BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders - Futures Only, November 14, 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 : 2,575: 284 69 122 1,613 2,204 2,019 2,395: 556 180
Old : 2,575: 284 69 122 1,613 2,204 2,019 2,395: 556 180
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 7, 2006 :
: 47: -8 4 10 -13 59 -11 73: 58 -26
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.0 2.7 4.7 62.6 85.6 78.4 93.0: 21.6 7.0
Old : 100.0: 11.0 2.7 4.7 62.6 85.6 78.4 93.0: 21.6 7.0
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 : 23: 3 1 1 12 11 15 13:
Old : 23: 3 1 1 12 11 15 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.5 64.6 61.4 86.1 41.5 64.5 58.6 81.5
Old : 41.5 64.6 61.4 86.1 41.5 64.5 58.6 81.5
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, November 14, 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 : 28,218: 5,187 1,784 545 18,268 15,548 24,000 17,877: 4,218 10,341
Old : 28,218: 5,187 1,784 545 18,268 15,548 24,000 17,877: 4,218 10,341
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 7, 2006 :
: 1,231: 870 -27 -15 568 664 1,423 622: -192 609
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.4 6.3 1.9 64.7 55.1 85.1 63.4: 14.9 36.6
Old : 100.0: 18.4 6.3 1.9 64.7 55.1 85.1 63.4: 14.9 36.6
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 : 51: 11 7 10 26 16 41 31:
Old : 51: 11 7 10 26 16 41 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 : 41.4 37.2 57.6 49.9 41.4 36.3 57.0 48.5
Old : 41.4 37.2 57.6 49.9 41.4 36.3 57.0 48.5
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, November 14, 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 : 186,931: 37,346 15,691 40,688 85,025 93,161 163,059 149,540: 23,872 37,391
Old : 185,986: 37,013 15,698 40,659 84,945 92,560 162,617 148,917: 23,369 37,069
Other: 945: 362 22 0 80 601 442 623: 503 322
: : :
: : Changes in Commitments from: November 7, 2006 :
: -4,360: -6,076 -2,157 -1,786 2,360 1,590 -5,502 -2,353: 1,142 -2,007
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.0 8.4 21.8 45.5 49.8 87.2 80.0: 12.8 20.0
Old : 100.0: 19.9 8.4 21.9 45.7 49.8 87.4 80.1: 12.6 19.9
Other: 100.0: 38.3 2.3 0.0 8.5 63.6 46.8 65.9: 53.2 34.1
: : :
:# Traders : Number of Traders in Each Category :
All : 219: 79 51 84 39 46 175 149:
Old : 218: 78 52 84 39 46 174 149:
Other: 19: 5 3 0 2 9 7 12:
:----------------------------------------------------------------------------------------------------
: 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 30.5 39.4 39.7 28.6 27.0 37.7 33.5
Old : 28.7 30.6 39.6 39.9 28.7 27.1 37.8 33.6
Other: 45.4 55.8 46.8 63.9 45.4 55.8 46.8 63.9
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders - Futures Only, November 14, 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 : 213,804: 52,075 28,065 43,938 96,490 92,614 192,503 164,617: 21,301 49,187
Old : 213,804: 52,075 28,065 43,938 96,490 92,614 192,503 164,617: 21,301 49,187
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 7, 2006 :
: 15,644: -1,002 618 8,591 4,323 3,688 11,912 12,897: 3,732 2,747
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.4 13.1 20.6 45.1 43.3 90.0 77.0: 10.0 23.0
Old : 100.0: 24.4 13.1 20.6 45.1 43.3 90.0 77.0: 10.0 23.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 297: 68 66 82 68 123 183 247:
Old : 297: 68 66 82 68 123 183 247:
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 : 25.9 12.1 37.8 18.7 25.8 11.1 37.2 17.0
Old : 25.9 12.1 37.8 18.7 25.8 11.1 37.2 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, November 14, 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 : 5,933: 2,182 2,469 333 1,927 1,212 4,442 4,014: 1,491 1,919
Old : 5,933: 2,182 2,469 333 1,927 1,212 4,442 4,014: 1,491 1,919
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 7, 2006 :
: -213: 59 -62 -73 3 -12 -11 -147: -202 -66
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.8 41.6 5.6 32.5 20.4 74.9 67.7: 25.1 32.3
Old : 100.0: 36.8 41.6 5.6 32.5 20.4 74.9 67.7: 25.1 32.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 63: 15 19 5 17 21 36 42:
Old : 63: 15 19 5 17 21 36 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 : 33.8 24.3 51.4 35.9 33.8 24.3 51.1 34.6
Old : 33.8 24.3 51.4 35.9 33.8 24.3 51.1 34.6
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, November 14, 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 : 25,475: 6,475 9,240 3,588 9,691 2,684 19,754 15,512: 5,721 9,963
Old : 25,475: 6,475 9,240 3,588 9,691 2,684 19,754 15,512: 5,721 9,963
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 7, 2006 :
: 586: 360 279 -431 416 83 345 -69: 241 655
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.4 36.3 14.1 38.0 10.5 77.5 60.9: 22.5 39.1
Old : 100.0: 25.4 36.3 14.1 38.0 10.5 77.5 60.9: 22.5 39.1
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 : 118: 22 42 24 38 22 77 75:
Old : 118: 22 42 24 38 22 77 75:
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 : 20.8 16.9 33.1 27.7 20.3 15.4 31.5 23.2
Old : 20.8 16.9 33.1 27.7 20.3 15.4 31.5 23.2
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, November 14, 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 : 129,537: 25,902 73,277 1,400 70,328 32,426 97,630 107,103: 31,907 22,434
Old : 129,537: 25,902 73,277 1,400 70,328 32,426 97,630 107,103: 31,907 22,434
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 7, 2006 :
: 26,111: 903 27,936 293 21,844 -3,636 23,040 24,593: 3,071 1,518
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.0 56.6 1.1 54.3 25.0 75.4 82.7: 24.6 17.3
Old : 100.0: 20.0 56.6 1.1 54.3 25.0 75.4 82.7: 24.6 17.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 90: 21 36 5 26 14 50 52:
Old : 90: 21 36 5 26 14 50 52:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.5 27.9 46.3 42.3 31.0 27.9 45.8 42.2
Old : 31.5 27.9 46.3 42.3 31.0 27.9 45.8 42.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
Commitments of Traders - Futures Only, November 14, 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 : 87,935: 9,883 52,428 0 64,464 19,539 74,347 71,967: 13,588 15,968
Old : 87,935: 9,883 52,428 0 64,464 19,539 74,347 71,967: 13,588 15,968
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 7, 2006 :
: -15,249: -4,443 -17,599 0 -12,769 6,196 -17,212 -11,403: 1,963 -3,846
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.2 59.6 0.0 73.3 22.2 84.5 81.8: 15.5 18.2
Old : 100.0: 11.2 59.6 0.0 73.3 22.2 84.5 81.8: 15.5 18.2
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 : 52: 10 25 0 9 11 19 36:
Old : 52: 10 25 0 9 11 19 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 : 64.2 33.9 77.8 47.5 64.2 31.6 74.7 44.3
Old : 64.2 33.9 77.8 47.5 64.2 31.6 74.7 44.3
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, November 14, 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 : 74,155: 45,819 11,659 1,062 21,137 58,817 68,018 71,538: 6,137 2,617
Old : 74,155: 45,819 11,659 1,062 21,137 58,817 68,018 71,538: 6,137 2,617
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 7, 2006 :
: -16,143: -21,806 2,094 889 4,422 -19,087 -16,495 -16,104: 352 -39
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.8 15.7 1.4 28.5 79.3 91.7 96.5: 8.3 3.5
Old : 100.0: 61.8 15.7 1.4 28.5 79.3 91.7 96.5: 8.3 3.5
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 : 99: 52 16 3 17 18 70 36:
Old : 99: 52 16 3 17 18 70 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 : 29.7 59.5 44.8 76.3 29.7 58.4 44.8 75.1
Old : 29.7 59.5 44.8 76.3 29.7 58.4 44.8 75.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
Commitments of Traders - Futures Only, November 14, 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 : 136,600: 82,682 20,430 401 21,104 99,405 104,187 120,236: 32,413 16,364
Old : 136,600: 82,682 20,430 401 21,104 99,405 104,187 120,236: 32,413 16,364
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 7, 2006 :
: -15,430: -21,507 521 233 4,719 -13,862 -16,555 -13,108: 1,125 -2,322
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.5 15.0 0.3 15.4 72.8 76.3 88.0: 23.7 12.0
Old : 100.0: 60.5 15.0 0.3 15.4 72.8 76.3 88.0: 23.7 12.0
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 : 81: 35 13 1 17 23 52 37:
Old : 81: 35 13 1 17 23 52 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 : 34.0 43.1 46.2 61.6 34.0 42.3 46.2 60.7
Old : 34.0 43.1 46.2 61.6 34.0 42.3 46.2 60.7
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, November 14, 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 : 233,573: 48,106 103,118 1,904 144,572 98,891 194,582 203,913: 38,991 29,660
Old : 233,573: 48,106 103,118 1,904 144,572 98,891 194,582 203,913: 38,991 29,660
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 7, 2006 :
: 4,510: 4 -8,496 -514 3,273 13,681 2,763 4,671: 1,747 -161
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.6 44.1 0.8 61.9 42.3 83.3 87.3: 16.7 12.7
Old : 100.0: 20.6 44.1 0.8 61.9 42.3 83.3 87.3: 16.7 12.7
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: 37 44 7 27 22 68 69:
Old : 121: 37 44 7 27 22 68 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 : 34.4 32.0 51.1 48.5 34.2 29.9 48.0 44.1
Old : 34.4 32.0 51.1 48.5 34.2 29.9 48.0 44.1
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, November 14, 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 : 170,609: 81,912 21,437 3,247 30,625 114,891 115,784 139,575: 54,825 31,034
Old : 170,609: 81,912 21,437 3,247 30,625 114,891 115,784 139,575: 54,825 31,034
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 7, 2006 :
: -7,628: -14,826 -6,376 -97 5,488 -4,368 -9,435 -10,841: 1,807 3,213
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.0 12.6 1.9 18.0 67.3 67.9 81.8: 32.1 18.2
Old : 100.0: 48.0 12.6 1.9 18.0 67.3 67.9 81.8: 32.1 18.2
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 : 124: 52 30 13 26 28 84 65:
Old : 124: 52 30 13 26 28 84 65:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.9 40.4 27.4 53.6 17.4 38.3 26.0 50.6
Old : 17.9 40.4 27.4 53.6 17.4 38.3 26.0 50.6
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, November 14, 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 : 15,514: 10,747 452 0 2,945 13,993 13,692 14,445: 1,822 1,069
Old : 15,514: 10,747 452 0 2,945 13,993 13,692 14,445: 1,822 1,069
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 7, 2006 :
: -3,402: -3,624 0 0 583 -3,484 -3,041 -3,484: -361 82
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.3 2.9 0.0 19.0 90.2 88.3 93.1: 11.7 6.9
Old : 100.0: 69.3 2.9 0.0 19.0 90.2 88.3 93.1: 11.7 6.9
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 : 30: 13 2 0 7 10 20 12:
Old : 30: 13 2 0 7 10 20 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 : 60.4 71.6 71.4 87.4 60.4 68.0 70.5 83.8
Old : 60.4 71.6 71.4 87.4 60.4 68.0 70.5 83.8
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, November 14, 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 :10,409,434: 1,034,404 604,714 1,322,033 7,081,613 7,164,873 9,438,050 9,091,620: 971,384 1,317,814
Old :10,409,434: 1,034,404 604,714 1,322,033 7,081,613 7,164,873 9,438,050 9,091,620: 971,384 1,317,814
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 7, 2006 :
: 151,886: -63,867 -10,558 17,806 174,296 142,252 128,235 149,500: 23,651 2,386
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.9 5.8 12.7 68.0 68.8 90.7 87.3: 9.3 12.7
Old : 100.0: 9.9 5.8 12.7 68.0 68.8 90.7 87.3: 9.3 12.7
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 : 307: 63 53 91 148 165 260 273:
Old : 307: 63 53 91 148 165 260 273:
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 : 37.2 16.8 45.4 27.6 36.2 13.9 41.7 21.2
Old : 37.2 16.8 45.4 27.6 36.2 13.9 41.7 21.2
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, November 14, 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 : 633,686: 71,361 33,909 4,379 423,534 473,512 499,274 511,800: 134,412 121,886
Old : 633,686: 71,361 33,909 4,379 423,534 473,512 499,274 511,800: 134,412 121,886
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 7, 2006 :
: 4,797: -3,995 38 428 5,635 21,697 2,068 22,163: 2,729 -17,366
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.3 5.4 0.7 66.8 74.7 78.8 80.8: 21.2 19.2
Old : 100.0: 11.3 5.4 0.7 66.8 74.7 78.8 80.8: 21.2 19.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 203: 51 36 18 80 60 137 108:
Old : 203: 51 36 18 80 60 137 108:
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 24.9 28.3 39.8 20.6 24.9 28.0 39.8
Old : 20.6 24.9 28.3 39.8 20.6 24.9 28.0 39.8
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, November 14, 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 : 1,738,166: 457,652 356,472 32,960 811,861 1,223,300 1,302,473 1,612,732: 435,693 125,434
Old : 1,738,166: 457,652 356,472 32,960 811,861 1,223,300 1,302,473 1,612,732: 435,693 125,434
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 7, 2006 :
: 40,569: 33,055 15,719 632 5,893 30,975 39,580 47,326: 989 -6,757
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.3 20.5 1.9 46.7 70.4 74.9 92.8: 25.1 7.2
Old : 100.0: 26.3 20.5 1.9 46.7 70.4 74.9 92.8: 25.1 7.2
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 : 275: 90 69 36 79 67 190 151:
Old : 275: 90 69 36 79 67 190 151:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.7 31.3 28.2 46.1 13.2 25.8 22.3 38.6
Old : 17.7 31.3 28.2 46.1 13.2 25.8 22.3 38.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-338741
Commitments of Traders - Futures Only, November 14, 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 : 9,305: 961 0 0 5,530 6,692 6,491 6,692: 2,814 2,613
Old : 9,305: 961 0 0 5,530 6,692 6,491 6,692: 2,814 2,613
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 7, 2006 :
: -67: 130 0 0 217 -102 347 -102: -414 35
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.3 0.0 0.0 59.4 71.9 69.8 71.9: 30.2 28.1
Old : 100.0: 10.3 0.0 0.0 59.4 71.9 69.8 71.9: 30.2 28.1
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 : 25: 2 0 0 14 11 16 11:
Old : 25: 2 0 0 14 11 16 11:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.0 44.3 50.9 64.3 34.0 44.0 50.9 64.0
Old : 34.0 44.3 50.9 64.3 34.0 44.0 50.9 64.0
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, November 14, 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 : 78,837: 10,846 30,532 369 54,707 45,760 65,922 76,661: 12,915 2,176
Old : 78,837: 10,846 30,532 369 54,707 45,760 65,922 76,661: 12,915 2,176
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 7, 2006 :
: 5,411: 1,494 -2,249 0 1,760 8,234 3,254 5,985: 2,157 -574
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.8 38.7 0.5 69.4 58.0 83.6 97.2: 16.4 2.8
Old : 100.0: 13.8 38.7 0.5 69.4 58.0 83.6 97.2: 16.4 2.8
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 : 73: 13 8 2 30 30 45 39:
Old : 73: 13 8 2 30 30 45 39:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.6 43.2 52.0 63.4 33.0 43.2 50.5 63.4
Old : 33.6 43.2 52.0 63.4 33.0 43.2 50.5 63.4
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, November 14, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NASDAQ 100 INDEX X $100) :
: : :
All : 67,184: 14,264 7,853 3 45,408 31,532 59,675 39,388: 7,509 27,796
Old : 67,184: 14,264 7,853 3 45,408 31,532 59,675 39,388: 7,509 27,796
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 7, 2006 :
: 1,767: 1,550 250 0 795 -354 2,345 -104: -578 1,871
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.2 11.7 0.0 67.6 46.9 88.8 58.6: 11.2 41.4
Old : 100.0: 21.2 11.7 0.0 67.6 46.9 88.8 58.6: 11.2 41.4
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 : 82: 23 12 1 26 29 50 41:
Old : 82: 23 12 1 26 29 50 41:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.4 24.3 59.0 33.7 45.0 23.9 58.6 33.3
Old : 45.4 24.3 59.0 33.7 45.0 23.9 58.6 33.3
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, November 14, 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 : 492,403: 156,663 162,904 17,367 193,087 289,160 367,117 469,431: 125,286 22,972
Old : 492,403: 156,663 162,904 17,367 193,087 289,160 367,117 469,431: 125,286 22,972
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 7, 2006 :
: 18,813: 13,120 1,838 -4,584 167 22,496 8,703 19,750: 10,110 -937
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.8 33.1 3.5 39.2 58.7 74.6 95.3: 25.4 4.7
Old : 100.0: 31.8 33.1 3.5 39.2 58.7 74.6 95.3: 25.4 4.7
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 : 245: 82 59 15 61 55 150 123:
Old : 245: 82 59 15 61 55 150 123:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.8 37.1 31.7 55.8 21.8 35.7 30.6 51.8
Old : 21.8 37.1 31.7 55.8 21.8 35.7 30.6 51.8
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, November 14, 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 : 105,229: 71,619 6,669 0 3,090 89,581 74,709 96,250: 30,520 8,979
Old : 105,229: 71,619 6,669 0 3,090 89,581 74,709 96,250: 30,520 8,979
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 7, 2006 :
: -18,262: -22,395 -1,730 0 2,258 -16,012 -20,137 -17,742: 1,875 -520
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.1 6.3 0.0 2.9 85.1 71.0 91.5: 29.0 8.5
Old : 100.0: 68.1 6.3 0.0 2.9 85.1 71.0 91.5: 29.0 8.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 60: 38 2 0 6 18 44 20:
Old : 60: 38 2 0 6 18 44 20:
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 57.8 40.8 78.4 30.8 57.2 40.8 77.9
Old : 30.8 57.8 40.8 78.4 30.8 57.2 40.8 77.9
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, November 14, 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 : 37,575: 3,472 3,664 2 30,195 21,087 33,669 24,753: 3,906 12,822
Old : 37,575: 3,472 3,664 2 30,195 21,087 33,669 24,753: 3,906 12,822
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 7, 2006 :
: -314: 424 161 2 37 -275 463 -112: -777 -202
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.2 9.8 0.0 80.4 56.1 89.6 65.9: 10.4 34.1
Old : 100.0: 9.2 9.8 0.0 80.4 56.1 89.6 65.9: 10.4 34.1
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 : 57: 4 12 1 25 22 30 34:
Old : 57: 4 12 1 25 22 30 34:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.8 24.8 68.0 39.2 49.5 22.8 67.7 36.0
Old : 49.8 24.8 68.0 39.2 49.5 22.8 67.7 36.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-239742
Commitments of Traders - Futures Only, November 14, 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 : 414,849: 54,751 147,208 1,464 306,383 251,507 362,598 400,179: 52,251 14,670
Old : 414,849: 54,751 147,208 1,464 306,383 251,507 362,598 400,179: 52,251 14,670
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 7, 2006 :
: 7,059: 3,849 1,934 -230 6,492 5,222 10,111 6,926: -3,052 133
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.2 35.5 0.4 73.9 60.6 87.4 96.5: 12.6 3.5
Old : 100.0: 13.2 35.5 0.4 73.9 60.6 87.4 96.5: 12.6 3.5
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 : 202: 40 71 10 46 60 92 136:
Old : 202: 40 71 10 46 60 92 136:
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 24.2 59.9 37.2 48.3 22.5 59.7 35.6
Old : 48.3 24.2 59.9 37.2 48.3 22.5 59.7 35.6
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, November 14, 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 : 47,491: 11,095 16,356 162 24,255 22,962 35,512 39,480: 11,979 8,011
Old : 47,491: 11,095 16,356 162 24,255 22,962 35,512 39,480: 11,979 8,011
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 7, 2006 :
: 1,583: -30 2,314 160 838 -2,098 968 376: 615 1,207
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.4 34.4 0.3 51.1 48.4 74.8 83.1: 25.2 16.9
Old : 100.0: 23.4 34.4 0.3 51.1 48.4 74.8 83.1: 25.2 16.9
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 : 86: 24 21 2 18 27 43 49:
Old : 86: 24 21 2 18 27 43 49:
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 26.5 42.4 45.2 27.9 25.0 40.4 41.1
Old : 29.3 26.5 42.4 45.2 27.9 25.0 40.4 41.1
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, November 14, 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 : 46,285: 16,716 4,337 9 20,688 15,227 37,413 19,573: 8,872 26,712
Old : 46,285: 16,716 4,337 9 20,688 15,227 37,413 19,573: 8,872 26,712
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 7, 2006 :
: 2,753: 184 169 8 1,147 1,271 1,339 1,448: 1,414 1,305
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.1 9.4 0.0 44.7 32.9 80.8 42.3: 19.2 57.7
Old : 100.0: 36.1 9.4 0.0 44.7 32.9 80.8 42.3: 19.2 57.7
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 : 60: 21 6 1 23 13 44 20:
Old : 60: 21 6 1 23 13 44 20:
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 : 26.1 25.5 37.8 33.6 21.3 17.7 32.4 25.7
Old : 26.1 25.5 37.8 33.6 21.3 17.7 32.4 25.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GOLDMAN-SACHS COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
Commitments of Traders - Futures Only, November 14, 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 : 23,297: 7,331 3,252 41 15,111 18,677 22,483 21,970: 814 1,327
Old : 23,297: 7,331 3,252 41 15,111 18,677 22,483 21,970: 814 1,327
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 7, 2006 :
: -678: 830 -84 0 514 1,157 1,344 1,073: -2,022 -1,751
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.5 14.0 0.2 64.9 80.2 96.5 94.3: 3.5 5.7
Old : 100.0: 31.5 14.0 0.2 64.9 80.2 96.5 94.3: 3.5 5.7
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: 5 5 1 11 6 16 12:
Old : 23: 5 5 1 11 6 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 : 79.3 86.8 88.9 93.3 79.1 83.1 88.1 89.6
Old : 79.3 86.8 88.9 93.3 79.1 83.1 88.1 89.6
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, November 14, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF Y100,000,000 FACE VALUE) :
: : :
All : 58,486: 5,866 11,332 2,467 30,248 35,406 38,581 49,205: 19,905 9,281
Old : 58,486: 5,866 11,332 2,467 30,248 35,406 38,581 49,205: 19,905 9,281
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 7, 2006 :
: 326: -582 1,425 -748 2,070 3,692 740 4,369: -414 -4,043
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.0 19.4 4.2 51.7 60.5 66.0 84.1: 34.0 15.9
Old : 100.0: 10.0 19.4 4.2 51.7 60.5 66.0 84.1: 34.0 15.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 56: 5 11 7 29 32 37 47:
Old : 56: 5 11 7 29 32 37 47:
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 : 27.4 29.7 43.3 47.2 22.3 22.0 29.5 35.1
Old : 27.4 29.7 43.3 47.2 22.3 22.0 29.5 35.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 17, 2006