BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders - Futures Only, November 28, 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 : 2,504: 188 45 163 1,503 2,099 1,854 2,307: 650 197
Old : 2,504: 188 45 163 1,503 2,099 1,854 2,307: 650 197
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 21, 2006 :
: -147: -114 -49 -25 0 -59 -139 -133: -8 -14
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.5 1.8 6.5 60.0 83.8 74.0 92.1: 26.0 7.9
Old : 100.0: 7.5 1.8 6.5 60.0 83.8 74.0 92.1: 26.0 7.9
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 : 20: 3 1 1 10 9 13 11:
Old : 20: 3 1 1 10 9 13 11:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.9 63.2 63.9 87.5 44.3 63.1 58.7 80.4
Old : 45.9 63.2 63.9 87.5 44.3 63.1 58.7 80.4
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 28, 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 : 28,867: 5,311 1,850 756 18,841 16,609 24,908 19,215: 3,959 9,652
Old : 28,867: 5,311 1,850 756 18,841 16,609 24,908 19,215: 3,959 9,652
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 21, 2006 :
: 35: -72 25 107 3 80 38 212: -3 -177
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.4 6.4 2.6 65.3 57.5 86.3 66.6: 13.7 33.4
Old : 100.0: 18.4 6.4 2.6 65.3 57.5 86.3 66.6: 13.7 33.4
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 : 51: 10 9 13 26 17 43 33:
Old : 51: 10 9 13 26 17 43 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 : 41.2 37.3 57.2 50.2 40.9 36.4 56.3 48.9
Old : 41.2 37.3 57.2 50.2 40.9 36.4 56.3 48.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
Commitments of Traders - Futures Only, November 28, 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 : 184,452: 32,630 16,166 40,661 88,914 91,592 162,205 148,419: 22,247 36,033
Old : 182,988: 32,171 16,435 40,380 88,834 90,576 161,385 147,391: 21,603 35,597
Other: 1,464: 740 12 0 80 1,016 820 1,028: 644 436
: : :
: : Changes in Commitments from: November 21, 2006 :
: -3,293: -1,051 -468 252 838 -868 39 -1,084: -3,332 -2,209
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.7 8.8 22.0 48.2 49.7 87.9 80.5: 12.1 19.5
Old : 100.0: 17.6 9.0 22.1 48.5 49.5 88.2 80.5: 11.8 19.5
Other: 100.0: 50.5 0.8 0.0 5.5 69.4 56.0 70.2: 44.0 29.8
: : :
:# Traders : Number of Traders in Each Category :
All : 209: 74 53 79 39 45 166 144:
Old : 208: 72 54 79 39 45 165 144:
Other: 25: 9 2 0 2 12 11 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 : 29.8 30.6 41.0 39.5 29.8 26.4 39.0 32.8
Old : 30.0 30.9 41.4 39.8 30.0 26.6 39.3 32.9
Other: 42.1 53.5 54.1 65.7 42.1 53.5 54.1 65.7
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders - Futures Only, November 28, 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 : 219,526: 50,490 30,261 46,099 102,481 94,654 199,070 171,014: 20,456 48,512
Old : 219,526: 50,490 30,261 46,099 102,481 94,654 199,070 171,014: 20,456 48,512
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 21, 2006 :
: -71: -351 1,486 -610 1,389 -200 428 676: -499 -747
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.0 13.8 21.0 46.7 43.1 90.7 77.9: 9.3 22.1
Old : 100.0: 23.0 13.8 21.0 46.7 43.1 90.7 77.9: 9.3 22.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 293: 55 71 83 70 129 179 250:
Old : 293: 55 71 83 70 129 179 250:
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 : 26.0 11.2 38.7 19.2 26.0 9.8 37.1 15.3
Old : 26.0 11.2 38.7 19.2 26.0 9.8 37.1 15.3
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 28, 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 : 6,260: 2,271 2,486 640 1,729 1,319 4,640 4,445: 1,620 1,815
Old : 6,260: 2,271 2,486 640 1,729 1,319 4,640 4,445: 1,620 1,815
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 21, 2006 :
: 214: 7 40 133 -59 22 81 195: 133 19
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.3 39.7 10.2 27.6 21.1 74.1 71.0: 25.9 29.0
Old : 100.0: 36.3 39.7 10.2 27.6 21.1 74.1 71.0: 25.9 29.0
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 : 66: 19 20 7 14 21 37 44:
Old : 66: 19 20 7 14 21 37 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 : 32.0 22.1 49.7 37.7 32.0 22.1 48.3 33.2
Old : 32.0 22.1 49.7 37.7 32.0 22.1 48.3 33.2
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 28, 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 : 26,298: 6,464 7,684 4,216 9,971 3,001 20,651 14,901: 5,647 11,397
Old : 26,298: 6,464 7,684 4,216 9,971 3,001 20,651 14,901: 5,647 11,397
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 21, 2006 :
: 1,094: 131 -210 86 564 262 781 138: 313 956
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.6 29.2 16.0 37.9 11.4 78.5 56.7: 21.5 43.3
Old : 100.0: 24.6 29.2 16.0 37.9 11.4 78.5 56.7: 21.5 43.3
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 : 115: 23 38 20 31 25 68 75:
Old : 115: 23 38 20 31 25 68 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 : 21.3 14.9 33.3 23.4 19.7 12.5 30.8 18.4
Old : 21.3 14.9 33.3 23.4 19.7 12.5 30.8 18.4
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 28, 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 : 124,553: 26,934 67,216 1,667 69,001 30,727 97,602 99,610: 26,951 24,943
Old : 124,553: 26,934 67,216 1,667 69,001 30,727 97,602 99,610: 26,951 24,943
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 21, 2006 :
: -13,560: 3,698 -14,913 -11 -12,122 1,632 -8,435 -13,292: -5,125 -268
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.6 54.0 1.3 55.4 24.7 78.4 80.0: 21.6 20.0
Old : 100.0: 21.6 54.0 1.3 55.4 24.7 78.4 80.0: 21.6 20.0
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 : 89: 23 32 6 24 18 50 53:
Old : 89: 23 32 6 24 18 50 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 : 36.4 24.6 50.1 39.6 35.9 24.6 49.5 39.6
Old : 36.4 24.6 50.1 39.6 35.9 24.6 49.5 39.6
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 28, 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 : 78,706: 21,961 35,864 0 37,140 29,557 59,101 65,421: 19,605 13,285
Old : 78,706: 21,961 35,864 0 37,140 29,557 59,101 65,421: 19,605 13,285
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 21, 2006 :
: -5,614: 11,328 -13,566 0 -22,946 11,140 -11,618 -2,426: 6,004 -3,188
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.9 45.6 0.0 47.2 37.6 75.1 83.1: 24.9 16.9
Old : 100.0: 27.9 45.6 0.0 47.2 37.6 75.1 83.1: 24.9 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 : 54: 16 17 0 10 17 26 34:
Old : 54: 16 17 0 10 17 26 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 : 43.3 40.7 57.7 58.5 43.0 40.7 57.5 56.5
Old : 43.3 40.7 57.7 58.5 43.0 40.7 57.5 56.5
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 28, 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 : 73,516: 27,433 24,144 1,230 40,795 45,051 69,458 70,425: 4,058 3,091
Old : 73,516: 27,433 24,144 1,230 40,795 45,051 69,458 70,425: 4,058 3,091
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 21, 2006 :
: -3,033: -7,588 1,262 153 4,570 -4,333 -2,865 -2,918: -168 -115
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.3 32.8 1.7 55.5 61.3 94.5 95.8: 5.5 4.2
Old : 100.0: 37.3 32.8 1.7 55.5 61.3 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 : 87: 34 22 3 19 17 55 41:
Old : 87: 34 22 3 19 17 55 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 : 43.1 63.1 55.4 80.2 42.7 62.9 54.1 76.9
Old : 43.1 63.1 55.4 80.2 42.7 62.9 54.1 76.9
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 28, 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 : 154,081: 101,064 20,438 818 17,185 112,569 119,067 133,825: 35,014 20,256
Old : 154,081: 101,064 20,438 818 17,185 112,569 119,067 133,825: 35,014 20,256
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 21, 2006 :
: 13,494: 10,928 -609 288 626 10,461 11,842 10,140: 1,652 3,354
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.6 13.3 0.5 11.2 73.1 77.3 86.9: 22.7 13.1
Old : 100.0: 65.6 13.3 0.5 11.2 73.1 77.3 86.9: 22.7 13.1
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 : 86: 41 15 4 13 24 56 41:
Old : 86: 41 15 4 13 24 56 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 : 34.4 42.6 46.8 62.1 34.4 41.7 46.8 61.3
Old : 34.4 42.6 46.8 62.1 34.4 41.7 46.8 61.3
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 28, 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 : 252,107: 56,033 97,991 2,529 150,874 122,417 209,436 222,937: 42,671 29,170
Old : 252,107: 56,033 97,991 2,529 150,874 122,417 209,436 222,937: 42,671 29,170
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 21, 2006 :
: -6,220: 5,385 -33,078 613 -17,892 28,730 -11,894 -3,735: 5,674 -2,485
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.2 38.9 1.0 59.8 48.6 83.1 88.4: 16.9 11.6
Old : 100.0: 22.2 38.9 1.0 59.8 48.6 83.1 88.4: 16.9 11.6
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 : 120: 40 40 12 27 25 73 71:
Old : 120: 40 40 12 27 25 73 71:
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 : 33.7 34.8 49.1 53.2 30.1 34.0 43.6 46.2
Old : 33.7 34.8 49.1 53.2 30.1 34.0 43.6 46.2
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 28, 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 : 207,573: 107,372 17,778 5,036 33,719 142,555 146,127 165,369: 61,446 42,204
Old : 207,573: 107,372 17,778 5,036 33,719 142,555 146,127 165,369: 61,446 42,204
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 21, 2006 :
: 28,881: 22,655 -1,633 1,876 -1,574 17,147 22,957 17,390: 5,924 11,491
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.7 8.6 2.4 16.2 68.7 70.4 79.7: 29.6 20.3
Old : 100.0: 51.7 8.6 2.4 16.2 68.7 70.4 79.7: 29.6 20.3
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 : 131: 68 21 20 27 31 103 64:
Old : 131: 68 21 20 27 31 103 64:
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 : 16.1 44.0 24.6 56.4 15.6 42.6 23.4 53.2
Old : 16.1 44.0 24.6 56.4 15.6 42.6 23.4 53.2
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 28, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF NZ$ 100,000) :
: : :
All : 18,078: 13,682 759 0 2,259 16,527 15,941 17,286: 2,137 792
Old : 18,078: 13,682 759 0 2,259 16,527 15,941 17,286: 2,137 792
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 21, 2006 :
: 424: 384 307 0 58 427 442 734: -18 -310
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.7 4.2 0.0 12.5 91.4 88.2 95.6: 11.8 4.4
Old : 100.0: 75.7 4.2 0.0 12.5 91.4 88.2 95.6: 11.8 4.4
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 : 37: 18 3 0 7 12 25 15:
Old : 37: 18 3 0 7 12 25 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.5 64.0 70.9 84.3 60.5 63.4 70.9 81.6
Old : 60.5 64.0 70.9 84.3 60.5 63.4 70.9 81.6
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 28, 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 :10,563,388: 1,083,648 516,714 1,298,167 7,189,100 7,367,205 9,570,915 9,182,086: 992,473 1,381,302
Old :10,563,388: 1,083,648 516,714 1,298,167 7,189,100 7,367,205 9,570,915 9,182,086: 992,473 1,381,302
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 21, 2006 :
: 236,065: 147,066 -32,752 10,183 36,652 201,806 193,901 179,237: 42,164 56,828
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.3 4.9 12.3 68.1 69.7 90.6 86.9: 9.4 13.1
Old : 100.0: 10.3 4.9 12.3 68.1 69.7 90.6 86.9: 9.4 13.1
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 : 300: 66 50 88 150 164 257 269:
Old : 300: 66 50 88 150 164 257 269:
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 : 37.7 16.7 45.2 28.1 36.7 13.7 42.0 21.5
Old : 37.7 16.7 45.2 28.1 36.7 13.7 42.0 21.5
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 28, 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 : 660,383: 66,232 42,375 6,539 434,888 484,490 507,659 533,404: 152,724 126,979
Old : 660,383: 66,232 42,375 6,539 434,888 484,490 507,659 533,404: 152,724 126,979
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 21, 2006 :
: 9,718: -4,724 -801 2,252 -1,898 5,899 -4,370 7,350: 14,088 2,368
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.0 6.4 1.0 65.9 73.4 76.9 80.8: 23.1 19.2
Old : 100.0: 10.0 6.4 1.0 65.9 73.4 76.9 80.8: 23.1 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 : 194: 43 37 18 78 60 130 107:
Old : 194: 43 37 18 78 60 130 107:
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 : 20.4 24.9 28.5 39.0 20.1 24.9 27.3 39.0
Old : 20.4 24.9 28.5 39.0 20.1 24.9 27.3 39.0
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 28, 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 : 1,808,800: 459,413 342,765 41,667 918,064 1,273,707 1,419,144 1,658,139: 389,656 150,661
Old : 1,808,800: 459,413 342,765 41,667 918,064 1,273,707 1,419,144 1,658,139: 389,656 150,661
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 21, 2006 :
: 23,221: 6,014 1,677 3,567 45,852 5,535 55,433 10,779: -32,212 12,442
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.4 18.9 2.3 50.8 70.4 78.5 91.7: 21.5 8.3
Old : 100.0: 25.4 18.9 2.3 50.8 70.4 78.5 91.7: 21.5 8.3
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 : 281: 91 67 39 81 79 192 165:
Old : 281: 91 67 39 81 79 192 165:
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 29.7 28.6 46.4 13.2 23.2 21.9 38.0
Old : 18.5 29.7 28.6 46.4 13.2 23.2 21.9 38.0
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 28, 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 : 10,339: 1,009 0 0 5,956 7,626 6,965 7,626: 3,374 2,713
Old : 10,339: 1,009 0 0 5,956 7,626 6,965 7,626: 3,374 2,713
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 21, 2006 :
: -72: 17 0 0 -8 -247 9 -247: -81 175
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.8 0.0 0.0 57.6 73.8 67.4 73.8: 32.6 26.2
Old : 100.0: 9.8 0.0 0.0 57.6 73.8 67.4 73.8: 32.6 26.2
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 : 25: 2 0 0 15 11 17 11:
Old : 25: 2 0 0 15 11 17 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 : 31.2 48.8 47.1 66.9 31.2 46.8 47.1 64.8
Old : 31.2 48.8 47.1 66.9 31.2 46.8 47.1 64.8
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 28, 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 : 81,740: 10,372 29,831 374 57,334 48,231 68,080 78,436: 13,660 3,304
Old : 81,740: 10,372 29,831 374 57,334 48,231 68,080 78,436: 13,660 3,304
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 21, 2006 :
: -1,472: -865 -229 5 464 -1,126 -396 -1,350: -1,076 -122
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.7 36.5 0.5 70.1 59.0 83.3 96.0: 16.7 4.0
Old : 100.0: 12.7 36.5 0.5 70.1 59.0 83.3 96.0: 16.7 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 : 69: 9 7 3 30 31 41 40:
Old : 69: 9 7 3 30 31 41 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 : 32.8 43.4 53.2 64.1 32.3 43.4 51.7 64.0
Old : 32.8 43.4 53.2 64.1 32.3 43.4 51.7 64.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
Commitments of Traders - Futures Only, November 28, 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 : 71,461: 16,152 8,018 110 47,287 32,660 63,549 40,788: 7,912 30,673
Old : 71,461: 16,152 8,018 110 47,287 32,660 63,549 40,788: 7,912 30,673
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 21, 2006 :
: -1,953: -2,654 87 102 -226 -420 -2,778 -231: 825 -1,722
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.6 11.2 0.2 66.2 45.7 88.9 57.1: 11.1 42.9
Old : 100.0: 22.6 11.2 0.2 66.2 45.7 88.9 57.1: 11.1 42.9
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 : 91: 25 14 3 32 30 59 45:
Old : 91: 25 14 3 32 30 59 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 : 42.2 22.4 56.9 32.3 41.8 22.0 56.6 31.9
Old : 42.2 22.4 56.9 32.3 41.8 22.0 56.6 31.9
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 28, 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 : 511,004: 168,888 162,932 12,237 184,713 312,905 365,838 488,074: 145,166 22,930
Old : 511,004: 168,888 162,932 12,237 184,713 312,905 365,838 488,074: 145,166 22,930
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 21, 2006 :
: -31,629: -3,175 703 -2,340 -17,925 -31,345 -23,440 -32,982: -8,189 1,353
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.1 31.9 2.4 36.1 61.2 71.6 95.5: 28.4 4.5
Old : 100.0: 33.1 31.9 2.4 36.1 61.2 71.6 95.5: 28.4 4.5
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 : 245: 83 57 20 67 58 162 123:
Old : 245: 83 57 20 67 58 162 123:
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 : 16.5 36.2 26.7 55.2 16.2 36.1 25.8 50.8
Old : 16.5 36.2 26.7 55.2 16.2 36.1 25.8 50.8
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 28, 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 : 123,916: 90,263 10,505 828 1,602 103,506 92,693 114,839: 31,223 9,077
Old : 123,916: 90,263 10,505 828 1,602 103,506 92,693 114,839: 31,223 9,077
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 21, 2006 :
: 15,663: 15,027 2,730 828 -768 13,054 15,087 16,612: 576 -949
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.8 8.5 0.7 1.3 83.5 74.8 92.7: 25.2 7.3
Old : 100.0: 72.8 8.5 0.7 1.3 83.5 74.8 92.7: 25.2 7.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 70: 43 6 3 4 19 48 28:
Old : 70: 43 6 3 4 19 48 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.7 58.6 41.7 77.6 29.7 58.3 41.7 77.3
Old : 29.7 58.6 41.7 77.6 29.7 58.3 41.7 77.3
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 28, 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 : 41,790: 3,761 3,626 0 32,871 25,006 36,632 28,632: 5,158 13,158
Old : 41,790: 3,761 3,626 0 32,871 25,006 36,632 28,632: 5,158 13,158
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 21, 2006 :
: 1,508: 300 -13 0 731 939 1,031 926: 477 582
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.0 8.7 0.0 78.7 59.8 87.7 68.5: 12.3 31.5
Old : 100.0: 9.0 8.7 0.0 78.7 59.8 87.7 68.5: 12.3 31.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 55: 4 10 0 26 23 30 33:
Old : 55: 4 10 0 26 23 30 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 : 49.1 26.0 68.5 41.4 48.8 23.7 68.2 38.3
Old : 49.1 26.0 68.5 41.4 48.8 23.7 68.2 38.3
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 28, 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 : 397,948: 53,287 133,144 1,623 289,840 248,303 344,750 383,070: 53,198 14,878
Old : 397,948: 53,287 133,144 1,623 289,840 248,303 344,750 383,070: 53,198 14,878
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 21, 2006 :
: -8,037: -3,271 7,080 123 -4,544 -14,949 -7,692 -7,746: -345 -291
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.4 33.5 0.4 72.8 62.4 86.6 96.3: 13.4 3.7
Old : 100.0: 13.4 33.5 0.4 72.8 62.4 86.6 96.3: 13.4 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 : 183: 30 64 8 50 58 86 125:
Old : 183: 30 64 8 50 58 86 125:
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 : 45.7 27.2 58.0 41.8 45.7 25.7 57.6 39.9
Old : 45.7 27.2 58.0 41.8 45.7 25.7 57.6 39.9
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 28, 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 : 47,842: 9,196 17,555 260 25,898 22,129 35,354 39,944: 12,488 7,898
Old : 47,842: 9,196 17,555 260 25,898 22,129 35,354 39,944: 12,488 7,898
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 21, 2006 :
: -1,652: -1,659 -1,001 247 612 443 -800 -311: -852 -1,341
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.2 36.7 0.5 54.1 46.3 73.9 83.5: 26.1 16.5
Old : 100.0: 19.2 36.7 0.5 54.1 46.3 73.9 83.5: 26.1 16.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 80: 19 22 2 19 25 39 48:
Old : 80: 19 22 2 19 25 39 48:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.8 28.9 42.8 46.2 30.8 25.7 42.8 43.1
Old : 30.8 28.9 42.8 46.2 30.8 25.7 42.8 43.1
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 28, 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 : 41,763: 13,239 3,962 13 20,063 14,996 33,315 18,971: 8,448 22,792
Old : 41,763: 13,239 3,962 13 20,063 14,996 33,315 18,971: 8,448 22,792
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 21, 2006 :
: -4,129: -3,189 -440 0 -3,016 688 -6,205 248: 2,076 -4,377
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.7 9.5 0.0 48.0 35.9 79.8 45.4: 20.2 54.6
Old : 100.0: 31.7 9.5 0.0 48.0 35.9 79.8 45.4: 20.2 54.6
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 : 54: 15 6 1 25 13 40 20:
Old : 54: 15 6 1 25 13 40 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 : 27.4 26.8 40.0 35.3 20.3 18.0 32.4 24.4
Old : 27.4 26.8 40.0 35.3 20.3 18.0 32.4 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 28, 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 : 21,909: 7,323 1,575 186 14,042 19,403 21,551 21,164: 358 745
Old : 21,909: 7,323 1,575 186 14,042 19,403 21,551 21,164: 358 745
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 21, 2006 :
: -63: 19 -773 0 -79 642 -60 -131: -3 68
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.4 7.2 0.8 64.1 88.6 98.4 96.6: 1.6 3.4
Old : 100.0: 33.4 7.2 0.8 64.1 88.6 98.4 96.6: 1.6 3.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 5 4 2 8 5 14 10:
Old : 21: 5 4 2 8 5 14 10:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 84.3 92.0 93.9 96.1 84.1 91.4 93.7 95.5
Old : 84.3 92.0 93.9 96.1 84.1 91.4 93.7 95.5
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 28, 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 : 53,091: 6,199 10,910 2,362 29,058 35,021 37,619 48,293: 15,472 4,798
Old : 53,091: 6,199 10,910 2,362 29,058 35,021 37,619 48,293: 15,472 4,798
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 21, 2006 :
: -201: 508 -65 -406 74 -288 176 -759: -377 558
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.7 20.5 4.4 54.7 66.0 70.9 91.0: 29.1 9.0
Old : 100.0: 11.7 20.5 4.4 54.7 66.0 70.9 91.0: 29.1 9.0
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 : 58: 6 10 9 30 32 41 48:
Old : 58: 6 10 9 30 32 41 48:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.4 33.2 46.4 51.7 22.2 23.4 30.5 37.2
Old : 29.4 33.2 46.4 51.7 22.2 23.4 30.5 37.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 1, 2006