BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders - Futures Only, September 26, 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 : 3,859: 258 0 106 2,612 3,236 2,976 3,342: 883 517
Old : 3,859: 258 0 106 2,612 3,236 2,976 3,342: 883 517
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 19, 2006 :
: 168: 214 0 -22 34 172 226 150: -58 18
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.7 0.0 2.7 67.7 83.9 77.1 86.6: 22.9 13.4
Old : 100.0: 6.7 0.0 2.7 67.7 83.9 77.1 86.6: 22.9 13.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 5 0 1 13 10 18 11:
Old : 24: 5 0 1 13 10 18 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 : 45.5 65.2 61.4 82.1 45.5 64.2 61.3 80.1
Old : 45.5 65.2 61.4 82.1 45.5 64.2 61.3 80.1
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 26, 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 : 29,329: 3,098 2,890 650 21,696 17,121 25,444 20,661: 3,885 8,668
Old : 29,329: 3,098 2,890 650 21,696 17,121 25,444 20,661: 3,885 8,668
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 19, 2006 :
: 917: 622 -110 -28 342 798 936 660: -19 257
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.6 9.9 2.2 74.0 58.4 86.8 70.4: 13.2 29.6
Old : 100.0: 10.6 9.9 2.2 74.0 58.4 86.8 70.4: 13.2 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 : 52: 10 11 12 25 18 40 36:
Old : 52: 10 11 12 25 18 40 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 : 49.0 40.0 65.1 51.4 48.8 38.9 64.2 49.8
Old : 49.0 40.0 65.1 51.4 48.8 38.9 64.2 49.8
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 26, 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 : 168,220: 34,842 18,395 35,500 77,942 75,328 148,284 129,223: 19,936 38,997
Old : 21,167: 13,953 6,137 192 2,751 7,254 16,896 13,583: 4,271 7,584
Other: 147,053: 27,063 18,432 29,134 75,191 68,074 131,388 115,640: 15,665 31,413
: : :
: : Changes in Commitments from: September 19, 2006 :
: -7,314: -5,823 -234 -1,822 66 -4,836 -7,579 -6,892: 265 -422
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.7 10.9 21.1 46.3 44.8 88.1 76.8: 11.9 23.2
Old : 100.0: 65.9 29.0 0.9 13.0 34.3 79.8 64.2: 20.2 35.8
Other: 100.0: 18.4 12.5 19.8 51.1 46.3 89.3 78.6: 10.7 21.4
: : :
:# Traders : Number of Traders in Each Category :
All : 199: 58 56 77 33 46 152 143:
Old : 118: 49 26 4 14 30 65 58:
Other: 187: 44 71 67 31 44 137 133:
:----------------------------------------------------------------------------------------------------
: 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 : 31.5 24.6 42.4 33.2 31.5 23.4 41.6 29.4
Old : 34.1 26.3 45.8 36.6 34.1 26.0 45.8 36.4
Other: 35.4 25.8 47.7 35.6 35.4 24.2 46.3 30.6
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders - Futures Only, September 26, 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 : 217,870: 50,129 28,508 45,684 98,555 93,920 194,368 168,112: 23,502 49,758
Old : 217,870: 50,129 28,508 45,684 98,555 93,920 194,368 168,112: 23,502 49,758
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 19, 2006 :
: 1,754: -1,897 2,241 2,812 1,678 -309 2,593 4,744: -839 -2,990
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.0 13.1 21.0 45.2 43.1 89.2 77.2: 10.8 22.8
Old : 100.0: 23.0 13.1 21.0 45.2 43.1 89.2 77.2: 10.8 22.8
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 : 290: 74 50 76 80 133 196 233:
Old : 290: 74 50 76 80 133 196 233:
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 11.3 37.4 18.8 25.1 10.7 35.9 17.1
Old : 25.1 11.3 37.4 18.8 25.1 10.7 35.9 17.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
Commitments of Traders - Futures Only, September 26, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 110,000 BOARD FEET) :
: : :
All : 6,420: 2,920 2,874 685 1,221 881 4,826 4,440: 1,594 1,980
Old : 6,420: 2,920 2,874 685 1,221 881 4,826 4,440: 1,594 1,980
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 19, 2006 :
: 562: -24 296 169 212 162 357 627: 205 -65
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.5 44.8 10.7 19.0 13.7 75.2 69.2: 24.8 30.8
Old : 100.0: 45.5 44.8 10.7 19.0 13.7 75.2 69.2: 24.8 30.8
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 : 67: 18 25 17 16 15 44 54:
Old : 67: 18 25 17 16 15 44 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 : 31.1 20.2 47.4 32.3 31.1 20.2 44.0 30.1
Old : 31.1 20.2 47.4 32.3 31.1 20.2 44.0 30.1
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 26, 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 : 26,065: 8,623 5,660 3,846 8,074 5,859 20,543 15,365: 5,522 10,700
Old : 26,065: 8,623 5,660 3,846 8,074 5,859 20,543 15,365: 5,522 10,700
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 19, 2006 :
: -2,979: -905 586 -784 -604 -1,605 -2,293 -1,803: -686 -1,176
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.1 21.7 14.8 31.0 22.5 78.8 58.9: 21.2 41.1
Old : 100.0: 33.1 21.7 14.8 31.0 22.5 78.8 58.9: 21.2 41.1
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 : 122: 35 29 23 29 38 78 80:
Old : 122: 35 29 23 29 38 78 80:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.5 15.6 32.0 24.6 16.3 13.3 27.2 20.0
Old : 20.5 15.6 32.0 24.6 16.3 13.3 27.2 20.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
Commitments of Traders - Futures Only, September 26, 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 : 94,128: 38,542 32,032 1,093 25,052 39,995 64,687 73,120: 29,441 21,008
Old : 94,128: 38,542 32,032 1,093 25,052 39,995 64,687 73,120: 29,441 21,008
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 19, 2006 :
: -44,710: -2,501 -8,156 -657 -43,327 -35,337 -46,485 -44,150: 1,775 -560
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.9 34.0 1.2 26.6 42.5 68.7 77.7: 31.3 22.3
Old : 100.0: 40.9 34.0 1.2 26.6 42.5 68.7 77.7: 31.3 22.3
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 : 72: 22 23 1 17 13 40 36:
Old : 72: 22 23 1 17 13 40 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 : 23.5 35.6 38.8 50.1 23.5 35.6 38.8 50.0
Old : 23.5 35.6 38.8 50.1 23.5 35.6 38.8 50.0
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 26, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 125,000 SWISS FRANCS) :
: : :
All : 69,977: 10,497 39,517 0 50,350 11,296 60,847 50,813: 9,130 19,164
Old : 69,977: 10,497 39,517 0 50,350 11,296 60,847 50,813: 9,130 19,164
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 19, 2006 :
: -7,017: 386 -14,628 0 -7,079 8,814 -6,693 -5,814: -324 -1,203
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.0 56.5 0.0 72.0 16.1 87.0 72.6: 13.0 27.4
Old : 100.0: 15.0 56.5 0.0 72.0 16.1 87.0 72.6: 13.0 27.4
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 : 47: 8 22 0 10 10 18 32:
Old : 47: 8 22 0 10 10 18 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 : 64.7 29.3 80.0 43.3 64.7 29.2 80.0 42.7
Old : 64.7 29.3 80.0 43.3 64.7 29.2 80.0 42.7
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 26, 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 : 54,570: 16,227 20,494 330 34,712 30,039 51,269 50,863: 3,301 3,707
Old : 54,570: 16,227 20,494 330 34,712 30,039 51,269 50,863: 3,301 3,707
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 19, 2006 :
: 1,867: -4,838 1,891 -429 6,715 -32 1,448 1,430: 419 437
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.7 37.6 0.6 63.6 55.0 94.0 93.2: 6.0 6.8
Old : 100.0: 29.7 37.6 0.6 63.6 55.0 94.0 93.2: 6.0 6.8
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 : 68: 26 17 3 19 10 46 29:
Old : 68: 26 17 3 19 10 46 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.1 73.9 53.4 81.5 33.5 71.8 52.8 79.4
Old : 34.1 73.9 53.4 81.5 33.5 71.8 52.8 79.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
Commitments of Traders - Futures Only, September 26, 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 : 122,122: 74,642 17,675 0 17,207 89,109 91,849 106,784: 30,273 15,338
Old : 122,122: 74,642 17,675 0 17,207 89,109 91,849 106,784: 30,273 15,338
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 19, 2006 :
: 17,867: 14,424 410 -92 -1,516 16,778 12,816 17,096: 5,051 771
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.1 14.5 0.0 14.1 73.0 75.2 87.4: 24.8 12.6
Old : 100.0: 61.1 14.5 0.0 14.1 73.0 75.2 87.4: 24.8 12.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 68: 27 12 0 12 23 39 35:
Old : 68: 27 12 0 12 23 39 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 : 39.9 38.9 54.2 62.1 39.9 38.8 54.2 61.9
Old : 39.9 38.9 54.2 62.1 39.9 38.8 54.2 61.9
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 26, 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 : 221,240: 42,518 129,876 449 150,583 55,335 193,550 185,660: 27,690 35,580
Old : 221,240: 42,518 129,876 449 150,583 55,335 193,550 185,660: 27,690 35,580
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 19, 2006 :
: -3,858: 7,563 4,117 107 -9,626 -7,048 -1,956 -2,824: -1,902 -1,034
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.2 58.7 0.2 68.1 25.0 87.5 83.9: 12.5 16.1
Old : 100.0: 19.2 58.7 0.2 68.1 25.0 87.5 83.9: 12.5 16.1
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 : 107: 29 40 3 25 18 55 60:
Old : 107: 29 40 3 25 18 55 60:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.8 28.6 58.0 46.0 37.8 27.3 56.5 43.1
Old : 37.8 28.6 58.0 46.0 37.8 27.3 56.5 43.1
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 26, 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 : 136,955: 67,422 17,480 818 19,561 89,145 87,801 107,443: 49,154 29,512
Old : 136,955: 67,422 17,480 818 19,561 89,145 87,801 107,443: 49,154 29,512
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 19, 2006 :
: 5,557: -1,775 -603 -403 4,132 9,204 1,954 8,198: 3,603 -2,641
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.2 12.8 0.6 14.3 65.1 64.1 78.5: 35.9 21.5
Old : 100.0: 49.2 12.8 0.6 14.3 65.1 64.1 78.5: 35.9 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 : 109: 44 20 8 29 27 75 53:
Old : 109: 44 20 8 29 27 75 53:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.9 42.3 29.7 54.1 22.8 40.2 29.4 51.0
Old : 22.9 42.3 29.7 54.1 22.8 40.2 29.4 51.0
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 26, 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 : 17,727: 13,141 468 0 2,272 16,282 15,413 16,750: 2,314 977
Old : 17,727: 13,141 468 0 2,272 16,282 15,413 16,750: 2,314 977
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 19, 2006 :
: 119: -209 0 0 -296 64 -505 64: 624 55
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.1 2.6 0.0 12.8 91.8 86.9 94.5: 13.1 5.5
Old : 100.0: 74.1 2.6 0.0 12.8 91.8 86.9 94.5: 13.1 5.5
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 : 24: 7 2 0 7 10 14 12:
Old : 24: 7 2 0 7 10 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 : 74.3 72.6 81.7 90.1 74.3 71.5 81.7 88.7
Old : 74.3 72.6 81.7 90.1 74.3 71.5 81.7 88.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
Commitments of Traders - Futures Only, September 26, 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 : 9,430,985: 977,160 648,716 1,063,015 6,349,579 6,455,333 8,389,754 8,167,064: 1,041,231 1,263,921
Old : 9,430,985: 977,160 648,716 1,063,015 6,349,579 6,455,333 8,389,754 8,167,064: 1,041,231 1,263,921
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 19, 2006 :
: 284,030: 334,531 -101,042 39,107 -29,137 459,284 344,501 397,349: -60,471 -113,319
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.4 6.9 11.3 67.3 68.4 89.0 86.6: 11.0 13.4
Old : 100.0: 10.4 6.9 11.3 67.3 68.4 89.0 86.6: 11.0 13.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 295: 67 54 91 135 152 247 263:
Old : 295: 67 54 91 135 152 247 263:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.7 16.6 44.5 26.1 35.5 11.9 40.2 19.3
Old : 36.7 16.6 44.5 26.1 35.5 11.9 40.2 19.3
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 26, 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 : 597,825: 66,696 33,394 2,029 400,935 430,612 469,660 466,035: 128,165 131,790
Old : 597,825: 66,696 33,394 2,029 400,935 430,612 469,660 466,035: 128,165 131,790
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 19, 2006 :
: 7,583: 1,545 1,913 -278 1,384 4,416 2,651 6,051: 4,932 1,532
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.2 5.6 0.3 67.1 72.0 78.6 78.0: 21.4 22.0
Old : 100.0: 11.2 5.6 0.3 67.1 72.0 78.6 78.0: 21.4 22.0
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 : 185: 44 31 9 73 57 122 92:
Old : 185: 44 31 9 73 57 122 92:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.3 24.5 29.6 38.2 21.2 24.5 29.2 38.2
Old : 21.3 24.5 29.6 38.2 21.2 24.5 29.2 38.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
Commitments of Traders - Futures Only, September 26, 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 : 1,428,199: 276,678 343,784 17,535 729,243 920,376 1,023,456 1,281,695: 404,743 146,504
Old : 1,428,199: 276,678 343,784 17,535 729,243 920,376 1,023,456 1,281,695: 404,743 146,504
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 19, 2006 :
: 124,293: 70,515 64,148 363 32,360 59,831 103,238 124,342: 21,055 -49
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.4 24.1 1.2 51.1 64.4 71.7 89.7: 28.3 10.3
Old : 100.0: 19.4 24.1 1.2 51.1 64.4 71.7 89.7: 28.3 10.3
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 : 248: 62 76 22 72 71 149 154:
Old : 248: 62 76 22 72 71 149 154:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.3 28.2 33.3 42.1 18.2 26.6 28.7 37.9
Old : 20.3 28.2 33.3 42.1 18.2 26.6 28.7 37.9
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 26, 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 : 66,145: 5,985 33,187 27 55,496 27,561 61,508 60,775: 4,637 5,370
Old : 66,145: 5,985 33,187 27 55,496 27,561 61,508 60,775: 4,637 5,370
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 19, 2006 :
: 2,146: 571 1,230 0 1,751 792 2,322 2,022: -176 124
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.0 50.2 0.0 83.9 41.7 93.0 91.9: 7.0 8.1
Old : 100.0: 9.0 50.2 0.0 83.9 41.7 93.0 91.9: 7.0 8.1
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 : 58: 10 8 1 26 20 37 28:
Old : 58: 10 8 1 26 20 37 28:
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 : 47.8 56.1 65.0 73.0 46.2 56.0 63.3 73.0
Old : 47.8 56.1 65.0 73.0 46.2 56.0 63.3 73.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
Commitments of Traders - Futures Only, September 26, 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 : 47,311: 7,608 12,500 0 28,599 27,294 36,207 39,794: 11,104 7,517
Old : 47,311: 7,608 12,500 0 28,599 27,294 36,207 39,794: 11,104 7,517
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 19, 2006 :
: -1,218: -649 -439 0 1,783 -80 1,134 -519: -2,352 -699
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.1 26.4 0.0 60.4 57.7 76.5 84.1: 23.5 15.9
Old : 100.0: 16.1 26.4 0.0 60.4 57.7 76.5 84.1: 23.5 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 : 73: 17 14 0 22 27 39 41:
Old : 73: 17 14 0 22 27 39 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 : 40.9 40.7 52.5 52.6 40.9 40.7 51.2 52.6
Old : 40.9 40.7 52.5 52.6 40.9 40.7 51.2 52.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
Commitments of Traders - Futures Only, September 26, 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 : 430,416: 72,982 154,283 14,163 316,786 222,611 403,931 391,057: 26,485 39,359
Old : 430,416: 72,982 154,283 14,163 316,786 222,611 403,931 391,057: 26,485 39,359
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 19, 2006 :
: 47,023: 13,286 37,215 4,419 27,798 25,489 45,503 67,123: 1,520 -20,100
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.0 35.8 3.3 73.6 51.7 93.8 90.9: 6.2 9.1
Old : 100.0: 17.0 35.8 3.3 73.6 51.7 93.8 90.9: 6.2 9.1
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 : 197: 59 53 14 54 42 121 101:
Old : 197: 59 53 14 54 42 121 101:
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 : 49.5 32.8 59.0 51.9 49.5 31.8 57.2 49.1
Old : 49.5 32.8 59.0 51.9 49.5 31.8 57.2 49.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
Commitments of Traders - Futures Only, September 26, 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 : 57,337: 34,442 4,353 0 3,532 44,390 37,974 48,743: 19,363 8,594
Old : 57,337: 34,442 4,353 0 3,532 44,390 37,974 48,743: 19,363 8,594
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 19, 2006 :
: -4,615: -4,613 -1,070 0 627 -4,607 -3,986 -5,677: -629 1,062
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.1 7.6 0.0 6.2 77.4 66.2 85.0: 33.8 15.0
Old : 100.0: 60.1 7.6 0.0 6.2 77.4 66.2 85.0: 33.8 15.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 48: 22 5 0 8 16 30 21:
Old : 48: 22 5 0 8 16 30 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.8 48.1 39.6 66.4 28.8 48.1 39.6 65.5
Old : 28.8 48.1 39.6 66.4 28.8 48.1 39.6 65.5
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 26, 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 : 33,409: 800 4,925 0 28,959 16,727 29,759 21,652: 3,650 11,757
Old : 33,409: 800 4,925 0 28,959 16,727 29,759 21,652: 3,650 11,757
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 19, 2006 :
: 1,611: 0 -759 0 1,843 1,824 1,843 1,065: -232 546
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.4 14.7 0.0 86.7 50.1 89.1 64.8: 10.9 35.2
Old : 100.0: 2.4 14.7 0.0 86.7 50.1 89.1 64.8: 10.9 35.2
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 : 54: 2 11 0 26 22 28 33:
Old : 54: 2 11 0 26 22 28 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 : 54.1 19.2 68.6 33.4 53.7 19.1 68.3 33.0
Old : 54.1 19.2 68.6 33.4 53.7 19.1 68.3 33.0
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 26, 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 : 420,298: 37,272 132,722 897 336,567 271,220 374,736 404,839: 45,562 15,459
Old : 420,298: 37,272 132,722 897 336,567 271,220 374,736 404,839: 45,562 15,459
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 19, 2006 :
: 17,699: 4,689 19,362 200 8,252 568 13,141 20,130: 4,558 -2,431
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.9 31.6 0.2 80.1 64.5 89.2 96.3: 10.8 3.7
Old : 100.0: 8.9 31.6 0.2 80.1 64.5 89.2 96.3: 10.8 3.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 183: 21 75 5 45 61 69 138:
Old : 183: 21 75 5 45 61 69 138:
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 : 58.8 28.5 73.3 44.0 58.3 24.9 69.7 39.9
Old : 58.8 28.5 73.3 44.0 58.3 24.9 69.7 39.9
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 26, 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 : 42,555: 8,087 15,799 0 21,324 20,728 29,411 36,527: 13,144 6,028
Old : 42,555: 8,087 15,799 0 21,324 20,728 29,411 36,527: 13,144 6,028
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 19, 2006 :
: 3,434: 395 -380 0 2,189 2,971 2,584 2,591: 850 843
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.0 37.1 0.0 50.1 48.7 69.1 85.8: 30.9 14.2
Old : 100.0: 19.0 37.1 0.0 50.1 48.7 69.1 85.8: 30.9 14.2
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 : 71: 17 17 0 15 25 32 42:
Old : 71: 17 17 0 15 25 32 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 : 33.5 35.7 47.3 49.8 32.9 33.5 44.3 45.6
Old : 33.5 35.7 47.3 49.8 32.9 33.5 44.3 45.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
Commitments of Traders - Futures Only, September 26, 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 : 38,812: 16,529 3,347 99 15,722 9,856 32,350 13,302: 6,462 25,510
Old : 38,812: 16,529 3,347 99 15,722 9,856 32,350 13,302: 6,462 25,510
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 19, 2006 :
: 2,757: 297 952 99 3,183 1,154 3,579 2,205: -822 552
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.6 8.6 0.3 40.5 25.4 83.4 34.3: 16.6 65.7
Old : 100.0: 42.6 8.6 0.3 40.5 25.4 83.4 34.3: 16.6 65.7
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 : 48: 15 6 1 19 9 34 16:
Old : 48: 15 6 1 19 9 34 16:
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 : 35.1 23.1 47.2 28.9 32.4 17.3 44.3 23.1
Old : 35.1 23.1 47.2 28.9 32.4 17.3 44.3 23.1
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 26, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (GSCI X $250) :
: : :
All : 19,274: 3,436 1,647 107 15,180 16,936 18,723 18,690: 551 584
Old : 19,274: 3,436 1,647 107 15,180 16,936 18,723 18,690: 551 584
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 19, 2006 :
: 324: 62 -126 14 185 630 261 518: 63 -194
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.8 8.5 0.6 78.8 87.9 97.1 97.0: 2.9 3.0
Old : 100.0: 17.8 8.5 0.6 78.8 87.9 97.1 97.0: 2.9 3.0
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 : 22: 6 5 2 8 4 15 10:
Old : 22: 6 5 2 8 4 15 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 : 75.5 93.1 90.4 96.3 75.0 93.0 89.7 96.3
Old : 75.5 93.1 90.4 96.3 75.0 93.0 89.7 96.3
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 26, 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 : 52,104: 3,780 6,428 1,860 26,935 35,235 32,575 43,523: 19,529 8,581
Old : 52,104: 3,780 6,428 1,860 26,935 35,235 32,575 43,523: 19,529 8,581
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 19, 2006 :
: 2,677: -1,246 1,653 -197 641 5,116 -802 6,572: 3,479 -3,895
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.3 12.3 3.6 51.7 67.6 62.5 83.5: 37.5 16.5
Old : 100.0: 7.3 12.3 3.6 51.7 67.6 62.5 83.5: 37.5 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 : 55: 3 9 4 30 34 36 44:
Old : 55: 3 9 4 30 34 36 44:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.1 27.4 43.9 46.5 23.5 20.9 29.6 36.8
Old : 28.1 27.4 43.9 46.5 23.5 20.9 29.6 36.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 29, 2006