BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders - Futures Only, November 21, 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 : 2,651: 302 94 188 1,503 2,158 1,993 2,440: 658 211
Old : 2,651: 302 94 188 1,503 2,158 1,993 2,440: 658 211
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 14, 2006 :
: 76: 18 25 66 -110 -46 -26 45: 102 31
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.4 3.5 7.1 56.7 81.4 75.2 92.0: 24.8 8.0
Old : 100.0: 11.4 3.5 7.1 56.7 81.4 75.2 92.0: 24.8 8.0
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 : 21: 3 2 1 10 9 14 11:
Old : 21: 3 2 1 10 9 14 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 : 42.4 62.2 62.2 86.5 41.8 61.3 58.5 78.4
Old : 42.4 62.2 62.2 86.5 41.8 61.3 58.5 78.4
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 21, 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 : 28,832: 5,383 1,825 649 18,838 16,529 24,870 19,003: 3,962 9,829
Old : 28,832: 5,383 1,825 649 18,838 16,529 24,870 19,003: 3,962 9,829
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 14, 2006 :
: 614: 196 41 104 570 981 870 1,126: -256 -512
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.7 6.3 2.3 65.3 57.3 86.3 65.9: 13.7 34.1
Old : 100.0: 18.7 6.3 2.3 65.3 57.3 86.3 65.9: 13.7 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 : 51: 10 8 12 25 17 42 32:
Old : 51: 10 8 12 25 17 42 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 : 41.5 37.2 57.6 49.7 41.4 36.3 56.9 48.4
Old : 41.5 37.2 57.6 49.7 41.4 36.3 56.9 48.4
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 21, 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 : 187,745: 33,681 16,634 40,409 88,076 92,460 162,166 149,503: 25,579 38,242
Old : 186,433: 33,310 16,916 40,115 87,996 91,584 161,421 148,615: 25,012 37,818
Other: 1,312: 665 12 0 80 876 745 888: 567 424
: : :
: : Changes in Commitments from: November 14, 2006 :
: 814: -3,665 943 -279 3,051 -701 -893 -37: 1,707 851
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.9 8.9 21.5 46.9 49.2 86.4 79.6: 13.6 20.4
Old : 100.0: 17.9 9.1 21.5 47.2 49.1 86.6 79.7: 13.4 20.3
Other: 100.0: 50.7 0.9 0.0 6.1 66.8 56.8 67.7: 43.2 32.3
: : :
:# Traders : Number of Traders in Each Category :
All : 214: 77 46 80 40 46 168 148:
Old : 213: 76 48 80 40 46 167 148:
Other: 26: 10 2 0 2 12 12 14:
:----------------------------------------------------------------------------------------------------
: 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 : 29.2 30.4 40.0 39.1 29.2 26.4 38.2 33.0
Old : 29.4 30.5 40.2 39.3 29.4 26.5 38.5 33.1
Other: 39.6 53.6 54.1 64.3 39.6 53.6 54.1 64.3
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders - Futures Only, November 21, 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 : 219,597: 50,841 28,775 46,709 101,092 94,854 198,642 170,338: 20,955 49,259
Old : 219,597: 50,841 28,775 46,709 101,092 94,854 198,642 170,338: 20,955 49,259
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 14, 2006 :
: 5,793: -1,234 710 2,771 4,602 2,240 6,139 5,721: -346 72
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.2 13.1 21.3 46.0 43.2 90.5 77.6: 9.5 22.4
Old : 100.0: 23.2 13.1 21.3 46.0 43.2 90.5 77.6: 9.5 22.4
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 : 293: 60 64 80 66 127 175 248:
Old : 293: 60 64 80 66 127 175 248:
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 : 25.8 11.8 38.2 19.5 25.8 10.6 37.2 16.0
Old : 25.8 11.8 38.2 19.5 25.8 10.6 37.2 16.0
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 21, 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 : 6,046: 2,264 2,446 507 1,788 1,297 4,559 4,250: 1,487 1,796
Old : 6,046: 2,264 2,446 507 1,788 1,297 4,559 4,250: 1,487 1,796
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 14, 2006 :
: 113: 82 -23 174 -139 85 117 236: -4 -123
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.4 40.5 8.4 29.6 21.5 75.4 70.3: 24.6 29.7
Old : 100.0: 37.4 40.5 8.4 29.6 21.5 75.4 70.3: 24.6 29.7
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: 18 21 6 12 20 34 44:
Old : 66: 18 21 6 12 20 34 44:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.6 22.9 50.5 36.7 32.6 22.9 49.5 33.6
Old : 32.6 22.9 50.5 36.7 32.6 22.9 49.5 33.6
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 21, 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 : 25,204: 6,333 7,894 4,130 9,407 2,739 19,870 14,763: 5,334 10,441
Old : 25,204: 6,333 7,894 4,130 9,407 2,739 19,870 14,763: 5,334 10,441
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 14, 2006 :
: -271: -142 -1,346 542 -284 55 116 -749: -387 478
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.1 31.3 16.4 37.3 10.9 78.8 58.6: 21.2 41.4
Old : 100.0: 25.1 31.3 16.4 37.3 10.9 78.8 58.6: 21.2 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 : 111: 21 38 24 30 21 71 72:
Old : 111: 21 38 24 30 21 71 72:
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 16.1 34.3 25.4 20.8 13.9 32.1 20.1
Old : 21.8 16.1 34.3 25.4 20.8 13.9 32.1 20.1
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 21, 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 : 138,113: 23,236 82,129 1,678 81,123 29,095 106,037 112,902: 32,076 25,211
Old : 138,113: 23,236 82,129 1,678 81,123 29,095 106,037 112,902: 32,076 25,211
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 14, 2006 :
: 8,576: -2,666 8,852 278 10,795 -3,331 8,407 5,799: 169 2,777
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.8 59.5 1.2 58.7 21.1 76.8 81.7: 23.2 18.3
Old : 100.0: 16.8 59.5 1.2 58.7 21.1 76.8 81.7: 23.2 18.3
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 : 88: 20 35 6 25 15 48 53:
Old : 88: 20 35 6 25 15 48 53:
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 : 36.2 25.7 49.3 39.3 35.7 25.7 48.8 39.3
Old : 36.2 25.7 49.3 39.3 35.7 25.7 48.8 39.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
Commitments of Traders - Futures Only, November 21, 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 : 84,320: 10,633 49,430 0 60,086 18,417 70,719 67,847: 13,601 16,473
Old : 84,320: 10,633 49,430 0 60,086 18,417 70,719 67,847: 13,601 16,473
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 14, 2006 :
: -3,615: 750 -2,998 0 -4,378 -1,122 -3,628 -4,120: 13 505
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.6 58.6 0.0 71.3 21.8 83.9 80.5: 16.1 19.5
Old : 100.0: 12.6 58.6 0.0 71.3 21.8 83.9 80.5: 16.1 19.5
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 : 49: 10 23 0 9 10 19 33:
Old : 49: 10 23 0 9 10 19 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 : 61.6 34.2 75.7 49.4 61.5 32.1 73.4 46.1
Old : 61.6 34.2 75.7 49.4 61.5 32.1 73.4 46.1
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, November 21, 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 : 76,549: 35,021 22,882 1,077 36,225 49,384 72,323 73,343: 4,226 3,206
Old : 76,549: 35,021 22,882 1,077 36,225 49,384 72,323 73,343: 4,226 3,206
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 14, 2006 :
: 2,394: -10,798 11,223 15 15,088 -9,433 4,305 1,805: -1,911 589
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.7 29.9 1.4 47.3 64.5 94.5 95.8: 5.5 4.2
Old : 100.0: 45.7 29.9 1.4 47.3 64.5 94.5 95.8: 5.5 4.2
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 : 95: 42 22 4 20 16 64 41:
Old : 95: 42 22 4 20 16 64 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 : 35.1 61.7 51.8 77.1 34.8 60.6 51.5 74.6
Old : 35.1 61.7 51.8 77.1 34.8 60.6 51.5 74.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
Commitments of Traders - Futures Only, November 21, 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 : 140,587: 90,136 21,047 530 16,559 102,108 107,225 123,685: 33,362 16,902
Old : 140,587: 90,136 21,047 530 16,559 102,108 107,225 123,685: 33,362 16,902
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 14, 2006 :
: 3,987: 7,454 617 129 -4,545 2,703 3,038 3,449: 949 538
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.1 15.0 0.4 11.8 72.6 76.3 88.0: 23.7 12.0
Old : 100.0: 64.1 15.0 0.4 11.8 72.6 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 : 79: 34 14 2 15 24 49 40:
Old : 79: 34 14 2 15 24 49 40:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.1 42.8 50.2 62.0 36.1 42.2 50.2 61.4
Old : 36.1 42.8 50.2 62.0 36.1 42.2 50.2 61.4
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, November 21, 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 : 258,327: 50,648 131,069 1,916 168,766 93,687 221,330 226,672: 36,997 31,655
Old : 258,327: 50,648 131,069 1,916 168,766 93,687 221,330 226,672: 36,997 31,655
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 14, 2006 :
: 24,754: 2,542 27,951 12 24,194 -5,204 26,748 22,759: -1,994 1,995
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.6 50.7 0.7 65.3 36.3 85.7 87.7: 14.3 12.3
Old : 100.0: 19.6 50.7 0.7 65.3 36.3 85.7 87.7: 14.3 12.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 118: 38 41 6 28 20 68 65:
Old : 118: 38 41 6 28 20 68 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 : 33.6 33.3 49.2 50.7 30.9 32.5 45.0 47.5
Old : 33.6 33.3 49.2 50.7 30.9 32.5 45.0 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, November 21, 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 : 178,692: 84,717 19,411 3,160 35,293 125,408 123,170 147,979: 55,522 30,713
Old : 178,692: 84,717 19,411 3,160 35,293 125,408 123,170 147,979: 55,522 30,713
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 14, 2006 :
: 8,083: 2,805 -2,026 -87 4,668 10,517 7,386 8,404: 697 -321
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.4 10.9 1.8 19.8 70.2 68.9 82.8: 31.1 17.2
Old : 100.0: 47.4 10.9 1.8 19.8 70.2 68.9 82.8: 31.1 17.2
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 : 125: 60 23 13 26 27 90 59:
Old : 125: 60 23 13 26 27 90 59:
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 : 15.3 45.1 25.0 57.8 14.9 43.5 23.9 54.7
Old : 15.3 45.1 25.0 57.8 14.9 43.5 23.9 54.7
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 21, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF NZ$ 100,000) :
: : :
All : 17,654: 13,298 452 0 2,201 16,100 15,499 16,552: 2,155 1,102
Old : 17,654: 13,298 452 0 2,201 16,100 15,499 16,552: 2,155 1,102
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 14, 2006 :
: 2,140: 2,551 0 0 -744 2,107 1,807 2,107: 333 33
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.3 2.6 0.0 12.5 91.2 87.8 93.8: 12.2 6.2
Old : 100.0: 75.3 2.6 0.0 12.5 91.2 87.8 93.8: 12.2 6.2
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 : 33: 15 2 0 6 12 21 14:
Old : 33: 15 2 0 6 12 21 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.4 67.2 73.6 87.0 63.4 65.1 73.6 84.9
Old : 63.4 67.2 73.6 87.0 63.4 65.1 73.6 84.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
Commitments of Traders - Futures Only, November 21, 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 :10,327,323: 936,582 549,466 1,287,984 7,152,448 7,165,399 9,377,014 9,002,849: 950,309 1,324,474
Old :10,327,323: 936,582 549,466 1,287,984 7,152,448 7,165,399 9,377,014 9,002,849: 950,309 1,324,474
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 14, 2006 :
: -82,111: -97,822 -55,248 -34,049 70,835 526 -61,036 -88,771: -21,075 6,660
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.1 5.3 12.5 69.3 69.4 90.8 87.2: 9.2 12.8
Old : 100.0: 9.1 5.3 12.5 69.3 69.4 90.8 87.2: 9.2 12.8
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 : 295: 61 52 89 146 158 253 263:
Old : 295: 61 52 89 146 158 253 263:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.5 17.2 46.5 28.3 37.6 13.9 43.0 21.7
Old : 38.5 17.2 46.5 28.3 37.6 13.9 43.0 21.7
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 21, 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 : 650,665: 70,956 43,176 4,287 436,786 478,591 512,029 526,054: 138,636 124,611
Old : 650,665: 70,956 43,176 4,287 436,786 478,591 512,029 526,054: 138,636 124,611
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 14, 2006 :
: 16,979: -405 9,267 -92 13,252 5,079 12,755 14,254: 4,224 2,725
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.9 6.6 0.7 67.1 73.6 78.7 80.8: 21.3 19.2
Old : 100.0: 10.9 6.6 0.7 67.1 73.6 78.7 80.8: 21.3 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 : 192: 45 36 17 77 59 131 103:
Old : 192: 45 36 17 77 59 131 103:
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 25.1 29.0 39.6 20.4 25.1 27.7 39.6
Old : 20.8 25.1 29.0 39.6 20.4 25.1 27.7 39.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
Commitments of Traders - Futures Only, November 21, 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 : 1,785,579: 453,399 341,088 38,100 872,212 1,268,172 1,363,711 1,647,360: 421,868 138,219
Old : 1,785,579: 453,399 341,088 38,100 872,212 1,268,172 1,363,711 1,647,360: 421,868 138,219
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 14, 2006 :
: 47,413: -4,253 -15,384 5,140 60,351 44,872 61,238 34,628: -13,825 12,785
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.4 19.1 2.1 48.8 71.0 76.4 92.3: 23.6 7.7
Old : 100.0: 25.4 19.1 2.1 48.8 71.0 76.4 92.3: 23.6 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 : 267: 86 64 34 79 71 182 152:
Old : 267: 86 64 34 79 71 182 152:
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 : 18.5 31.4 28.5 46.9 13.4 25.3 21.8 39.0
Old : 18.5 31.4 28.5 46.9 13.4 25.3 21.8 39.0
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 21, 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 : 10,411: 992 0 0 5,964 7,873 6,956 7,873: 3,455 2,538
Old : 10,411: 992 0 0 5,964 7,873 6,956 7,873: 3,455 2,538
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 14, 2006 :
: 1,106: 31 0 0 434 1,181 465 1,181: 641 -75
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.5 0.0 0.0 57.3 75.6 66.8 75.6: 33.2 24.4
Old : 100.0: 9.5 0.0 0.0 57.3 75.6 66.8 75.6: 33.2 24.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 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 : 31.0 50.8 46.8 68.8 31.0 48.9 46.8 66.8
Old : 31.0 50.8 46.8 68.8 31.0 48.9 46.8 66.8
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, November 21, 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 : 83,212: 11,237 30,060 369 56,870 49,357 68,476 79,786: 14,736 3,426
Old : 83,212: 11,237 30,060 369 56,870 49,357 68,476 79,786: 14,736 3,426
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 14, 2006 :
: 4,375: 391 -472 0 2,163 3,597 2,554 3,125: 1,821 1,250
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.5 36.1 0.4 68.3 59.3 82.3 95.9: 17.7 4.1
Old : 100.0: 13.5 36.1 0.4 68.3 59.3 82.3 95.9: 17.7 4.1
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 : 73: 11 7 2 32 31 45 39:
Old : 73: 11 7 2 32 31 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 : 32.1 43.8 51.5 64.2 31.5 43.7 50.2 64.2
Old : 32.1 43.8 51.5 64.2 31.5 43.7 50.2 64.2
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 21, 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 : 73,414: 18,806 7,931 8 47,513 33,080 66,327 41,019: 7,087 32,395
Old : 73,414: 18,806 7,931 8 47,513 33,080 66,327 41,019: 7,087 32,395
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 14, 2006 :
: 6,230: 4,542 78 5 2,105 1,548 6,652 1,631: -422 4,599
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.6 10.8 0.0 64.7 45.1 90.3 55.9: 9.7 44.1
Old : 100.0: 25.6 10.8 0.0 64.7 45.1 90.3 55.9: 9.7 44.1
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 : 87: 25 14 2 28 29 54 44:
Old : 87: 25 14 2 28 29 54 44:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.2 22.9 57.9 33.1 41.8 22.5 57.4 32.7
Old : 42.2 22.9 57.9 33.1 41.8 22.5 57.4 32.7
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 21, 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 : 542,633: 172,063 162,229 14,577 202,638 344,250 389,278 521,056: 153,355 21,577
Old : 542,633: 172,063 162,229 14,577 202,638 344,250 389,278 521,056: 153,355 21,577
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 14, 2006 :
: 50,230: 15,400 -675 -2,790 9,551 55,090 22,161 51,625: 28,069 -1,395
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.7 29.9 2.7 37.3 63.4 71.7 96.0: 28.3 4.0
Old : 100.0: 31.7 29.9 2.7 37.3 63.4 71.7 96.0: 28.3 4.0
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 : 248: 85 58 14 63 56 155 122:
Old : 248: 85 58 14 63 56 155 122:
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 : 21.2 35.3 31.2 54.9 21.2 35.1 30.3 51.0
Old : 21.2 35.3 31.2 54.9 21.2 35.1 30.3 51.0
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 21, 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 : 108,253: 75,236 7,775 0 2,370 90,452 77,606 98,227: 30,647 10,026
Old : 108,253: 75,236 7,775 0 2,370 90,452 77,606 98,227: 30,647 10,026
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 14, 2006 :
: 3,024: 3,617 1,106 0 -720 871 2,897 1,977: 127 1,047
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.5 7.2 0.0 2.2 83.6 71.7 90.7: 28.3 9.3
Old : 100.0: 69.5 7.2 0.0 2.2 83.6 71.7 90.7: 28.3 9.3
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 : 61: 39 2 0 6 18 45 20:
Old : 61: 39 2 0 6 18 45 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 : 26.9 60.2 38.9 78.8 26.9 59.9 38.9 78.4
Old : 26.9 60.2 38.9 78.8 26.9 59.9 38.9 78.4
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 21, 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 : 40,282: 3,461 3,639 0 32,140 24,067 35,601 27,706: 4,681 12,576
Old : 40,282: 3,461 3,639 0 32,140 24,067 35,601 27,706: 4,681 12,576
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 14, 2006 :
: 2,707: -11 -25 -2 1,945 2,980 1,932 2,953: 775 -246
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.6 9.0 0.0 79.8 59.7 88.4 68.8: 11.6 31.2
Old : 100.0: 8.6 9.0 0.0 79.8 59.7 88.4 68.8: 11.6 31.2
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 : 57: 4 11 0 25 23 29 34:
Old : 57: 4 11 0 25 23 29 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 : 49.4 26.9 69.4 41.0 49.1 24.6 69.2 38.7
Old : 49.4 26.9 69.4 41.0 49.1 24.6 69.2 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, November 21, 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 : 405,985: 56,558 126,064 1,500 294,384 263,252 352,442 390,816: 53,543 15,169
Old : 405,985: 56,558 126,064 1,500 294,384 263,252 352,442 390,816: 53,543 15,169
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 14, 2006 :
: -8,864: 1,807 -21,144 36 -11,999 11,745 -10,156 -9,363: 1,292 499
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.9 31.1 0.4 72.5 64.8 86.8 96.3: 13.2 3.7
Old : 100.0: 13.9 31.1 0.4 72.5 64.8 86.8 96.3: 13.2 3.7
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 : 186: 34 65 10 46 56 86 126:
Old : 186: 34 65 10 46 56 86 126:
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 27.9 57.2 42.0 45.4 26.1 56.9 40.0
Old : 45.4 27.9 57.2 42.0 45.4 26.1 56.9 40.0
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 21, 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 : 49,494: 10,855 18,556 13 25,286 21,686 36,154 40,255: 13,340 9,239
Old : 49,494: 10,855 18,556 13 25,286 21,686 36,154 40,255: 13,340 9,239
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 14, 2006 :
: 2,003: -240 2,200 -149 1,031 -1,276 642 775: 1,361 1,228
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.9 37.5 0.0 51.1 43.8 73.0 81.3: 27.0 18.7
Old : 100.0: 21.9 37.5 0.0 51.1 43.8 73.0 81.3: 27.0 18.7
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 : 80: 21 23 2 16 23 38 47:
Old : 80: 21 23 2 16 23 38 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 : 28.6 27.4 42.3 43.8 28.6 25.1 41.8 40.3
Old : 28.6 27.4 42.3 43.8 28.6 25.1 41.8 40.3
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 21, 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 : 45,892: 16,428 4,402 13 23,079 14,308 39,520 18,723: 6,372 27,169
Old : 45,892: 16,428 4,402 13 23,079 14,308 39,520 18,723: 6,372 27,169
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 14, 2006 :
: -393: -288 65 4 2,391 -919 2,107 -850: -2,500 457
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.8 9.6 0.0 50.3 31.2 86.1 40.8: 13.9 59.2
Old : 100.0: 35.8 9.6 0.0 50.3 31.2 86.1 40.8: 13.9 59.2
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 : 61: 21 6 1 26 12 47 19:
Old : 61: 21 6 1 26 12 47 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.8 26.0 37.2 32.9 19.9 17.8 31.5 24.4
Old : 24.8 26.0 37.2 32.9 19.9 17.8 31.5 24.4
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 21, 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 : 21,972: 7,304 2,348 186 14,121 18,761 21,611 21,295: 361 677
Old : 21,972: 7,304 2,348 186 14,121 18,761 21,611 21,295: 361 677
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 14, 2006 :
: -1,325: -27 -904 145 -990 84 -872 -675: -453 -650
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.2 10.7 0.8 64.3 85.4 98.4 96.9: 1.6 3.1
Old : 100.0: 33.2 10.7 0.8 64.3 85.4 98.4 96.9: 1.6 3.1
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 : 23: 5 6 2 8 5 14 12:
Old : 23: 5 6 2 8 5 14 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 84.2 91.0 93.7 95.5 84.0 90.3 93.5 94.9
Old : 84.2 91.0 93.7 95.5 84.0 90.3 93.5 94.9
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 21, 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 : 53,292: 5,691 10,975 2,768 28,984 35,309 37,443 49,052: 15,849 4,240
Old : 53,292: 5,691 10,975 2,768 28,984 35,309 37,443 49,052: 15,849 4,240
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 14, 2006 :
: -5,194: -175 -357 301 -1,264 -97 -1,138 -153: -4,056 -5,041
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.7 20.6 5.2 54.4 66.3 70.3 92.0: 29.7 8.0
Old : 100.0: 10.7 20.6 5.2 54.4 66.3 70.3 92.0: 29.7 8.0
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 : 55: 6 10 7 29 31 38 45:
Old : 55: 6 10 7 29 31 38 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 : 28.8 33.0 46.9 52.2 23.3 23.7 30.5 38.1
Old : 28.8 33.0 46.9 52.2 23.3 23.7 30.5 38.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 27, 2006