BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 19, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 20,000 POUNDS) :
: : :
All : 3,691: 44 0 128 2,578 3,064 2,750 3,192: 941 499
Old : 3,691: 44 0 128 2,578 3,064 2,750 3,192: 941 499
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 12, 2006 :
: -40: 26 0 22 -119 -19 -71 3: 31 -43
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.2 0.0 3.5 69.8 83.0 74.5 86.5: 25.5 13.5
Old : 100.0: 1.2 0.0 3.5 69.8 83.0 74.5 86.5: 25.5 13.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 2 0 2 13 10 15 12:
Old : 21: 2 0 2 13 10 15 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.7 64.5 63.8 82.1 47.7 63.5 63.7 80.0
Old : 47.7 64.5 63.8 82.1 47.7 63.5 63.7 80.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MILK - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 19, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 33,973: 1,310 3,333 3,473 24,525 17,387 29,308 24,193: 4,664 9,780
Old : 33,973: 1,310 3,333 3,473 24,525 17,387 29,308 24,193: 4,664 9,780
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 12, 2006 :
: 1,759: 53 747 149 1,044 849 1,246 1,746: 513 14
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.9 9.8 10.2 72.2 51.2 86.3 71.2: 13.7 28.8
Old : 100.0: 3.9 9.8 10.2 72.2 51.2 86.3 71.2: 13.7 28.8
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 : 53: 11 9 12 27 21 42 38:
Old : 53: 11 9 12 27 21 42 38:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.8 33.1 64.2 44.9 48.6 32.0 60.4 40.9
Old : 48.8 33.1 64.2 44.9 48.6 32.0 60.4 40.9
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, September 19, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 184,901: 40,630 15,004 44,630 79,281 83,357 164,540 142,991: 20,361 41,910
Old : 36,787: 20,677 7,832 3,871 7,022 14,697 31,570 26,400: 5,216 10,387
Other: 148,114: 30,803 18,022 29,908 72,259 68,661 132,970 116,591: 15,144 31,523
: : :
: : Changes in Commitments from: September 12, 2006 :
: -2,468: -2,531 -2,642 2,863 -702 -2,956 -370 -2,735: -2,099 267
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.0 8.1 24.1 42.9 45.1 89.0 77.3: 11.0 22.7
Old : 100.0: 56.2 21.3 10.5 19.1 40.0 85.8 71.8: 14.2 28.2
Other: 100.0: 20.8 12.2 20.2 48.8 46.4 89.8 78.7: 10.2 21.3
: : :
:# Traders : Number of Traders in Each Category :
All : 221: 79 59 84 39 49 181 149:
Old : 146: 63 30 17 20 40 91 79:
Other: 203: 64 68 68 35 48 154 138:
:----------------------------------------------------------------------------------------------------
: 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 : 28.5 24.8 38.5 33.0 28.5 23.5 37.2 29.2
Old : 22.7 26.5 35.5 36.7 22.7 26.0 35.3 34.5
Other: 32.6 25.7 44.6 35.7 32.6 24.1 43.2 30.3
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 19, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 250,481: 53,980 18,067 64,729 104,077 107,960 222,786 190,756: 27,694 59,725
Old : 250,481: 53,980 18,067 64,729 104,077 107,960 222,786 190,756: 27,694 59,725
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 12, 2006 :
: 2,067: -7,756 -2,144 6,915 4,338 -1,835 3,498 2,936: -1,431 -869
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.6 7.2 25.8 41.6 43.1 88.9 76.2: 11.1 23.8
Old : 100.0: 21.6 7.2 25.8 41.6 43.1 88.9 76.2: 11.1 23.8
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 : 327: 99 44 80 100 148 245 248:
Old : 327: 99 44 80 100 148 245 248:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.7 11.8 32.9 19.4 21.7 10.1 30.8 15.3
Old : 21.7 11.8 32.9 19.4 21.7 10.1 30.8 15.3
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, September 19, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 110,000 BOARD FEET) :
: : :
All : 6,336: 2,949 2,592 766 1,084 829 4,799 4,186: 1,537 2,150
Old : 6,336: 2,949 2,592 766 1,084 829 4,799 4,186: 1,537 2,150
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 12, 2006 :
: 299: 78 109 128 79 39 286 276: 13 23
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.5 40.9 12.1 17.1 13.1 75.7 66.1: 24.3 33.9
Old : 100.0: 46.5 40.9 12.1 17.1 13.1 75.7 66.1: 24.3 33.9
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 : 58: 16 28 15 11 11 38 44:
Old : 58: 16 28 15 11 11 38 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 : 32.9 20.2 50.1 31.9 32.9 19.9 46.0 29.5
Old : 32.9 20.2 50.1 31.9 32.9 19.9 46.0 29.5
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 19, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50,000 POUNDS) :
: : :
All : 33,821: 9,407 4,652 7,453 10,149 8,498 27,009 20,602: 6,812 13,218
Old : 33,821: 9,407 4,652 7,453 10,149 8,498 27,009 20,602: 6,812 13,218
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 12, 2006 :
: 424: -1,008 1,300 993 571 -1,047 556 1,246: -132 -822
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.8 13.8 22.0 30.0 25.1 79.9 60.9: 20.1 39.1
Old : 100.0: 27.8 13.8 22.0 30.0 25.1 79.9 60.9: 20.1 39.1
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 : 146: 47 27 29 39 47 101 94:
Old : 146: 47 27 29 39 47 101 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 : 17.0 13.1 26.6 21.5 12.6 9.8 20.7 15.4
Old : 17.0 13.1 26.6 21.5 12.6 9.8 20.7 15.4
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 19, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100,000 CANADIAN DOLLARS) :
: : :
All : 144,896: 40,962 40,578 4,457 69,338 76,534 114,758 121,568: 30,139 23,328
Old : 144,896: 40,962 40,578 4,457 69,338 76,534 114,758 121,568: 30,139 23,328
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 12, 2006 :
: 1,339: 3,079 17,056 274 5,968 -17,035 9,321 295: -7,981 1,045
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.3 28.0 3.1 47.9 52.8 79.2 83.9: 20.8 16.1
Old : 100.0: 28.3 28.0 3.1 47.9 52.8 79.2 83.9: 20.8 16.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 86: 24 27 11 30 24 61 55:
Old : 86: 24 27 11 30 24 61 55:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.1 34.1 41.6 49.5 24.7 31.2 37.8 44.9
Old : 27.1 34.1 41.6 49.5 24.7 31.2 37.8 44.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 19, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 125,000 SWISS FRANCS) :
: : :
All : 78,095: 10,138 54,145 361 57,745 2,883 68,245 57,389: 9,850 20,706
Old : 78,095: 10,138 54,145 361 57,745 2,883 68,245 57,389: 9,850 20,706
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 12, 2006 :
: -20,591: -1,906 9,074 17 -17,072 -29,279 -18,962 -20,188: -1,629 -403
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.0 69.3 0.5 73.9 3.7 87.4 73.5: 12.6 26.5
Old : 100.0: 13.0 69.3 0.5 73.9 3.7 87.4 73.5: 12.6 26.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 47: 7 27 1 11 5 18 33:
Old : 47: 7 27 1 11 5 18 33:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.7 29.6 78.2 43.8 61.7 29.6 78.1 43.8
Old : 61.7 29.6 78.2 43.8 61.7 29.6 78.1 43.8
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 19, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 500,000 MEXICAN PESOS) :
: : :
All : 52,709: 21,065 18,603 759 27,997 30,071 49,821 49,433: 2,888 3,276
Old : 52,709: 21,065 18,603 759 27,997 30,071 49,821 49,433: 2,888 3,276
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 12, 2006 :
: -28,616: -51 5,562 -1,221 -27,419 -32,510 -28,691 -28,169: 74 -447
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.0 35.3 1.4 53.1 57.1 94.5 93.8: 5.5 6.2
Old : 100.0: 40.0 35.3 1.4 53.1 57.1 94.5 93.8: 5.5 6.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 68: 31 12 3 18 10 51 24:
Old : 68: 31 12 3 18 10 51 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.1 77.6 53.6 85.3 34.1 75.4 53.0 82.9
Old : 34.1 77.6 53.6 85.3 34.1 75.4 53.0 82.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 19, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 62,500 POUNDS STERLING) :
: : :
All : 106,904: 60,216 17,292 1,000 19,057 72,708 80,274 91,000: 26,630 15,903
Old : 106,904: 60,216 17,292 1,000 19,057 72,708 80,274 91,000: 26,630 15,903
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 12, 2006 :
: -23,195: 9,955 4,525 -4,942 -25,213 -16,086 -20,200 -16,503: -2,995 -6,693
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.3 16.2 0.9 17.8 68.0 75.1 85.1: 24.9 14.9
Old : 100.0: 56.3 16.2 0.9 17.8 68.0 75.1 85.1: 24.9 14.9
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 : 63: 26 11 7 13 19 42 34:
Old : 63: 26 11 7 13 19 42 34:
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 39.6 54.8 62.2 43.2 38.7 54.8 61.3
Old : 43.2 39.6 54.8 62.2 43.2 38.7 54.8 61.3
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 19, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 12,500,000 JAPANESE YEN) :
: : :
All : 267,109: 30,381 126,325 7,692 193,967 94,734 232,039 228,751: 35,070 38,358
Old : 267,109: 30,381 126,325 7,692 193,967 94,734 232,039 228,751: 35,070 38,358
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 12, 2006 :
: -48,862: -401 -8,193 547 -44,741 -23,867 -44,595 -31,514: -4,267 -17,348
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.4 47.3 2.9 72.6 35.5 86.9 85.6: 13.1 14.4
Old : 100.0: 11.4 47.3 2.9 72.6 35.5 86.9 85.6: 13.1 14.4
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 : 112: 27 46 13 27 24 59 78:
Old : 112: 27 46 13 27 24 59 78:
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 : 44.6 26.9 64.1 44.1 35.9 24.5 51.7 38.5
Old : 44.6 26.9 64.1 44.1 35.9 24.5 51.7 38.5
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 19, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 125,000 EUROS) :
: : :
All : 150,897: 69,446 18,228 10,274 19,550 84,515 99,270 113,017: 51,627 37,881
Old : 150,897: 69,446 18,228 10,274 19,550 84,515 99,270 113,017: 51,627 37,881
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 12, 2006 :
: -34,742: -9,790 5,750 144 -17,973 -37,975 -27,619 -32,080: -7,123 -2,662
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.0 12.1 6.8 13.0 56.0 65.8 74.9: 34.2 25.1
Old : 100.0: 46.0 12.1 6.8 13.0 56.0 65.8 74.9: 34.2 25.1
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 : 113: 51 20 26 28 32 83 74:
Old : 113: 51 20 26 28 32 83 74:
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 : 22.6 35.2 29.2 45.6 22.4 32.7 28.5 42.0
Old : 22.6 35.2 29.2 45.6 22.4 32.7 28.5 42.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 19, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF NZ$ 100,000) :
: : :
All : 17,608: 13,350 468 0 2,568 16,218 15,918 16,686: 1,690 922
Old : 17,608: 13,350 468 0 2,568 16,218 15,918 16,686: 1,690 922
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 12, 2006 :
: -1,712: 3,600 229 -26 -5,297 -1,819 -1,723 -1,616: 11 -96
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.8 2.7 0.0 14.6 92.1 90.4 94.8: 9.6 5.2
Old : 100.0: 75.8 2.7 0.0 14.6 92.1 90.4 94.8: 9.6 5.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 7 2 0 7 9 14 11:
Old : 23: 7 2 0 7 9 14 11:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 77.8 72.5 85.3 90.5 77.8 71.6 85.3 89.3
Old : 77.8 72.5 85.3 90.5 77.8 71.6 85.3 89.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 19, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $1,000,000 FACE VALUE) :
: : :
All :15,663,495: 569,465 791,533 5,201,754 8,672,924 8,171,961 14,444,143 14,165,249: 1,219,352 1,498,246
Old :15,663,495: 569,465 791,533 5,201,754 8,672,924 8,171,961 14,444,143 14,165,249: 1,219,352 1,498,246
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 12, 2006 :
:-4,046,519: -260,643 79,007 -2,127,472 -1,524,168 -1,882,687 -3,912,282 -3,931,152: -134,237 -115,368
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.6 5.1 33.2 55.4 52.2 92.2 90.4: 7.8 9.6
Old : 100.0: 3.6 5.1 33.2 55.4 52.2 92.2 90.4: 7.8 9.6
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 : 312: 59 77 113 148 157 275 288:
Old : 312: 59 77 113 148 157 275 288:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.3 14.2 37.2 23.0 22.4 6.2 24.6 10.1
Old : 27.3 14.2 37.2 23.0 22.4 6.2 24.6 10.1
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 19, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 500 INDEX X $250.00) :
: : :
All : 681,806: 74,477 33,247 47,259 418,039 444,993 539,776 525,499: 142,030 156,307
Old : 681,806: 74,477 33,247 47,259 418,039 444,993 539,776 525,499: 142,030 156,307
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 12, 2006 :
: -125,067: -8,426 -16,082 -10,917 -82,200 -76,080 -101,543 -103,079: -23,524 -21,988
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.9 4.9 6.9 61.3 65.3 79.2 77.1: 20.8 22.9
Old : 100.0: 10.9 4.9 6.9 61.3 65.3 79.2 77.1: 20.8 22.9
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 : 203: 48 44 59 83 64 168 130:
Old : 203: 48 44 59 83 64 168 130:
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 : 18.8 21.3 26.1 33.2 18.6 21.2 25.7 33.1
Old : 18.8 21.3 26.1 33.2 18.6 21.2 25.7 33.1
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 19, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($50 X S&P 500 INDEX) :
: : :
All : 1,370,272: 203,994 272,689 65,456 711,704 876,007 981,154 1,214,152: 389,118 156,120
Old : 1,370,272: 203,994 272,689 65,456 711,704 876,007 981,154 1,214,152: 389,118 156,120
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 12, 2006 :
: -726,560: -58,501 -187,596 -62,432 -532,196 -448,469 -653,130 -698,497: -73,431 -28,063
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.9 19.9 4.8 51.9 63.9 71.6 88.6: 28.4 11.4
Old : 100.0: 14.9 19.9 4.8 51.9 63.9 71.6 88.6: 28.4 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 : 235: 53 76 49 71 70 157 162:
Old : 235: 53 76 49 71 70 157 162:
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 : 20.7 26.9 34.0 42.3 18.8 25.4 29.4 37.9
Old : 20.7 26.9 34.0 42.3 18.8 25.4 29.4 37.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 19, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 400 INDEX X $100) :
: : :
All : 63,999: 5,414 31,957 27 53,745 26,769 59,186 58,753: 4,813 5,246
Old : 63,999: 5,414 31,957 27 53,745 26,769 59,186 58,753: 4,813 5,246
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 12, 2006 :
: -23,336: -1,612 2,768 0 -15,802 -16,211 -17,414 -13,443: -5,922 -9,893
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.5 49.9 0.0 84.0 41.8 92.5 91.8: 7.5 8.2
Old : 100.0: 8.5 49.9 0.0 84.0 41.8 92.5 91.8: 7.5 8.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 57: 7 11 1 25 20 33 31:
Old : 57: 7 11 1 25 20 33 31:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.2 53.6 65.6 71.1 47.5 53.6 63.9 71.1
Old : 49.2 53.6 65.6 71.1 47.5 53.6 63.9 71.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 19, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NASDAQ 100 INDEX X $100) :
: : :
All : 48,890: 8,311 12,953 141 26,923 27,506 35,376 40,600: 13,514 8,290
Old : 48,890: 8,311 12,953 141 26,923 27,506 35,376 40,600: 13,514 8,290
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 12, 2006 :
: -18,730: 794 32 -2,097 -17,473 -8,585 -18,776 -10,650: 47 -8,080
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.0 26.5 0.3 55.1 56.3 72.4 83.0: 27.6 17.0
Old : 100.0: 17.0 26.5 0.3 55.1 56.3 72.4 83.0: 27.6 17.0
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 : 82: 21 17 3 23 27 46 45:
Old : 82: 21 17 3 23 27 46 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 : 38.1 37.8 48.0 50.3 38.1 37.7 47.4 49.9
Old : 38.1 37.8 48.0 50.3 38.1 37.7 47.4 49.9
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 19, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ( NASDAQ 100 STOCK INDEX X $20) :
: : :
All : 388,670: 59,748 116,073 13,750 289,918 198,978 363,415 328,800: 25,254 59,870
Old : 388,670: 59,748 116,073 13,750 289,918 198,978 363,415 328,800: 25,254 59,870
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 12, 2006 :
: -172,522: -21,045 -48,666 -14,136 -95,550 -121,927 -130,732 -184,729: -41,790 12,207
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.4 29.9 3.5 74.6 51.2 93.5 84.6: 6.5 15.4
Old : 100.0: 15.4 29.9 3.5 74.6 51.2 93.5 84.6: 6.5 15.4
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 : 194: 44 69 12 50 44 105 114:
Old : 194: 44 69 12 50 44 105 114:
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 : 49.6 27.0 59.2 41.7 49.6 24.7 58.9 36.7
Old : 49.6 27.0 59.2 41.7 49.6 24.7 58.9 36.7
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 19, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100,000 AUSTRALIAN DOLLARS) :
: : :
All : 62,418: 39,055 5,452 70 2,905 48,997 42,030 54,519: 20,388 7,899
Old : 62,418: 39,055 5,452 70 2,905 48,997 42,030 54,519: 20,388 7,899
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 12, 2006 :
: -7,410: 13,361 4,247 -1,991 -16,390 -6,189 -5,020 -3,933: -2,391 -3,477
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.6 8.7 0.1 4.7 78.5 67.3 87.3: 32.7 12.7
Old : 100.0: 62.6 8.7 0.1 4.7 78.5 67.3 87.3: 32.7 12.7
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 : 47: 21 5 1 7 17 29 22:
Old : 47: 21 5 1 7 17 29 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.4 46.4 45.7 66.5 35.4 45.6 45.7 65.6
Old : 35.4 46.4 45.7 66.5 35.4 45.6 45.7 65.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE Code-239741
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 19, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (RUSSEL 2000 INDEX X $500) :
: : :
All : 31,802: 800 5,685 0 27,118 14,903 27,918 20,588: 3,884 11,214
Old : 31,802: 800 5,685 0 27,118 14,903 27,918 20,588: 3,884 11,214
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 12, 2006 :
: -21,590: 300 -210 -2,646 -16,058 -18,556 -18,404 -21,411: -3,186 -179
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.5 17.9 0.0 85.3 46.9 87.8 64.7: 12.2 35.3
Old : 100.0: 2.5 17.9 0.0 85.3 46.9 87.8 64.7: 12.2 35.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 52: 2 12 0 22 22 24 34:
Old : 52: 2 12 0 22 22 24 34:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.2 19.7 67.7 32.1 54.9 19.7 67.4 32.1
Old : 55.2 19.7 67.7 32.1 54.9 19.7 67.4 32.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-239742
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 19, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (RUSSEL 2000 INDEX X $100) :
: : :
All : 406,452: 32,625 113,356 2,910 329,404 271,589 364,939 387,854: 41,513 18,597
Old : 406,452: 32,625 113,356 2,910 329,404 271,589 364,939 387,854: 41,513 18,597
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 12, 2006 :
: -119,317: -16,109 -4,601 -7,915 -86,518 -81,665 -110,542 -94,182: -8,775 -25,135
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.0 27.9 0.7 81.0 66.8 89.8 95.4: 10.2 4.6
Old : 100.0: 8.0 27.9 0.7 81.0 66.8 89.8 95.4: 10.2 4.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 193: 19 92 30 42 58 86 155:
Old : 193: 19 92 30 42 58 86 155:
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 31.1 75.0 45.1 60.7 27.4 72.0 41.2
Old : 61.3 31.1 75.0 45.1 60.7 27.4 72.0 41.2
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 19, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NIKKEI INDEX X $5.00) :
: : :
All : 39,831: 7,190 16,179 512 19,834 17,768 27,537 34,459: 12,294 5,372
Old : 39,831: 7,190 16,179 512 19,834 17,768 27,537 34,459: 12,294 5,372
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 12, 2006 :
: 1,478: 403 -281 -0 1,694 2,694 2,096 2,413: -618 -935
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.1 40.6 1.3 49.8 44.6 69.1 86.5: 30.9 13.5
Old : 100.0: 18.1 40.6 1.3 49.8 44.6 69.1 86.5: 30.9 13.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 68: 16 19 5 11 24 27 48:
Old : 68: 16 19 5 11 24 27 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 : 35.8 37.0 52.0 51.7 35.5 36.8 49.2 49.0
Old : 35.8 37.0 52.0 51.7 35.5 36.8 49.2 49.0
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 19, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NIKKEI INDEX X 500 YEN) :
: : :
All : 36,055: 16,232 2,395 0 12,539 8,702 28,771 11,097: 7,284 24,958
Old : 36,055: 16,232 2,395 0 12,539 8,702 28,771 11,097: 7,284 24,958
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 12, 2006 :
: 1,326: -654 117 -5 698 1,294 39 1,406: 1,287 -80
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.0 6.6 0.0 34.8 24.1 79.8 30.8: 20.2 69.2
Old : 100.0: 45.0 6.6 0.0 34.8 24.1 79.8 30.8: 20.2 69.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 41: 14 4 0 16 8 30 12:
Old : 41: 14 4 0 16 8 30 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.8 22.3 53.4 28.2 37.7 18.3 50.6 23.2
Old : 39.8 22.3 53.4 28.2 37.7 18.3 50.6 23.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GOLDMAN-SACHS COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 19, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (GSCI X $250) :
: : :
All : 18,950: 3,374 1,773 93 14,995 16,306 18,462 18,172: 488 778
Old : 18,950: 3,374 1,773 93 14,995 16,306 18,462 18,172: 488 778
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 12, 2006 :
: -1,417: -260 -78 -24 -311 -1,027 -595 -1,129: -822 -288
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.8 9.4 0.5 79.1 86.0 97.4 95.9: 2.6 4.1
Old : 100.0: 17.8 9.4 0.5 79.1 86.0 97.4 95.9: 2.6 4.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 6 5 1 8 4 14 10:
Old : 22: 6 5 1 8 4 14 10:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 76.3 91.3 90.5 95.2 75.8 91.3 89.9 95.2
Old : 76.3 91.3 90.5 95.2 75.8 91.3 89.9 95.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE Code-597741
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 19, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF Y100,000,000 FACE VALUE) :
: : :
All : 49,427: 5,026 4,775 2,057 26,294 30,119 33,377 36,951: 16,050 12,476
Old : 49,427: 5,026 4,775 2,057 26,294 30,119 33,377 36,951: 16,050 12,476
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 12, 2006 :
: -9,374: 906 -823 147 -6,011 -9,942 -4,958 -10,618: -4,416 1,244
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.2 9.7 4.2 53.2 60.9 67.5 74.8: 32.5 25.2
Old : 100.0: 10.2 9.7 4.2 53.2 60.9 67.5 74.8: 32.5 25.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 55: 6 9 5 27 33 37 43:
Old : 55: 6 9 5 27 33 37 43:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.9 28.8 46.2 45.0 26.5 21.4 32.8 32.7
Old : 30.9 28.8 46.2 45.0 26.5 21.4 32.8 32.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 22, 2006