MILK - CHICAGO MERCANTILE EXCHANGE Code-052641 OPTION AND FUTURES COMBINED 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: 35,829 COMMITMENTS 957 4,410 3,517 27,102 17,800 31,576 25,727 4,253 10,102 CHANGES FROM 08/15/06 (CHANGE IN OPEN INTEREST: 891) -71 -86 644 633 1,346 1,206 1,903 -315 -1,012 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.7 12.3 9.8 75.6 49.7 88.1 71.8 11.9 28.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59) 7 20 17 26 18 46 42 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642 OPTION AND FUTURES COMBINED 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: 177,164 COMMITMENTS 36,527 16,398 42,452 78,018 80,644 156,997 139,493 20,167 37,672 CHANGES FROM 08/15/06 (CHANGE IN OPEN INTEREST: 13,827) 3,013 -578 5,777 3,504 7,625 12,293 12,824 1,534 1,003 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.6 9.3 24.0 44.0 45.5 88.6 78.7 11.4 21.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 211) 71 56 73 36 50 165 142 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642 OPTION AND FUTURES COMBINED 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: 234,418 COMMITMENTS 53,621 14,285 55,101 99,558 106,411 208,280 175,798 26,138 58,621 CHANGES FROM 08/15/06 (CHANGE IN OPEN INTEREST: -698) 1,103 2,206 2,260 -3,454 -4,067 -91 399 -607 -1,097 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 22.9 6.1 23.5 42.5 45.4 88.8 75.0 11.2 25.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 338) 108 45 80 96 153 256 245 RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643 OPTION AND FUTURES COMBINED 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: 6,772 COMMITMENTS 2,888 2,670 870 1,067 939 4,825 4,479 1,947 2,293 CHANGES FROM 08/15/06 (CHANGE IN OPEN INTEREST: -275) -99 -247 -106 -13 58 -218 -295 -57 19 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 42.6 39.4 12.8 15.7 13.9 71.2 66.1 28.8 33.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62) 17 24 15 13 12 43 43 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641 OPTION AND FUTURES COMBINED 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: 38,558 COMMITMENTS 12,771 2,280 8,855 9,834 11,129 31,460 22,264 7,098 16,294 CHANGES FROM 08/15/06 (CHANGE IN OPEN INTEREST: -92) -579 -116 272 482 35 176 191 -267 -283 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 33.1 5.9 23.0 25.5 28.9 81.6 57.7 18.4 42.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 168) 55 22 31 51 71 124 114 CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741 OPTION AND FUTURES COMBINED 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: 95,238 COMMITMENTS 27,754 13,109 5,272 24,608 55,545 57,634 73,927 37,604 21,311 CHANGES FROM 08/15/06 (CHANGE IN OPEN INTEREST: -1,317) -201 -6,150 408 -2,259 5,204 -2,051 -538 734 -779 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 29.1 13.8 5.5 25.8 58.3 60.5 77.6 39.5 22.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69) 17 20 9 19 21 43 43 SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741 OPTION AND FUTURES COMBINED 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: 69,168 COMMITMENTS 16,850 27,340 681 38,181 27,544 55,712 55,564 13,456 13,604 CHANGES FROM 08/15/06 (CHANGE IN OPEN INTEREST: 2,446) 3,765 -1,017 504 -2,753 5,023 1,516 4,510 930 -2,064 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 24.4 39.5 1.0 55.2 39.8 80.5 80.3 19.5 19.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 14 15 3 8 12 23 29 MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741 OPTION AND FUTURES COMBINED 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: 82,815 COMMITMENTS 31,768 6,928 22 46,528 73,802 78,318 80,752 4,497 2,063 CHANGES FROM 08/15/06 (CHANGE IN OPEN INTEREST: -9,219) -10,665 128 -133 1,630 -8,943 -9,168 -8,948 -51 -271 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 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: 84) 46 9 1 15 21 61 31 BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742 OPTION AND FUTURES COMBINED 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: 130,831 COMMITMENTS 66,532 9,466 641 31,023 102,746 98,196 112,853 32,635 17,979 CHANGES FROM 08/15/06 (CHANGE IN OPEN INTEREST: -7,929) -7,553 -1,191 23 3,232 -6,918 -4,298 -8,086 -3,631 157 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 50.9 7.2 0.5 23.7 78.5 75.1 86.3 24.9 13.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67) 28 9 5 15 24 45 36 JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741 OPTION AND FUTURES COMBINED 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: 277,702 COMMITMENTS 25,316 106,861 9,699 204,498 124,619 239,513 241,179 38,189 36,523 CHANGES FROM 08/15/06 (CHANGE IN OPEN INTEREST: 11,757) -1,417 12,376 3,015 10,824 -4,675 12,422 10,716 -665 1,041 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.1 38.5 3.5 73.6 44.9 86.2 86.8 13.8 13.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 122) 26 51 16 37 24 73 81 EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741 OPTION AND FUTURES COMBINED 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: 203,046 COMMITMENTS 90,881 8,095 14,208 32,295 145,144 137,384 167,447 65,662 35,599 CHANGES FROM 08/15/06 (CHANGE IN OPEN INTEREST: -1,803) -9,237 -646 724 1,850 -4,114 -6,663 -4,036 4,861 2,233 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 44.8 4.0 7.0 15.9 71.5 67.7 82.5 32.3 17.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 131) 61 23 30 34 37 106 79 NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741 OPTION AND FUTURES COMBINED 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 TRADER 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 OPTION AND FUTURES COMBINED 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: 19,405,788 COMMITMENTS 796,162 682,879 7289241 9943184 9771699 18028587 17743818 1377201 1661970 CHANGES FROM 08/15/06 (CHANGE IN OPEN INTEREST: 514,404) 207,698 42,270 163,870 224,137 390,113 595,705 596,253 -81,301 -81,849 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.1 3.5 37.6 51.2 50.4 92.9 91.4 7.1 8.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 321) 54 84 117 153 165 286 295 S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741 OPTION AND FUTURES COMBINED 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: 723,624 COMMITMENTS 80,315 52,034 43,826 440,351 461,196 564,492 557,055 159,132 166,569 CHANGES FROM 08/15/06 (CHANGE IN OPEN INTEREST: 2,655) 1,551 -3,033 -8,191 6,410 8,673 -230 -2,551 2,885 5,206 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.1 7.2 6.1 60.9 63.7 78.0 77.0 22.0 23.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 205) 50 44 55 84 66 167 132 E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A OPTION AND FUTURES COMBINED 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: 1,609,490 COMMITMENTS 231,623 418,950 66,423 893,465 979,800 1191510 1465173 417,980 144,317 CHANGES FROM 08/15/06 (CHANGE IN OPEN INTEREST: 8,606) 4,771 23,020 -32,741 13,496 8,020 -14,474 -1,700 23,080 10,306 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.4 26.0 4.1 55.5 60.9 74.0 91.0 26.0 9.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 247) 54 82 49 81 70 169 167 S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-338741 OPTION AND FUTURES COMBINED 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 TRADER 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 OPTION AND FUTURES COMBINED 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 TRADER 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 OPTION AND FUTURES COMBINED 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: 59,436 COMMITMENTS 8,202 13,821 283 41,900 31,799 50,385 45,902 9,051 13,534 CHANGES FROM 08/15/06 (CHANGE IN OPEN INTEREST: 199) 870 667 182 -308 -2,160 744 -1,311 -545 1,510 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.8 23.3 0.5 70.5 53.5 84.8 77.2 15.2 22.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80) 19 16 3 29 26 50 43 NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742 OPTION AND FUTURES COMBINED 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: 416,531 COMMITMENTS 60,530 142,432 5,640 295,381 243,164 361,551 391,236 54,980 25,295 CHANGES FROM 08/15/06 (CHANGE IN OPEN INTEREST: -25,507) -15,732 -24,776 -4,659 -19,564 1,007 -39,955 -28,428 14,448 2,921 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.5 34.2 1.4 70.9 58.4 86.8 93.9 13.2 6.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 220) 60 75 23 52 49 125 134 AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741 OPTION AND FUTURES COMBINED 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: 62,988 COMMITMENTS 31,544 1,509 40 6,071 53,113 37,655 54,662 25,333 8,326 CHANGES FROM 08/15/06 (CHANGE IN OPEN INTEREST: -10,762) -11,159 -2,121 -139 1,387 -8,974 -9,911 -11,234 -851 472 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 50.1 2.4 0.1 9.6 84.3 59.8 86.8 40.2 13.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48) 24 3 1 9 15 33 19 RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE Code-239741 OPTION AND FUTURES COMBINED 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: 44,226 COMMITMENTS 400 6,699 10 40,011 29,008 40,421 35,717 3,805 8,509 CHANGES FROM 08/15/06 (CHANGE IN OPEN INTEREST: 324) 0 202 -1 628 408 627 609 -303 -285 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 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: 59) 1 14 2 29 25 32 39 RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-239742 OPTION AND FUTURES COMBINED 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: 473,930 COMMITMENTS 41,326 111,975 4,603 400,326 338,088 446,255 454,666 27,674 19,264 CHANGES FROM 08/15/06 (CHANGE IN OPEN INTEREST: 1,437) -3,724 915 -589 9,249 -443 4,936 -117 -3,499 1,554 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.7 23.6 1.0 84.5 71.3 94.2 95.9 5.8 4.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 189) 21 81 30 43 65 84 156 NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741 OPTION AND FUTURES COMBINED 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: 44,930 COMMITMENTS 11,702 14,688 719 18,803 22,431 31,223 37,837 13,707 7,093 CHANGES FROM 08/15/06 (CHANGE IN OPEN INTEREST: 942) 506 1,421 19 748 -216 1,274 1,224 -332 -282 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 26.0 32.7 1.6 41.8 49.9 69.5 84.2 30.5 15.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70) 22 19 6 14 18 38 41 NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743 OPTION AND FUTURES COMBINED 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 TRADER 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 OPTION AND FUTURES COMBINED 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 TRADER 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 OPTION AND FUTURES COMBINED 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 TRADER 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