BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 26, 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 : 3,859: 258 0 106 2,612 3,236 2,976 3,342: 883 517
Old : 3,859: 258 0 106 2,612 3,236 2,976 3,342: 883 517
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 19, 2006 :
: 168: 214 0 -22 34 172 226 150: -58 18
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.7 0.0 2.7 67.7 83.9 77.1 86.6: 22.9 13.4
Old : 100.0: 6.7 0.0 2.7 67.7 83.9 77.1 86.6: 22.9 13.4
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 : 24: 5 0 1 13 10 18 11:
Old : 24: 5 0 1 13 10 18 11:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.5 65.2 61.4 82.1 45.5 64.2 61.3 80.1
Old : 45.5 65.2 61.4 82.1 45.5 64.2 61.3 80.1
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 26, 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 : 35,110: 1,516 3,233 3,659 25,306 18,196 30,480 25,088: 4,630 10,022
Old : 35,110: 1,516 3,233 3,659 25,306 18,196 30,480 25,088: 4,630 10,022
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 19, 2006 :
: 1,137: 206 -99 185 781 809 1,172 895: -35 242
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.3 9.2 10.4 72.1 51.8 86.8 71.5: 13.2 28.5
Old : 100.0: 4.3 9.2 10.4 72.1 51.8 86.8 71.5: 13.2 28.5
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 : 53: 11 10 14 27 20 43 39:
Old : 53: 11 10 14 27 20 43 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 : 48.8 33.5 63.6 46.7 48.6 32.0 59.5 41.8
Old : 48.8 33.5 63.6 46.7 48.6 32.0 59.5 41.8
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 26, 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 : 178,364: 34,816 14,714 43,571 79,344 78,648 157,731 136,933: 20,633 41,431
Old : 25,445: 13,697 4,655 3,972 3,244 8,279 20,912 16,906: 4,532 8,539
Other: 152,919: 27,171 16,111 33,547 76,100 70,369 136,818 120,028: 16,101 32,892
: : :
: : Changes in Commitments from: September 19, 2006 :
: -6,537: -5,814 -289 -1,059 63 -4,709 -6,810 -6,057: 273 -480
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.5 8.2 24.4 44.5 44.1 88.4 76.8: 11.6 23.2
Old : 100.0: 53.8 18.3 15.6 12.7 32.5 82.2 66.4: 17.8 33.6
Other: 100.0: 17.8 10.5 21.9 49.8 46.0 89.5 78.5: 10.5 21.5
: : :
:# Traders : Number of Traders in Each Category :
All : 201: 60 56 83 38 47 162 146:
Old : 126: 50 27 19 18 38 78 74:
Other: 190: 49 68 72 33 46 145 135:
:----------------------------------------------------------------------------------------------------
: 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 : 29.7 23.4 40.1 31.5 29.7 22.0 39.2 27.7
Old : 28.4 22.7 41.2 34.0 28.3 21.2 37.9 28.8
Other: 34.0 24.8 45.9 34.2 34.0 23.3 44.5 29.4
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 26, 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 : 253,351: 52,105 19,744 68,338 105,951 108,373 226,394 196,455: 26,957 56,896
Old : 253,351: 52,105 19,744 68,338 105,951 108,373 226,394 196,455: 26,957 56,896
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 19, 2006 :
: 2,870: -1,876 1,677 3,609 1,874 413 3,607 5,699: -737 -2,829
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.6 7.8 27.0 41.8 42.8 89.4 77.5: 10.6 22.5
Old : 100.0: 20.6 7.8 27.0 41.8 42.8 89.4 77.5: 10.6 22.5
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 : 326: 97 52 80 106 147 246 251:
Old : 326: 97 52 80 106 147 246 251:
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 : 21.6 12.8 32.6 19.9 21.6 10.6 30.8 15.9
Old : 21.6 12.8 32.6 19.9 21.6 10.6 30.8 15.9
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, September 26, 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 : 6,944: 2,916 2,901 964 1,309 994 5,188 4,859: 1,756 2,085
Old : 6,944: 2,916 2,901 964 1,309 994 5,188 4,859: 1,756 2,085
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 19, 2006 :
: 607: -34 309 198 224 166 388 673: 219 -65
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.0 41.8 13.9 18.8 14.3 74.7 70.0: 25.3 30.0
Old : 100.0: 42.0 41.8 13.9 18.8 14.3 74.7 70.0: 25.3 30.0
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 : 69: 19 28 20 17 15 48 56:
Old : 69: 19 28 20 17 15 48 56:
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 : 29.7 19.1 45.4 31.1 29.7 18.7 41.7 27.7
Old : 29.7 19.1 45.4 31.1 29.7 18.7 41.7 27.7
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, September 26, 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 : 30,764: 8,843 4,728 7,325 8,336 6,591 24,504 18,645: 6,259 12,119
Old : 30,764: 8,843 4,728 7,325 8,336 6,591 24,504 18,645: 6,259 12,119
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 19, 2006 :
: -3,057: -564 76 -127 -1,813 -1,907 -2,505 -1,958: -553 -1,100
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.7 15.4 23.8 27.1 21.4 79.7 60.6: 20.3 39.4
Old : 100.0: 28.7 15.4 23.8 27.1 21.4 79.7 60.6: 20.3 39.4
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 : 129: 41 26 27 35 41 89 85:
Old : 129: 41 26 27 35 41 89 85:
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 : 17.9 13.9 28.2 23.0 13.8 11.3 22.9 17.0
Old : 17.9 13.9 28.2 23.0 13.8 11.3 22.9 17.0
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, September 26, 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 : 99,998: 38,486 32,585 3,725 26,317 40,949 68,528 77,259: 31,470 22,739
Old : 99,998: 38,486 32,585 3,725 26,317 40,949 68,528 77,259: 31,470 22,739
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 19, 2006 :
: -44,899: -2,477 -7,992 -731 -43,021 -35,585 -46,230 -44,309: 1,331 -590
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.5 32.6 3.7 26.3 40.9 68.5 77.3: 31.5 22.7
Old : 100.0: 38.5 32.6 3.7 26.3 40.9 68.5 77.3: 31.5 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 : 74: 21 26 11 18 16 48 44:
Old : 74: 21 26 11 18 16 48 44:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.1 33.6 36.5 47.1 22.1 33.6 36.5 47.0
Old : 22.1 33.6 36.5 47.1 22.1 33.6 36.5 47.0
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 26, 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 : 71,151: 10,506 39,517 397 50,676 11,749 61,579 51,662: 9,572 19,488
Old : 71,151: 10,506 39,517 397 50,676 11,749 61,579 51,662: 9,572 19,488
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 19, 2006 :
: -6,944: 368 -14,628 36 -7,069 8,866 -6,666 -5,726: -278 -1,218
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.8 55.5 0.6 71.2 16.5 86.5 72.6: 13.5 27.4
Old : 100.0: 14.8 55.5 0.6 71.2 16.5 86.5 72.6: 13.5 27.4
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 : 47: 8 22 2 11 10 19 34:
Old : 47: 8 22 2 11 10 19 34:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.6 28.8 78.7 42.6 63.6 28.7 78.6 42.0
Old : 63.6 28.8 78.7 42.6 63.6 28.7 78.6 42.0
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 26, 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 : 54,586: 16,227 20,494 330 34,717 30,039 51,274 50,863: 3,312 3,723
Old : 54,586: 16,227 20,494 330 34,717 30,039 51,274 50,863: 3,312 3,723
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 19, 2006 :
: 1,877: -4,838 1,891 -429 6,720 -32 1,453 1,430: 424 447
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.7 37.5 0.6 63.6 55.0 93.9 93.2: 6.1 6.8
Old : 100.0: 29.7 37.5 0.6 63.6 55.0 93.9 93.2: 6.1 6.8
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 : 68: 26 17 3 19 10 46 29:
Old : 68: 26 17 3 19 10 46 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 : 34.1 73.9 53.4 81.5 33.5 71.8 52.8 79.4
Old : 34.1 73.9 53.4 81.5 33.5 71.8 52.8 79.4
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 26, 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 : 125,243: 74,657 17,513 1,410 17,849 89,651 93,917 108,574: 31,327 16,669
Old : 125,243: 74,657 17,513 1,410 17,849 89,651 93,917 108,574: 31,327 16,669
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 19, 2006 :
: 18,340: 14,441 221 410 -1,208 16,943 13,643 17,574: 4,697 766
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.6 14.0 1.1 14.3 71.6 75.0 86.7: 25.0 13.3
Old : 100.0: 59.6 14.0 1.1 14.3 71.6 75.0 86.7: 25.0 13.3
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 : 70: 30 11 7 13 23 46 38:
Old : 70: 30 11 7 13 23 46 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 : 38.9 38.2 52.8 60.8 38.9 37.5 52.8 60.1
Old : 38.9 38.2 52.8 60.8 38.9 37.5 52.8 60.1
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 26, 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 : 263,902: 38,038 130,516 8,021 184,319 87,792 230,378 226,328: 33,524 37,574
Old : 263,902: 38,038 130,516 8,021 184,319 87,792 230,378 226,328: 33,524 37,574
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 19, 2006 :
: -3,207: 7,657 4,190 329 -9,647 -6,942 -1,661 -2,423: -1,545 -784
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.4 49.5 3.0 69.8 33.3 87.3 85.8: 12.7 14.2
Old : 100.0: 14.4 49.5 3.0 69.8 33.3 87.3 85.8: 12.7 14.2
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 : 112: 29 45 15 28 22 62 77:
Old : 112: 29 45 15 28 22 62 77:
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 : 43.5 26.1 61.2 42.7 34.5 22.9 51.7 36.9
Old : 43.5 26.1 61.2 42.7 34.5 22.9 51.7 36.9
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 26, 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 : 159,111: 67,458 17,714 11,023 24,365 94,963 102,847 123,700: 56,264 35,411
Old : 159,111: 67,458 17,714 11,023 24,365 94,963 102,847 123,700: 56,264 35,411
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 19, 2006 :
: 8,214: -1,988 -514 750 4,815 10,448 3,577 10,683: 4,637 -2,470
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.4 11.1 6.9 15.3 59.7 64.6 77.7: 35.4 22.3
Old : 100.0: 42.4 11.1 6.9 15.3 59.7 64.6 77.7: 35.4 22.3
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 : 117: 50 21 28 33 33 92 73:
Old : 117: 50 21 28 33 33 92 73:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.2 36.7 26.4 48.2 19.6 34.7 25.3 44.0
Old : 20.2 36.7 26.4 48.2 19.6 34.7 25.3 44.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 26, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF NZ$ 100,000) :
: : :
All : 17,727: 13,141 468 0 2,272 16,282 15,413 16,750: 2,314 977
Old : 17,727: 13,141 468 0 2,272 16,282 15,413 16,750: 2,314 977
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 19, 2006 :
: 119: -209 0 0 -296 64 -505 64: 624 55
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.1 2.6 0.0 12.8 91.8 86.9 94.5: 13.1 5.5
Old : 100.0: 74.1 2.6 0.0 12.8 91.8 86.9 94.5: 13.1 5.5
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 : 24: 7 2 0 7 10 14 12:
Old : 24: 7 2 0 7 10 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 : 74.3 72.6 81.7 90.1 74.3 71.5 81.7 88.7
Old : 74.3 72.6 81.7 90.1 74.3 71.5 81.7 88.7
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 26, 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 :16,521,568: 780,382 679,407 5,655,366 8,903,702 8,787,362 15,339,450 15,122,135: 1,182,118 1,399,434
Old :16,521,568: 780,382 679,407 5,655,366 8,903,702 8,787,362 15,339,450 15,122,135: 1,182,118 1,399,434
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 19, 2006 :
: 858,073: 210,918 -112,127 453,612 230,778 615,401 895,307 956,886: -37,234 -98,813
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.7 4.1 34.2 53.9 53.2 92.8 91.5: 7.2 8.5
Old : 100.0: 4.7 4.1 34.2 53.9 53.2 92.8 91.5: 7.2 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 : 313: 71 68 115 150 157 282 285:
Old : 313: 71 68 115 150 157 282 285:
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 14.9 36.3 24.2 21.2 7.0 23.9 11.1
Old : 26.5 14.9 36.3 24.2 21.2 7.0 23.9 11.1
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 26, 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 : 704,916: 76,529 33,945 54,405 424,238 450,217 555,172 538,567: 149,744 166,349
Old : 704,916: 76,529 33,945 54,405 424,238 450,217 555,172 538,567: 149,744 166,349
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 19, 2006 :
: 23,110: 2,052 698 7,146 6,199 5,225 15,397 13,069: 7,714 10,042
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.9 4.8 7.7 60.2 63.9 78.8 76.4: 21.2 23.6
Old : 100.0: 10.9 4.8 7.7 60.2 63.9 78.8 76.4: 21.2 23.6
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 : 207: 52 44 61 82 64 171 132:
Old : 207: 52 44 61 82 64 171 132:
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 : 18.1 20.8 25.2 32.5 17.9 20.7 24.7 32.4
Old : 18.1 20.8 25.2 32.5 17.9 20.7 24.7 32.4
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 26, 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 : 1,522,094: 275,504 333,883 84,123 751,413 944,815 1,111,040 1,362,821: 411,054 159,273
Old : 1,522,094: 275,504 333,883 84,123 751,413 944,815 1,111,040 1,362,821: 411,054 159,273
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 19, 2006 :
: 151,822: 71,510 61,194 18,667 39,709 68,808 129,886 148,670: 21,937 3,153
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.1 21.9 5.5 49.4 62.1 73.0 89.5: 27.0 10.5
Old : 100.0: 18.1 21.9 5.5 49.4 62.1 73.0 89.5: 27.0 10.5
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 : 265: 66 87 57 77 73 186 174:
Old : 265: 66 87 57 77 73 186 174:
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 : 19.0 26.4 31.2 39.5 17.1 24.9 26.9 35.3
Old : 19.0 26.4 31.2 39.5 17.1 24.9 26.9 35.3
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, September 26, 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 : 66,145: 5,985 33,187 27 55,496 27,561 61,508 60,775: 4,637 5,370
Old : 66,145: 5,985 33,187 27 55,496 27,561 61,508 60,775: 4,637 5,370
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 19, 2006 :
: 2,146: 571 1,230 0 1,751 792 2,322 2,022: -176 124
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.0 50.2 0.0 83.9 41.7 93.0 91.9: 7.0 8.1
Old : 100.0: 9.0 50.2 0.0 83.9 41.7 93.0 91.9: 7.0 8.1
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 : 58: 10 8 1 26 20 37 28:
Old : 58: 10 8 1 26 20 37 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 : 47.8 56.1 65.0 73.0 46.2 56.0 63.3 73.0
Old : 47.8 56.1 65.0 73.0 46.2 56.0 63.3 73.0
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 26, 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 : 47,745: 7,700 12,524 184 28,602 27,423 36,486 40,131: 11,260 7,614
Old : 47,745: 7,700 12,524 184 28,602 27,423 36,486 40,131: 11,260 7,614
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 19, 2006 :
: -1,145: -611 -428 43 1,679 -83 1,110 -469: -2,255 -676
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.1 26.2 0.4 59.9 57.4 76.4 84.1: 23.6 15.9
Old : 100.0: 16.1 26.2 0.4 59.9 57.4 76.4 84.1: 23.6 15.9
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 : 77: 18 16 3 23 27 43 44:
Old : 77: 18 16 3 23 27 43 44:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.6 40.4 52.0 52.1 40.6 40.4 50.7 52.1
Old : 40.6 40.4 52.0 52.1 40.6 40.4 50.7 52.1
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 26, 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 : 437,684: 72,991 152,485 19,689 318,252 225,734 410,932 397,909: 26,753 39,776
Old : 437,684: 72,991 152,485 19,689 318,252 225,734 410,932 397,909: 26,753 39,776
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 19, 2006 :
: 49,015: 13,243 36,413 5,939 28,334 26,756 47,517 69,109: 1,498 -20,094
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.7 34.8 4.5 72.7 51.6 93.9 90.9: 6.1 9.1
Old : 100.0: 16.7 34.8 4.5 72.7 51.6 93.9 90.9: 6.1 9.1
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 : 198: 60 53 18 55 44 126 104:
Old : 198: 60 53 18 55 44 126 104:
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 : 48.7 32.3 58.0 51.3 48.7 31.3 56.2 47.6
Old : 48.7 32.3 58.0 51.3 48.7 31.3 56.2 47.6
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, September 26, 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 : 57,804: 34,442 4,395 57 3,532 44,390 38,031 48,842: 19,773 8,962
Old : 57,804: 34,442 4,395 57 3,532 44,390 38,031 48,842: 19,773 8,962
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 19, 2006 :
: -4,614: -4,613 -1,057 -13 627 -4,607 -3,999 -5,677: -615 1,063
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.6 7.6 0.1 6.1 76.8 65.8 84.5: 34.2 15.5
Old : 100.0: 59.6 7.6 0.1 6.1 76.8 65.8 84.5: 34.2 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 : 48: 22 5 1 8 16 31 21:
Old : 48: 22 5 1 8 16 31 21:
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 : 28.6 47.7 39.3 65.9 28.6 47.7 39.3 65.0
Old : 28.6 47.7 39.3 65.9 28.6 47.7 39.3 65.0
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 26, 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 : 33,413: 800 4,926 0 28,961 16,727 29,761 21,653: 3,652 11,760
Old : 33,413: 800 4,926 0 28,961 16,727 29,761 21,653: 3,652 11,760
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 19, 2006 :
: 1,611: 0 -759 0 1,843 1,824 1,843 1,065: -232 546
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.4 14.7 0.0 86.7 50.1 89.1 64.8: 10.9 35.2
Old : 100.0: 2.4 14.7 0.0 86.7 50.1 89.1 64.8: 10.9 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 : 55: 2 12 0 26 22 28 34:
Old : 55: 2 12 0 26 22 28 34:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.1 19.2 68.6 33.3 53.7 19.1 68.3 33.0
Old : 54.1 19.2 68.6 33.3 53.7 19.1 68.3 33.0
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 26, 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 : 424,967: 37,303 132,394 3,772 337,704 272,528 378,779 408,694: 46,188 16,272
Old : 424,967: 37,303 132,394 3,772 337,704 272,528 378,779 408,694: 46,188 16,272
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 19, 2006 :
: 18,515: 4,678 19,038 863 8,300 939 13,840 20,840: 4,674 -2,325
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.8 31.2 0.9 79.5 64.1 89.1 96.2: 10.9 3.8
Old : 100.0: 8.8 31.2 0.9 79.5 64.1 89.1 96.2: 10.9 3.8
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 : 203: 26 90 33 45 61 98 157:
Old : 203: 26 90 33 45 61 98 157:
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 : 58.2 28.2 72.5 43.5 57.7 24.6 69.0 39.5
Old : 58.2 28.2 72.5 43.5 57.7 24.6 69.0 39.5
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, September 26, 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 : 43,265: 7,585 15,799 513 22,023 20,739 30,121 37,050: 13,144 6,215
Old : 43,265: 7,585 15,799 513 22,023 20,739 30,121 37,050: 13,144 6,215
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 19, 2006 :
: 3,434: 395 -380 0 2,189 2,971 2,584 2,591: 850 843
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.5 36.5 1.2 50.9 47.9 69.6 85.6: 30.4 14.4
Old : 100.0: 17.5 36.5 1.2 50.9 47.9 69.6 85.6: 30.4 14.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 71: 17 17 5 15 26 32 48:
Old : 71: 17 17 5 15 26 32 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 35.1 48.1 49.0 34.0 33.0 45.2 44.8
Old : 34.6 35.1 48.1 49.0 34.0 33.0 45.2 44.8
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 26, 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 : 38,812: 16,529 3,347 99 15,722 9,856 32,350 13,302: 6,462 25,510
Old : 38,812: 16,529 3,347 99 15,722 9,856 32,350 13,302: 6,462 25,510
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 19, 2006 :
: 2,757: 297 952 99 3,183 1,154 3,579 2,205: -822 552
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.6 8.6 0.3 40.5 25.4 83.4 34.3: 16.6 65.7
Old : 100.0: 42.6 8.6 0.3 40.5 25.4 83.4 34.3: 16.6 65.7
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 : 48: 15 6 1 19 9 34 16:
Old : 48: 15 6 1 19 9 34 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.1 23.1 47.2 28.9 32.4 17.3 44.3 23.1
Old : 35.1 23.1 47.2 28.9 32.4 17.3 44.3 23.1
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 26, 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 : 19,274: 3,436 1,647 107 15,180 16,936 18,723 18,690: 551 584
Old : 19,274: 3,436 1,647 107 15,180 16,936 18,723 18,690: 551 584
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 19, 2006 :
: 324: 62 -126 14 185 630 261 518: 63 -194
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.8 8.5 0.6 78.8 87.9 97.1 97.0: 2.9 3.0
Old : 100.0: 17.8 8.5 0.6 78.8 87.9 97.1 97.0: 2.9 3.0
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 : 22: 6 5 2 8 4 15 10:
Old : 22: 6 5 2 8 4 15 10:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 75.5 93.1 90.4 96.3 75.0 93.0 89.7 96.3
Old : 75.5 93.1 90.4 96.3 75.0 93.0 89.7 96.3
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 26, 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 : 52,104: 3,780 6,428 1,860 26,935 35,235 32,575 43,523: 19,529 8,581
Old : 52,104: 3,780 6,428 1,860 26,935 35,235 32,575 43,523: 19,529 8,581
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 19, 2006 :
: 2,677: -1,246 1,653 -197 641 5,116 -802 6,572: 3,479 -3,895
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.3 12.3 3.6 51.7 67.6 62.5 83.5: 37.5 16.5
Old : 100.0: 7.3 12.3 3.6 51.7 67.6 62.5 83.5: 37.5 16.5
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 : 55: 3 9 4 30 34 36 44:
Old : 55: 3 9 4 30 34 36 44:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.1 27.4 43.9 46.5 23.5 20.9 29.6 36.8
Old : 28.1 27.4 43.9 46.5 23.5 20.9 29.6 36.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 29, 2006