88.8: 29.4 11.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 223: 49 68 20 69 67 127 146:
Old : 223: 49 68 20 69 67 127 146:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.7 28.3 35.7 44.4 19.7 26.7 30.9 39.8
Old : 21.7 28.3 35.7 44.4 19.7 26.7 30.9 39.8
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 19, 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 : 63,999: 5,414 31,957 27 53,745 26,769 59,186 58,753: 4,813 5,246
Old : 63,999: 5,414 31,957 27 53,745 26,769 59,186 58,753: 4,813 5,246
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 12, 2006 :
: -23,336: -1,612 2,768 0 -15,802 -16,211 -17,414 -13,443: -5,922 -9,893
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.5 49.9 0.0 84.0 41.8 92.5 91.8: 7.5 8.2
Old : 100.0: 8.5 49.9 0.0 84.0 41.8 92.5 91.8: 7.5 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 : 57: 7 11 1 25 20 33 31:
Old : 57: 7 11 1 25 20 33 31:
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 : 49.2 53.6 65.6 71.1 47.5 53.6 63.9 71.1
Old : 49.2 53.6 65.6 71.1 47.5 53.6 63.9 71.1
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 19, 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 : 48,529: 8,257 12,939 0 26,816 27,374 35,073 40,313: 13,456 8,216
Old : 48,529: 8,257 12,939 0 26,816 27,374 35,073 40,313: 13,456 8,216
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 12, 2006 :
: -18,462: 797 57 -1,981 -17,308 -8,476 -18,492 -10,400: 30 -8,062
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.0 26.7 0.0 55.3 56.4 72.3 83.1: 27.7 16.9
Old : 100.0: 17.0 26.7 0.0 55.3 56.4 72.3 83.1: 27.7 16.9
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 : 78: 20 15 0 22 26 42 41:
Old : 78: 20 15 0 22 26 42 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 : 38.4 38.0 48.4 50.7 38.4 38.0 47.8 50.3
Old : 38.4 38.0 48.4 50.7 38.4 38.0 47.8 50.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
Commitments of Traders - Futures Only, September 19, 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 : 383,393: 59,696 117,068 9,744 288,988 197,122 358,428 323,934: 24,965 59,459
Old : 383,393: 59,696 117,068 9,744 288,988 197,122 358,428 323,934: 24,965 59,459
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 12, 2006 :
: -170,813: -21,618 -48,752 -12,782 -94,569 -121,475 -128,969 -183,009: -41,844 12,196
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.6 30.5 2.5 75.4 51.4 93.5 84.5: 6.5 15.5
Old : 100.0: 15.6 30.5 2.5 75.4 51.4 93.5 84.5: 6.5 15.5
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 : 194: 44 69 8 49 43 101 112:
Old : 194: 44 69 8 49 43 101 112:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.2 27.3 60.0 42.0 50.2 25.1 59.7 37.2
Old : 50.2 27.3 60.0 42.0 50.2 25.1 59.7 37.2
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 19, 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 : 61,952: 39,055 5,423 0 2,905 48,997 41,960 54,420: 19,992 7,532
Old : 61,952: 39,055 5,423 0 2,905 48,997 41,960 54,420: 19,992 7,532
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 12, 2006 :
: -7,418: 13,316 4,218 -1,958 -16,390 -6,189 -5,032 -3,929: -2,386 -3,489
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.0 8.8 0.0 4.7 79.1 67.7 87.8: 32.3 12.2
Old : 100.0: 63.0 8.8 0.0 4.7 79.1 67.7 87.8: 32.3 12.2
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 : 47: 21 5 0 7 17 28 22:
Old : 47: 21 5 0 7 17 28 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.7 46.8 46.1 66.9 35.7 45.9 46.1 66.1
Old : 35.7 46.8 46.1 66.9 35.7 45.9 46.1 66.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE Code-239741
Commitments of Traders - Futures Only, September 19, 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 : 31,798: 800 5,684 0 27,116 14,903 27,916 20,587: 3,882 11,211
Old : 31,798: 800 5,684 0 27,116 14,903 27,916 20,587: 3,882 11,211
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 12, 2006 :
: -21,588: 300 -210 -2,645 -16,058 -18,556 -18,403 -21,411: -3,185 -177
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.5 17.9 0.0 85.3 46.9 87.8 64.7: 12.2 35.3
Old : 100.0: 2.5 17.9 0.0 85.3 46.9 87.8 64.7: 12.2 35.3
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: 2 11 0 22 22 24 33:
Old : 51: 2 11 0 22 22 24 33:
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 : 55.2 19.7 67.7 32.1 54.9 19.7 67.4 32.1
Old : 55.2 19.7 67.7 32.1 54.9 19.7 67.4 32.1
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 19, 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 : 402,599: 32,583 113,360 697 328,315 270,652 361,595 384,709: 41,004 17,890
Old : 402,599: 32,583 113,360 697 328,315 270,652 361,595 384,709: 41,004 17,890
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 12, 2006 :
: -117,582: -16,509 -5,126 -6,371 -85,977 -81,197 -108,857 -92,694: -8,725 -24,888
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.1 28.2 0.2 81.5 67.2 89.8 95.6: 10.2 4.4
Old : 100.0: 8.1 28.2 0.2 81.5 67.2 89.8 95.6: 10.2 4.4
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 : 174: 13 79 4 41 57 56 138:
Old : 174: 13 79 4 41 57 56 138:
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 : 61.9 31.4 75.7 45.5 61.3 27.7 72.7 41.6
Old : 61.9 31.4 75.7 45.5 61.3 27.7 72.7 41.6
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 19, 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 : 39,121: 7,692 16,179 0 19,135 17,757 26,827 33,936: 12,294 5,185
Old : 39,121: 7,692 16,179 0 19,135 17,757 26,827 33,936: 12,294 5,185
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 12, 2006 :
: 1,478: 402 -281 0 1,694 2,694 2,096 2,413: -618 -935
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.7 41.4 0.0 48.9 45.4 68.6 86.7: 31.4 13.3
Old : 100.0: 19.7 41.4 0.0 48.9 45.4 68.6 86.7: 31.4 13.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 68: 16 19 0 11 23 27 42:
Old : 68: 16 19 0 11 23 27 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 : 34.6 37.6 51.2 52.6 34.4 37.5 48.3 49.9
Old : 34.6 37.6 51.2 52.6 34.4 37.5 48.3 49.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
Commitments of Traders - Futures Only, September 19, 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 : 36,055: 16,232 2,395 0 12,539 8,702 28,771 11,097: 7,284 24,958
Old : 36,055: 16,232 2,395 0 12,539 8,702 28,771 11,097: 7,284 24,958
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 12, 2006 :
: 1,326: -654 117 -5 698 1,294 39 1,406: 1,287 -80
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.0 6.6 0.0 34.8 24.1 79.8 30.8: 20.2 69.2
Old : 100.0: 45.0 6.6 0.0 34.8 24.1 79.8 30.8: 20.2 69.2
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 : 41: 14 4 0 16 8 30 12:
Old : 41: 14 4 0 16 8 30 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 : 39.8 22.3 53.4 28.2 37.7 18.3 50.6 23.2
Old : 39.8 22.3 53.4 28.2 37.7 18.3 50.6 23.2
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 19, 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 : 18,950: 3,374 1,773 93 14,995 16,306 18,462 18,172: 488 778
Old : 18,950: 3,374 1,773 93 14,995 16,306 18,462 18,172: 488 778
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 12, 2006 :
: -1,417: -260 -78 -24 -311 -1,027 -595 -1,129: -822 -288
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.8 9.4 0.5 79.1 86.0 97.4 95.9: 2.6 4.1
Old : 100.0: 17.8 9.4 0.5 79.1 86.0 97.4 95.9: 2.6 4.1
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 : 22: 6 5 1 8 4 14 10:
Old : 22: 6 5 1 8 4 14 10:
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 : 76.3 91.3 90.5 95.2 75.8 91.3 89.9 95.2
Old : 76.3 91.3 90.5 95.2 75.8 91.3 89.9 95.2
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 19, 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 : 49,427: 5,026 4,775 2,057 26,294 30,119 33,377 36,951: 16,050 12,476
Old : 49,427: 5,026 4,775 2,057 26,294 30,119 33,377 36,951: 16,050 12,476
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 12, 2006 :
: -9,374: 906 -823 147 -6,011 -9,942 -4,958 -10,618: -4,416 1,244
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.2 9.7 4.2 53.2 60.9 67.5 74.8: 32.5 25.2
Old : 100.0: 10.2 9.7 4.2 53.2 60.9 67.5 74.8: 32.5 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 : 55: 6 9 5 27 33 37 43:
Old : 55: 6 9 5 27 33 37 43:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.9 28.8 46.2 45.0 26.5 21.4 32.8 32.7
Old : 30.9 28.8 46.2 45.0 26.5 21.4 32.8 32.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 22, 2006