BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 5, 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 : 3,763: 45 0 98 2,704 3,097 2,847 3,195: 916 568
Old : 3,763: 45 0 98 2,704 3,097 2,847 3,195: 916 568
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 29, 2006 :
: -675: 29 0 -2 -511 -495 -484 -497: -191 -178
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.2 0.0 2.6 71.9 82.3 75.7 84.9: 24.3 15.1
Old : 100.0: 1.2 0.0 2.6 71.9 82.3 75.7 84.9: 24.3 15.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 1 0 1 13 13 14 14:
Old : 22: 1 0 1 13 13 14 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.9 65.1 64.1 79.7 47.9 65.1 64.0 79.2
Old : 47.9 65.1 64.1 79.7 47.9 65.1 64.0 79.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MILK - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 5, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 31,233: 1,706 3,259 2,794 22,371 15,930 26,871 21,983: 4,362 9,249
Old : 31,233: 1,706 3,259 2,794 22,371 15,930 26,871 21,983: 4,362 9,249
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 29, 2006 :
: -5,517: 465 -1,535 -915 -5,245 -2,344 -5,695 -4,794: 178 -723
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.5 10.4 8.9 71.6 51.0 86.0 70.4: 14.0 29.6
Old : 100.0: 5.5 10.4 8.9 71.6 51.0 86.0 70.4: 14.0 29.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 51: 9 13 12 24 18 39 37:
Old : 51: 9 13 12 24 18 39 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 : 46.0 32.7 62.1 43.3 46.0 31.4 59.2 40.1
Old : 46.0 32.7 62.1 43.3 46.0 31.4 59.2 40.1
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, September 5, 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 : 193,225: 42,167 17,397 48,217 79,206 85,528 169,591 151,142: 23,634 42,083
Old : 99,372: 29,290 46,399 4,151 58,527 30,220 91,967 80,770: 7,405 18,602
Other: 93,853: 43,934 2,054 13,010 20,680 55,308 77,624 70,373: 16,229 23,480
: : :
: : Changes in Commitments from: August 29, 2006 :
: 10,211: 2,548 996 2,216 2,253 5,020 7,018 8,233: 3,193 1,978
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.8 9.0 25.0 41.0 44.3 87.8 78.2: 12.2 21.8
Old : 100.0: 29.5 46.7 4.2 58.9 30.4 92.5 81.3: 7.5 18.7
Other: 100.0: 46.8 2.2 13.9 22.0 58.9 82.7 75.0: 17.3 25.0
: : :
:# Traders : Number of Traders in Each Category :
All : 219: 82 53 86 35 46 185 143:
Old : 202: 59 87 19 21 42 96 132:
Other: 161: 88 16 36 30 43 131 84:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.6 23.5 36.8 31.6 27.6 22.5 35.8 28.9
Old : 44.3 22.9 59.4 32.4 44.3 22.9 59.4 32.2
Other: 16.1 30.2 27.6 43.3 15.1 28.5 23.5 36.8
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 5, 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 : 247,557: 61,721 20,521 57,948 101,311 108,739 220,980 187,208: 26,577 60,348
Old : 247,557: 61,721 20,521 57,948 101,311 108,739 220,980 187,208: 26,577 60,348
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 29, 2006 :
: 10,928: 5,254 4,657 2,050 1,804 3,972 9,108 10,679: 1,820 249
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.9 8.3 23.4 40.9 43.9 89.3 75.6: 10.7 24.4
Old : 100.0: 24.9 8.3 23.4 40.9 43.9 89.3 75.6: 10.7 24.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 335: 108 51 69 88 147 246 233:
Old : 335: 108 51 69 88 147 246 233:
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 : 22.3 13.2 33.5 20.6 22.3 11.7 32.8 17.0
Old : 22.3 13.2 33.5 20.6 22.3 11.7 32.8 17.0
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, September 5, 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 : 6,235: 2,666 2,308 896 931 869 4,493 4,073: 1,742 2,162
Old : 6,235: 2,666 2,308 896 931 869 4,493 4,073: 1,742 2,162
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 29, 2006 :
: -448: -39 23 -85 28 -57 -97 -119: -352 -330
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.8 37.0 14.4 14.9 13.9 72.1 65.3: 27.9 34.7
Old : 100.0: 42.8 37.0 14.4 14.9 13.9 72.1 65.3: 27.9 34.7
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 : 53: 15 24 12 10 10 35 37:
Old : 53: 15 24 12 10 10 35 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 : 30.9 22.5 45.6 36.8 30.9 20.7 42.8 30.7
Old : 30.9 22.5 45.6 36.8 30.9 20.7 42.8 30.7
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, September 5, 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 : 33,453: 10,151 2,969 7,089 9,302 9,750 26,541 19,807: 6,912 13,646
Old : 33,453: 10,151 2,969 7,089 9,302 9,750 26,541 19,807: 6,912 13,646
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 29, 2006 :
: -4,441: -2,060 327 -2,023 -807 -1,232 -4,889 -2,928: 448 -1,513
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.3 8.9 21.2 27.8 29.1 79.3 59.2: 20.7 40.8
Old : 100.0: 30.3 8.9 21.2 27.8 29.1 79.3 59.2: 20.7 40.8
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 : 145: 48 17 26 39 56 100 94:
Old : 145: 48 17 26 39 56 100 94:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.1 13.0 25.6 19.8 13.1 9.4 21.1 13.8
Old : 16.1 13.0 25.6 19.8 13.1 9.4 21.1 13.8
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, September 5, 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 : 119,906: 49,042 22,924 6,172 27,414 70,129 82,628 99,226: 37,278 20,681
Old : 119,906: 49,042 22,924 6,172 27,414 70,129 82,628 99,226: 37,278 20,681
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 29, 2006 :
: 5,557: 3,161 5,822 720 1,472 -103 5,353 6,439: 204 -882
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.9 19.1 5.1 22.9 58.5 68.9 82.8: 31.1 17.2
Old : 100.0: 40.9 19.1 5.1 22.9 58.5 68.9 82.8: 31.1 17.2
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 : 91: 30 23 12 21 24 60 52:
Old : 91: 30 23 12 21 24 60 52:
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 : 23.9 30.3 35.4 44.8 21.7 30.3 33.2 44.8
Old : 23.9 30.3 35.4 44.8 21.7 30.3 33.2 44.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 5, 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 : 71,028: 11,226 30,475 243 46,601 25,569 58,071 56,287: 12,957 14,741
Old : 71,028: 11,226 30,475 243 46,601 25,569 58,071 56,287: 12,957 14,741
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 29, 2006 :
: 1,528: -1,394 5,190 -399 2,345 -3,696 552 1,095: 975 433
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.8 42.9 0.3 65.6 36.0 81.8 79.2: 18.2 20.8
Old : 100.0: 15.8 42.9 0.3 65.6 36.0 81.8 79.2: 18.2 20.8
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 : 44: 9 16 2 13 10 23 27:
Old : 44: 9 16 2 13 10 23 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.0 45.8 71.0 60.7 57.8 44.4 70.8 59.1
Old : 58.0 45.8 71.0 60.7 57.8 44.4 70.8 59.1
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, September 5, 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 : 83,849: 33,449 5,779 649 45,128 74,542 79,226 80,970: 4,623 2,879
Old : 83,849: 33,449 5,779 649 45,128 74,542 79,226 80,970: 4,623 2,879
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 29, 2006 :
: -491: 608 -4,258 198 -1,290 3,965 -484 -95: -7 -396
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.9 6.9 0.8 53.8 88.9 94.5 96.6: 5.5 3.4
Old : 100.0: 39.9 6.9 0.8 53.8 88.9 94.5 96.6: 5.5 3.4
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 : 81: 47 7 3 14 17 62 27:
Old : 81: 47 7 3 14 17 62 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.3 73.1 61.4 87.9 42.8 65.3 56.8 79.5
Old : 45.3 73.1 61.4 87.9 42.8 65.3 56.8 79.5
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, September 5, 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 : 135,129: 63,502 9,708 790 38,188 104,171 102,480 114,669: 32,648 20,459
Old : 135,129: 63,502 9,708 790 38,188 104,171 102,480 114,669: 32,648 20,459
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 29, 2006 :
: 1,317: -3,078 -469 -20 5,714 -271 2,616 -760: -1,299 2,077
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.0 7.2 0.6 28.3 77.1 75.8 84.9: 24.2 15.1
Old : 100.0: 47.0 7.2 0.6 28.3 77.1 75.8 84.9: 24.2 15.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 73: 29 11 3 21 23 52 35:
Old : 73: 29 11 3 21 23 52 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 : 33.5 45.3 46.5 64.3 33.5 45.1 44.5 64.1
Old : 33.5 45.3 46.5 64.3 33.5 45.1 44.5 64.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 5, 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 : 279,878: 26,772 102,502 11,313 200,950 126,940 239,034 240,755: 40,844 39,123
Old : 279,878: 26,772 102,502 11,313 200,950 126,940 239,034 240,755: 40,844 39,123
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 29, 2006 :
: -15,747: -375 -19,590 -32 -15,502 4,481 -15,909 -15,140: 162 -606
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.6 36.6 4.0 71.8 45.4 85.4 86.0: 14.6 14.0
Old : 100.0: 9.6 36.6 4.0 71.8 45.4 85.4 86.0: 14.6 14.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 123: 30 47 18 34 28 72 85:
Old : 123: 30 47 18 34 28 72 85:
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 28.9 51.8 46.5 30.5 22.3 40.9 32.0
Old : 37.8 28.9 51.8 46.5 30.5 22.3 40.9 32.0
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, September 5, 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 : 198,470: 86,887 10,844 16,679 31,268 136,043 134,834 163,566: 63,636 34,903
Old : 198,470: 86,887 10,844 16,679 31,268 136,043 134,834 163,566: 63,636 34,903
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 29, 2006 :
: 683: -2,955 1,880 1,803 460 49 -691 3,733: 1,374 -3,050
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.8 5.5 8.4 15.8 68.5 67.9 82.4: 32.1 17.6
Old : 100.0: 43.8 5.5 8.4 15.8 68.5 67.9 82.4: 32.1 17.6
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 : 129: 63 21 35 32 35 102 84:
Old : 129: 63 21 35 32 35 102 84:
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 : 20.9 40.6 28.9 53.8 19.9 40.0 25.5 50.6
Old : 20.9 40.6 28.9 53.8 19.9 40.0 25.5 50.6
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, September 5, 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 : 18,852: 11,218 175 0 5,518 17,906 16,736 18,081: 2,116 771
Old : 18,852: 11,218 175 0 5,518 17,906 16,736 18,081: 2,116 771
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 29, 2006 :
: 753: 531 4 0 143 814 674 818: 79 -65
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.5 0.9 0.0 29.3 95.0 88.8 95.9: 11.2 4.1
Old : 100.0: 59.5 0.9 0.0 29.3 95.0 88.8 95.9: 11.2 4.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 4 1 0 9 12 13 13:
Old : 23: 4 1 0 9 12 13 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 65.1 75.2 79.6 92.5 65.1 75.2 79.2 90.4
Old : 65.1 75.2 79.6 92.5 65.1 75.2 79.2 90.4
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, September 5, 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 :20,244,553: 853,719 677,351 7,714,748 10,302,221 10,170,060 18,870,688 18,562,159: 1,373,865 1,682,393
Old :20,244,553: 853,719 677,351 7,714,748 10,302,221 10,170,060 18,870,688 18,562,159: 1,373,865 1,682,393
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 29, 2006 :
: 608,942: 119,116 -57,090 249,313 128,423 308,958 496,852 501,181: 112,090 107,760
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.2 3.3 38.1 50.9 50.2 93.2 91.7: 6.8 8.3
Old : 100.0: 4.2 3.3 38.1 50.9 50.2 93.2 91.7: 6.8 8.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 330: 67 70 121 159 170 299 300:
Old : 330: 67 70 121 159 170 299 300:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.1 17.7 39.5 26.9 18.0 5.5 20.3 8.8
Old : 29.1 17.7 39.5 26.9 18.0 5.5 20.3 8.8
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, September 5, 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 : 748,173: 90,418 49,793 54,544 446,902 468,681 591,864 573,018: 156,309 175,155
Old : 748,173: 90,418 49,793 54,544 446,902 468,681 591,864 573,018: 156,309 175,155
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 29, 2006 :
: 14,686: 3,012 -136 4,030 -1,317 4,774 5,725 8,669: 8,962 6,018
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.1 6.7 7.3 59.7 62.6 79.1 76.6: 20.9 23.4
Old : 100.0: 12.1 6.7 7.3 59.7 62.6 79.1 76.6: 20.9 23.4
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 : 222: 64 42 65 88 72 185 146:
Old : 222: 64 42 65 88 72 185 146:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.4 26.5 23.6 36.3 16.0 26.1 23.1 35.2
Old : 16.4 26.5 23.6 36.3 16.0 26.1 23.1 35.2
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 with Delta-adjusted Options and Futures Combined, September 5, 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 : 1,761,712: 279,832 482,826 107,545 932,053 1,029,898 1,319,430 1,620,270: 442,281 141,442
Old : 1,761,712: 279,832 482,826 107,545 932,053 1,029,898 1,319,430 1,620,270: 442,281 141,442
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 29, 2006 :
: 106,611: 31,835 89,122 11,694 61,038 10,507 104,567 111,324: 2,044 -4,713
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.9 27.4 6.1 52.9 58.5 74.9 92.0: 25.1 8.0
Old : 100.0: 15.9 27.4 6.1 52.9 58.5 74.9 92.0: 25.1 8.0
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 : 275: 68 90 58 86 81 192 191:
Old : 275: 68 90 58 86 81 192 191:
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 : 23.2 22.7 33.7 36.7 17.9 19.1 27.8 30.6
Old : 23.2 22.7 33.7 36.7 17.9 19.1 27.8 30.6
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, September 5, 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 : 9,978: 759 0 0 4,971 7,886 5,730 7,886: 4,248 2,092
Old : 9,978: 759 0 0 4,971 7,886 5,730 7,886: 4,248 2,092
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 29, 2006 :
: 145: 148 -217 0 -23 -181 125 -398: 20 543
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.6 0.0 0.0 49.8 79.0 57.4 79.0: 42.6 21.0
Old : 100.0: 7.6 0.0 0.0 49.8 79.0 57.4 79.0: 42.6 21.0
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 : 20: 2 0 0 8 11 10 11:
Old : 20: 2 0 0 8 11 10 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 : 36.3 43.9 51.7 70.3 36.3 40.4 51.7 66.9
Old : 36.3 43.9 51.7 70.3 36.3 40.4 51.7 66.9
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 with Delta-adjusted Options and Futures Combined, September 5, 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 : 70,414: 6,440 29,581 27 57,589 32,814 64,056 62,422: 6,358 7,992
Old : 70,414: 6,440 29,581 27 57,589 32,814 64,056 62,422: 6,358 7,992
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 29, 2006 :
: -2,019: -183 -861 0 -1,868 -588 -2,051 -1,449: 32 -570
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.1 42.0 0.0 81.8 46.6 91.0 88.6: 9.0 11.4
Old : 100.0: 9.1 42.0 0.0 81.8 46.6 91.0 88.6: 9.0 11.4
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 : 62: 9 10 1 30 20 40 30:
Old : 62: 9 10 1 30 20 40 30:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.5 43.7 59.2 61.5 38.9 43.6 57.7 61.5
Old : 40.5 43.7 59.2 61.5 38.9 43.6 57.7 61.5
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, September 5, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NASDAQ 100 INDEX X $100) :
: : :
All : 56,998: 8,570 13,869 73 39,471 28,566 48,114 42,508: 8,884 14,490
Old : 56,998: 8,570 13,869 73 39,471 28,566 48,114 42,508: 8,884 14,490
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 29, 2006 :
: -86: 362 -535 -197 -29 -330 136 -1,063: -221 977
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.0 24.3 0.1 69.2 50.1 84.4 74.6: 15.6 25.4
Old : 100.0: 15.0 24.3 0.1 69.2 50.1 84.4 74.6: 15.6 25.4
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 : 79: 18 17 2 31 25 51 42:
Old : 79: 18 17 2 31 25 51 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 : 37.1 30.4 52.4 46.1 37.1 30.1 50.9 43.7
Old : 37.1 30.4 52.4 46.1 37.1 30.1 50.9 43.7
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, September 5, 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 : 416,054: 73,107 152,792 8,596 272,669 224,894 354,371 386,282: 61,682 29,772
Old : 416,054: 73,107 152,792 8,596 272,669 224,894 354,371 386,282: 61,682 29,772
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 29, 2006 :
: 10,858: 2,911 1,950 3,113 -2,964 -246 3,059 4,817: 7,798 6,041
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.6 36.7 2.1 65.5 54.1 85.2 92.8: 14.8 7.2
Old : 100.0: 17.6 36.7 2.1 65.5 54.1 85.2 92.8: 14.8 7.2
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 : 216: 55 75 26 55 45 127 130:
Old : 216: 55 75 26 55 45 127 130:
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 : 42.1 25.3 52.4 41.8 41.3 25.2 51.0 41.6
Old : 42.1 25.3 52.4 41.8 41.3 25.2 51.0 41.6
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, September 5, 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 : 82,426: 49,712 1,779 180 4,187 71,468 54,079 73,427: 28,346 8,998
Old : 82,426: 49,712 1,779 180 4,187 71,468 54,079 73,427: 28,346 8,998
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 29, 2006 :
: 18,231: 15,324 637 35 -640 16,178 14,720 16,850: 3,511 1,380
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.3 2.2 0.2 5.1 86.7 65.6 89.1: 34.4 10.9
Old : 100.0: 60.3 2.2 0.2 5.1 86.7 65.6 89.1: 34.4 10.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 55: 30 3 1 7 18 37 22:
Old : 55: 30 3 1 7 18 37 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 : 24.9 56.1 37.3 74.5 24.9 56.1 37.3 72.7
Old : 24.9 56.1 37.3 74.5 24.9 56.1 37.3 72.7
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, September 5, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (RUSSEL 2000 INDEX X $500) :
: : :
All : 42,516: 400 6,064 109 37,189 26,832 37,698 33,005: 4,818 9,511
Old : 42,516: 400 6,064 109 37,189 26,832 37,698 33,005: 4,818 9,511
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 29, 2006 :
: 309: 0 -1,177 105 -711 -178 -606 -1,250: 915 1,559
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.9 14.3 0.3 87.5 63.1 88.7 77.6: 11.3 22.4
Old : 100.0: 0.9 14.3 0.3 87.5 63.1 88.7 77.6: 11.3 22.4
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 : 55: 1 13 2 26 26 29 39:
Old : 55: 1 13 2 26 26 29 39:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.3 26.7 72.2 40.2 54.3 26.5 64.9 38.0
Old : 61.3 26.7 72.2 40.2 54.3 26.5 64.9 38.0
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, September 5, 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 : 464,784: 49,375 116,407 5,723 366,384 310,468 421,482 432,599: 43,303 32,186
Old : 464,784: 49,375 116,407 5,723 366,384 310,468 421,482 432,599: 43,303 32,186
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 29, 2006 :
: -2,078: 4,440 -1,160 1,598 -6,122 4,447 -84 4,885: -1,994 -6,963
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.6 25.0 1.2 78.8 66.8 90.7 93.1: 9.3 6.9
Old : 100.0: 10.6 25.0 1.2 78.8 66.8 90.7 93.1: 9.3 6.9
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 : 212: 29 91 38 48 69 104 171:
Old : 212: 29 91 38 48 69 104 171:
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 : 53.8 28.1 65.3 43.1 53.8 25.9 64.4 40.5
Old : 53.8 28.1 65.3 43.1 53.8 25.9 64.4 40.5
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, September 5, 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 : 62,071: 11,224 13,560 10,621 23,861 27,863 45,705 52,043: 16,366 10,028
Old : 62,071: 11,224 13,560 10,621 23,861 27,863 45,705 52,043: 16,366 10,028
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 29, 2006 :
: 15,765: 1,264 -963 9,166 3,202 4,354 13,633 12,557: 2,132 3,208
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.1 21.8 17.1 38.4 44.9 73.6 83.8: 26.4 16.2
Old : 100.0: 18.1 21.8 17.1 38.4 44.9 73.6 83.8: 26.4 16.2
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 : 77: 27 16 17 18 22 51 52:
Old : 77: 27 16 17 18 22 51 52:
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 : 30.6 38.9 41.6 56.4 23.6 32.1 31.7 45.0
Old : 30.6 38.9 41.6 56.4 23.6 32.1 31.7 45.0
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, September 5, 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 : 48,496: 3,342 5,534 3,208 28,175 22,353 34,725 31,095: 13,771 17,401
Old : 48,496: 3,342 5,534 3,208 28,175 22,353 34,725 31,095: 13,771 17,401
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 29, 2006 :
: 8,470: -145 849 2,762 -1,146 269 1,471 3,880: 6,999 4,590
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.9 11.4 6.6 58.1 46.1 71.6 64.1: 28.4 35.9
Old : 100.0: 6.9 11.4 6.6 58.1 46.1 71.6 64.1: 28.4 35.9
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 : 61: 11 15 8 22 18 40 35:
Old : 61: 11 15 8 22 18 40 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 : 28.7 31.8 42.7 44.6 22.6 29.3 34.3 36.3
Old : 28.7 31.8 42.7 44.6 22.6 29.3 34.3 36.3
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, September 5, 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 : 19,665: 3,735 1,403 93 15,398 17,831 19,226 19,327: 439 338
Old : 19,665: 3,735 1,403 93 15,398 17,831 19,226 19,327: 439 338
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 29, 2006 :
: 44: 29 298 0 -28 -203 1 95: 43 -51
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.0 7.1 0.5 78.3 90.7 97.8 98.3: 2.2 1.7
Old : 100.0: 19.0 7.1 0.5 78.3 90.7 97.8 98.3: 2.2 1.7
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 : 22: 7 3 1 9 4 16 8:
Old : 22: 7 3 1 9 4 16 8:
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 : 75.1 95.8 88.5 98.3 74.6 95.8 87.9 97.7
Old : 75.1 95.8 88.5 98.3 74.6 95.8 87.9 97.7
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, September 5, 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 : 55,786: 3,570 4,729 838 32,927 40,313 37,335 45,880: 18,451 9,906
Old : 55,786: 3,570 4,729 838 32,927 40,313 37,335 45,880: 18,451 9,906
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 29, 2006 :
: 11,798: -223 372 -277 5,913 7,139 5,413 7,234: 6,385 4,564
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.4 8.5 1.5 59.0 72.3 66.9 82.2: 33.1 17.8
Old : 100.0: 6.4 8.5 1.5 59.0 72.3 66.9 82.2: 33.1 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 : 60: 6 10 3 29 37 37 48:
Old : 60: 6 10 3 29 37 37 48:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.2 29.8 47.9 47.6 25.2 23.5 30.7 34.8
Old : 32.2 29.8 47.9 47.6 25.2 23.5 30.7 34.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 8, 2006