BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 31, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 20,000 POUNDS) :
: : :
All : 3,226: 356 11 128 2,201 2,755 2,685 2,894: 541 332
Old : 3,226: 356 11 128 2,201 2,755 2,685 2,894: 541 332
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 24, 2006 :
: 87: 0 8 15 69 12 84 35: 3 52
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.0 0.3 4.0 68.2 85.4 83.2 89.7: 16.8 10.3
Old : 100.0: 11.0 0.3 4.0 68.2 85.4 83.2 89.7: 16.8 10.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 2 1 1 13 11 16 12:
Old : 24: 2 1 1 13 11 16 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.9 61.8 64.2 81.8 44.9 61.7 64.0 77.6
Old : 44.9 61.8 64.2 81.8 44.9 61.7 64.0 77.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MILK - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 31, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 37,187: 2,806 2,723 4,448 25,063 18,236 32,317 25,407: 4,871 11,781
Old : 37,187: 2,806 2,723 4,448 25,063 18,236 32,317 25,407: 4,871 11,781
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 24, 2006 :
: 1,211: 55 719 393 1,378 351 1,827 1,463: -616 -252
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.5 7.3 12.0 67.4 49.0 86.9 68.3: 13.1 31.7
Old : 100.0: 7.5 7.3 12.0 67.4 49.0 86.9 68.3: 13.1 31.7
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 : 56: 12 9 16 31 21 49 40:
Old : 56: 12 9 16 31 21 49 40:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.4 31.3 56.6 44.9 41.5 30.5 51.1 39.0
Old : 43.4 31.3 56.6 44.9 41.5 30.5 51.1 39.0
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 with Delta-adjusted Options and Futures Combined, October 31, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 197,929: 38,302 14,038 52,905 83,955 89,620 175,161 156,563: 22,767 41,366
Old : 197,491: 38,162 14,046 52,897 83,875 89,266 174,933 156,209: 22,557 41,282
Other: 438: 148 0 0 80 354 228 354: 210 84
: : :
: : Changes in Commitments from: October 24, 2006 :
: 18,936: 5,750 -3,453 7,340 1,266 12,811 14,357 16,699: 4,579 2,236
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.4 7.1 26.7 42.4 45.3 88.5 79.1: 11.5 20.9
Old : 100.0: 19.3 7.1 26.8 42.5 45.2 88.6 79.1: 11.4 20.9
Other: 100.0: 33.8 0.0 0.0 18.3 80.8 52.1 80.8: 47.9 19.2
: : :
:# Traders : Number of Traders in Each Category :
All : 218: 70 66 92 37 45 179 153:
Old : 218: 70 66 92 37 45 179 153:
Other: 10: 3 0 0 2 5 5 5:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.1 24.8 37.8 32.2 27.1 23.6 36.3 29.6
Old : 27.1 24.8 37.9 32.2 27.1 23.6 36.4 29.5
Other: 51.1 79.5 52.1 80.8 51.1 79.5 52.1 80.8
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 31, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 218,788: 48,846 19,655 52,994 97,223 97,757 199,063 170,405: 19,725 48,383
Old : 218,788: 48,846 19,655 52,994 97,223 97,757 199,063 170,405: 19,725 48,383
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 24, 2006 :
: -2,551: 959 -1,124 -2,857 1,534 5,123 -364 1,142: -2,187 -3,693
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.3 9.0 24.2 44.4 44.7 91.0 77.9: 9.0 22.1
Old : 100.0: 22.3 9.0 24.2 44.4 44.7 91.0 77.9: 9.0 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 : 303: 90 56 69 80 133 207 229:
Old : 303: 90 56 69 80 133 207 229:
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 : 25.2 11.1 37.5 19.2 25.2 10.1 36.1 16.1
Old : 25.2 11.1 37.5 19.2 25.2 10.1 36.1 16.1
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 with Delta-adjusted Options and Futures Combined, October 31, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 110,000 BOARD FEET) :
: : :
All : 6,622: 1,918 2,521 708 2,163 1,373 4,789 4,602: 1,833 2,021
Old : 6,622: 1,918 2,521 708 2,163 1,373 4,789 4,602: 1,833 2,021
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 24, 2006 :
: -734: -1,031 -57 -309 742 -71 -598 -437: -136 -297
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.0 38.1 10.7 32.7 20.7 72.3 69.5: 27.7 30.5
Old : 100.0: 29.0 38.1 10.7 32.7 20.7 72.3 69.5: 27.7 30.5
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 : 63: 15 25 13 18 18 40 49:
Old : 63: 15 25 13 18 18 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 : 29.7 20.4 45.2 32.7 29.7 20.4 45.2 31.0
Old : 29.7 20.4 45.2 32.7 29.7 20.4 45.2 31.0
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 with Delta-adjusted Options and Futures Combined, October 31, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50,000 POUNDS) :
: : :
All : 25,223: 5,696 7,014 5,339 8,170 2,457 19,206 14,811: 6,017 10,413
Old : 25,223: 5,696 7,014 5,339 8,170 2,457 19,206 14,811: 6,017 10,413
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 24, 2006 :
: -3,418: -1,433 -75 -1,473 -335 -1,293 -3,241 -2,841: -177 -577
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.6 27.8 21.2 32.4 9.7 76.1 58.7: 23.9 41.3
Old : 100.0: 22.6 27.8 21.2 32.4 9.7 76.1 58.7: 23.9 41.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 105: 24 35 26 34 21 76 69:
Old : 105: 24 35 26 34 21 76 69:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.2 17.0 28.6 26.9 15.8 16.2 26.3 21.8
Old : 17.2 17.0 28.6 26.9 15.8 16.2 26.3 21.8
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 with Delta-adjusted Options and Futures Combined, October 31, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100,000 CANADIAN DOLLARS) :
: : :
All : 110,928: 23,681 47,954 4,174 51,843 35,241 79,698 87,368: 31,230 23,559
Old : 110,928: 23,681 47,954 4,174 51,843 35,241 79,698 87,368: 31,230 23,559
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 24, 2006 :
: 4,055: -1,052 8,812 -112 4,995 -3,960 3,831 4,740: 224 -685
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.3 43.2 3.8 46.7 31.8 71.8 78.8: 28.2 21.2
Old : 100.0: 21.3 43.2 3.8 46.7 31.8 71.8 78.8: 28.2 21.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 80: 17 32 11 24 16 48 52:
Old : 80: 17 32 11 24 16 48 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 : 25.9 30.1 41.1 45.6 25.6 30.1 40.8 45.5
Old : 25.9 30.1 41.1 45.6 25.6 30.1 40.8 45.5
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 with Delta-adjusted Options and Futures Combined, October 31, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 125,000 SWISS FRANCS) :
: : :
All : 91,757: 11,154 58,407 716 69,138 12,263 81,008 71,386: 10,749 20,370
Old : 91,757: 11,154 58,407 716 69,138 12,263 81,008 71,386: 10,749 20,370
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 24, 2006 :
: -18,324: 1,922 -21,455 -193 -21,637 7,649 -19,908 -13,999: 1,584 -4,325
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.2 63.7 0.8 75.3 13.4 88.3 77.8: 11.7 22.2
Old : 100.0: 12.2 63.7 0.8 75.3 13.4 88.3 77.8: 11.7 22.2
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 : 54: 10 27 1 11 11 21 39:
Old : 54: 10 27 1 11 11 21 39:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 67.8 34.9 77.7 48.3 67.7 34.9 76.4 46.2
Old : 67.8 34.9 77.7 48.3 67.7 34.9 76.4 46.2
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 with Delta-adjusted Options and Futures Combined, October 31, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 500,000 MEXICAN PESOS) :
: : :
All : 113,338: 93,138 10,957 165 14,598 100,173 107,901 111,295: 5,437 2,043
Old : 113,338: 93,138 10,957 165 14,598 100,173 107,901 111,295: 5,437 2,043
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 24, 2006 :
: 13,478: 14,086 -1,012 -2 -1,436 14,529 12,648 13,515: 830 -37
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.2 9.7 0.1 12.9 88.4 95.2 98.2: 4.8 1.8
Old : 100.0: 82.2 9.7 0.1 12.9 88.4 95.2 98.2: 4.8 1.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 101: 60 10 1 13 20 74 31:
Old : 101: 60 10 1 13 20 74 31:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.3 56.5 61.1 79.0 48.3 55.5 61.1 78.0
Old : 48.3 56.5 61.1 79.0 48.3 55.5 61.1 78.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 31, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 62,500 POUNDS STERLING) :
: : :
All : 130,470: 80,501 20,433 1,794 17,990 86,055 100,285 108,282: 30,185 22,187
Old : 130,470: 80,501 20,433 1,794 17,990 86,055 100,285 108,282: 30,185 22,187
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 24, 2006 :
: 25,868: 24,311 1,465 297 -3,956 19,939 20,653 21,700: 5,215 4,168
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.7 15.7 1.4 13.8 66.0 76.9 83.0: 23.1 17.0
Old : 100.0: 61.7 15.7 1.4 13.8 66.0 76.9 83.0: 23.1 17.0
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 : 77: 35 14 7 14 22 54 38:
Old : 77: 35 14 7 14 22 54 38:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.5 39.1 48.7 60.0 38.5 38.1 48.7 58.5
Old : 38.5 39.1 48.7 60.0 38.5 38.1 48.7 58.5
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 with Delta-adjusted Options and Futures Combined, October 31, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 12,500,000 JAPANESE YEN) :
: : :
All : 273,844: 44,966 106,857 11,000 174,314 122,421 230,281 240,277: 43,563 33,567
Old : 273,844: 44,966 106,857 11,000 174,314 122,421 230,281 240,277: 43,563 33,567
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 24, 2006 :
: -52,439: -3,199 -81,839 2,824 -56,367 32,036 -56,743 -46,980: 4,304 -5,460
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.4 39.0 4.0 63.7 44.7 84.1 87.7: 15.9 12.3
Old : 100.0: 16.4 39.0 4.0 63.7 44.7 84.1 87.7: 15.9 12.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 125: 38 46 19 26 29 71 88:
Old : 125: 38 46 19 26 29 71 88:
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 : 41.0 30.3 55.5 46.3 32.3 27.3 46.0 40.7
Old : 41.0 30.3 55.5 46.3 32.3 27.3 46.0 40.7
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 with Delta-adjusted Options and Futures Combined, October 31, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 125,000 EUROS) :
: : :
All : 187,326: 83,665 22,747 16,992 30,724 108,136 131,381 147,874: 55,945 39,451
Old : 187,326: 83,665 22,747 16,992 30,724 108,136 131,381 147,874: 55,945 39,451
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 24, 2006 :
: 5,145: 12,534 -21,103 2,741 -13,036 31,810 2,240 13,448: 2,905 -8,303
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.7 12.1 9.1 16.4 57.7 70.1 78.9: 29.9 21.1
Old : 100.0: 44.7 12.1 9.1 16.4 57.7 70.1 78.9: 29.9 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 : 134: 57 33 39 29 36 106 88:
Old : 134: 57 33 39 29 36 106 88:
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 : 19.6 33.3 27.9 44.4 19.4 30.7 25.5 39.6
Old : 19.6 33.3 27.9 44.4 19.4 30.7 25.5 39.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 31, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF NZ$ 100,000) :
: : :
All : 18,440: 13,531 1,274 0 2,838 16,046 16,369 17,320: 2,071 1,120
Old : 18,440: 13,531 1,274 0 2,838 16,046 16,369 17,320: 2,071 1,120
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 24, 2006 :
: -2,963: -2,912 66 0 7 -2,771 -2,905 -2,705: -58 -258
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.4 6.9 0.0 15.4 87.0 88.8 93.9: 11.2 6.1
Old : 100.0: 73.4 6.9 0.0 15.4 87.0 88.8 93.9: 11.2 6.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 13 5 0 8 11 21 16:
Old : 35: 13 5 0 8 11 21 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 67.3 69.7 76.4 84.1 67.3 67.8 76.4 82.3
Old : 67.3 69.7 76.4 84.1 67.3 67.8 76.4 82.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE Code-032741
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 31, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $3,000,000 FACE VALUE) :
: : :
All : 39,137: 3,287 535 1,716 28,907 32,009 33,910 34,260: 5,227 4,877
Old : 39,137: 3,287 535 1,716 28,907 32,009 33,910 34,260: 5,227 4,877
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 24, 2006 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.4 1.4 4.4 73.9 81.8 86.6 87.5: 13.4 12.5
Old : 100.0: 8.4 1.4 4.4 73.9 81.8 86.6 87.5: 13.4 12.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 4 1 4 11 11 16 15:
Old : 20: 4 1 4 11 11 16 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.4 58.8 76.0 78.0 56.1 55.0 70.4 71.0
Old : 58.4 58.8 76.0 78.0 56.1 55.0 70.4 71.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 31, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $1,000,000 FACE VALUE) :
: : :
All :17,740,291: 786,602 481,936 6,337,731 9,395,821 9,401,923 16,520,154 16,221,590: 1,220,137 1,518,701
Old :17,740,291: 786,602 481,936 6,337,731 9,395,821 9,401,923 16,520,154 16,221,590: 1,220,137 1,518,701
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 24, 2006 :
: 936,583: 194,968 -113,686 473,820 203,559 599,239 872,347 959,372: 64,236 -22,789
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.4 2.7 35.7 53.0 53.0 93.1 91.4: 6.9 8.6
Old : 100.0: 4.4 2.7 35.7 53.0 53.0 93.1 91.4: 6.9 8.6
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 : 328: 67 72 120 164 173 298 305:
Old : 328: 67 72 120 164 173 298 305:
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 : 27.2 15.6 37.7 25.5 21.3 8.7 24.2 12.9
Old : 27.2 15.6 37.7 25.5 21.3 8.7 24.2 12.9
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 with Delta-adjusted Options and Futures Combined, October 31, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 500 INDEX X $250.00) :
: : :
All : 730,563: 75,818 32,520 66,301 439,951 470,771 582,070 569,592: 148,492 160,971
Old : 730,563: 75,818 32,520 66,301 439,951 470,771 582,070 569,592: 148,492 160,971
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 24, 2006 :
: -5,964: -1,881 2,599 2,275 -3,513 1,531 -3,120 6,405: -2,844 -12,368
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.4 4.5 9.1 60.2 64.4 79.7 78.0: 20.3 22.0
Old : 100.0: 10.4 4.5 9.1 60.2 64.4 79.7 78.0: 20.3 22.0
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 : 216: 56 46 69 85 70 179 147:
Old : 216: 56 46 69 85 70 179 147:
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 : 17.4 20.7 24.2 32.9 17.3 20.7 23.7 32.9
Old : 17.4 20.7 24.2 32.9 17.3 20.7 23.7 32.9
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 with Delta-adjusted Options and Futures Combined, October 31, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($50 X S&P 500 INDEX) :
: : :
All : 1,759,719: 414,332 310,416 113,231 816,518 1,198,358 1,344,080 1,622,004: 415,639 137,715
Old : 1,759,719: 414,332 310,416 113,231 816,518 1,198,358 1,344,080 1,622,004: 415,639 137,715
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 24, 2006 :
: 57,016: 31,395 -21,320 10,911 28,574 86,290 70,880 75,880: -13,864 -18,864
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.5 17.6 6.4 46.4 68.1 76.4 92.2: 23.6 7.8
Old : 100.0: 23.5 17.6 6.4 46.4 68.1 76.4 92.2: 23.6 7.8
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 : 272: 88 66 66 82 77 199 180:
Old : 272: 88 66 66 82 77 199 180:
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 : 17.6 29.4 28.1 44.1 13.7 26.2 22.2 38.0
Old : 17.6 29.4 28.1 44.1 13.7 26.2 22.2 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 with Delta-adjusted Options and Futures Combined, October 31, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 400 INDEX X $500) :
: : :
All : 9,149: 842 0 0 5,190 6,799 6,032 6,799: 3,117 2,350
Old : 9,149: 842 0 0 5,190 6,799 6,032 6,799: 3,117 2,350
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 24, 2006 :
: 613: 93 0 0 713 -66 806 -66: -193 679
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.2 0.0 0.0 56.7 74.3 65.9 74.3: 34.1 25.7
Old : 100.0: 9.2 0.0 0.0 56.7 74.3 65.9 74.3: 34.1 25.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 2 0 0 11 12 13 12:
Old : 23: 2 0 0 11 12 13 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.7 47.1 54.7 64.2 36.0 44.8 52.1 58.8
Old : 36.7 47.1 54.7 64.2 36.0 44.8 52.1 58.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 31, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 400 INDEX X $100) :
: : :
All : 72,572: 8,097 32,892 27 53,941 36,017 62,065 68,936: 10,507 3,636
Old : 72,572: 8,097 32,892 27 53,941 36,017 62,065 68,936: 10,507 3,636
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 24, 2006 :
: 4,656: 778 1,353 0 2,806 2,946 3,584 4,299: 1,072 357
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.2 45.3 0.0 74.3 49.6 85.5 95.0: 14.5 5.0
Old : 100.0: 11.2 45.3 0.0 74.3 49.6 85.5 95.0: 14.5 5.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 62: 10 7 1 27 26 38 33:
Old : 62: 10 7 1 27 26 38 33:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.1 51.2 56.8 68.8 36.7 51.1 55.4 68.7
Old : 37.1 51.2 56.8 68.8 36.7 51.1 55.4 68.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 31, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NASDAQ 100 INDEX X $100) :
: : :
All : 61,169: 11,603 7,815 680 41,051 27,345 53,334 35,840: 7,835 25,329
Old : 61,169: 11,603 7,815 680 41,051 27,345 53,334 35,840: 7,835 25,329
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 24, 2006 :
: 4,749: 535 -1,133 54 6,004 -5,040 6,593 -6,119: -1,844 10,868
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.0 12.8 1.1 67.1 44.7 87.2 58.6: 12.8 41.4
Old : 100.0: 19.0 12.8 1.1 67.1 44.7 87.2 58.6: 12.8 41.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 80: 22 11 4 28 28 51 42:
Old : 80: 22 11 4 28 28 51 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 : 40.8 24.0 54.1 33.0 40.5 23.2 53.7 32.1
Old : 40.8 24.0 54.1 33.0 40.5 23.2 53.7 32.1
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 with Delta-adjusted Options and Futures Combined, October 31, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ( NASDAQ 100 STOCK INDEX X $20) :
: : :
All : 435,213: 110,213 134,038 19,060 192,463 256,501 321,736 409,599: 113,477 25,614
Old : 435,213: 110,213 134,038 19,060 192,463 256,501 321,736 409,599: 113,477 25,614
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 24, 2006 :
: 537: 104 2,800 6,339 -56,158 -9,656 -49,714 -517: 50,251 1,053
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.3 30.8 4.4 44.2 58.9 73.9 94.1: 26.1 5.9
Old : 100.0: 25.3 30.8 4.4 44.2 58.9 73.9 94.1: 26.1 5.9
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 : 215: 65 54 20 55 53 133 114:
Old : 215: 65 54 20 55 53 133 114:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.4 37.6 33.2 56.4 22.7 36.5 30.8 52.6
Old : 23.4 37.6 33.2 56.4 22.7 36.5 30.8 52.6
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 with Delta-adjusted Options and Futures Combined, October 31, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100,000 AUSTRALIAN DOLLARS) :
: : :
All : 108,714: 78,430 7,235 392 2,322 89,841 81,144 97,469: 27,569 11,245
Old : 108,714: 78,430 7,235 392 2,322 89,841 81,144 97,469: 27,569 11,245
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 24, 2006 :
: 20,662: 16,692 1,896 331 -184 17,079 16,839 19,306: 3,823 1,356
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.1 6.7 0.4 2.1 82.6 74.6 89.7: 25.4 10.3
Old : 100.0: 72.1 6.7 0.4 2.1 82.6 74.6 89.7: 25.4 10.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 66: 39 4 3 5 20 45 26:
Old : 66: 39 4 3 5 20 45 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.8 49.2 41.7 71.2 26.8 49.2 41.7 70.2
Old : 26.8 49.2 41.7 71.2 26.8 49.2 41.7 70.2
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 with Delta-adjusted Options and Futures Combined, October 31, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (RUSSEL 2000 INDEX X $500) :
: : :
All : 37,812: 3,066 3,339 2 30,267 21,346 33,335 24,687: 4,477 13,126
Old : 37,812: 3,066 3,339 2 30,267 21,346 33,335 24,687: 4,477 13,126
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 24, 2006 :
: 875: 33 -438 0 1,117 827 1,150 389: -274 486
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.1 8.8 0.0 80.0 56.5 88.2 65.3: 11.8 34.7
Old : 100.0: 8.1 8.8 0.0 80.0 56.5 88.2 65.3: 11.8 34.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 55: 4 11 1 24 22 29 33:
Old : 55: 4 11 1 24 22 29 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 : 47.0 24.8 67.8 39.3 46.7 24.1 67.5 38.7
Old : 47.0 24.8 67.8 39.3 46.7 24.1 67.5 38.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-239742
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 31, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (RUSSEL 2000 INDEX X $100) :
: : :
All : 424,357: 65,545 123,621 6,265 296,011 278,610 367,821 408,496: 56,536 15,861
Old : 424,357: 65,545 123,621 6,265 296,011 278,610 367,821 408,496: 56,536 15,861
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 24, 2006 :
: 5,320: 9,027 6,075 841 -5,520 -409 4,348 6,508: 972 -1,188
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.4 29.1 1.5 69.8 65.7 86.7 96.3: 13.3 3.7
Old : 100.0: 15.4 29.1 1.5 69.8 65.7 86.7 96.3: 13.3 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 : 212: 52 75 42 44 61 121 154:
Old : 212: 52 75 42 44 61 121 154:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.3 27.6 58.5 40.3 46.8 26.0 57.6 38.7
Old : 47.3 27.6 58.5 40.3 46.8 26.0 57.6 38.7
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 with Delta-adjusted Options and Futures Combined, October 31, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NIKKEI INDEX X $5.00) :
: : :
All : 46,758: 11,225 16,428 768 23,523 23,696 35,516 40,892: 11,242 5,866
Old : 46,758: 11,225 16,428 768 23,523 23,696 35,516 40,892: 11,242 5,866
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 24, 2006 :
: 3,140: 1,334 2,065 215 1,458 1,113 3,007 3,393: 133 -253
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.0 35.1 1.6 50.3 50.7 76.0 87.5: 24.0 12.5
Old : 100.0: 24.0 35.1 1.6 50.3 50.7 76.0 87.5: 24.0 12.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 80: 21 24 6 16 23 39 51:
Old : 80: 21 24 6 16 23 39 51:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.8 28.8 47.6 46.7 33.7 26.2 46.7 43.0
Old : 33.8 28.8 47.6 46.7 33.7 26.2 46.7 43.0
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 with Delta-adjusted Options and Futures Combined, October 31, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NIKKEI INDEX X 500 YEN) :
: : :
All : 42,211: 15,849 4,177 220 19,011 14,323 35,080 18,720: 7,131 23,491
Old : 42,211: 15,849 4,177 220 19,011 14,323 35,080 18,720: 7,131 23,491
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 24, 2006 :
: 3,866: 19 756 220 3,623 207 3,862 1,183: 4 2,683
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.5 9.9 0.5 45.0 33.9 83.1 44.3: 16.9 55.7
Old : 100.0: 37.5 9.9 0.5 45.0 33.9 83.1 44.3: 16.9 55.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 58: 18 7 2 23 14 42 22:
Old : 58: 18 7 2 23 14 42 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.3 26.9 43.5 34.1 26.6 18.2 37.3 25.5
Old : 32.3 26.9 43.5 34.1 26.6 18.2 37.3 25.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GOLDMAN-SACHS COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 31, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (GSCI X $250) :
: : :
All : 21,827: 6,718 3,361 41 14,665 17,676 21,424 21,078: 403 749
Old : 21,827: 6,718 3,361 41 14,665 17,676 21,424 21,078: 403 749
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 24, 2006 :
: 1,233: 1,037 732 0 82 503 1,119 1,235: 114 -2
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.8 15.4 0.2 67.2 81.0 98.2 96.6: 1.8 3.4
Old : 100.0: 30.8 15.4 0.2 67.2 81.0 98.2 96.6: 1.8 3.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 6 7 1 8 4 14 12:
Old : 24: 6 7 1 8 4 14 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 81.9 87.7 92.9 95.1 81.8 87.7 92.6 95.1
Old : 81.9 87.7 92.9 95.1 81.8 87.7 92.6 95.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE Code-597741
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 31, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF Y100,000,000 FACE VALUE) :
: : :
All : 54,485: 5,682 9,896 3,334 27,719 33,956 36,735 47,186: 17,750 7,299
Old : 54,485: 5,682 9,896 3,334 27,719 33,956 36,735 47,186: 17,750 7,299
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 24, 2006 :
: -663: 1,008 -1 -193 578 257 1,393 63: -2,056 -726
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.4 18.2 6.1 50.9 62.3 67.4 86.6: 32.6 13.4
Old : 100.0: 10.4 18.2 6.1 50.9 62.3 67.4 86.6: 32.6 13.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 53: 4 11 7 28 31 36 45:
Old : 53: 4 11 7 28 31 36 45:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.8 29.4 44.3 47.0 22.7 21.8 30.3 34.1
Old : 27.8 29.4 44.3 47.0 22.7 21.8 30.3 34.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 3, 2006