MILK - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders - Futures Only, December 5, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 26,042: 5,552 2,142 560 16,249 15,585 22,361 18,287: 3,681 7,755
Old : 26,042: 5,552 2,142 560 16,249 15,585 22,361 18,287: 3,681 7,755
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 28, 2006 :
: -2,825: 241 292 -196 -2,592 -1,024 -2,547 -928: -278 -1,897
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.3 8.2 2.2 62.4 59.8 85.9 70.2: 14.1 29.8
Old : 100.0: 21.3 8.2 2.2 62.4 59.8 85.9 70.2: 14.1 29.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 52: 12 7 11 25 18 41 33:
Old : 52: 12 7 11 25 18 41 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 : 40.2 35.8 56.9 49.3 40.1 34.9 56.5 48.1
Old : 40.2 35.8 56.9 49.3 40.1 34.9 56.5 48.1
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, December 5, 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 : 183,624: 31,651 16,748 40,608 89,037 91,378 161,296 148,734: 22,328 34,890
Old : 181,518: 30,804 17,219 40,125 88,957 89,816 159,886 147,160: 21,632 34,358
Other: 2,106: 1,330 12 0 80 1,562 1,410 1,574: 696 532
: : :
: : Changes in Commitments from: November 28, 2006 :
: -828: -979 582 -53 123 -214 -909 315: 81 -1,143
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.2 9.1 22.1 48.5 49.8 87.8 81.0: 12.2 19.0
Old : 100.0: 17.0 9.5 22.1 49.0 49.5 88.1 81.1: 11.9 18.9
Other: 100.0: 63.2 0.6 0.0 3.8 74.2 67.0 74.7: 33.0 25.3
: : :
:# Traders : Number of Traders in Each Category :
All : 208: 67 52 80 41 45 162 148:
Old : 207: 66 55 80 41 45 161 148:
Other: 31: 12 2 0 2 15 14 17:
:----------------------------------------------------------------------------------------------------
: 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 : 29.6 31.1 40.8 40.4 29.6 26.6 38.9 32.8
Old : 30.0 31.4 41.3 40.6 30.0 26.8 39.4 32.9
Other: 47.8 49.3 61.1 66.5 47.8 49.3 61.1 66.5
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders - Futures Only, December 5, 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 : 221,763: 52,004 29,126 47,698 100,841 94,839 200,543 171,663: 21,220 50,100
Old : 221,763: 52,004 29,126 47,698 100,841 94,839 200,543 171,663: 21,220 50,100
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 28, 2006 :
: 2,237: 1,514 -1,135 1,599 -1,640 185 1,473 649: 764 1,588
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.5 13.1 21.5 45.5 42.8 90.4 77.4: 9.6 22.6
Old : 100.0: 23.5 13.1 21.5 45.5 42.8 90.4 77.4: 9.6 22.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 295: 60 70 74 69 132 174 250:
Old : 295: 60 70 74 69 132 174 250:
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 : 25.3 11.1 38.3 18.9 25.3 9.4 36.6 14.6
Old : 25.3 11.1 38.3 18.9 25.3 9.4 36.6 14.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
Commitments of Traders - Futures Only, December 5, 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 : 7,491: 2,387 2,974 1,061 2,051 1,388 5,499 5,423: 1,992 2,068
Old : 7,491: 2,387 2,974 1,061 2,051 1,388 5,499 5,423: 1,992 2,068
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 28, 2006 :
: 1,231: 116 488 421 322 69 859 978: 372 253
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.9 39.7 14.2 27.4 18.5 73.4 72.4: 26.6 27.6
Old : 100.0: 31.9 39.7 14.2 27.4 18.5 73.4 72.4: 26.6 27.6
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 : 78: 22 25 15 16 21 47 57:
Old : 78: 22 25 15 16 21 47 57:
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 : 29.6 20.3 44.7 34.4 29.6 19.1 43.0 28.5
Old : 29.6 20.3 44.7 34.4 29.6 19.1 43.0 28.5
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, December 5, 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 : 27,444: 6,688 8,052 4,098 10,800 3,974 21,586 16,124: 5,858 11,320
Old : 27,444: 6,688 8,052 4,098 10,800 3,974 21,586 16,124: 5,858 11,320
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 28, 2006 :
: 1,146: 224 368 -118 829 973 935 1,223: 211 -77
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.4 29.3 14.9 39.4 14.5 78.7 58.8: 21.3 41.2
Old : 100.0: 24.4 29.3 14.9 39.4 14.5 78.7 58.8: 21.3 41.2
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 : 115: 16 39 23 37 27 75 76:
Old : 115: 16 39 23 37 27 75 76:
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 : 18.7 14.7 30.5 23.9 17.9 13.0 28.8 18.7
Old : 18.7 14.7 30.5 23.9 17.9 13.0 28.8 18.7
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, December 5, 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 : 131,624: 24,557 71,036 1,656 77,624 31,126 103,837 103,818: 27,787 27,806
Old : 131,624: 24,557 71,036 1,656 77,624 31,126 103,837 103,818: 27,787 27,806
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 28, 2006 :
: 7,071: -2,377 3,820 -11 8,623 399 6,235 4,208: 836 2,863
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.7 54.0 1.3 59.0 23.6 78.9 78.9: 21.1 21.1
Old : 100.0: 18.7 54.0 1.3 59.0 23.6 78.9 78.9: 21.1 21.1
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 : 92: 20 36 7 28 20 54 57:
Old : 92: 20 36 7 28 20 54 57:
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 23.9 50.9 37.5 37.8 23.9 50.2 37.2
Old : 38.5 23.9 50.9 37.5 37.8 23.9 50.2 37.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
Commitments of Traders - Futures Only, December 5, 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 : 80,908: 25,835 32,303 796 28,496 35,368 55,127 68,467: 25,781 12,441
Old : 80,908: 25,835 32,303 796 28,496 35,368 55,127 68,467: 25,781 12,441
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 28, 2006 :
: 2,202: 3,874 -3,561 796 -8,644 5,811 -3,974 3,046: 6,176 -844
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.9 39.9 1.0 35.2 43.7 68.1 84.6: 31.9 15.4
Old : 100.0: 31.9 39.9 1.0 35.2 43.7 68.1 84.6: 31.9 15.4
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 : 54: 19 14 2 8 17 29 32:
Old : 54: 19 14 2 8 17 29 32:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.2 36.2 49.0 55.2 36.2 36.2 49.0 53.4
Old : 36.2 36.2 49.0 55.2 36.2 36.2 49.0 53.4
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, December 5, 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 : 73,822: 33,935 8,586 749 34,842 60,851 69,526 70,186: 4,296 3,636
Old : 73,822: 33,935 8,586 749 34,842 60,851 69,526 70,186: 4,296 3,636
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 28, 2006 :
: 306: 6,502 -15,558 -481 -5,953 15,800 68 -239: 238 545
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.0 11.6 1.0 47.2 82.4 94.2 95.1: 5.8 4.9
Old : 100.0: 46.0 11.6 1.0 47.2 82.4 94.2 95.1: 5.8 4.9
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 : 88: 37 21 3 17 19 55 42:
Old : 88: 37 21 3 17 19 55 42:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.4 58.9 54.8 75.7 32.9 52.3 45.9 64.5
Old : 36.4 58.9 54.8 75.7 32.9 52.3 45.9 64.5
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, December 5, 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 : 151,959: 96,711 20,879 1,833 17,011 109,218 115,555 131,930: 36,404 20,029
Old : 151,959: 96,711 20,879 1,833 17,011 109,218 115,555 131,930: 36,404 20,029
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 28, 2006 :
: -2,122: -4,353 441 1,015 -174 -3,351 -3,512 -1,895: 1,390 -227
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.6 13.7 1.2 11.2 71.9 76.0 86.8: 24.0 13.2
Old : 100.0: 63.6 13.7 1.2 11.2 71.9 76.0 86.8: 24.0 13.2
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: 40 16 4 13 25 57 42:
Old : 87: 40 16 4 13 25 57 42:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.9 40.3 44.6 59.3 33.9 39.0 44.6 57.8
Old : 33.9 40.3 44.6 59.3 33.9 39.0 44.6 57.8
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, December 5, 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 : 268,136: 62,344 85,881 2,901 153,868 150,125 219,113 238,907: 49,023 29,229
Old : 268,136: 62,344 85,881 2,901 153,868 150,125 219,113 238,907: 49,023 29,229
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 28, 2006 :
: 16,029: 6,311 -12,110 372 2,994 27,708 9,677 15,970: 6,352 59
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.3 32.0 1.1 57.4 56.0 81.7 89.1: 18.3 10.9
Old : 100.0: 23.3 32.0 1.1 57.4 56.0 81.7 89.1: 18.3 10.9
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 : 113: 40 37 12 27 22 75 63:
Old : 113: 40 37 12 27 22 75 63:
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 39.4 50.5 60.1 27.5 35.0 38.2 47.4
Old : 36.2 39.4 50.5 60.1 27.5 35.0 38.2 47.4
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, December 5, 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 : 223,733: 115,201 16,936 6,365 34,887 163,201 156,453 186,502: 67,280 37,231
Old : 223,733: 115,201 16,936 6,365 34,887 163,201 156,453 186,502: 67,280 37,231
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 28, 2006 :
: 16,160: 7,829 -842 1,329 1,168 20,646 10,326 21,133: 5,834 -4,973
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.5 7.6 2.8 15.6 72.9 69.9 83.4: 30.1 16.6
Old : 100.0: 51.5 7.6 2.8 15.6 72.9 69.9 83.4: 30.1 16.6
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 : 140: 71 26 22 28 32 106 73:
Old : 140: 71 26 22 28 32 106 73:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.2 45.1 26.6 57.8 17.6 43.3 24.7 55.0
Old : 18.2 45.1 26.6 57.8 17.6 43.3 24.7 55.0
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, December 5, 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 : 19,768: 15,427 957 0 2,057 17,707 17,484 18,664: 2,284 1,104
Old : 19,768: 15,427 957 0 2,057 17,707 17,484 18,664: 2,284 1,104
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 28, 2006 :
: 1,690: 1,745 198 0 -202 1,180 1,543 1,378: 147 312
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.0 4.8 0.0 10.4 89.6 88.4 94.4: 11.6 5.6
Old : 100.0: 78.0 4.8 0.0 10.4 89.6 88.4 94.4: 11.6 5.6
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 : 41: 20 4 0 6 12 26 16:
Old : 41: 20 4 0 6 12 26 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.0 70.4 68.3 84.5 58.0 69.7 68.3 83.8
Old : 58.0 70.4 68.3 84.5 58.0 69.7 68.3 83.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
Commitments of Traders - Futures Only, December 5, 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 :10,945,536: 1,353,328 637,978 1,384,283 7,164,882 7,533,620 9,902,493 9,555,881: 1,043,043 1,389,655
Old :10,945,536: 1,353,328 637,978 1,384,283 7,164,882 7,533,620 9,902,493 9,555,881: 1,043,043 1,389,655
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 28, 2006 :
: 382,148: 269,680 121,264 86,116 -24,218 166,415 331,578 373,795: 50,570 8,353
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.4 5.8 12.6 65.5 68.8 90.5 87.3: 9.5 12.7
Old : 100.0: 12.4 5.8 12.6 65.5 68.8 90.5 87.3: 9.5 12.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 311: 64 58 83 152 172 260 276:
Old : 311: 64 58 83 152 172 260 276:
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 15.5 43.5 26.9 35.0 12.9 40.3 20.5
Old : 36.2 15.5 43.5 26.9 35.0 12.9 40.3 20.5
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, December 5, 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 : 696,094: 70,985 42,854 12,828 460,379 510,421 544,192 566,103: 151,902 129,991
Old : 696,094: 70,985 42,854 12,828 460,379 510,421 544,192 566,103: 151,902 129,991
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 28, 2006 :
: 35,711: 4,753 479 6,289 25,491 25,931 36,533 32,699: -822 3,012
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.2 6.2 1.8 66.1 73.3 78.2 81.3: 21.8 18.7
Old : 100.0: 10.2 6.2 1.8 66.1 73.3 78.2 81.3: 21.8 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 : 196: 44 38 19 84 63 138 111:
Old : 196: 44 38 19 84 63 138 111:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.1 24.6 27.7 37.8 19.0 24.6 25.6 37.8
Old : 20.1 24.6 27.7 37.8 19.0 24.6 25.6 37.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
Commitments of Traders - Futures Only, December 5, 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 : 1,961,863: 479,055 393,720 49,338 1,040,194 1,370,522 1,568,587 1,813,580: 393,276 148,283
Old : 1,961,863: 479,055 393,720 49,338 1,040,194 1,370,522 1,568,587 1,813,580: 393,276 148,283
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 28, 2006 :
: 153,063: 19,642 50,955 7,671 122,130 96,815 149,443 155,441: 3,620 -2,378
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.4 20.1 2.5 53.0 69.9 80.0 92.4: 20.0 7.6
Old : 100.0: 24.4 20.1 2.5 53.0 69.9 80.0 92.4: 20.0 7.6
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 : 287: 90 64 42 90 85 205 167:
Old : 287: 90 64 42 90 85 205 167:
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 : 19.2 29.6 29.6 44.6 13.9 21.6 22.6 36.0
Old : 19.2 29.6 29.6 44.6 13.9 21.6 22.6 36.0
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, December 5, 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 : 11,021: 991 0 0 6,173 7,826 7,164 7,826: 3,857 3,195
Old : 11,021: 991 0 0 6,173 7,826 7,164 7,826: 3,857 3,195
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 28, 2006 :
: 682: -18 0 0 217 200 199 200: 483 482
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.0 0.0 0.0 56.0 71.0 65.0 71.0: 35.0 29.0
Old : 100.0: 9.0 0.0 0.0 56.0 71.0 65.0 71.0: 35.0 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 : 25: 2 0 0 16 11 18 11:
Old : 25: 2 0 0 16 11 18 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 : 29.2 47.6 44.1 64.6 29.2 43.9 44.1 60.8
Old : 29.2 47.6 44.1 64.6 29.2 43.9 44.1 60.8
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, December 5, 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 : 87,506: 11,337 25,940 779 58,360 50,604 70,476 77,323: 17,030 10,183
Old : 87,506: 11,337 25,940 779 58,360 50,604 70,476 77,323: 17,030 10,183
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 28, 2006 :
: 5,766: 965 -3,891 405 1,026 2,373 2,396 -1,113: 3,370 6,879
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.0 29.6 0.9 66.7 57.8 80.5 88.4: 19.5 11.6
Old : 100.0: 13.0 29.6 0.9 66.7 57.8 80.5 88.4: 19.5 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 : 75: 10 7 4 35 33 48 43:
Old : 75: 10 7 4 35 33 48 43:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.9 34.9 46.5 52.0 26.6 34.8 45.2 52.0
Old : 26.9 34.9 46.5 52.0 26.6 34.8 45.2 52.0
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, December 5, 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 : 71,300: 16,577 6,716 574 47,531 31,652 64,682 38,942: 6,618 32,358
Old : 71,300: 16,577 6,716 574 47,531 31,652 64,682 38,942: 6,618 32,358
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 28, 2006 :
: -161: 425 -1,302 464 244 -1,008 1,133 -1,846: -1,294 1,685
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.2 9.4 0.8 66.7 44.4 90.7 54.6: 9.3 45.4
Old : 100.0: 23.2 9.4 0.8 66.7 44.4 90.7 54.6: 9.3 45.4
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 : 91: 25 15 5 31 26 60 43:
Old : 91: 25 15 5 31 26 60 43:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.7 23.9 57.8 31.9 41.4 23.5 57.5 31.5
Old : 41.7 23.9 57.8 31.9 41.4 23.5 57.5 31.5
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, December 5, 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 : 532,332: 181,763 155,160 10,819 185,519 331,020 378,101 496,999: 154,231 35,333
Old : 532,332: 181,763 155,160 10,819 185,519 331,020 378,101 496,999: 154,231 35,333
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 28, 2006 :
: 21,328: 12,875 -7,772 -1,418 806 18,115 12,263 8,925: 9,065 12,403
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.1 29.1 2.0 34.9 62.2 71.0 93.4: 29.0 6.6
Old : 100.0: 34.1 29.1 2.0 34.9 62.2 71.0 93.4: 29.0 6.6
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 : 239: 92 45 19 64 55 167 108:
Old : 239: 92 45 19 64 55 167 108:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.3 37.0 27.8 55.6 17.2 35.6 26.8 51.0
Old : 17.3 37.0 27.8 55.6 17.2 35.6 26.8 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, December 5, 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 : 129,455: 88,467 13,156 684 6,613 108,357 95,764 122,197: 33,691 7,258
Old : 129,455: 88,467 13,156 684 6,613 108,357 95,764 122,197: 33,691 7,258
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 28, 2006 :
: 5,539: -1,796 2,651 -144 5,011 4,851 3,071 7,358: 2,468 -1,819
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.3 10.2 0.5 5.1 83.7 74.0 94.4: 26.0 5.6
Old : 100.0: 68.3 10.2 0.5 5.1 83.7 74.0 94.4: 26.0 5.6
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 : 73: 42 8 1 7 19 50 28:
Old : 73: 42 8 1 7 19 50 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 : 28.3 58.3 37.8 77.5 28.3 58.3 37.8 76.6
Old : 28.3 58.3 37.8 77.5 28.3 58.3 37.8 76.6
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, December 5, 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 : 42,390: 4,621 3,611 0 33,025 25,988 37,646 29,599: 4,744 12,791
Old : 42,390: 4,621 3,611 0 33,025 25,988 37,646 29,599: 4,744 12,791
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 28, 2006 :
: 600: 860 -15 0 154 982 1,014 967: -414 -367
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.9 8.5 0.0 77.9 61.3 88.8 69.8: 11.2 30.2
Old : 100.0: 10.9 8.5 0.0 77.9 61.3 88.8 69.8: 11.2 30.2
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 : 55: 4 10 0 25 25 29 35:
Old : 55: 4 10 0 25 25 29 35:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.6 24.8 69.5 39.9 48.3 22.1 69.2 36.4
Old : 48.6 24.8 69.5 39.9 48.3 22.1 69.2 36.4
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, December 5, 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 : 424,809: 52,941 135,090 2,058 316,464 270,668 371,463 407,816: 53,346 16,993
Old : 424,809: 52,941 135,090 2,058 316,464 270,668 371,463 407,816: 53,346 16,993
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 28, 2006 :
: 26,861: -346 1,946 435 26,624 22,365 26,713 24,746: 148 2,115
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.5 31.8 0.5 74.5 63.7 87.4 96.0: 12.6 4.0
Old : 100.0: 12.5 31.8 0.5 74.5 63.7 87.4 96.0: 12.6 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 : 201: 36 66 9 57 67 99 137:
Old : 201: 36 66 9 57 67 99 137:
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 : 42.5 26.3 55.3 41.2 42.5 24.7 54.6 38.6
Old : 42.5 26.3 55.3 41.2 42.5 24.7 54.6 38.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
Commitments of Traders - Futures Only, December 5, 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 : 53,697: 8,928 17,567 1,684 27,344 23,886 37,956 43,137: 15,741 10,560
Old : 53,697: 8,928 17,567 1,684 27,344 23,886 37,956 43,137: 15,741 10,560
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 28, 2006 :
: 5,855: -268 12 1,424 1,446 1,757 2,602 3,193: 3,253 2,662
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.6 32.7 3.1 50.9 44.5 70.7 80.3: 29.3 19.7
Old : 100.0: 16.6 32.7 3.1 50.9 44.5 70.7 80.3: 29.3 19.7
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 : 82: 19 25 7 22 26 47 52:
Old : 82: 19 25 7 22 26 47 52:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.9 25.7 39.2 41.0 27.9 23.5 38.3 38.8
Old : 27.9 25.7 39.2 41.0 27.9 23.5 38.3 38.8
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, December 5, 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 : 54,531: 13,126 3,636 130 31,198 25,820 44,454 29,586: 10,077 24,945
Old : 54,531: 13,126 3,636 130 31,198 25,820 44,454 29,586: 10,077 24,945
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 28, 2006 :
: 12,768: -113 -326 117 11,135 10,824 11,139 10,615: 1,629 2,153
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.1 6.7 0.2 57.2 47.3 81.5 54.3: 18.5 45.7
Old : 100.0: 24.1 6.7 0.2 57.2 47.3 81.5 54.3: 18.5 45.7
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 : 55: 15 6 4 25 19 40 29:
Old : 55: 15 6 4 25 19 40 29:
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 31.5 41.7 41.0 17.6 13.9 27.2 19.2
Old : 28.6 31.5 41.7 41.0 17.6 13.9 27.2 19.2
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, December 5, 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 : 21,873: 7,002 1,717 41 14,320 19,406 21,363 21,164: 510 709
Old : 21,873: 7,002 1,717 41 14,320 19,406 21,363 21,164: 510 709
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 28, 2006 :
: -36: -321 142 -145 278 3 -188 0: 152 -36
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.0 7.8 0.2 65.5 88.7 97.7 96.8: 2.3 3.2
Old : 100.0: 32.0 7.8 0.2 65.5 88.7 97.7 96.8: 2.3 3.2
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 : 22: 5 5 1 8 5 13 11:
Old : 22: 5 5 1 8 5 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 : 83.7 92.7 93.1 95.8 83.5 92.7 92.9 95.8
Old : 83.7 92.7 93.1 95.8 83.5 92.7 92.9 95.8
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, December 5, 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 : 55,705: 5,149 10,433 3,180 32,212 36,293 40,541 49,906: 15,164 5,799
Old : 55,705: 5,149 10,433 3,180 32,212 36,293 40,541 49,906: 15,164 5,799
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 28, 2006 :
: 2,614: -1,050 -477 818 3,154 1,272 2,922 1,613: -308 1,001
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.2 18.7 5.7 57.8 65.2 72.8 89.6: 27.2 10.4
Old : 100.0: 9.2 18.7 5.7 57.8 65.2 72.8 89.6: 27.2 10.4
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 : 59: 6 11 8 30 34 40 49:
Old : 59: 6 11 8 30 34 40 49:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.2 30.9 46.5 48.0 20.4 20.3 26.7 32.0
Old : 30.2 30.9 46.5 48.0 20.4 20.3 26.7 32.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 8, 2006