MILK - CHICAGO MERCANTILE EXCHANGE Code-052641 FUTURES ONLY POSITIONS AS OF 08/22/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 30,485 COMMITMENTS 1,792 3,906 1,257 23,843 16,595 26,892 21,758 3,593 8,727 CHANGES FROM 08/15/06 (CHANGE IN OPEN INTEREST: 766) 539 639 41 363 1,044 943 1,724 -177 -958 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.9 12.8 4.1 78.2 54.4 88.2 71.4 11.8 28.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58) 9 18 15 24 17 42 41 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642 FUTURES ONLY POSITIONS AS OF 08/22/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 169,300 COMMITMENTS 36,655 19,288 36,692 76,421 77,904 149,768 133,884 19,532 35,416 CHANGES FROM 08/15/06 (CHANGE IN OPEN INTEREST: 12,696) 3,199 -160 4,743 3,302 7,284 11,244 11,867 1,452 829 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.7 11.4 21.7 45.1 46.0 88.5 79.1 11.5 20.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 211) 70 56 68 31 50 157 140 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642 FUTURES ONLY POSITIONS AS OF 08/22/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 203,023 COMMITMENTS 52,348 23,126 36,279 92,758 92,757 181,385 152,162 21,638 50,861 CHANGES FROM 08/15/06 (CHANGE IN OPEN INTEREST: -473) 2,834 3,639 2,002 -3,612 -3,738 1,224 1,903 -1,697 -2,376 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.8 11.4 17.9 45.7 45.7 89.3 74.9 10.7 25.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 305) 79 48 70 69 142 199 230 RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643 FUTURES ONLY POSITIONS AS OF 08/22/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 6,176 COMMITMENTS 2,947 2,630 518 996 854 4,461 4,002 1,715 2,174 CHANGES FROM 08/15/06 (CHANGE IN OPEN INTEREST: -333) -141 -267 -116 -13 32 -270 -351 -63 18 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 47.7 42.6 8.4 16.1 13.8 72.2 64.8 27.8 35.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60) 19 21 13 10 12 39 41 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641 FUTURES ONLY POSITIONS AS OF 08/22/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 32,397 COMMITMENTS 13,077 3,918 4,427 8,355 9,665 25,859 18,010 6,538 14,387 CHANGES FROM 08/15/06 (CHANGE IN OPEN INTEREST: -362) -277 -597 105 51 432 -121 -60 -241 -302 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 40.4 12.1 13.7 25.8 29.8 79.8 55.6 20.2 44.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 156) 48 24 28 38 65 106 105 CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741 FUTURES ONLY POSITIONS AS OF 08/22/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100,000 CANADIAN DOLLARS) OPEN INTEREST: 86,667 COMMITMENTS 27,805 12,312 1,703 22,640 53,596 52,148 67,611 34,519 19,056 CHANGES FROM 08/15/06 (CHANGE IN OPEN INTEREST: -148) 599 -6,297 568 -2,341 6,031 -1,174 302 1,026 -450 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 32.1 14.2 2.0 26.1 61.8 60.2 78.0 39.8 22.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66) 20 15 4 18 18 40 35 SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741 FUTURES ONLY POSITIONS AS OF 08/22/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 125,000 SWISS FRANCS) OPEN INTEREST: 68,484 COMMITMENTS 16,847 27,312 506 38,181 27,544 55,534 55,362 12,950 13,122 CHANGES FROM 08/15/06 (CHANGE IN OPEN INTEREST: 2,463) 3,765 -1,017 506 -2,753 5,023 1,518 4,512 945 -2,049 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.6 39.9 0.7 55.8 40.2 81.1 80.8 18.9 19.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 14 15 1 8 12 22 28 MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741 FUTURES ONLY POSITIONS AS OF 08/22/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 500,000 MEXICAN PESOS) OPEN INTEREST: 82,797 COMMITMENTS 31,768 6,927 22 46,527 73,802 78,317 80,751 4,480 2,046 CHANGES FROM 08/15/06 (CHANGE IN OPEN INTEREST: -9,217) -10,665 128 -133 1,630 -8,943 -9,168 -8,948 -49 -269 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 38.4 8.4 0.0 56.2 89.1 94.6 97.5 5.4 2.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83) 46 8 1 15 21 61 30 BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742 FUTURES ONLY POSITIONS AS OF 08/22/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 62,500 POUNDS STERLING) OPEN INTEREST: 127,943 COMMITMENTS 66,586 9,770 53 30,487 102,648 97,126 112,471 30,817 15,472 CHANGES FROM 08/15/06 (CHANGE IN OPEN INTEREST: -8,001) -7,566 -1,186 3 3,281 -6,920 -4,282 -8,103 -3,719 102 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 52.0 7.6 0.0 23.8 80.2 75.9 87.9 24.1 12.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67) 28 9 2 15 22 44 32 JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741 FUTURES ONLY POSITIONS AS OF 08/22/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 12,500,000 JAPANESE YEN) OPEN INTEREST: 227,195 COMMITMENTS 30,853 105,930 97 163,702 87,185 194,652 193,212 32,543 33,983 CHANGES FROM 08/15/06 (CHANGE IN OPEN INTEREST: 10,703) 1,207 14,010 11 10,241 -5,067 11,459 8,954 -756 1,749 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.6 46.6 0.0 72.1 38.4 85.7 85.0 14.3 15.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 117) 29 45 3 35 18 65 65 EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741 FUTURES ONLY POSITIONS AS OF 08/22/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 125,000 EUROS) OPEN INTEREST: 175,943 COMMITMENTS 89,994 8,524 799 27,222 139,078 118,015 148,401 57,928 27,542 CHANGES FROM 08/15/06 (CHANGE IN OPEN INTEREST: -2,818) -9,056 -322 113 1,804 -4,069 -7,139 -4,278 4,321 1,460 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 51.1 4.8 0.5 15.5 79.0 67.1 84.3 32.9 15.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 121) 56 19 11 28 35 90 59 NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741 FUTURES ONLY POSITIONS AS OF 08/22/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF NZ$ 100,000) OPEN INTEREST: 19,886 COMMITMENTS 11,787 296 0 6,022 18,680 17,809 18,976 2,077 910 CHANGES FROM 08/15/06 (CHANGE IN OPEN INTEREST: 350) -1,651 120 0 1,806 256 155 376 195 -26 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 59.3 1.5 0.0 30.3 93.9 89.6 95.4 10.4 4.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 4 2 0 8 11 12 13 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741 FUTURES ONLY POSITIONS AS OF 08/22/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $1,000,000 FACE VALUE) OPEN INTEREST: 10,303,855 COMMITMENTS 718,856 888,778 1450390 6972364 6500662 9141610 8839830 1162245 1464025 CHANGES FROM 08/15/06 (CHANGE IN OPEN INTEREST: 254,186) 164,656 22,369 21,106 161,465 283,621 347,227 327,096 -93,041 -72,910 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.0 8.6 14.1 67.7 63.1 88.7 85.8 11.3 14.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 301) 54 67 101 140 158 255 276 S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741 FUTURES ONLY POSITIONS AS OF 08/22/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 640,097 COMMITMENTS 68,575 50,523 2,847 423,867 443,274 495,289 496,644 144,808 143,453 CHANGES FROM 08/15/06 (CHANGE IN OPEN INTEREST: 7,568) -1,903 -4,954 1,084 6,202 8,481 5,383 4,611 2,185 2,957 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.7 7.9 0.4 66.2 69.3 77.4 77.6 22.6 22.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 188) 50 28 18 79 56 140 92 E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A FUTURES ONLY POSITIONS AS OF 08/22/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($50 X S&P 500 INDEX) OPEN INTEREST: 1,547,766 COMMITMENTS 232,641 424,305 22,398 880,108 965,288 1135147 1411991 412,619 135,775 CHANGES FROM 08/15/06 (CHANGE IN OPEN INTEREST: 44,551) 2,128 24,046 -3,076 23,185 13,532 22,237 34,502 22,314 10,049 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.0 27.4 1.4 56.9 62.4 73.3 91.2 26.7 8.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 241) 53 78 20 78 68 144 153 S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-338741 FUTURES ONLY POSITIONS AS OF 08/22/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 400 INDEX X $500) OPEN INTEREST: 9,736 COMMITMENTS 355 0 0 4,999 8,210 5,354 8,210 4,382 1,526 CHANGES FROM 08/15/06 (CHANGE IN OPEN INTEREST: 7) -345 0 0 5 37 -340 37 347 -30 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.6 0.0 0.0 51.3 84.3 55.0 84.3 45.0 15.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 0 0 9 12 10 12 E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A FUTURES ONLY POSITIONS AS OF 08/22/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 400 INDEX X $100) OPEN INTEREST: 71,220 COMMITMENTS 5,762 30,091 27 59,621 32,015 65,410 62,133 5,810 9,087 CHANGES FROM 08/15/06 (CHANGE IN OPEN INTEREST: 469) -139 847 0 485 -1,932 346 -1,085 123 1,554 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.1 42.3 0.0 83.7 45.0 91.8 87.2 8.2 12.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64) 9 13 1 28 22 38 35 NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741 FUTURES ONLY POSITIONS AS OF 08/22/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 INDEX X $100) OPEN INTEREST: 59,124 COMMITMENTS 8,202 13,804 256 41,736 31,608 50,194 45,668 8,930 13,456 CHANGES FROM 08/15/06 (CHANGE IN OPEN INTEREST: 181) 870 672 214 -348 -2,209 736 -1,323 -555 1,504 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.9 23.3 0.4 70.6 53.5 84.9 77.2 15.1 22.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78) 19 15 2 27 26 47 42 NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742 FUTURES ONLY POSITIONS AS OF 08/22/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 413,528 COMMITMENTS 60,442 142,921 3,591 294,673 242,050 358,706 388,562 54,822 24,966 CHANGES FROM 08/15/06 (CHANGE IN OPEN INTEREST: -22,796) -17,246 -25,214 -1,723 -18,261 1,141 -37,230 -25,796 14,434 3,000 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.6 34.6 0.9 71.3 58.5 86.7 94.0 13.3 6.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 219) 59 75 17 52 48 120 131 AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741 FUTURES ONLY POSITIONS AS OF 08/22/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100,000 AUSTRALIAN DOLLARS OPEN INTEREST: 62,131 COMMITMENTS 31,584 1,509 0 6,071 53,113 37,655 54,622 24,476 7,509 CHANGES FROM 08/15/06 (CHANGE IN OPEN INTEREST: -10,762) -11,167 -2,150 0 1,387 -8,974 -9,780 -11,124 -982 362 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 50.8 2.4 0.0 9.8 85.5 60.6 87.9 39.4 12.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48) 24 3 0 9 15 33 18 RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE Code-239741 FUTURES ONLY POSITIONS AS OF 08/22/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (RUSSEL 2000 INDEX X $500) OPEN INTEREST: 44,221 COMMITMENTS 400 6,699 9 40,009 29,008 40,418 35,716 3,803 8,505 CHANGES FROM 08/15/06 (CHANGE IN OPEN INTEREST: 326) 0 201 0 628 408 628 609 -302 -283 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.9 15.1 0.0 90.5 65.6 91.4 80.8 8.6 19.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58) 1 13 2 29 25 32 38 RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-239742 FUTURES ONLY POSITIONS AS OF 08/22/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (RUSSEL 2000 INDEX X $100) OPEN INTEREST: 470,220 COMMITMENTS 41,713 112,458 1,846 399,346 337,287 442,905 451,591 27,315 18,629 CHANGES FROM 08/15/06 (CHANGE IN OPEN INTEREST: 2,408) -3,662 1,220 -18 9,490 -208 5,810 994 -3,402 1,414 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.9 23.9 0.4 84.9 71.7 94.2 96.0 5.8 4.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 175) 16 72 9 43 65 66 139 NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741 FUTURES ONLY POSITIONS AS OF 08/22/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X $5.00) OPEN INTEREST: 44,220 COMMITMENTS 12,391 14,687 19 18,103 22,421 30,513 37,127 13,707 7,093 CHANGES FROM 08/15/06 (CHANGE IN OPEN INTEREST: 942) 507 1,421 19 748 -216 1,274 1,224 -332 -282 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.0 33.2 0.0 40.9 50.7 69.0 84.0 31.0 16.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70) 24 17 1 14 17 38 35 NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743 FUTURES ONLY POSITIONS AS OF 08/22/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X 500 YEN) OPEN INTEREST: 40,092 COMMITMENTS 3,760 5,441 328 28,458 20,398 32,546 26,167 7,546 13,925 CHANGES FROM 08/15/06 (CHANGE IN OPEN INTEREST: -3,187) -2,916 781 306 -848 1,112 -3,458 2,199 271 -5,386 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.4 13.6 0.8 71.0 50.9 81.2 65.3 18.8 34.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55) 11 11 2 20 15 31 28 GOLDMAN-SACHS COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741 FUTURES ONLY POSITIONS AS OF 08/22/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (GSCI X $250) OPEN INTEREST: 19,696 COMMITMENTS 3,632 875 0 15,458 18,483 19,090 19,358 606 338 CHANGES FROM 08/15/06 (CHANGE IN OPEN INTEREST: -754) -332 425 -93 -164 -1,198 -589 -866 -165 112 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.4 4.4 0.0 78.5 93.8 96.9 98.3 3.1 1.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 7 2 0 11 5 18 7 3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE Code-597741 FUTURES ONLY POSITIONS AS OF 08/22/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF Y100,000,000 FACE VALUE) OPEN INTEREST: 44,798 COMMITMENTS 4,020 4,639 338 28,115 34,290 32,473 39,267 12,325 5,531 CHANGES FROM 08/15/06 (CHANGE IN OPEN INTEREST: 829) 250 400 10 2,038 336 2,298 746 -1,469 83 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.0 10.4 0.8 62.8 76.5 72.5 87.7 27.5 12.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63) 7 10 2 32 37 40 48
Updated August 18, 2006