MILK - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 22, 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 : 35,829: 957 4,410 3,517 27,102 17,800 31,576 25,727: 4,253 10,102
Old : 35,829: 957 4,410 3,517 27,102 17,800 31,576 25,727: 4,253 10,102
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 15, 2006 :
: 891: -71 -86 644 633 1,346 1,206 1,903: -315 -1,012
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.7 12.3 9.8 75.6 49.7 88.1 71.8: 11.9 28.2
Old : 100.0: 2.7 12.3 9.8 75.6 49.7 88.1 71.8: 11.9 28.2
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 : 59: 7 20 17 26 18 46 42:
Old : 59: 7 20 17 26 18 46 42:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.4 32.0 63.7 43.6 48.4 30.9 61.4 39.4
Old : 48.4 32.0 63.7 43.6 48.4 30.9 61.4 39.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 22, 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 : 177,164: 36,527 16,398 42,452 78,018 80,644 156,997 139,493: 20,167 37,672
Old : 102,514: 28,420 45,852 3,545 63,648 35,786 95,613 85,183: 6,901 17,330
Other: 74,651: 39,306 1,743 7,708 14,370 44,858 61,384 54,310: 13,267 20,341
: : :
: : Changes in Commitments from: August 15, 2006 :
: 13,827: 3,013 -578 5,777 3,504 7,625 12,293 12,824: 1,534 1,003
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.6 9.3 24.0 44.0 45.5 88.6 78.7: 11.4 21.3
Old : 100.0: 27.7 44.7 3.5 62.1 34.9 93.3 83.1: 6.7 16.9
Other: 100.0: 52.7 2.3 10.3 19.3 60.1 82.2 72.8: 17.8 27.2
: : :
:# Traders : Number of Traders in Each Category :
All : 211: 71 56 73 36 50 165 142:
Old : 202: 56 85 18 22 47 93 135:
Other: 141: 68 11 31 30 44 110 78:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.1 24.0 39.6 33.0 29.1 23.0 37.6 29.2
Old : 46.1 24.7 60.7 36.2 46.1 24.6 60.7 36.1
Other: 20.8 30.3 32.8 40.6 18.8 27.0 28.5 35.6
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 22, 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 : 234,418: 53,621 14,285 55,101 99,558 106,411 208,280 175,798: 26,138 58,621
Old : 234,418: 53,621 14,285 55,101 99,558 106,411 208,280 175,798: 26,138 58,621
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 15, 2006 :
: -698: 1,103 2,206 2,260 -3,454 -4,067 -91 399: -607 -1,097
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.9 6.1 23.5 42.5 45.4 88.8 75.0: 11.2 25.0
Old : 100.0: 22.9 6.1 23.5 42.5 45.4 88.8 75.0: 11.2 25.0
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 : 338: 108 45 80 96 153 256 245:
Old : 338: 108 45 80 96 153 256 245:
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 : 22.8 14.2 33.8 21.4 22.8 11.7 32.5 16.9
Old : 22.8 14.2 33.8 21.4 22.8 11.7 32.5 16.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 22, 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 : 6,772: 2,888 2,670 870 1,067 939 4,825 4,479: 1,947 2,293
Old : 6,772: 2,888 2,670 870 1,067 939 4,825 4,479: 1,947 2,293
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 15, 2006 :
: -275: -99 -247 -106 -13 58 -218 -295: -57 19
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.6 39.4 12.8 15.7 13.9 71.2 66.1: 28.8 33.9
Old : 100.0: 42.6 39.4 12.8 15.7 13.9 71.2 66.1: 28.8 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 : 62: 17 24 15 13 12 43 43:
Old : 62: 17 24 15 13 12 43 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 : 30.2 19.9 43.9 32.5 29.8 19.5 40.7 29.7
Old : 30.2 19.9 43.9 32.5 29.8 19.5 40.7 29.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 22, 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 : 38,558: 12,771 2,280 8,855 9,834 11,129 31,460 22,264: 7,098 16,294
Old : 38,558: 12,771 2,280 8,855 9,834 11,129 31,460 22,264: 7,098 16,294
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 15, 2006 :
: -92: -579 -116 272 482 35 176 191: -267 -283
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.1 5.9 23.0 25.5 28.9 81.6 57.7: 18.4 42.3
Old : 100.0: 33.1 5.9 23.0 25.5 28.9 81.6 57.7: 18.4 42.3
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 : 168: 55 22 31 51 71 124 114:
Old : 168: 55 22 31 51 71 124 114:
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 : 15.6 10.8 25.2 17.2 12.1 7.4 19.6 11.0
Old : 15.6 10.8 25.2 17.2 12.1 7.4 19.6 11.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 22, 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 : 95,238: 27,754 13,109 5,272 24,608 55,545 57,634 73,927: 37,604 21,311
Old : 95,238: 27,754 13,109 5,272 24,608 55,545 57,634 73,927: 37,604 21,311
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 15, 2006 :
: -1,317: -201 -6,150 408 -2,259 5,204 -2,051 -538: 734 -779
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.1 13.8 5.5 25.8 58.3 60.5 77.6: 39.5 22.4
Old : 100.0: 29.1 13.8 5.5 25.8 58.3 60.5 77.6: 39.5 22.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 69: 17 20 9 19 21 43 43:
Old : 69: 17 20 9 19 21 43 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 : 17.4 29.6 31.0 42.2 16.9 29.6 29.1 42.1
Old : 17.4 29.6 31.0 42.2 16.9 29.6 29.1 42.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 22, 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 : 69,168: 16,850 27,340 681 38,181 27,544 55,712 55,564: 13,456 13,604
Old : 69,168: 16,850 27,340 681 38,181 27,544 55,712 55,564: 13,456 13,604
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 15, 2006 :
: 2,446: 3,765 -1,017 504 -2,753 5,023 1,516 4,510: 930 -2,064
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.4 39.5 1.0 55.2 39.8 80.5 80.3: 19.5 19.7
Old : 100.0: 24.4 39.5 1.0 55.2 39.8 80.5 80.3: 19.5 19.7
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 : 46: 14 15 3 8 12 23 29:
Old : 46: 14 15 3 8 12 23 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.1 44.3 67.8 59.0 52.0 42.9 67.6 57.5
Old : 52.1 44.3 67.8 59.0 52.0 42.9 67.6 57.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 22, 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 : 82,815: 31,768 6,928 22 46,528 73,802 78,318 80,752: 4,497 2,063
Old : 82,815: 31,768 6,928 22 46,528 73,802 78,318 80,752: 4,497 2,063
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 15, 2006 :
: -9,219: -10,665 128 -133 1,630 -8,943 -9,168 -8,948: -51 -271
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.4 8.4 0.0 56.2 89.1 94.6 97.5: 5.4 2.5
Old : 100.0: 38.4 8.4 0.0 56.2 89.1 94.6 97.5: 5.4 2.5
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 : 84: 46 9 1 15 21 61 31:
Old : 84: 46 9 1 15 21 61 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 : 45.4 73.7 62.5 88.5 43.5 68.3 57.3 80.0
Old : 45.4 73.7 62.5 88.5 43.5 68.3 57.3 80.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 22, 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 : 130,831: 66,532 9,466 641 31,023 102,746 98,196 112,853: 32,635 17,979
Old : 130,831: 66,532 9,466 641 31,023 102,746 98,196 112,853: 32,635 17,979
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 15, 2006 :
: -7,929: -7,553 -1,191 23 3,232 -6,918 -4,298 -8,086: -3,631 157
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.9 7.2 0.5 23.7 78.5 75.1 86.3: 24.9 13.7
Old : 100.0: 50.9 7.2 0.5 23.7 78.5 75.1 86.3: 24.9 13.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 67: 28 9 5 15 24 45 36:
Old : 67: 28 9 5 15 24 45 36:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.2 45.1 47.6 64.5 32.2 45.0 45.4 64.4
Old : 32.2 45.1 47.6 64.5 32.2 45.0 45.4 64.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 22, 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 : 277,702: 25,316 106,861 9,699 204,498 124,619 239,513 241,179: 38,189 36,523
Old : 277,702: 25,316 106,861 9,699 204,498 124,619 239,513 241,179: 38,189 36,523
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 15, 2006 :
: 11,757: -1,417 12,376 3,015 10,824 -4,675 12,422 10,716: -665 1,041
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.1 38.5 3.5 73.6 44.9 86.2 86.8: 13.8 13.2
Old : 100.0: 9.1 38.5 3.5 73.6 44.9 86.2 86.8: 13.8 13.2
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 : 122: 26 51 16 37 24 73 81:
Old : 122: 26 51 16 37 24 73 81:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.5 28.9 52.0 47.3 30.4 22.4 40.2 35.3
Old : 38.5 28.9 52.0 47.3 30.4 22.4 40.2 35.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 22, 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 : 203,046: 90,881 8,095 14,208 32,295 145,144 137,384 167,447: 65,662 35,599
Old : 203,046: 90,881 8,095 14,208 32,295 145,144 137,384 167,447: 65,662 35,599
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 15, 2006 :
: -1,803: -9,237 -646 724 1,850 -4,114 -6,663 -4,036: 4,861 2,233
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.8 4.0 7.0 15.9 71.5 67.7 82.5: 32.3 17.5
Old : 100.0: 44.8 4.0 7.0 15.9 71.5 67.7 82.5: 32.3 17.5
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 : 131: 61 23 30 34 37 106 79:
Old : 131: 61 23 30 34 37 106 79:
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 : 18.4 42.7 26.7 56.1 18.3 41.8 23.7 53.0
Old : 18.4 42.7 26.7 56.1 18.3 41.8 23.7 53.0
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, August 22, 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 : 19,886: 11,787 296 0 6,022 18,680 17,809 18,976: 2,077 910
Old : 19,886: 11,787 296 0 6,022 18,680 17,809 18,976: 2,077 910
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 15, 2006 :
: 350: -1,651 120 0 1,806 256 155 376: 195 -26
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.3 1.5 0.0 30.3 93.9 89.6 95.4: 10.4 4.6
Old : 100.0: 59.3 1.5 0.0 30.3 93.9 89.6 95.4: 10.4 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 : 23: 4 2 0 8 11 12 13:
Old : 23: 4 2 0 8 11 12 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 66.9 76.3 83.7 92.0 66.9 73.3 82.0 88.3
Old : 66.9 76.3 83.7 92.0 66.9 73.3 82.0 88.3
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, August 22, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $1,000,000 FACE VALUE) :
: : :
All :19,405,788: 796,162 682,879 7,289,241 9,943,184 9,771,699 18,028,587 17,743,818: 1,377,201 1,661,970
Old :19,405,788: 796,162 682,879 7,289,241 9,943,184 9,771,699 18,028,587 17,743,818: 1,377,201 1,661,970
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 15, 2006 :
: 514,404: 207,698 42,270 163,870 224,137 390,113 595,705 596,253: -81,301 -81,849
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.1 3.5 37.6 51.2 50.4 92.9 91.4: 7.1 8.6
Old : 100.0: 4.1 3.5 37.6 51.2 50.4 92.9 91.4: 7.1 8.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 321: 54 84 117 153 165 286 295:
Old : 321: 54 84 117 153 165 286 295:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.5 17.7 40.6 27.1 18.4 5.7 20.9 9.1
Old : 30.5 17.7 40.6 27.1 18.4 5.7 20.9 9.1
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, August 22, 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 : 723,624: 80,315 52,034 43,826 440,351 461,196 564,492 557,055: 159,132 166,569
Old : 723,624: 80,315 52,034 43,826 440,351 461,196 564,492 557,055: 159,132 166,569
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 15, 2006 :
: 2,655: 1,551 -3,033 -8,191 6,410 8,673 -230 -2,551: 2,885 5,206
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.1 7.2 6.1 60.9 63.7 78.0 77.0: 22.0 23.0
Old : 100.0: 11.1 7.2 6.1 60.9 63.7 78.0 77.0: 22.0 23.0
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 : 205: 50 44 55 84 66 167 132:
Old : 205: 50 44 55 84 66 167 132:
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 : 17.4 27.3 24.7 37.0 17.0 26.4 24.4 35.7
Old : 17.4 27.3 24.7 37.0 17.0 26.4 24.4 35.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 22, 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 : 1,609,490: 231,623 418,950 66,423 893,465 979,800 1,191,510 1,465,173: 417,980 144,317
Old : 1,609,490: 231,623 418,950 66,423 893,465 979,800 1,191,510 1,465,173: 417,980 144,317
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 15, 2006 :
: 8,606: 4,771 23,020 -32,741 13,496 8,020 -14,474 -1,700: 23,080 10,306
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.4 26.0 4.1 55.5 60.9 74.0 91.0: 26.0 9.0
Old : 100.0: 14.4 26.0 4.1 55.5 60.9 74.0 91.0: 26.0 9.0
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 : 247: 54 82 49 81 70 169 167:
Old : 247: 54 82 49 81 70 169 167:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.1 21.6 35.3 36.9 19.0 20.5 28.7 32.8
Old : 24.1 21.6 35.3 36.9 19.0 20.5 28.7 32.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-338741
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 22, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 400 INDEX X $500) :
: : :
All : 9,736: 355 0 0 4,999 8,210 5,354 8,210: 4,382 1,526
Old : 9,736: 355 0 0 4,999 8,210 5,354 8,210: 4,382 1,526
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 15, 2006 :
: 7: -345 0 0 5 37 -340 37: 347 -30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.6 0.0 0.0 51.3 84.3 55.0 84.3: 45.0 15.7
Old : 100.0: 3.6 0.0 0.0 51.3 84.3 55.0 84.3: 45.0 15.7
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 : 20: 1 0 0 9 12 10 12:
Old : 20: 1 0 0 9 12 10 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.0 45.9 52.2 72.9 37.0 42.4 50.9 69.3
Old : 37.0 45.9 52.2 72.9 37.0 42.4 50.9 69.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 22, 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 : 71,220: 5,762 30,091 27 59,621 32,015 65,410 62,133: 5,810 9,087
Old : 71,220: 5,762 30,091 27 59,621 32,015 65,410 62,133: 5,810 9,087
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 15, 2006 :
: 469: -139 847 0 485 -1,932 346 -1,085: 123 1,554
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.1 42.3 0.0 83.7 45.0 91.8 87.2: 8.2 12.8
Old : 100.0: 8.1 42.3 0.0 83.7 45.0 91.8 87.2: 8.2 12.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 64: 9 13 1 28 22 38 35:
Old : 64: 9 13 1 28 22 38 35:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.6 45.2 62.7 62.7 39.0 45.2 61.1 62.5
Old : 40.6 45.2 62.7 62.7 39.0 45.2 61.1 62.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 22, 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 : 59,436: 8,202 13,821 283 41,900 31,799 50,385 45,902: 9,051 13,534
Old : 59,436: 8,202 13,821 283 41,900 31,799 50,385 45,902: 9,051 13,534
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 15, 2006 :
: 199: 870 667 182 -308 -2,160 744 -1,311: -545 1,510
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.8 23.3 0.5 70.5 53.5 84.8 77.2: 15.2 22.8
Old : 100.0: 13.8 23.3 0.5 70.5 53.5 84.8 77.2: 15.2 22.8
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 : 80: 19 16 3 29 26 50 43:
Old : 80: 19 16 3 29 26 50 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 : 40.5 29.1 54.4 44.5 37.4 28.8 49.8 41.6
Old : 40.5 29.1 54.4 44.5 37.4 28.8 49.8 41.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 22, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ( NASDAQ 100 STOCK INDEX X $20) :
: : :
All : 416,531: 60,530 142,432 5,640 295,381 243,164 361,551 391,236: 54,980 25,295
Old : 416,531: 60,530 142,432 5,640 295,381 243,164 361,551 391,236: 54,980 25,295
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 15, 2006 :
: -25,507: -15,732 -24,776 -4,659 -19,564 1,007 -39,955 -28,428: 14,448 2,921
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.5 34.2 1.4 70.9 58.4 86.8 93.9: 13.2 6.1
Old : 100.0: 14.5 34.2 1.4 70.9 58.4 86.8 93.9: 13.2 6.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 220: 60 75 23 52 49 125 134:
Old : 220: 60 75 23 52 49 125 134:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.3 26.7 56.4 42.5 41.4 26.7 50.2 41.6
Old : 46.3 26.7 56.4 42.5 41.4 26.7 50.2 41.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 22, 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 : 62,988: 31,544 1,509 40 6,071 53,113 37,655 54,662: 25,333 8,326
Old : 62,988: 31,544 1,509 40 6,071 53,113 37,655 54,662: 25,333 8,326
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 15, 2006 :
: -10,762: -11,159 -2,121 -139 1,387 -8,974 -9,911 -11,234: -851 472
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.1 2.4 0.1 9.6 84.3 59.8 86.8: 40.2 13.2
Old : 100.0: 50.1 2.4 0.1 9.6 84.3 59.8 86.8: 40.2 13.2
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 : 48: 24 3 1 9 15 33 19:
Old : 48: 24 3 1 9 15 33 19:
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 : 21.2 56.3 31.2 74.9 21.2 55.2 31.2 72.9
Old : 21.2 56.3 31.2 74.9 21.2 55.2 31.2 72.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE Code-239741
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 22, 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 : 44,226: 400 6,699 10 40,011 29,008 40,421 35,717: 3,805 8,509
Old : 44,226: 400 6,699 10 40,011 29,008 40,421 35,717: 3,805 8,509
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 15, 2006 :
: 324: 0 202 -1 628 408 627 609: -303 -285
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.9 15.1 0.0 90.5 65.6 91.4 80.8: 8.6 19.2
Old : 100.0: 0.9 15.1 0.0 90.5 65.6 91.4 80.8: 8.6 19.2
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 : 59: 1 14 2 29 25 32 39:
Old : 59: 1 14 2 29 25 32 39:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.9 30.3 71.8 43.3 51.0 25.5 61.7 36.5
Old : 57.9 30.3 71.8 43.3 51.0 25.5 61.7 36.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-239742
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 22, 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 : 473,930: 41,326 111,975 4,603 400,326 338,088 446,255 454,666: 27,674 19,264
Old : 473,930: 41,326 111,975 4,603 400,326 338,088 446,255 454,666: 27,674 19,264
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 15, 2006 :
: 1,437: -3,724 915 -589 9,249 -443 4,936 -117: -3,499 1,554
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.7 23.6 1.0 84.5 71.3 94.2 95.9: 5.8 4.1
Old : 100.0: 8.7 23.6 1.0 84.5 71.3 94.2 95.9: 5.8 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 : 189: 21 81 30 43 65 84 156:
Old : 189: 21 81 30 43 65 84 156:
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 : 57.9 29.0 72.9 47.6 53.4 28.5 67.0 42.5
Old : 57.9 29.0 72.9 47.6 53.4 28.5 67.0 42.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 22, 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 : 44,930: 11,702 14,688 719 18,803 22,431 31,223 37,837: 13,707 7,093
Old : 44,930: 11,702 14,688 719 18,803 22,431 31,223 37,837: 13,707 7,093
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 15, 2006 :
: 942: 506 1,421 19 748 -216 1,274 1,224: -332 -282
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.0 32.7 1.6 41.8 49.9 69.5 84.2: 30.5 15.8
Old : 100.0: 26.0 32.7 1.6 41.8 49.9 69.5 84.2: 30.5 15.8
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 : 70: 22 19 6 14 18 38 41:
Old : 70: 22 19 6 14 18 38 41:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.7 42.5 44.5 59.0 32.7 42.5 44.5 59.0
Old : 32.7 42.5 44.5 59.0 32.7 42.5 44.5 59.0
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, August 22, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NIKKEI INDEX X 500 YEN) :
: : :
All : 40,092: 3,760 5,441 328 28,458 20,398 32,546 26,167: 7,546 13,925
Old : 40,092: 3,760 5,441 328 28,458 20,398 32,546 26,167: 7,546 13,925
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 15, 2006 :
: -3,187: -2,916 781 306 -848 1,112 -3,458 2,199: 271 -5,386
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.4 13.6 0.8 71.0 50.9 81.2 65.3: 18.8 34.7
Old : 100.0: 9.4 13.6 0.8 71.0 50.9 81.2 65.3: 18.8 34.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 55: 11 11 2 20 15 31 28:
Old : 55: 11 11 2 20 15 31 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.2 38.3 52.7 46.9 29.0 34.4 44.2 41.3
Old : 36.2 38.3 52.7 46.9 29.0 34.4 44.2 41.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GOLDMAN-SACHS COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 22, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (GSCI X $250) :
: : :
All : 19,696: 3,632 875 0 15,458 18,483 19,090 19,358: 606 338
Old : 19,696: 3,632 875 0 15,458 18,483 19,090 19,358: 606 338
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 15, 2006 :
: -754: -332 425 -93 -164 -1,198 -589 -866: -165 112
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.4 4.4 0.0 78.5 93.8 96.9 98.3: 3.1 1.7
Old : 100.0: 18.4 4.4 0.0 78.5 93.8 96.9 98.3: 3.1 1.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 7 2 0 11 5 18 7:
Old : 22: 7 2 0 11 5 18 7:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 73.9 96.8 87.1 98.3 73.9 96.8 86.6 97.4
Old : 73.9 96.8 87.1 98.3 73.9 96.8 86.6 97.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE Code-597741
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 22, 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 : 44,798: 4,020 4,639 338 28,115 34,290 32,473 39,267: 12,325 5,531
Old : 44,798: 4,020 4,639 338 28,115 34,290 32,473 39,267: 12,325 5,531
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 15, 2006 :
: 829: 250 400 10 2,038 336 2,298 746: -1,469 83
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.0 10.4 0.8 62.8 76.5 72.5 87.7: 27.5 12.3
Old : 100.0: 9.0 10.4 0.8 62.8 76.5 72.5 87.7: 27.5 12.3
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 : 63: 7 10 2 32 37 40 48:
Old : 63: 7 10 2 32 37 40 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 : 34.6 28.9 47.5 50.0 27.7 25.9 34.0 40.8
Old : 34.6 28.9 47.5 50.0 27.7 25.9 34.0 40.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 18, 2006