BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders - Futures Only, October 10, 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 : 2,926: 278 0 97 1,918 2,469 2,293 2,566: 633 360
Old : 2,926: 278 0 97 1,918 2,469 2,293 2,566: 633 360
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 3, 2006 :
: -180: -39 0 1 -114 -242 -152 -241: -28 61
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.5 0.0 3.3 65.6 84.4 78.4 87.7: 21.6 12.3
Old : 100.0: 9.5 0.0 3.3 65.6 84.4 78.4 87.7: 21.6 12.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 4 0 1 11 9 15 10:
Old : 21: 4 0 1 11 9 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 : 46.4 64.2 63.8 83.4 46.4 64.1 62.5 80.2
Old : 46.4 64.2 63.8 83.4 46.4 64.1 62.5 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 - Futures Only, October 10, 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 : 26,294: 3,673 2,021 493 18,938 15,358 23,104 17,872: 3,190 8,422
Old : 26,294: 3,673 2,021 493 18,938 15,358 23,104 17,872: 3,190 8,422
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 3, 2006 :
: 402: -139 33 180 592 222 633 435: -231 -33
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.0 7.7 1.9 72.0 58.4 87.9 68.0: 12.1 32.0
Old : 100.0: 14.0 7.7 1.9 72.0 58.4 87.9 68.0: 12.1 32.0
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 : 49: 11 8 11 24 16 38 32:
Old : 49: 11 8 11 24 16 38 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 : 47.9 38.9 64.6 50.4 47.8 37.8 63.6 48.8
Old : 47.9 38.9 64.6 50.4 47.8 37.8 63.6 48.8
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 - Futures Only, October 10, 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 : 173,752: 33,459 20,495 39,231 81,335 73,984 154,025 133,710: 19,727 40,042
Old : 173,752: 33,459 20,495 39,231 81,335 73,984 154,025 133,710: 19,727 40,042
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 3, 2006 :
: 1,011: 273 3,186 774 1,055 -2,624 2,102 1,336: -1,091 -325
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.3 11.8 22.6 46.8 42.6 88.6 77.0: 11.4 23.0
Old : 100.0: 19.3 11.8 22.6 46.8 42.6 88.6 77.0: 11.4 23.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 217: 60 75 86 35 48 161 162:
Old : 217: 60 75 86 35 48 161 162:
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 : 30.8 23.2 41.9 30.7 30.8 21.2 40.8 26.3
Old : 30.8 23.2 41.9 30.7 30.8 21.2 40.8 26.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders - Futures Only, October 10, 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 : 209,091: 49,948 27,225 39,658 98,262 93,606 187,868 160,489: 21,223 48,602
Old : 209,091: 49,948 27,225 39,658 98,262 93,606 187,868 160,489: 21,223 48,602
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 3, 2006 :
: -12,609: -122 -2,709 -8,156 -1,950 -1,440 -10,228 -12,305: -2,381 -304
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.9 13.0 19.0 47.0 44.8 89.8 76.8: 10.2 23.2
Old : 100.0: 23.9 13.0 19.0 47.0 44.8 89.8 76.8: 10.2 23.2
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 : 290: 64 58 74 65 133 176 237:
Old : 290: 64 58 74 65 133 176 237:
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 : 26.4 12.5 38.7 19.9 26.4 11.6 37.7 17.6
Old : 26.4 12.5 38.7 19.9 26.4 11.6 37.7 17.6
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 - Futures Only, October 10, 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 : 6,210: 2,612 2,741 407 1,315 1,061 4,334 4,209: 1,876 2,001
Old : 6,210: 2,612 2,741 407 1,315 1,061 4,334 4,209: 1,876 2,001
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 3, 2006 :
: -280: -206 -193 -82 -29 -14 -317 -289: 37 9
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.1 44.1 6.6 21.2 17.1 69.8 67.8: 30.2 32.2
Old : 100.0: 42.1 44.1 6.6 21.2 17.1 69.8 67.8: 30.2 32.2
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 : 67: 19 25 14 21 20 46 54:
Old : 67: 19 25 14 21 20 46 54:
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 : 29.3 23.1 42.6 32.9 29.3 23.1 42.4 32.3
Old : 29.3 23.1 42.6 32.9 29.3 23.1 42.4 32.3
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 - Futures Only, October 10, 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 : 23,665: 7,313 6,812 2,595 8,484 4,859 18,392 14,266: 5,273 9,399
Old : 23,665: 7,313 6,812 2,595 8,484 4,859 18,392 14,266: 5,273 9,399
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 3, 2006 :
: -1,176: 504 644 -1,392 85 -230 -803 -978: -373 -198
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.9 28.8 11.0 35.9 20.5 77.7 60.3: 22.3 39.7
Old : 100.0: 30.9 28.8 11.0 35.9 20.5 77.7 60.3: 22.3 39.7
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 : 108: 26 36 19 25 29 65 73:
Old : 108: 26 36 19 25 29 65 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 : 20.5 14.7 34.0 23.9 18.5 13.0 31.2 20.6
Old : 20.5 14.7 34.0 23.9 18.5 13.0 31.2 20.6
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 - Futures Only, October 10, 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 : 91,193: 34,272 32,413 1,350 26,819 37,285 62,441 71,048: 28,752 20,145
Old : 91,193: 34,272 32,413 1,350 26,819 37,285 62,441 71,048: 28,752 20,145
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 3, 2006 :
: -8,948: -11,263 -3,843 6 2,451 -5,758 -8,806 -9,595: -142 647
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.6 35.5 1.5 29.4 40.9 68.5 77.9: 31.5 22.1
Old : 100.0: 37.6 35.5 1.5 29.4 40.9 68.5 77.9: 31.5 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 : 74: 18 24 2 20 16 40 40:
Old : 74: 18 24 2 20 16 40 40:
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 : 25.3 32.0 38.6 45.4 25.3 32.0 38.6 45.3
Old : 25.3 32.0 38.6 45.4 25.3 32.0 38.6 45.3
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 - Futures Only, October 10, 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 : 95,979: 8,870 69,290 0 77,960 4,329 86,830 73,619: 9,149 22,360
Old : 95,979: 8,870 69,290 0 77,960 4,329 86,830 73,619: 9,149 22,360
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 3, 2006 :
: 23,292: -1,889 28,404 0 25,988 -7,320 24,099 21,084: -807 2,208
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.2 72.2 0.0 81.2 4.5 90.5 76.7: 9.5 23.3
Old : 100.0: 9.2 72.2 0.0 81.2 4.5 90.5 76.7: 9.5 23.3
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 : 59: 8 33 0 13 9 21 42:
Old : 59: 8 33 0 13 9 21 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 : 66.3 30.4 78.7 42.9 66.2 30.4 78.7 42.9
Old : 66.3 30.4 78.7 42.9 66.2 30.4 78.7 42.9
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 - Futures Only, October 10, 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 : 70,319: 31,309 21,537 288 32,857 41,662 64,454 63,487: 5,865 6,832
Old : 70,319: 31,309 21,537 288 32,857 41,662 64,454 63,487: 5,865 6,832
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 3, 2006 :
: 8,636: 410 -3,698 -18 5,785 9,518 6,177 5,802: 2,459 2,834
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.5 30.6 0.4 46.7 59.2 91.7 90.3: 8.3 9.7
Old : 100.0: 44.5 30.6 0.4 46.7 59.2 91.7 90.3: 8.3 9.7
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 : 71: 26 20 2 17 11 45 32:
Old : 71: 26 20 2 17 11 45 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 : 48.7 59.0 62.8 79.2 48.1 57.4 61.9 77.6
Old : 48.7 59.0 62.8 79.2 48.1 57.4 61.9 77.6
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 - Futures Only, October 10, 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 : 101,848: 44,433 24,598 308 29,949 59,055 74,690 83,961: 27,158 17,887
Old : 101,848: 44,433 24,598 308 29,949 59,055 74,690 83,961: 27,158 17,887
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 3, 2006 :
: -2,817: -18,267 6,844 308 12,773 -12,103 -5,186 -4,951: 2,369 2,134
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.6 24.2 0.3 29.4 58.0 73.3 82.4: 26.7 17.6
Old : 100.0: 43.6 24.2 0.3 29.4 58.0 73.3 82.4: 26.7 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 : 61: 22 14 2 15 16 37 32:
Old : 61: 22 14 2 15 16 37 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 : 40.8 40.0 52.7 59.9 40.8 38.1 52.7 58.1
Old : 40.8 40.0 52.7 59.9 40.8 38.1 52.7 58.1
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 - Futures Only, October 10, 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 : 267,803: 50,595 174,193 424 182,858 53,712 233,877 228,329: 33,926 39,474
Old : 267,803: 50,595 174,193 424 182,858 53,712 233,877 228,329: 33,926 39,474
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 3, 2006 :
: 23,984: 3,165 22,612 -32 17,575 -2,015 20,708 20,565: 3,276 3,419
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.9 65.0 0.2 68.3 20.1 87.3 85.3: 12.7 14.7
Old : 100.0: 18.9 65.0 0.2 68.3 20.1 87.3 85.3: 12.7 14.7
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 : 121: 31 50 3 31 18 64 69:
Old : 121: 31 50 3 31 18 64 69:
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 : 36.5 31.0 54.7 48.0 36.5 31.0 53.4 46.1
Old : 36.5 31.0 54.7 48.0 36.5 31.0 53.4 46.1
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 - Futures Only, October 10, 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 : 150,795: 69,105 32,577 2,814 27,412 77,236 99,331 112,627: 51,464 38,168
Old : 150,795: 69,105 32,577 2,814 27,412 77,236 99,331 112,627: 51,464 38,168
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 3, 2006 :
: 8,593: -6,944 12,745 1,465 8,756 -13,288 3,277 922: 5,316 7,671
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.8 21.6 1.9 18.2 51.2 65.9 74.7: 34.1 25.3
Old : 100.0: 45.8 21.6 1.9 18.2 51.2 65.9 74.7: 34.1 25.3
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 : 118: 43 30 13 26 31 74 69:
Old : 118: 43 30 13 26 31 74 69:
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 : 23.4 32.9 31.0 43.7 21.9 32.9 28.5 42.6
Old : 23.4 32.9 31.0 43.7 21.9 32.9 28.5 42.6
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 - Futures Only, October 10, 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 : 15,750: 11,656 1,547 0 2,392 13,392 14,048 14,939: 1,702 811
Old : 15,750: 11,656 1,547 0 2,392 13,392 14,048 14,939: 1,702 811
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 3, 2006 :
: 2,324: 3,265 931 0 -651 1,819 2,614 2,750: -290 -426
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.0 9.8 0.0 15.2 85.0 89.2 94.9: 10.8 5.1
Old : 100.0: 74.0 9.8 0.0 15.2 85.0 89.2 94.9: 10.8 5.1
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 : 30: 9 7 0 8 8 17 15:
Old : 30: 9 7 0 8 8 17 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 : 71.0 71.3 81.1 85.3 71.0 70.1 81.1 84.1
Old : 71.0 71.3 81.1 85.3 71.0 70.1 81.1 84.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE Code-032741
Commitments of Traders - Futures Only, October 10, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $3,000,000 FACE VALUE) :
: : :
All : 58,564: 12,354 863 2,312 39,912 49,659 54,578 52,834: 3,986 5,730
Old : 58,564: 12,354 863 2,312 39,912 49,659 54,578 52,834: 3,986 5,730
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 3, 2006 :
: -1,089: -2,572 863 935 178 -2,328 -1,459 -530: 370 -559
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.1 1.5 3.9 68.2 84.8 93.2 90.2: 6.8 9.8
Old : 100.0: 21.1 1.5 3.9 68.2 84.8 93.2 90.2: 6.8 9.8
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 : 22: 5 1 3 14 11 20 14:
Old : 22: 5 1 3 14 11 20 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 : 64.7 71.7 80.5 85.6 63.9 69.6 78.0 80.9
Old : 64.7 71.7 80.5 85.6 63.9 69.6 78.0 80.9
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 - Futures Only, October 10, 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 : 9,698,637: 865,774 565,013 1,152,253 6,621,964 6,656,811 8,639,991 8,374,077: 1,058,646 1,324,560
Old : 9,698,637: 865,774 565,013 1,152,253 6,621,964 6,656,811 8,639,991 8,374,077: 1,058,646 1,324,560
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 3, 2006 :
: -116,177: -209,196 -52,948 -18,734 144,749 -39,107 -83,181 -110,789: -32,996 -5,388
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.9 5.8 11.9 68.3 68.6 89.1 86.3: 10.9 13.7
Old : 100.0: 8.9 5.8 11.9 68.3 68.6 89.1 86.3: 10.9 13.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 292: 67 52 92 136 152 247 263:
Old : 292: 67 52 92 136 152 247 263:
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 18.1 45.0 28.3 36.3 14.6 40.9 22.3
Old : 37.4 18.1 45.0 28.3 36.3 14.6 40.9 22.3
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 - Futures Only, October 10, 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 : 606,717: 69,475 31,650 2,643 403,371 435,150 475,489 469,443: 131,228 137,274
Old : 606,717: 69,475 31,650 2,643 403,371 435,150 475,489 469,443: 131,228 137,274
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 3, 2006 :
: 9,614: 908 -2,166 582 4,301 3,338 5,791 1,754: 3,823 7,860
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.5 5.2 0.4 66.5 71.7 78.4 77.4: 21.6 22.6
Old : 100.0: 11.5 5.2 0.4 66.5 71.7 78.4 77.4: 21.6 22.6
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 : 192: 49 33 14 76 57 133 96:
Old : 192: 49 33 14 76 57 133 96:
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 : 21.1 24.0 29.3 37.9 21.0 24.0 28.9 37.9
Old : 21.1 24.0 29.3 37.9 21.0 24.0 28.9 37.9
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 - Futures Only, October 10, 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 : 1,499,138: 297,772 341,739 24,428 736,865 992,695 1,059,065 1,358,862: 440,073 140,276
Old : 1,499,138: 297,772 341,739 24,428 736,865 992,695 1,059,065 1,358,862: 440,073 140,276
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 3, 2006 :
: 45,363: -8,885 11,341 1,919 13,843 22,697 6,877 35,957: 38,486 9,406
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.9 22.8 1.6 49.2 66.2 70.6 90.6: 29.4 9.4
Old : 100.0: 19.9 22.8 1.6 49.2 66.2 70.6 90.6: 29.4 9.4
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 : 249: 65 72 27 69 76 150 159:
Old : 249: 65 72 27 69 76 150 159:
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 : 18.9 29.3 30.4 43.3 15.9 26.2 25.4 37.5
Old : 18.9 29.3 30.4 43.3 15.9 26.2 25.4 37.5
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 - Futures Only, October 10, 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 : 64,456: 6,049 28,943 59 50,589 31,966 56,697 60,968: 7,759 3,488
Old : 64,456: 6,049 28,943 59 50,589 31,966 56,697 60,968: 7,759 3,488
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 3, 2006 :
: -618: 458 -2,732 32 -4,753 2,089 -4,263 -611: 3,645 -7
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.4 44.9 0.1 78.5 49.6 88.0 94.6: 12.0 5.4
Old : 100.0: 9.4 44.9 0.1 78.5 49.6 88.0 94.6: 12.0 5.4
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 : 64: 10 7 2 28 27 39 35:
Old : 64: 10 7 2 28 27 39 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 : 44.0 51.9 59.7 69.0 42.3 51.9 58.1 69.0
Old : 44.0 51.9 59.7 69.0 42.3 51.9 58.1 69.0
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 - Futures Only, October 10, 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 : 53,172: 11,939 12,952 0 33,618 29,101 45,557 42,053: 7,615 11,119
Old : 53,172: 11,939 12,952 0 33,618 29,101 45,557 42,053: 7,615 11,119
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 3, 2006 :
: 6,108: 5,515 -176 0 4,110 1,610 9,625 1,434: -3,517 4,674
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.5 24.4 0.0 63.2 54.7 85.7 79.1: 14.3 20.9
Old : 100.0: 22.5 24.4 0.0 63.2 54.7 85.7 79.1: 14.3 20.9
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 : 76: 20 12 0 24 25 44 37:
Old : 76: 20 12 0 24 25 44 37:
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 : 42.1 40.4 55.3 52.8 41.7 40.4 54.9 52.8
Old : 42.1 40.4 55.3 52.8 41.7 40.4 54.9 52.8
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 - Futures Only, October 10, 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 : 463,295: 101,592 179,205 10,929 304,616 249,402 417,137 439,536: 46,158 23,759
Old : 463,295: 101,592 179,205 10,929 304,616 249,402 417,137 439,536: 46,158 23,759
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 3, 2006 :
: 32,563: 18,161 13,629 2,954 -11,729 29,585 9,386 46,168: 23,177 -13,605
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.9 38.7 2.4 65.7 53.8 90.0 94.9: 10.0 5.1
Old : 100.0: 21.9 38.7 2.4 65.7 53.8 90.0 94.9: 10.0 5.1
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 : 213: 66 58 15 53 45 125 112:
Old : 213: 66 58 15 53 45 125 112:
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 : 45.3 34.2 55.9 54.9 45.3 33.6 55.6 52.9
Old : 45.3 34.2 55.9 54.9 45.3 33.6 55.6 52.9
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 - Futures Only, October 10, 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 : 65,437: 43,831 8,581 16 3,157 47,002 47,004 55,599: 18,433 9,838
Old : 65,437: 43,831 8,581 16 3,157 47,002 47,004 55,599: 18,433 9,838
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 3, 2006 :
: 9,145: 12,338 -1,331 16 -4,033 9,599 8,321 8,284: 824 861
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.0 13.1 0.0 4.8 71.8 71.8 85.0: 28.2 15.0
Old : 100.0: 67.0 13.1 0.0 4.8 71.8 71.8 85.0: 28.2 15.0
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 : 48: 20 8 1 6 17 26 26:
Old : 48: 20 8 1 6 17 26 26:
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 : 41.0 41.8 52.0 63.2 41.0 41.7 52.0 61.5
Old : 41.0 41.8 52.0 63.2 41.0 41.7 52.0 61.5
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 - Futures Only, October 10, 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 : 34,235: 800 4,355 0 29,714 20,666 30,514 25,021: 3,721 9,214
Old : 34,235: 800 4,355 0 29,714 20,666 30,514 25,021: 3,721 9,214
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 3, 2006 :
: -942: 0 -336 0 -1,118 1,247 -1,118 911: 176 -1,853
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.3 12.7 0.0 86.8 60.4 89.1 73.1: 10.9 26.9
Old : 100.0: 2.3 12.7 0.0 86.8 60.4 89.1 73.1: 10.9 26.9
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 : 53: 2 10 0 23 25 25 35:
Old : 53: 2 10 0 23 25 25 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 : 59.2 20.9 73.4 35.3 58.9 20.7 73.1 34.6
Old : 59.2 20.9 73.4 35.3 58.9 20.7 73.1 34.6
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 - Futures Only, October 10, 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 : 427,091: 43,092 143,645 1,964 344,124 264,689 389,180 410,298: 37,911 16,793
Old : 427,091: 43,092 143,645 1,964 344,124 264,689 389,180 410,298: 37,911 16,793
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 3, 2006 :
: 3,480: 8,208 2,638 989 2,434 -1,146 11,631 2,481: -8,151 999
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.1 33.6 0.5 80.6 62.0 91.1 96.1: 8.9 3.9
Old : 100.0: 10.1 33.6 0.5 80.6 62.0 91.1 96.1: 8.9 3.9
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 : 188: 25 79 8 42 59 73 140:
Old : 188: 25 79 8 42 59 73 140:
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 : 56.7 28.2 70.5 44.4 56.2 25.5 68.0 40.8
Old : 56.7 28.2 70.5 44.4 56.2 25.5 68.0 40.8
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 - Futures Only, October 10, 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 : 43,003: 9,832 15,472 0 21,963 20,991 31,795 36,463: 11,208 6,540
Old : 43,003: 9,832 15,472 0 21,963 20,991 31,795 36,463: 11,208 6,540
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 3, 2006 :
: 857: 950 -603 0 339 1,157 1,289 554: -432 303
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.9 36.0 0.0 51.1 48.8 73.9 84.8: 26.1 15.2
Old : 100.0: 22.9 36.0 0.0 51.1 48.8 73.9 84.8: 26.1 15.2
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 : 73: 20 20 0 16 20 36 40:
Old : 73: 20 20 0 16 20 36 40:
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 : 34.8 34.2 48.1 48.2 34.8 30.9 47.1 44.6
Old : 34.8 34.2 48.1 48.2 34.8 30.9 47.1 44.6
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 - Futures Only, October 10, 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 : 37,858: 15,907 3,389 0 14,960 11,503 30,867 14,892: 6,991 22,966
Old : 37,858: 15,907 3,389 0 14,960 11,503 30,867 14,892: 6,991 22,966
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 3, 2006 :
: 2,976: 668 416 -160 2,095 2,045 2,603 2,301: 373 675
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.0 9.0 0.0 39.5 30.4 81.5 39.3: 18.5 60.7
Old : 100.0: 42.0 9.0 0.0 39.5 30.4 81.5 39.3: 18.5 60.7
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 : 51: 14 5 0 21 13 35 18:
Old : 51: 14 5 0 21 13 35 18:
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 24.5 47.8 32.3 31.1 17.6 42.1 24.2
Old : 36.4 24.5 47.8 32.3 31.1 17.6 42.1 24.2
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 - Futures Only, October 10, 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 : 49,295: 4,662 7,425 3,677 24,935 31,376 33,274 42,478: 16,021 6,817
Old : 49,295: 4,662 7,425 3,677 24,935 31,376 33,274 42,478: 16,021 6,817
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 3, 2006 :
: -2,836: 800 97 175 744 -122 1,719 150: -4,555 -2,986
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.5 15.1 7.5 50.6 63.6 67.5 86.2: 32.5 13.8
Old : 100.0: 9.5 15.1 7.5 50.6 63.6 67.5 86.2: 32.5 13.8
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 : 52: 5 9 7 27 32 36 44:
Old : 52: 5 9 7 27 32 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 : 29.9 30.7 46.0 47.6 22.1 22.9 28.6 33.9
Old : 29.9 30.7 46.0 47.6 22.1 22.9 28.6 33.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 13, 2006