BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders - Futures Only, October 31, 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 : 3,226: 356 11 128 2,201 2,755 2,685 2,894: 541 332
Old : 3,226: 356 11 128 2,201 2,755 2,685 2,894: 541 332
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 24, 2006 :
: 87: 0 8 15 69 12 84 35: 3 52
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.0 0.3 4.0 68.2 85.4 83.2 89.7: 16.8 10.3
Old : 100.0: 11.0 0.3 4.0 68.2 85.4 83.2 89.7: 16.8 10.3
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 : 24: 2 1 1 13 11 16 12:
Old : 24: 2 1 1 13 11 16 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 : 44.9 61.8 64.2 81.8 44.9 61.7 64.0 77.6
Old : 44.9 61.8 64.2 81.8 44.9 61.7 64.0 77.6
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 31, 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 : 30,134: 4,843 2,450 627 20,931 16,948 26,401 20,025: 3,733 10,109
Old : 30,134: 4,843 2,450 627 20,931 16,948 26,401 20,025: 3,733 10,109
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 24, 2006 :
: 809: 141 708 169 1,186 141 1,496 1,018: -687 -209
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.1 8.1 2.1 69.5 56.2 87.6 66.5: 12.4 33.5
Old : 100.0: 16.1 8.1 2.1 69.5 56.2 87.6 66.5: 12.4 33.5
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 : 54: 10 11 12 29 17 43 36:
Old : 54: 10 11 12 29 17 43 36:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.6 38.3 58.6 50.2 41.9 37.3 57.4 47.9
Old : 42.6 38.3 58.6 50.2 41.9 37.3 57.4 47.9
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 31, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 187,451: 38,376 18,250 45,841 81,221 84,243 165,438 148,334: 22,013 39,117
Old : 187,013: 38,236 18,258 45,833 81,141 83,889 165,210 147,980: 21,803 39,033
Other: 438: 148 0 0 80 354 228 354: 210 84
: : :
: : Changes in Commitments from: October 24, 2006 :
: 15,388: 5,578 -692 4,288 1,047 9,907 10,913 13,503: 4,475 1,885
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.5 9.7 24.5 43.3 44.9 88.3 79.1: 11.7 20.9
Old : 100.0: 20.4 9.8 24.5 43.4 44.9 88.3 79.1: 11.7 20.9
Other: 100.0: 33.8 0.0 0.0 18.3 80.8 52.1 80.8: 47.9 19.2
: : :
:# Traders : Number of Traders in Each Category :
All : 216: 69 64 92 34 43 175 151:
Old : 216: 69 64 92 34 43 175 151:
Other: 10: 3 0 0 2 5 5 5:
:----------------------------------------------------------------------------------------------------
: 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 26.0 39.8 33.6 28.6 24.9 38.3 31.2
Old : 28.7 26.0 39.9 33.7 28.7 25.0 38.4 31.1
Other: 51.1 79.5 52.1 80.8 51.1 79.5 52.1 80.8
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders - Futures Only, October 31, 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 : 195,423: 48,204 27,190 37,484 92,406 88,206 178,094 152,880: 17,329 42,543
Old : 195,423: 48,204 27,190 37,484 92,406 88,206 178,094 152,880: 17,329 42,543
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 24, 2006 :
: -5,992: 985 -636 -4,359 -315 3,439 -3,689 -1,556: -2,303 -4,436
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.7 13.9 19.2 47.3 45.1 91.1 78.2: 8.9 21.8
Old : 100.0: 24.7 13.9 19.2 47.3 45.1 91.1 78.2: 8.9 21.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 271: 68 55 65 52 120 157 212:
Old : 271: 68 55 65 52 120 157 212:
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 : 28.2 11.2 41.6 19.1 28.2 10.8 40.5 17.0
Old : 28.2 11.2 41.6 19.1 28.2 10.8 40.5 17.0
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 31, 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 : 6,129: 1,979 2,525 398 2,036 1,198 4,413 4,121: 1,716 2,008
Old : 6,129: 1,979 2,525 398 2,036 1,198 4,413 4,121: 1,716 2,008
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 24, 2006 :
: -413: -991 -29 -132 790 -57 -333 -218: -80 -195
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.3 41.2 6.5 33.2 19.5 72.0 67.2: 28.0 32.8
Old : 100.0: 32.3 41.2 6.5 33.2 19.5 72.0 67.2: 28.0 32.8
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 : 60: 15 22 9 18 17 38 43:
Old : 60: 15 22 9 18 17 38 43:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.1 22.0 48.8 33.3 32.1 22.0 48.8 32.7
Old : 32.1 22.0 48.8 33.3 32.1 22.0 48.8 32.7
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 - Futures Only, October 31, 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 : 21,523: 5,702 7,698 2,633 7,856 2,156 16,191 12,487: 5,332 9,036
Old : 21,523: 5,702 7,698 2,633 7,856 2,156 16,191 12,487: 5,332 9,036
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 24, 2006 :
: -2,533: -1,335 162 -850 -272 -1,225 -2,457 -1,913: -76 -620
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.5 35.8 12.2 36.5 10.0 75.2 58.0: 24.8 42.0
Old : 100.0: 26.5 35.8 12.2 36.5 10.0 75.2 58.0: 24.8 42.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 99: 20 36 17 30 18 63 62:
Old : 99: 20 36 17 30 18 63 62:
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 : 20.1 18.0 33.3 28.2 18.5 17.5 30.9 23.9
Old : 20.1 18.0 33.3 28.2 18.5 17.5 30.9 23.9
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 31, 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 : 104,350: 23,818 47,496 1,431 50,020 33,744 75,269 82,671: 29,081 21,679
Old : 104,350: 23,818 47,496 1,431 50,020 33,744 75,269 82,671: 29,081 21,679
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 24, 2006 :
: 4,147: -1,167 8,278 338 4,774 -3,671 3,945 4,945: 202 -798
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.8 45.5 1.4 47.9 32.3 72.1 79.2: 27.9 20.8
Old : 100.0: 22.8 45.5 1.4 47.9 32.3 72.1 79.2: 27.9 20.8
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 : 78: 16 31 3 24 12 43 43:
Old : 78: 16 31 3 24 12 43 43:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.5 32.0 43.7 48.4 27.2 32.0 43.4 48.4
Old : 27.5 32.0 43.7 48.4 27.2 32.0 43.4 48.4
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 31, 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 : 89,968: 11,230 58,299 0 68,592 11,763 79,822 70,062: 10,146 19,906
Old : 89,968: 11,230 58,299 0 68,592 11,763 79,822 70,062: 10,146 19,906
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 24, 2006 :
: -17,848: 1,899 -21,255 0 -21,362 7,794 -19,463 -13,461: 1,615 -4,387
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.5 64.8 0.0 76.2 13.1 88.7 77.9: 11.3 22.1
Old : 100.0: 12.5 64.8 0.0 76.2 13.1 88.7 77.9: 11.3 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 : 53: 10 26 0 10 11 20 37:
Old : 53: 10 26 0 10 11 20 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 : 69.1 35.6 78.5 49.2 69.1 35.6 78.0 47.1
Old : 69.1 35.6 78.5 49.2 69.1 35.6 78.0 47.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
Commitments of Traders - Futures Only, October 31, 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 : 113,332: 93,138 10,957 165 14,597 100,173 107,900 111,295: 5,432 2,037
Old : 113,332: 93,138 10,957 165 14,597 100,173 107,900 111,295: 5,432 2,037
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 24, 2006 :
: 13,479: 14,086 -1,012 -2 -1,436 14,529 12,648 13,515: 831 -36
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.2 9.7 0.1 12.9 88.4 95.2 98.2: 4.8 1.8
Old : 100.0: 82.2 9.7 0.1 12.9 88.4 95.2 98.2: 4.8 1.8
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 : 101: 60 10 1 12 20 73 31:
Old : 101: 60 10 1 12 20 73 31:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.3 56.5 61.1 79.0 48.3 55.5 61.1 78.0
Old : 48.3 56.5 61.1 79.0 48.3 55.5 61.1 78.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
Commitments of Traders - Futures Only, October 31, 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 : 126,678: 80,509 20,645 173 16,971 85,465 97,653 106,283: 29,025 20,395
Old : 126,678: 80,509 20,645 173 16,971 85,465 97,653 106,283: 29,025 20,395
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 24, 2006 :
: 25,002: 24,304 1,605 -395 -4,329 19,852 19,580 21,062: 5,422 3,940
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.6 16.3 0.1 13.4 67.5 77.1 83.9: 22.9 16.1
Old : 100.0: 63.6 16.3 0.1 13.4 67.5 77.1 83.9: 22.9 16.1
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 : 75: 34 13 1 13 22 48 35:
Old : 75: 34 13 1 13 22 48 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 : 39.6 40.3 50.2 61.4 39.6 39.3 50.2 60.4
Old : 39.6 40.3 50.2 61.4 39.6 39.3 50.2 60.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
Commitments of Traders - Futures Only, October 31, 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 : 226,607: 46,776 106,376 1,748 139,703 87,349 188,227 195,473: 38,380 31,134
Old : 226,607: 46,776 106,376 1,748 139,703 87,349 188,227 195,473: 38,380 31,134
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 24, 2006 :
: -56,391: -3,625 -81,315 710 -56,162 29,851 -59,077 -50,754: 2,686 -5,637
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.6 46.9 0.8 61.6 38.5 83.1 86.3: 16.9 13.7
Old : 100.0: 20.6 46.9 0.8 61.6 38.5 83.1 86.3: 16.9 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 : 118: 36 41 6 26 24 65 69:
Old : 118: 36 41 6 26 24 65 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 : 35.4 34.2 52.8 50.9 35.4 33.0 49.8 47.5
Old : 35.4 34.2 52.8 50.9 35.4 33.0 49.8 47.5
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 31, 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 : 162,230: 84,563 24,515 3,478 24,644 102,923 112,685 130,916: 49,545 31,314
Old : 162,230: 84,563 24,515 3,478 24,644 102,923 112,685 130,916: 49,545 31,314
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 24, 2006 :
: 4,196: 13,629 -19,268 594 -13,483 32,903 740 14,229: 3,456 -10,033
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.1 15.1 2.1 15.2 63.4 69.5 80.7: 30.5 19.3
Old : 100.0: 52.1 15.1 2.1 15.2 63.4 69.5 80.7: 30.5 19.3
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 : 124: 55 26 14 24 33 85 67:
Old : 124: 55 26 14 24 33 85 67:
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 : 22.6 37.3 31.6 49.8 22.4 35.7 29.4 46.4
Old : 22.6 37.3 31.6 49.8 22.4 35.7 29.4 46.4
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 31, 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 : 18,440: 13,531 1,274 0 2,838 16,046 16,369 17,320: 2,071 1,120
Old : 18,440: 13,531 1,274 0 2,838 16,046 16,369 17,320: 2,071 1,120
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 24, 2006 :
: -2,963: -2,912 66 0 7 -2,771 -2,905 -2,705: -58 -258
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.4 6.9 0.0 15.4 87.0 88.8 93.9: 11.2 6.1
Old : 100.0: 73.4 6.9 0.0 15.4 87.0 88.8 93.9: 11.2 6.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 13 5 0 8 11 21 16:
Old : 35: 13 5 0 8 11 21 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 : 67.3 69.7 76.4 84.1 67.3 67.8 76.4 82.3
Old : 67.3 69.7 76.4 84.1 67.3 67.8 76.4 82.3
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 31, 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 : 39,137: 3,287 535 1,716 28,907 32,009 33,910 34,260: 5,227 4,877
Old : 39,137: 3,287 535 1,716 28,907 32,009 33,910 34,260: 5,227 4,877
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 24, 2006 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.4 1.4 4.4 73.9 81.8 86.6 87.5: 13.4 12.5
Old : 100.0: 8.4 1.4 4.4 73.9 81.8 86.6 87.5: 13.4 12.5
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 : 20: 4 1 4 11 11 16 15:
Old : 20: 4 1 4 11 11 16 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 : 58.4 58.8 76.0 78.0 56.1 55.0 70.4 71.0
Old : 58.4 58.8 76.0 78.0 56.1 55.0 70.4 71.0
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 31, 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 :10,095,449: 1,084,870 563,618 1,282,828 6,655,255 6,874,394 9,022,953 8,720,840: 1,072,496 1,374,609
Old :10,095,449: 1,084,870 563,618 1,282,828 6,655,255 6,874,394 9,022,953 8,720,840: 1,072,496 1,374,609
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 24, 2006 :
: 316,820: 311,760 -179,569 46,960 -84,762 470,036 273,958 337,427: 42,862 -20,607
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.7 5.6 12.7 65.9 68.1 89.4 86.4: 10.6 13.6
Old : 100.0: 10.7 5.6 12.7 65.9 68.1 89.4 86.4: 10.6 13.6
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 : 298: 58 59 89 148 160 252 271:
Old : 298: 58 59 89 148 160 252 271:
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 : 37.1 18.1 44.6 28.4 35.6 15.1 41.0 22.6
Old : 37.1 18.1 44.6 28.4 35.6 15.1 41.0 22.6
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 31, 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 : 619,328: 71,697 33,748 3,985 414,605 450,490 490,287 488,223: 129,041 131,105
Old : 619,328: 71,697 33,748 3,985 414,605 450,490 490,287 488,223: 129,041 131,105
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 24, 2006 :
: -587: -183 2,286 303 -448 2,716 -328 5,305: -259 -5,892
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.6 5.4 0.6 66.9 72.7 79.2 78.8: 20.8 21.2
Old : 100.0: 11.6 5.4 0.6 66.9 72.7 79.2 78.8: 20.8 21.2
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 : 198: 49 36 16 77 60 133 105:
Old : 198: 49 36 16 77 60 133 105:
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 : 20.6 24.4 28.3 38.8 20.5 24.4 28.0 38.8
Old : 20.6 24.4 28.3 38.8 20.5 24.4 28.0 38.8
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 31, 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 : 1,649,310: 420,368 323,552 27,238 795,221 1,171,489 1,242,827 1,522,279: 406,483 127,031
Old : 1,649,310: 420,368 323,552 27,238 795,221 1,171,489 1,242,827 1,522,279: 406,483 127,031
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 24, 2006 :
: 38,311: 33,106 -20,721 -6,560 27,046 83,664 53,592 56,383: -15,281 -18,072
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.5 19.6 1.7 48.2 71.0 75.4 92.3: 24.6 7.7
Old : 100.0: 25.5 19.6 1.7 48.2 71.0 75.4 92.3: 24.6 7.7
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 : 261: 79 65 27 80 74 173 152:
Old : 261: 79 65 27 80 74 173 152:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.8 31.4 29.5 47.1 14.6 28.0 23.6 40.5
Old : 18.8 31.4 29.5 47.1 14.6 28.0 23.6 40.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-338741
Commitments of Traders - Futures Only, October 31, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 400 INDEX X $500) :
: : :
All : 9,149: 842 0 0 5,190 6,799 6,032 6,799: 3,117 2,350
Old : 9,149: 842 0 0 5,190 6,799 6,032 6,799: 3,117 2,350
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 24, 2006 :
: 613: 93 0 0 713 -66 806 -66: -193 679
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.2 0.0 0.0 56.7 74.3 65.9 74.3: 34.1 25.7
Old : 100.0: 9.2 0.0 0.0 56.7 74.3 65.9 74.3: 34.1 25.7
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 : 23: 2 0 0 11 12 13 12:
Old : 23: 2 0 0 11 12 13 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 : 36.7 47.1 54.7 64.2 36.0 44.8 52.1 58.8
Old : 36.7 47.1 54.7 64.2 36.0 44.8 52.1 58.8
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 31, 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 : 72,572: 8,097 32,892 27 53,941 36,017 62,065 68,936: 10,507 3,636
Old : 72,572: 8,097 32,892 27 53,941 36,017 62,065 68,936: 10,507 3,636
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 24, 2006 :
: 4,656: 778 1,353 0 2,806 2,946 3,584 4,299: 1,072 357
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.2 45.3 0.0 74.3 49.6 85.5 95.0: 14.5 5.0
Old : 100.0: 11.2 45.3 0.0 74.3 49.6 85.5 95.0: 14.5 5.0
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 : 62: 10 7 1 27 26 38 33:
Old : 62: 10 7 1 27 26 38 33:
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 : 37.1 51.2 56.8 68.8 36.7 51.1 55.4 68.7
Old : 37.1 51.2 56.8 68.8 36.7 51.1 55.4 68.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
Commitments of Traders - Futures Only, October 31, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NASDAQ 100 INDEX X $100) :
: : :
All : 59,287: 11,386 7,653 3 40,652 27,153 52,041 34,809: 7,246 24,478
Old : 59,287: 11,386 7,653 3 40,652 27,153 52,041 34,809: 7,246 24,478
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 24, 2006 :
: 4,702: 499 -964 0 6,126 -5,042 6,625 -6,006: -1,923 10,708
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.2 12.9 0.0 68.6 45.8 87.8 58.7: 12.2 41.3
Old : 100.0: 19.2 12.9 0.0 68.6 45.8 87.8 58.7: 12.2 41.3
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 : 77: 21 10 1 25 28 47 38:
Old : 77: 21 10 1 25 28 47 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 : 42.1 24.6 55.8 33.9 41.8 24.1 55.4 33.4
Old : 42.1 24.6 55.8 33.9 41.8 24.1 55.4 33.4
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 31, 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 : 430,345: 110,425 134,379 15,861 190,914 255,056 317,200 405,296: 113,145 25,049
Old : 430,345: 110,425 134,379 15,861 190,914 255,056 317,200 405,296: 113,145 25,049
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 24, 2006 :
: -890: -7 3,384 5,149 -56,203 -10,406 -51,061 -1,873: 50,171 983
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.7 31.2 3.7 44.4 59.3 73.7 94.2: 26.3 5.8
Old : 100.0: 25.7 31.2 3.7 44.4 59.3 73.7 94.2: 26.3 5.8
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 : 215: 65 54 15 54 52 128 112:
Old : 215: 65 54 15 54 52 128 112:
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 : 23.6 37.9 33.5 56.8 23.0 37.1 31.2 53.4
Old : 23.6 37.9 33.5 56.8 23.0 37.1 31.2 53.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
Commitments of Traders - Futures Only, October 31, 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 : 107,657: 78,430 7,077 263 2,322 89,841 81,015 97,181: 26,642 10,476
Old : 107,657: 78,430 7,077 263 2,322 89,841 81,015 97,181: 26,642 10,476
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 24, 2006 :
: 20,155: 16,692 1,763 263 -184 17,079 16,771 19,105: 3,384 1,050
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.9 6.6 0.2 2.2 83.5 75.3 90.3: 24.7 9.7
Old : 100.0: 72.9 6.6 0.2 2.2 83.5 75.3 90.3: 24.7 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 : 66: 39 4 2 5 20 44 26:
Old : 66: 39 4 2 5 20 44 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 : 27.1 49.7 42.1 71.9 27.1 49.7 42.1 70.9
Old : 27.1 49.7 42.1 71.9 27.1 49.7 42.1 70.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE Code-239741
Commitments of Traders - Futures Only, October 31, 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 : 37,793: 3,066 3,338 2 30,266 21,346 33,334 24,686: 4,459 13,107
Old : 37,793: 3,066 3,338 2 30,266 21,346 33,334 24,686: 4,459 13,107
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 24, 2006 :
: 875: 33 -438 0 1,117 827 1,150 389: -275 486
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.1 8.8 0.0 80.1 56.5 88.2 65.3: 11.8 34.7
Old : 100.0: 8.1 8.8 0.0 80.1 56.5 88.2 65.3: 11.8 34.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 54: 4 9 1 24 22 29 32:
Old : 54: 4 9 1 24 22 29 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 : 47.0 24.8 67.8 39.3 46.7 24.2 67.5 38.7
Old : 47.0 24.8 67.8 39.3 46.7 24.2 67.5 38.7
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 31, 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 : 417,183: 66,065 123,571 1,487 293,820 277,230 361,372 402,288: 55,811 14,895
Old : 417,183: 66,065 123,571 1,487 293,820 277,230 361,372 402,288: 55,811 14,895
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 24, 2006 :
: 3,554: 9,608 6,315 -733 -6,025 -755 2,850 4,827: 704 -1,273
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.8 29.6 0.4 70.4 66.5 86.6 96.4: 13.4 3.6
Old : 100.0: 15.8 29.6 0.4 70.4 66.5 86.6 96.4: 13.4 3.6
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 : 184: 37 63 11 42 60 85 129:
Old : 184: 37 63 11 42 60 85 129:
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 : 48.1 28.1 59.5 40.9 47.6 26.5 58.6 39.3
Old : 48.1 28.1 59.5 40.9 47.6 26.5 58.6 39.3
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 31, 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 : 46,049: 11,768 16,428 215 22,824 23,686 34,807 40,329: 11,242 5,720
Old : 46,049: 11,768 16,428 215 22,824 23,686 34,807 40,329: 11,242 5,720
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 24, 2006 :
: 3,139: 1,333 2,065 215 1,458 1,112 3,006 3,392: 133 -253
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.6 35.7 0.5 49.6 51.4 75.6 87.6: 24.4 12.4
Old : 100.0: 25.6 35.7 0.5 49.6 51.4 75.6 87.6: 24.4 12.4
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 : 80: 22 23 1 16 22 39 45:
Old : 80: 22 23 1 16 22 39 45:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.8 29.2 46.8 47.4 32.8 26.6 45.9 43.6
Old : 32.8 29.2 46.8 47.4 32.8 26.6 45.9 43.6
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 31, 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 : 42,211: 15,849 4,177 220 19,011 14,323 35,080 18,720: 7,131 23,491
Old : 42,211: 15,849 4,177 220 19,011 14,323 35,080 18,720: 7,131 23,491
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 24, 2006 :
: 3,866: 19 756 220 3,623 207 3,862 1,183: 4 2,683
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.5 9.9 0.5 45.0 33.9 83.1 44.3: 16.9 55.7
Old : 100.0: 37.5 9.9 0.5 45.0 33.9 83.1 44.3: 16.9 55.7
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 : 58: 18 7 2 23 14 42 22:
Old : 58: 18 7 2 23 14 42 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.3 26.9 43.5 34.1 26.6 18.2 37.3 25.5
Old : 32.3 26.9 43.5 34.1 26.6 18.2 37.3 25.5
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 - Futures Only, October 31, 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 : 21,827: 6,718 3,361 41 14,665 17,676 21,424 21,078: 403 749
Old : 21,827: 6,718 3,361 41 14,665 17,676 21,424 21,078: 403 749
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 24, 2006 :
: 1,233: 1,037 732 0 82 503 1,119 1,235: 114 -2
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.8 15.4 0.2 67.2 81.0 98.2 96.6: 1.8 3.4
Old : 100.0: 30.8 15.4 0.2 67.2 81.0 98.2 96.6: 1.8 3.4
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: 6 7 1 8 4 14 12:
Old : 24: 6 7 1 8 4 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 : 81.9 87.7 92.9 95.1 81.8 87.7 92.6 95.1
Old : 81.9 87.7 92.9 95.1 81.8 87.7 92.6 95.1
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 31, 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 : 54,485: 5,682 9,896 3,334 27,719 33,956 36,735 47,186: 17,750 7,299
Old : 54,485: 5,682 9,896 3,334 27,719 33,956 36,735 47,186: 17,750 7,299
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 24, 2006 :
: -663: 1,008 -1 -193 578 257 1,393 63: -2,056 -726
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.4 18.2 6.1 50.9 62.3 67.4 86.6: 32.6 13.4
Old : 100.0: 10.4 18.2 6.1 50.9 62.3 67.4 86.6: 32.6 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 : 53: 4 11 7 28 31 36 45:
Old : 53: 4 11 7 28 31 36 45:
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 : 27.8 29.4 44.3 47.0 22.7 21.8 30.3 34.1
Old : 27.8 29.4 44.3 47.0 22.7 21.8 30.3 34.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 3, 2006