BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 12, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 20,000 POUNDS) :
: : :
All : 3,731: 18 0 106 2,697 3,083 2,821 3,189: 910 542
Old : 3,731: 18 0 106 2,697 3,083 2,821 3,189: 910 542
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 5, 2006 :
: -32: -27 0 8 -7 -14 -26 -6: -6 -26
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.5 0.0 2.8 72.3 82.6 75.6 85.5: 24.4 14.5
Old : 100.0: 0.5 0.0 2.8 72.3 82.6 75.6 85.5: 24.4 14.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 1 0 1 13 12 14 13:
Old : 21: 1 0 1 13 12 14 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 : 47.9 64.9 64.0 81.2 47.9 64.5 64.0 80.2
Old : 47.9 64.9 64.0 81.2 47.9 64.5 64.0 80.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MILK - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 12, 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 : 32,213: 1,257 2,585 3,324 23,481 16,537 28,062 22,447: 4,151 9,766
Old : 32,213: 1,257 2,585 3,324 23,481 16,537 28,062 22,447: 4,151 9,766
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 5, 2006 :
: 981: -449 -674 530 1,110 607 1,192 464: -211 517
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.9 8.0 10.3 72.9 51.3 87.1 69.7: 12.9 30.3
Old : 100.0: 3.9 8.0 10.3 72.9 51.3 87.1 69.7: 12.9 30.3
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 : 51: 7 12 13 26 21 41 38:
Old : 51: 7 12 13 26 21 41 38:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.8 32.1 64.2 44.5 47.8 31.1 60.5 39.8
Old : 47.8 32.1 64.2 44.5 47.8 31.1 60.5 39.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 12, 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 : 187,369: 43,160 17,646 41,767 79,983 86,313 164,910 145,726: 22,460 41,644
Old : 68,624: 25,774 26,977 3,999 31,375 22,211 61,148 53,187: 7,476 15,437
Other: 118,746: 33,904 7,187 21,250 48,608 64,102 103,762 92,539: 14,984 26,207
: : :
: : Changes in Commitments from: September 5, 2006 :
: -5,856: 994 249 -6,451 776 785 -4,681 -5,417: -1,175 -439
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.0 9.4 22.3 42.7 46.1 88.0 77.8: 12.0 22.2
Old : 100.0: 37.6 39.3 5.8 45.7 32.4 89.1 77.5: 10.9 22.5
Other: 100.0: 28.6 6.1 17.9 40.9 54.0 87.4 77.9: 12.6 22.1
: : :
:# Traders : Number of Traders in Each Category :
All : 211: 82 53 77 36 47 175 136:
Old : 183: 71 56 19 23 40 107 102:
Other: 175: 75 37 51 32 46 137 108:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.2 25.2 38.1 33.5 28.2 24.0 36.9 30.2
Old : 33.9 26.5 47.2 36.6 33.9 26.5 47.2 36.5
Other: 25.3 29.7 36.9 41.6 25.0 27.3 34.2 34.9
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 12, 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 : 248,414: 61,736 20,211 57,814 99,739 109,796 219,289 187,820: 29,125 60,594
Old : 248,414: 61,736 20,211 57,814 99,739 109,796 219,289 187,820: 29,125 60,594
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 5, 2006 :
: 858: 15 -310 -134 -1,572 1,056 -1,691 612: 2,548 246
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.9 8.1 23.3 40.2 44.2 88.3 75.6: 11.7 24.4
Old : 100.0: 24.9 8.1 23.3 40.2 44.2 88.3 75.6: 11.7 24.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 334: 110 47 74 91 142 250 236:
Old : 334: 110 47 74 91 142 250 236:
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 : 21.8 12.8 32.3 20.0 21.8 11.4 31.7 16.7
Old : 21.8 12.8 32.3 20.0 21.8 11.4 31.7 16.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 12, 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 : 6,037: 2,871 2,483 638 1,005 789 4,514 3,910: 1,523 2,127
Old : 6,037: 2,871 2,483 638 1,005 789 4,514 3,910: 1,523 2,127
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 5, 2006 :
: -198: 205 176 -258 74 -80 21 -162: -218 -35
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.6 41.1 10.6 16.7 13.1 74.8 64.8: 25.2 35.2
Old : 100.0: 47.6 41.1 10.6 16.7 13.1 74.8 64.8: 25.2 35.2
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 : 53: 15 23 12 11 10 34 39:
Old : 53: 15 23 12 11 10 34 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 : 33.9 23.0 50.6 36.5 33.9 21.2 47.6 31.3
Old : 33.9 23.0 50.6 36.5 33.9 21.2 47.6 31.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 12, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50,000 POUNDS) :
: : :
All : 33,397: 10,416 3,352 6,459 9,578 9,545 26,454 19,356: 6,943 14,041
Old : 33,397: 10,416 3,352 6,459 9,578 9,545 26,454 19,356: 6,943 14,041
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 5, 2006 :
: -56: 265 384 -629 276 -205 -87 -450: 32 395
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.2 10.0 19.3 28.7 28.6 79.2 58.0: 20.8 42.0
Old : 100.0: 31.2 10.0 19.3 28.7 28.6 79.2 58.0: 20.8 42.0
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 : 149: 55 20 26 39 54 105 93:
Old : 149: 55 20 26 39 54 105 93:
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 : 13.9 12.7 23.9 20.0 13.0 9.6 21.6 14.5
Old : 13.9 12.7 23.9 20.0 13.0 9.6 21.6 14.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 12, 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 : 143,557: 37,884 23,521 4,183 63,370 93,569 105,437 121,273: 38,120 22,284
Old : 143,557: 37,884 23,521 4,183 63,370 93,569 105,437 121,273: 38,120 22,284
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 5, 2006 :
: 23,651: -11,158 597 -1,989 35,956 23,440 22,808 22,048: 842 1,603
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.4 16.4 2.9 44.1 65.2 73.4 84.5: 26.6 15.5
Old : 100.0: 26.4 16.4 2.9 44.1 65.2 73.4 84.5: 26.6 15.5
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 : 82: 23 23 8 26 22 54 48:
Old : 82: 23 23 8 26 22 54 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 : 28.3 33.9 41.5 52.2 16.9 28.3 27.9 42.2
Old : 28.3 33.9 41.5 52.2 16.9 28.3 27.9 42.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 12, 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 : 98,686: 12,045 45,071 344 74,818 32,162 87,207 77,577: 11,479 21,109
Old : 98,686: 12,045 45,071 344 74,818 32,162 87,207 77,577: 11,479 21,109
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 5, 2006 :
: 27,658: 818 14,596 101 28,217 6,593 29,136 21,290: -1,478 6,368
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.2 45.7 0.3 75.8 32.6 88.4 78.6: 11.6 21.4
Old : 100.0: 12.2 45.7 0.3 75.8 32.6 88.4 78.6: 11.6 21.4
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 : 51: 10 23 1 16 8 26 32:
Old : 51: 10 23 1 16 8 26 32:
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 : 57.4 39.4 72.9 55.6 57.3 34.5 69.3 47.1
Old : 57.4 39.4 72.9 55.6 57.3 34.5 69.3 47.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 12, 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 : 81,325: 21,116 13,041 1,980 55,416 62,581 78,512 77,602: 2,814 3,723
Old : 81,325: 21,116 13,041 1,980 55,416 62,581 78,512 77,602: 2,814 3,723
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 5, 2006 :
: -2,523: -12,333 7,263 1,331 10,288 -11,961 -714 -3,368: -1,809 845
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.0 16.0 2.4 68.1 77.0 96.5 95.4: 3.5 4.6
Old : 100.0: 26.0 16.0 2.4 68.1 77.0 96.5 95.4: 3.5 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 : 80: 35 17 8 17 17 56 38:
Old : 80: 35 17 8 17 17 56 38:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.2 68.0 67.5 81.4 49.9 66.6 65.7 80.1
Old : 51.2 68.0 67.5 81.4 49.9 66.6 65.7 80.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 12, 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 : 130,099: 50,261 12,767 5,942 44,270 88,794 100,474 107,503: 29,625 22,596
Old : 130,099: 50,261 12,767 5,942 44,270 88,794 100,474 107,503: 29,625 22,596
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 5, 2006 :
: -5,030: -13,241 3,059 5,152 6,083 -15,378 -2,006 -7,167: -3,024 2,137
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.6 9.8 4.6 34.0 68.3 77.2 82.6: 22.8 17.4
Old : 100.0: 38.6 9.8 4.6 34.0 68.3 77.2 82.6: 22.8 17.4
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 : 65: 20 14 6 20 23 45 38:
Old : 65: 20 14 6 20 23 45 38:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.4 37.4 54.5 58.8 32.9 34.6 46.2 50.1
Old : 36.4 37.4 54.5 58.8 32.9 34.6 46.2 50.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 12, 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 : 315,971: 30,781 134,519 7,145 238,708 118,601 276,634 260,265: 39,337 55,706
Old : 315,971: 30,781 134,519 7,145 238,708 118,601 276,634 260,265: 39,337 55,706
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 5, 2006 :
: 36,093: 4,010 32,017 -4,167 37,758 -8,339 37,601 19,510: -1,507 16,583
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.7 42.6 2.3 75.5 37.5 87.6 82.4: 12.4 17.6
Old : 100.0: 9.7 42.6 2.3 75.5 37.5 87.6 82.4: 12.4 17.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 113: 23 48 13 35 23 66 76:
Old : 113: 23 48 13 35 23 66 76:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.3 33.1 57.5 49.9 34.7 21.5 47.5 32.9
Old : 39.3 33.1 57.5 49.9 34.7 21.5 47.5 32.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 12, 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 : 185,640: 79,236 12,478 10,129 37,523 122,490 126,889 145,097: 58,751 40,543
Old : 185,640: 79,236 12,478 10,129 37,523 122,490 126,889 145,097: 58,751 40,543
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 5, 2006 :
: -12,830: -7,650 1,633 -6,550 6,255 -13,553 -7,945 -18,470: -4,885 5,640
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.7 6.7 5.5 20.2 66.0 68.4 78.2: 31.6 21.8
Old : 100.0: 42.7 6.7 5.5 20.2 66.0 68.4 78.2: 31.6 21.8
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 : 113: 46 21 22 35 35 89 70:
Old : 113: 46 21 22 35 35 89 70:
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 : 22.2 38.9 29.8 51.0 22.1 36.3 28.5 46.5
Old : 22.2 38.9 29.8 51.0 22.1 36.3 28.5 46.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 12, 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 : 19,320: 9,750 239 26 7,865 18,037 17,641 18,302: 1,679 1,018
Old : 19,320: 9,750 239 26 7,865 18,037 17,641 18,302: 1,679 1,018
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 5, 2006 :
: 468: -1,468 64 26 2,347 131 905 221: -437 247
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.5 1.2 0.1 40.7 93.4 91.3 94.7: 8.7 5.3
Old : 100.0: 50.5 1.2 0.1 40.7 93.4 91.3 94.7: 8.7 5.3
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 : 26: 7 2 1 9 12 17 14:
Old : 26: 7 2 1 9 12 17 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.8 71.9 78.8 88.5 56.7 65.2 71.8 79.7
Old : 57.8 71.9 78.8 88.5 56.7 65.2 71.8 79.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 12, 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 :19,710,014: 830,108 712,526 7,329,226 10,197,092 10,054,648 18,356,425 18,096,400: 1,353,589 1,613,614
Old :19,710,014: 830,108 712,526 7,329,226 10,197,092 10,054,648 18,356,425 18,096,400: 1,353,589 1,613,614
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 5, 2006 :
: -534,538: -23,611 35,175 -385,522 -105,130 -115,412 -514,263 -465,759: -20,275 -68,779
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.2 3.6 37.2 51.7 51.0 93.1 91.8: 6.9 8.2
Old : 100.0: 4.2 3.6 37.2 51.7 51.0 93.1 91.8: 6.9 8.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 326: 70 66 117 160 170 296 297:
Old : 326: 70 66 117 160 170 296 297:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.3 16.6 38.6 25.8 18.4 5.9 20.9 9.1
Old : 28.3 16.6 38.6 25.8 18.4 5.9 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, September 12, 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 : 806,873: 82,904 49,329 58,176 500,240 521,073 641,319 628,577: 165,554 178,296
Old : 806,873: 82,904 49,329 58,176 500,240 521,073 641,319 628,577: 165,554 178,296
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 5, 2006 :
: 58,700: -7,515 -464 3,631 53,338 52,392 49,455 55,559: 9,245 3,141
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.3 6.1 7.2 62.0 64.6 79.5 77.9: 20.5 22.1
Old : 100.0: 10.3 6.1 7.2 62.0 64.6 79.5 77.9: 20.5 22.1
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: 54 45 68 103 77 196 152:
Old : 220: 54 45 68 103 77 196 152:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.1 24.5 22.6 34.4 15.3 24.0 21.5 32.6
Old : 16.1 24.5 22.6 34.4 15.3 24.0 21.5 32.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 12, 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 : 2,096,832: 262,496 460,284 127,888 1,243,900 1,324,476 1,634,284 1,912,649: 462,548 184,184
Old : 2,096,832: 262,496 460,284 127,888 1,243,900 1,324,476 1,634,284 1,912,649: 462,548 184,184
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 5, 2006 :
: 335,121: -17,337 -22,542 20,343 311,847 294,578 314,853 292,379: 20,267 42,742
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.5 22.0 6.1 59.3 63.2 77.9 91.2: 22.1 8.8
Old : 100.0: 12.5 22.0 6.1 59.3 63.2 77.9 91.2: 22.1 8.8
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 : 270: 67 88 77 87 81 204 198:
Old : 270: 67 88 77 87 81 204 198:
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 : 26.5 21.6 36.8 35.1 14.1 15.9 22.1 25.6
Old : 26.5 21.6 36.8 35.1 14.1 15.9 22.1 25.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-338741
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 12, 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 : 11,871: 387 0 0 6,352 9,175 6,739 9,175: 5,132 2,696
Old : 11,871: 387 0 0 6,352 9,175 6,739 9,175: 5,132 2,696
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 5, 2006 :
: 1,893: -372 0 0 1,381 1,289 1,009 1,289: 884 604
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.3 0.0 0.0 53.5 77.3 56.8 77.3: 43.2 22.7
Old : 100.0: 3.3 0.0 0.0 53.5 77.3 56.8 77.3: 43.2 22.7
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 13 13 14 13:
Old : 20: 1 0 0 13 13 14 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 : 31.6 39.3 47.2 65.4 30.5 33.9 42.1 55.4
Old : 31.6 39.3 47.2 65.4 30.5 33.9 42.1 55.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 12, 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 : 87,335: 7,026 29,189 27 69,547 42,980 76,600 72,196: 10,735 15,139
Old : 87,335: 7,026 29,189 27 69,547 42,980 76,600 72,196: 10,735 15,139
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 5, 2006 :
: 16,921: 586 -392 0 11,958 10,166 12,544 9,774: 4,377 7,147
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.0 33.4 0.0 79.6 49.2 87.7 82.7: 12.3 17.3
Old : 100.0: 8.0 33.4 0.0 79.6 49.2 87.7 82.7: 12.3 17.3
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: 10 8 1 36 27 47 35:
Old : 63: 10 8 1 36 27 47 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 : 34.7 36.6 52.2 52.9 33.5 36.6 48.9 49.7
Old : 34.7 36.6 52.2 52.9 33.5 36.6 48.9 49.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 12, 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 : 67,620: 7,518 12,921 2,238 44,396 36,090 54,152 51,250: 13,467 16,370
Old : 67,620: 7,518 12,921 2,238 44,396 36,090 54,152 51,250: 13,467 16,370
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 5, 2006 :
: 10,622: -1,052 -948 2,165 4,925 7,524 6,038 8,741: 4,584 1,880
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.1 19.1 3.3 65.7 53.4 80.1 75.8: 19.9 24.2
Old : 100.0: 11.1 19.1 3.3 65.7 53.4 80.1 75.8: 19.9 24.2
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 : 82: 18 16 11 36 34 59 57:
Old : 82: 18 16 11 36 34 59 57:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.6 26.5 47.5 41.2 33.6 23.3 42.1 36.2
Old : 33.6 26.5 47.5 41.2 33.6 23.3 42.1 36.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 12, 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 : 561,191: 80,793 164,738 27,886 385,468 320,904 494,147 513,528: 67,044 47,663
Old : 561,191: 80,793 164,738 27,886 385,468 320,904 494,147 513,528: 67,044 47,663
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 5, 2006 :
: 145,137: 7,686 11,947 19,290 112,799 96,010 139,776 127,247: 5,362 17,891
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.4 29.4 5.0 68.7 57.2 88.1 91.5: 11.9 8.5
Old : 100.0: 14.4 29.4 5.0 68.7 57.2 88.1 91.5: 11.9 8.5
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 : 226: 64 72 45 60 59 145 155:
Old : 226: 64 72 45 60 59 145 155:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.8 25.4 50.2 39.8 32.4 20.7 39.4 33.4
Old : 39.8 25.4 50.2 39.8 32.4 20.7 39.4 33.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 12, 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 : 69,828: 25,694 1,205 2,061 19,295 55,186 47,049 58,452: 22,779 11,376
Old : 69,828: 25,694 1,205 2,061 19,295 55,186 47,049 58,452: 22,779 11,376
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 5, 2006 :
: -12,597: -24,018 -574 1,880 15,108 -16,282 -7,030 -14,976: -5,567 2,378
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.8 1.7 3.0 27.6 79.0 67.4 83.7: 32.6 16.3
Old : 100.0: 36.8 1.7 3.0 27.6 79.0 67.4 83.7: 32.6 16.3
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 : 45: 21 3 3 14 15 37 19:
Old : 45: 21 3 3 14 15 37 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 : 28.3 52.9 40.3 71.0 20.7 42.7 29.2 57.3
Old : 28.3 52.9 40.3 71.0 20.7 42.7 29.2 57.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE Code-239741
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 12, 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 : 53,392: 500 5,894 2,646 43,176 33,459 46,322 41,999: 7,070 11,393
Old : 53,392: 500 5,894 2,646 43,176 33,459 46,322 41,999: 7,070 11,393
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 5, 2006 :
: 10,876: 100 -169 2,536 5,987 6,627 8,623 8,994: 2,252 1,882
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.9 11.0 5.0 80.9 62.7 86.8 78.7: 13.2 21.3
Old : 100.0: 0.9 11.0 5.0 80.9 62.7 86.8 78.7: 13.2 21.3
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 : 60: 2 14 6 32 31 38 48:
Old : 60: 2 14 6 32 31 38 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 : 46.5 21.9 61.8 34.6 40.6 20.6 49.8 29.9
Old : 46.5 21.9 61.8 34.6 40.6 20.6 49.8 29.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-239742
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 12, 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 : 525,769: 48,734 117,957 10,825 415,922 353,255 475,481 482,037: 50,288 43,733
Old : 525,769: 48,734 117,957 10,825 415,922 353,255 475,481 482,037: 50,288 43,733
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 5, 2006 :
: 60,985: -641 1,549 5,102 49,538 42,787 53,999 49,438: 6,986 11,547
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.3 22.4 2.1 79.1 67.2 90.4 91.7: 9.6 8.3
Old : 100.0: 9.3 22.4 2.1 79.1 67.2 90.4 91.7: 9.6 8.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 216: 30 95 46 54 70 118 177:
Old : 216: 30 95 46 54 70 118 177:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.8 26.2 63.9 42.3 47.2 22.3 56.7 34.8
Old : 48.8 26.2 63.9 42.3 47.2 22.3 56.7 34.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 12, 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 : 38,352: 6,788 16,460 513 18,140 15,073 25,440 32,046: 12,912 6,307
Old : 38,352: 6,788 16,460 513 18,140 15,073 25,440 32,046: 12,912 6,307
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 5, 2006 :
: -23,719: -4,436 2,900 -10,108 -5,721 -12,790 -20,265 -19,998: -3,454 -3,721
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.7 42.9 1.3 47.3 39.3 66.3 83.6: 33.7 16.4
Old : 100.0: 17.7 42.9 1.3 47.3 39.3 66.3 83.6: 33.7 16.4
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 : 60: 15 16 5 10 21 25 42:
Old : 60: 15 16 5 10 21 25 42:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.4 40.6 51.1 52.8 37.3 40.1 50.6 50.2
Old : 37.4 40.6 51.1 52.8 37.3 40.1 50.6 50.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 12, 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 : 34,729: 16,886 2,278 5 11,841 7,408 28,732 9,691: 5,997 25,038
Old : 34,729: 16,886 2,278 5 11,841 7,408 28,732 9,691: 5,997 25,038
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 5, 2006 :
: -13,767: 13,544 -3,256 -3,203 -16,334 -14,945 -5,993 -21,404: -7,774 7,637
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.6 6.6 0.0 34.1 21.3 82.7 27.9: 17.3 72.1
Old : 100.0: 48.6 6.6 0.0 34.1 21.3 82.7 27.9: 17.3 72.1
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 : 44: 14 4 1 18 10 32 15:
Old : 44: 14 4 1 18 10 32 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.7 18.6 56.9 23.7 43.5 18.6 56.1 23.7
Old : 43.7 18.6 56.9 23.7 43.5 18.6 56.1 23.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GOLDMAN-SACHS COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 12, 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 : 20,367: 3,634 1,851 117 15,306 17,333 19,057 19,301: 1,310 1,066
Old : 20,367: 3,634 1,851 117 15,306 17,333 19,057 19,301: 1,310 1,066
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 5, 2006 :
: 702: -101 448 24 -92 -498 -169 -26: 871 728
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.8 9.1 0.6 75.2 85.1 93.6 94.8: 6.4 5.2
Old : 100.0: 17.8 9.1 0.6 75.2 85.1 93.6 94.8: 6.4 5.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 6 5 2 8 5 14 12:
Old : 22: 6 5 2 8 5 14 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 : 71.6 90.8 85.1 94.0 71.2 90.8 84.5 94.0
Old : 71.6 90.8 85.1 94.0 71.2 90.8 84.5 94.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE Code-597741
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 12, 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 : 58,801: 4,120 5,598 1,910 32,305 40,061 38,335 47,569: 20,466 11,232
Old : 58,801: 4,120 5,598 1,910 32,305 40,061 38,335 47,569: 20,466 11,232
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 5, 2006 :
: 3,015: 550 869 1,072 -622 -252 1,000 1,689: 2,015 1,326
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.0 9.5 3.2 54.9 68.1 65.2 80.9: 34.8 19.1
Old : 100.0: 7.0 9.5 3.2 54.9 68.1 65.2 80.9: 34.8 19.1
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 : 63: 7 12 4 31 38 41 51:
Old : 63: 7 12 4 31 38 41 51:
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 27.6 44.3 45.3 24.0 21.4 28.1 32.0
Old : 30.5 27.6 44.3 45.3 24.0 21.4 28.1 32.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 15, 2006