MILK - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 1, 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 : 38,542: 862 5,784 3,325 29,383 18,002 33,571 27,111: 4,971 11,431
Old : 38,542: 862 5,784 3,325 29,383 18,002 33,571 27,111: 4,971 11,431
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 25, 2006 :
: 592: 37 584 -2 739 271 774 853: -182 -261
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.2 15.0 8.6 76.2 46.7 87.1 70.3: 12.9 29.7
Old : 100.0: 2.2 15.0 8.6 76.2 46.7 87.1 70.3: 12.9 29.7
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 : 60: 5 21 14 29 20 46 43:
Old : 60: 5 21 14 29 20 46 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 : 49.9 31.8 64.4 43.9 49.8 29.2 63.4 38.9
Old : 49.9 31.8 64.4 43.9 49.8 29.2 63.4 38.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 1, 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 : 169,562: 32,216 18,001 38,126 79,833 73,174 150,175 129,301: 19,387 40,261
Old : 124,602: 24,876 33,612 16,887 70,972 48,650 112,734 99,148: 11,867 25,454
Other: 44,961: 24,898 1,947 3,682 8,861 24,524 37,441 30,153: 7,520 14,808
: : :
: : Changes in Commitments from: July 25, 2006 :
: 5,203: 2,424 999 1,907 912 1,054 5,243 3,961: -40 1,242
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.0 10.6 22.5 47.1 43.2 88.6 76.3: 11.4 23.7
Old : 100.0: 20.0 27.0 13.6 57.0 39.0 90.5 79.6: 9.5 20.4
Other: 100.0: 55.4 4.3 8.2 19.7 54.5 83.3 67.1: 16.7 32.9
: : :
:# Traders : Number of Traders in Each Category :
All : 196: 57 65 70 38 47 147 145:
Old : 189: 46 76 51 35 45 122 140:
Other: 109: 44 17 24 21 37 75 71:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.4 22.0 41.4 30.2 30.4 20.6 40.3 26.7
Old : 41.1 24.9 53.7 34.8 41.1 24.0 53.7 31.5
Other: 28.7 25.3 44.6 35.0 25.5 19.9 37.9 28.2
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 1, 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 : 276,029: 52,747 12,867 72,217 122,150 126,891 247,114 211,975: 28,914 64,053
Old : 276,029: 52,747 12,867 72,217 122,150 126,891 247,114 211,975: 28,914 64,053
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 25, 2006 :
: 195: -487 59 -722 246 -1,613 -963 -2,276: 1,158 2,471
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.1 4.7 26.2 44.3 46.0 89.5 76.8: 10.5 23.2
Old : 100.0: 19.1 4.7 26.2 44.3 46.0 89.5 76.8: 10.5 23.2
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 : 340: 97 47 100 108 154 268 267:
Old : 340: 97 47 100 108 154 268 267:
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 : 19.3 10.6 29.5 17.3 19.3 8.7 27.5 13.3
Old : 19.3 10.6 29.5 17.3 19.3 8.7 27.5 13.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 1, 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 : 7,101: 2,698 2,771 1,178 1,228 1,015 5,104 4,964: 1,997 2,137
Old : 7,101: 2,698 2,771 1,178 1,228 1,015 5,104 4,964: 1,997 2,137
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 25, 2006 :
: 1,309: 122 59 513 315 455 950 1,028: 359 281
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.0 39.0 16.6 17.3 14.3 71.9 69.9: 28.1 30.1
Old : 100.0: 38.0 39.0 16.6 17.3 14.3 71.9 69.9: 28.1 30.1
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 : 68: 18 28 19 17 13 46 54:
Old : 68: 18 28 19 17 13 46 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 : 28.0 19.9 40.6 32.3 27.9 18.9 38.3 27.6
Old : 28.0 19.9 40.6 32.3 27.9 18.9 38.3 27.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 1, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50,000 POUNDS) :
: : :
All : 37,107: 12,802 2,143 7,370 10,490 11,458 30,662 20,971: 6,445 16,136
Old : 37,107: 12,802 2,143 7,370 10,490 11,458 30,662 20,971: 6,445 16,136
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 25, 2006 :
: 822: -80 97 610 -9 4 522 712: 300 111
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.5 5.8 19.9 28.3 30.9 82.6 56.5: 17.4 43.5
Old : 100.0: 34.5 5.8 19.9 28.3 30.9 82.6 56.5: 17.4 43.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 166: 49 20 33 48 68 117 112:
Old : 166: 49 20 33 48 68 117 112:
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 : 18.6 9.9 28.6 16.6 15.8 6.3 24.3 10.5
Old : 18.6 9.9 28.6 16.6 15.8 6.3 24.3 10.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 1, 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 : 97,735: 20,212 27,501 5,093 33,884 44,555 59,189 77,150: 38,546 20,585
Old : 97,735: 20,212 27,501 5,093 33,884 44,555 59,189 77,150: 38,546 20,585
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 25, 2006 :
: -6,974: -6,130 -3,743 164 274 -2,032 -5,692 -5,610: -1,282 -1,363
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.7 28.1 5.2 34.7 45.6 60.6 78.9: 39.4 21.1
Old : 100.0: 20.7 28.1 5.2 34.7 45.6 60.6 78.9: 39.4 21.1
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 : 73: 18 20 7 24 21 45 45:
Old : 73: 18 20 7 24 21 45 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 : 15.8 35.1 26.6 46.6 15.1 34.1 24.6 45.5
Old : 15.8 35.1 26.6 46.6 15.1 34.1 24.6 45.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 1, 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 : 65,680: 17,487 26,897 88 35,522 21,491 53,097 48,476: 12,582 17,204
Old : 65,680: 17,487 26,897 88 35,522 21,491 53,097 48,476: 12,582 17,204
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 25, 2006 :
: -8,331: 870 -10,683 -8 -9,629 3,703 -8,767 -6,988: 436 -1,343
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.6 41.0 0.1 54.1 32.7 80.8 73.8: 19.2 26.2
Old : 100.0: 26.6 41.0 0.1 54.1 32.7 80.8 73.8: 19.2 26.2
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 : 42: 14 15 2 7 9 22 25:
Old : 42: 14 15 2 7 9 22 25:
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 : 55.0 39.8 67.0 55.7 54.9 39.5 66.9 55.4
Old : 55.0 39.8 67.0 55.7 54.9 39.5 66.9 55.4
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 with Delta-adjusted Options and Futures Combined, August 1, 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 : 86,546: 27,255 9,581 412 52,166 71,240 79,833 81,233: 6,713 5,313
Old : 86,546: 27,255 9,581 412 52,166 71,240 79,833 81,233: 6,713 5,313
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 25, 2006 :
: 4,408: 10,630 1,024 257 -8,548 794 2,339 2,075: 2,069 2,333
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.5 11.1 0.5 60.3 82.3 92.2 93.9: 7.8 6.1
Old : 100.0: 31.5 11.1 0.5 60.3 82.3 92.2 93.9: 7.8 6.1
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 : 76: 34 14 2 14 21 49 36:
Old : 76: 34 14 2 14 21 49 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 : 55.3 69.9 68.2 83.2 54.1 68.6 66.9 81.3
Old : 55.3 69.9 68.2 83.2 54.1 68.6 66.9 81.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 1, 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 : 116,684: 56,277 11,081 388 28,241 88,183 84,907 99,653: 31,777 17,031
Old : 116,684: 56,277 11,081 388 28,241 88,183 84,907 99,653: 31,777 17,031
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 25, 2006 :
: 12,365: 21,594 -887 168 -15,212 11,298 6,549 10,578: 5,816 1,787
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.2 9.5 0.3 24.2 75.6 72.8 85.4: 27.2 14.6
Old : 100.0: 48.2 9.5 0.3 24.2 75.6 72.8 85.4: 27.2 14.6
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 : 59: 22 10 4 11 24 36 35:
Old : 59: 22 10 4 11 24 36 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 : 33.1 39.9 49.9 59.2 33.1 39.7 48.2 59.0
Old : 33.1 39.9 49.9 59.2 33.1 39.7 48.2 59.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 1, 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 : 246,090: 23,549 71,694 7,506 179,209 135,338 210,264 214,537: 35,826 31,553
Old : 246,090: 23,549 71,694 7,506 179,209 135,338 210,264 214,537: 35,826 31,553
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 25, 2006 :
: -13,070: 1,649 -33,369 -1,118 -14,729 24,061 -14,197 -10,426: 1,127 -2,644
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.6 29.1 3.0 72.8 55.0 85.4 87.2: 14.6 12.8
Old : 100.0: 9.6 29.1 3.0 72.8 55.0 85.4 87.2: 14.6 12.8
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 : 111: 28 41 15 33 24 70 71:
Old : 111: 28 41 15 33 24 70 71:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.2 32.6 57.1 49.8 33.9 23.0 41.3 33.2
Old : 43.2 32.6 57.1 49.8 33.9 23.0 41.3 33.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 1, 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 : 187,609: 87,194 11,392 15,739 27,450 126,519 130,384 153,650: 57,225 33,959
Old : 187,609: 87,194 11,392 15,739 27,450 126,519 130,384 153,650: 57,225 33,959
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 25, 2006 :
: 14,923: 21,638 -4,308 485 -8,864 20,047 13,259 16,224: 1,664 -1,300
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.5 6.1 8.4 14.6 67.4 69.5 81.9: 30.5 18.1
Old : 100.0: 46.5 6.1 8.4 14.6 67.4 69.5 81.9: 30.5 18.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 133: 64 27 33 27 36 106 81:
Old : 133: 64 27 33 27 36 106 81:
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 : 20.2 39.7 27.7 52.6 17.9 38.6 23.7 49.7
Old : 20.2 39.7 27.7 52.6 17.9 38.6 23.7 49.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 1, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF NZ$ 100,000) :
: : :
All : 18,160: 10,955 2,752 0 5,581 14,214 16,536 16,966: 1,624 1,194
Old : 18,160: 10,955 2,752 0 5,581 14,214 16,536 16,966: 1,624 1,194
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 25, 2006 :
: 1,819: 1,852 -906 0 -218 2,719 1,634 1,813: 185 6
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.3 15.2 0.0 30.7 78.3 91.1 93.4: 8.9 6.6
Old : 100.0: 60.3 15.2 0.0 30.7 78.3 91.1 93.4: 8.9 6.6
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 : 24: 4 4 0 6 11 10 15:
Old : 24: 4 4 0 6 11 10 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 79.6 66.6 89.5 85.2 79.6 63.5 85.6 80.4
Old : 79.6 66.6 89.5 85.2 79.6 63.5 85.6 80.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE Code-032741
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 1, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $3,000,000 FACE VALUE) :
: : :
All : 41,704: 13,538 1,629 60 23,503 34,794 37,101 36,483: 4,603 5,221
Old : 41,704: 13,538 1,629 60 23,503 34,794 37,101 36,483: 4,603 5,221
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 25, 2006 :
: 53: -1,014 -834 60 4,654 509 3,700 -265: -3,647 318
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.5 3.9 0.1 56.4 83.4 89.0 87.5: 11.0 12.5
Old : 100.0: 32.5 3.9 0.1 56.4 83.4 89.0 87.5: 11.0 12.5
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 : 26: 5 2 1 11 13 16 16:
Old : 26: 5 2 1 11 13 16 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 : 49.4 59.1 69.2 74.5 49.3 56.9 67.5 69.8
Old : 49.4 59.1 69.2 74.5 49.3 56.9 67.5 69.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 1, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $1,000,000 FACE VALUE) :
: : :
All :19,191,209: 632,777 676,527 7,435,545 9,800,173 9,428,605 17,868,494 17,540,677: 1,322,715 1,650,531
Old :19,191,209: 632,777 676,527 7,435,545 9,800,173 9,428,605 17,868,494 17,540,677: 1,322,715 1,650,531
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 25, 2006 :
: 727,367: 145,369 -207,982 421,515 173,895 564,437 740,779 777,971: -13,413 -50,604
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.3 3.5 38.7 51.1 49.1 93.1 91.4: 6.9 8.6
Old : 100.0: 3.3 3.5 38.7 51.1 49.1 93.1 91.4: 6.9 8.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 331: 63 88 128 152 163 297 304:
Old : 331: 63 88 128 152 163 297 304:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.5 19.3 40.8 27.7 18.0 5.2 20.4 8.7
Old : 30.5 19.3 40.8 27.7 18.0 5.2 20.4 8.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 1, 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 : 714,055: 79,225 59,445 53,001 427,759 474,481 559,985 586,927: 154,070 127,128
Old : 714,055: 79,225 59,445 53,001 427,759 474,481 559,985 586,927: 154,070 127,128
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 25, 2006 :
: 5,763: -9,161 -4,951 4,415 18,076 7,952 13,331 7,416: -7,567 -1,653
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.1 8.3 7.4 59.9 66.4 78.4 82.2: 21.6 17.8
Old : 100.0: 11.1 8.3 7.4 59.9 66.4 78.4 82.2: 21.6 17.8
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 : 217: 58 48 63 85 65 179 140:
Old : 217: 58 48 63 85 65 179 140:
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 : 17.9 27.4 25.0 38.1 17.7 27.1 24.6 36.7
Old : 17.9 27.4 25.0 38.1 17.7 27.1 24.6 36.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 1, 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 : 1,455,622: 165,976 364,474 69,369 894,153 887,427 1,129,499 1,321,270: 326,124 134,352
Old : 1,455,622: 165,976 364,474 69,369 894,153 887,427 1,129,499 1,321,270: 326,124 134,352
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 25, 2006 :
: 20,769: -25,481 5,723 17,264 41,629 -2,119 33,412 20,868: -12,643 -99
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.4 25.0 4.8 61.4 61.0 77.6 90.8: 22.4 9.2
Old : 100.0: 11.4 25.0 4.8 61.4 61.0 77.6 90.8: 22.4 9.2
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 : 238: 49 80 54 82 69 167 167:
Old : 238: 49 80 54 82 69 167 167:
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 : 25.6 23.4 37.8 37.2 21.5 21.6 29.6 31.1
Old : 25.6 23.4 37.8 37.2 21.5 21.6 29.6 31.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-338741
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 1, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 400 INDEX X $500) :
: : :
All : 9,494: 622 0 0 4,971 7,984 5,593 7,984: 3,901 1,510
Old : 9,494: 622 0 0 4,971 7,984 5,593 7,984: 3,901 1,510
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 25, 2006 :
: 59: -717 -705 0 711 705 -6 0: 65 59
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.6 0.0 0.0 52.4 84.1 58.9 84.1: 41.1 15.9
Old : 100.0: 6.6 0.0 0.0 52.4 84.1 58.9 84.1: 41.1 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 : 21: 2 0 0 9 12 11 12:
Old : 21: 2 0 0 9 12 11 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.6 46.0 53.4 73.4 37.6 42.4 52.3 69.7
Old : 37.6 46.0 53.4 73.4 37.6 42.4 52.3 69.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 1, 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 : 70,131: 8,929 28,398 24 56,422 33,528 65,375 61,950: 4,756 8,181
Old : 70,131: 8,929 28,398 24 56,422 33,528 65,375 61,950: 4,756 8,181
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 25, 2006 :
: 2,598: -130 -1,470 24 3,175 3,334 3,069 1,888: -471 710
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.7 40.5 0.0 80.5 47.8 93.2 88.3: 6.8 11.7
Old : 100.0: 12.7 40.5 0.0 80.5 47.8 93.2 88.3: 6.8 11.7
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 : 63: 7 13 1 28 24 36 37:
Old : 63: 7 13 1 28 24 36 37:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.2 45.9 64.9 62.2 41.6 45.4 63.4 60.7
Old : 43.2 45.9 64.9 62.2 41.6 45.4 63.4 60.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 1, 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 : 55,638: 6,277 15,583 42 40,360 33,731 46,679 49,356: 8,959 6,282
Old : 55,638: 6,277 15,583 42 40,360 33,731 46,679 49,356: 8,959 6,282
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 25, 2006 :
: -1,173: -4,256 -47 -1 3,575 3,334 -682 3,286: -491 -4,459
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.3 28.0 0.1 72.5 60.6 83.9 88.7: 16.1 11.3
Old : 100.0: 11.3 28.0 0.1 72.5 60.6 83.9 88.7: 16.1 11.3
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 : 79: 14 20 1 27 26 42 46:
Old : 79: 14 20 1 27 26 42 46:
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 : 44.0 26.0 58.5 45.2 43.0 25.6 56.5 44.2
Old : 44.0 26.0 58.5 45.2 43.0 25.6 56.5 44.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 1, 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 : 424,397: 48,079 199,354 4,278 351,169 193,279 403,526 396,910: 20,871 27,487
Old : 424,397: 48,079 199,354 4,278 351,169 193,279 403,526 396,910: 20,871 27,487
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 25, 2006 :
: 1,097: -35,354 14,897 -4,737 58,095 -13,136 18,004 -2,977: -16,907 4,074
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.3 47.0 1.0 82.7 45.5 95.1 93.5: 4.9 6.5
Old : 100.0: 11.3 47.0 1.0 82.7 45.5 95.1 93.5: 4.9 6.5
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 : 217: 48 86 13 54 44 107 138:
Old : 217: 48 86 13 54 44 107 138:
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 : 52.1 23.4 64.6 37.7 49.4 23.4 59.4 36.2
Old : 52.1 23.4 64.6 37.7 49.4 23.4 59.4 36.2
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 with Delta-adjusted Options and Futures Combined, August 1, 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 : 68,817: 40,195 2,008 201 3,493 57,753 43,889 59,961: 24,928 8,855
Old : 68,817: 40,195 2,008 201 3,493 57,753 43,889 59,961: 24,928 8,855
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 25, 2006 :
: 5,879: 3,149 -1,629 75 -67 7,551 3,157 5,997: 2,722 -118
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.4 2.9 0.3 5.1 83.9 63.8 87.1: 36.2 12.9
Old : 100.0: 58.4 2.9 0.3 5.1 83.9 63.8 87.1: 36.2 12.9
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 : 52: 27 3 1 6 19 34 22:
Old : 52: 27 3 1 6 19 34 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 : 21.9 49.4 34.5 68.2 21.9 49.4 34.5 66.9
Old : 21.9 49.4 34.5 68.2 21.9 49.4 34.5 66.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE Code-239741
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 1, 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 : 40,457: 400 6,456 12 36,050 25,791 36,462 32,258: 3,996 8,199
Old : 40,457: 400 6,456 12 36,050 25,791 36,462 32,258: 3,996 8,199
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 25, 2006 :
: 1,727: -5,333 -41 5 6,372 -151 1,044 -187: 683 1,914
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.0 16.0 0.0 89.1 63.7 90.1 79.7: 9.9 20.3
Old : 100.0: 1.0 16.0 0.0 89.1 63.7 90.1 79.7: 9.9 20.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 60: 1 15 2 28 26 31 41:
Old : 60: 1 15 2 28 26 31 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 : 55.8 25.5 69.1 39.6 48.4 19.7 57.8 31.0
Old : 55.8 25.5 69.1 39.6 48.4 19.7 57.8 31.0
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 with Delta-adjusted Options and Futures Combined, August 1, 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 : 459,812: 50,346 96,930 4,373 378,749 341,097 433,468 442,400: 26,344 17,412
Old : 459,812: 50,346 96,930 4,373 378,749 341,097 433,468 442,400: 26,344 17,412
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 25, 2006 :
: 6,437: -70,606 -1,025 -459 70,694 7,389 -371 5,905: 6,808 532
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.9 21.1 1.0 82.4 74.2 94.3 96.2: 5.7 3.8
Old : 100.0: 10.9 21.1 1.0 82.4 74.2 94.3 96.2: 5.7 3.8
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 : 188: 35 66 30 45 63 90 149:
Old : 188: 35 66 30 45 63 90 149:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.4 30.2 72.6 48.3 54.8 28.5 65.9 42.4
Old : 59.4 30.2 72.6 48.3 54.8 28.5 65.9 42.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 1, 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 : 41,558: 8,549 13,442 1,308 19,242 18,214 29,100 32,964: 12,458 8,594
Old : 41,558: 8,549 13,442 1,308 19,242 18,214 29,100 32,964: 12,458 8,594
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 25, 2006 :
: 593: -407 -937 609 -415 -691 -213 -1,019: 806 1,612
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.6 32.3 3.1 46.3 43.8 70.0 79.3: 30.0 20.7
Old : 100.0: 20.6 32.3 3.1 46.3 43.8 70.0 79.3: 30.0 20.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 67: 16 20 7 16 19 34 44:
Old : 67: 16 20 7 16 19 34 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 : 34.2 35.8 47.9 48.2 34.2 34.3 47.5 46.7
Old : 34.2 35.8 47.9 48.2 34.2 34.3 47.5 46.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 1, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NIKKEI INDEX X 500 YEN) :
: : :
All : 40,180: 5,476 3,373 140 27,376 17,745 32,992 21,258: 7,188 18,922
Old : 40,180: 5,476 3,373 140 27,376 17,745 32,992 21,258: 7,188 18,922
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 25, 2006 :
: 366: -1,389 464 103 2,243 968 957 1,535: -591 -1,169
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.6 8.4 0.3 68.1 44.2 82.1 52.9: 17.9 47.1
Old : 100.0: 13.6 8.4 0.3 68.1 44.2 82.1 52.9: 17.9 47.1
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 : 53: 12 8 2 23 12 35 22:
Old : 53: 12 8 2 23 12 35 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 : 33.4 33.8 48.9 41.8 29.6 32.6 45.1 39.2
Old : 33.4 33.8 48.9 41.8 29.6 32.6 45.1 39.2
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 with Delta-adjusted Options and Futures Combined, August 1, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (GSCI X $250) :
: : :
All : 20,685: 4,564 218 0 15,337 20,167 19,901 20,385: 784 300
Old : 20,685: 4,564 218 0 15,337 20,167 19,901 20,385: 784 300
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 25, 2006 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.1 1.1 0.0 74.1 97.5 96.2 98.5: 3.8 1.5
Old : 100.0: 22.1 1.1 0.0 74.1 97.5 96.2 98.5: 3.8 1.5
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: 8 1 0 9 4 17 5:
Old : 21: 8 1 0 9 4 17 5:
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 : 73.9 98.2 87.6 98.5 73.9 98.2 87.6 98.2
Old : 73.9 98.2 87.6 98.5 73.9 98.2 87.6 98.2
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 with Delta-adjusted Options and Futures Combined, August 1, 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 : 41,889: 4,253 4,898 287 23,550 30,344 28,090 35,529: 13,799 6,360
Old : 41,889: 4,253 4,898 287 23,550 30,344 28,090 35,529: 13,799 6,360
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 25, 2006 :
: 2,107: -32 186 -1,674 3,034 2,735 1,328 1,247: 779 860
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.2 11.7 0.7 56.2 72.4 67.1 84.8: 32.9 15.2
Old : 100.0: 10.2 11.7 0.7 56.2 72.4 67.1 84.8: 32.9 15.2
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: 5 10 2 28 35 34 46:
Old : 57: 5 10 2 28 35 34 46:
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 : 36.0 29.1 47.4 48.7 27.5 26.6 33.3 40.4
Old : 36.0 29.1 47.4 48.7 27.5 26.6 33.3 40.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 4, 2006