BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 7, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 20,000 POUNDS) :
: : :
All : 2,528: 292 65 112 1,626 2,145 2,030 2,322: 498 206
Old : 2,528: 292 65 112 1,626 2,145 2,030 2,322: 498 206
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 31, 2006 :
: -698: -64 54 -16 -575 -610 -655 -572: -43 -126
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.6 2.6 4.4 64.3 84.8 80.3 91.9: 19.7 8.1
Old : 100.0: 11.6 2.6 4.4 64.3 84.8 80.3 91.9: 19.7 8.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 3 1 1 12 10 15 12:
Old : 23: 3 1 1 12 10 15 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 : 42.7 60.2 62.7 82.6 42.7 60.1 60.4 78.2
Old : 42.7 60.2 62.7 82.6 42.7 60.1 60.4 78.2
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, November 7, 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 : 34,432: 2,229 1,981 4,583 21,859 16,386 28,671 22,950: 5,761 11,482
Old : 34,432: 2,229 1,981 4,583 21,859 16,386 28,671 22,950: 5,761 11,482
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 31, 2006 :
: -2,756: -577 -742 135 -3,204 -1,850 -3,646 -2,457: 891 -299
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.5 5.8 13.3 63.5 47.6 83.3 66.7: 16.7 33.3
Old : 100.0: 6.5 5.8 13.3 63.5 47.6 83.3 66.7: 16.7 33.3
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 : 52: 8 10 15 28 19 45 37:
Old : 52: 8 10 15 28 19 45 37:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.7 31.1 56.8 45.2 41.0 29.5 50.4 38.5
Old : 42.7 31.1 56.8 45.2 41.0 29.5 50.4 38.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 7, 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 : 202,280: 43,336 13,339 49,924 85,484 97,173 178,744 160,435: 23,536 41,845
Old : 201,572: 43,031 13,339 49,924 85,404 96,669 178,359 159,931: 23,213 41,641
Other: 708: 305 0 0 80 504 385 504: 323 204
: : :
: : Changes in Commitments from: October 31, 2006 :
: 4,351: 5,034 -699 -2,981 1,529 7,553 3,582 3,872: 769 479
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.4 6.6 24.7 42.3 48.0 88.4 79.3: 11.6 20.7
Old : 100.0: 21.3 6.6 24.8 42.4 48.0 88.5 79.3: 11.5 20.7
Other: 100.0: 43.1 0.0 0.0 11.3 71.2 54.4 71.2: 45.6 28.8
: : :
:# Traders : Number of Traders in Each Category :
All : 227: 78 58 91 38 47 187 153:
Old : 227: 78 58 91 38 47 187 153:
Other: 13: 3 0 0 2 8 5 8:
:----------------------------------------------------------------------------------------------------
: 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 : 26.7 26.7 37.7 34.2 26.7 25.0 35.7 31.0
Old : 26.8 26.8 37.8 34.3 26.8 25.1 35.8 30.9
Other: 54.1 64.0 54.4 71.2 54.1 64.0 54.4 71.2
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 7, 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 : 223,022: 51,887 19,065 53,524 97,650 97,909 203,061 170,498: 19,961 52,524
Old : 223,022: 51,887 19,065 53,524 97,650 97,909 203,061 170,498: 19,961 52,524
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 31, 2006 :
: 4,234: 3,041 -590 531 427 152 3,998 93: 236 4,141
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.3 8.5 24.0 43.8 43.9 91.0 76.4: 9.0 23.6
Old : 100.0: 23.3 8.5 24.0 43.8 43.9 91.0 76.4: 9.0 23.6
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 : 305: 86 67 74 78 121 208 233:
Old : 305: 86 67 74 78 121 208 233:
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 : 25.1 11.8 36.4 19.1 25.1 10.4 35.9 16.4
Old : 25.1 11.8 36.4 19.1 25.1 10.4 35.9 16.4
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, November 7, 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 : 6,689: 2,030 2,492 736 2,074 1,387 4,840 4,615: 1,849 2,074
Old : 6,689: 2,030 2,492 736 2,074 1,387 4,840 4,615: 1,849 2,074
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 31, 2006 :
: 67: 112 -29 29 -89 14 51 14: 15 53
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.3 37.3 11.0 31.0 20.7 72.4 69.0: 27.6 31.0
Old : 100.0: 30.3 37.3 11.0 31.0 20.7 72.4 69.0: 27.6 31.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 66: 17 22 11 20 22 43 49:
Old : 66: 17 22 11 20 22 43 49:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.9 21.1 45.2 31.9 29.9 21.1 45.2 30.1
Old : 29.9 21.1 45.2 31.9 29.9 21.1 45.2 30.1
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, November 7, 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 : 29,385: 5,464 7,650 7,508 9,792 2,921 22,764 18,079: 6,621 11,306
Old : 29,385: 5,464 7,650 7,508 9,792 2,921 22,764 18,079: 6,621 11,306
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 31, 2006 :
: 4,162: -232 636 2,169 1,622 463 3,559 3,268: 603 893
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.6 26.0 25.6 33.3 9.9 77.5 61.5: 22.5 38.5
Old : 100.0: 18.6 26.0 25.6 33.3 9.9 77.5 61.5: 22.5 38.5
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 : 124: 34 35 29 41 28 88 83:
Old : 124: 34 35 29 41 28 88 83:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.5 14.6 27.4 24.3 15.5 12.7 24.5 17.1
Old : 16.5 14.6 27.4 24.3 15.5 12.7 24.5 17.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 7, 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 : 108,957: 25,287 45,894 2,713 49,705 37,509 77,706 86,116: 31,251 22,841
Old : 108,957: 25,287 45,894 2,713 49,705 37,509 77,706 86,116: 31,251 22,841
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 31, 2006 :
: -1,971: 1,606 -2,060 -1,461 -2,138 2,268 -1,992 -1,252: 22 -719
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.2 42.1 2.5 45.6 34.4 71.3 79.0: 28.7 21.0
Old : 100.0: 23.2 42.1 2.5 45.6 34.4 71.3 79.0: 28.7 21.0
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 : 78: 17 30 8 25 17 46 51:
Old : 78: 17 30 8 25 17 46 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 : 25.0 27.3 40.4 43.3 25.0 27.2 40.0 42.6
Old : 25.0 27.3 40.4 43.3 25.0 27.2 40.0 42.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 7, 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 : 104,471: 14,435 70,156 391 77,497 13,701 92,323 84,247: 12,148 20,223
Old : 104,471: 14,435 70,156 391 77,497 13,701 92,323 84,247: 12,148 20,223
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 31, 2006 :
: 12,714: 3,281 11,749 -325 8,358 1,437 11,315 12,861: 1,400 -147
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.8 67.2 0.4 74.2 13.1 88.4 80.6: 11.6 19.4
Old : 100.0: 13.8 67.2 0.4 74.2 13.1 88.4 80.6: 11.6 19.4
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 : 55: 9 29 1 11 11 20 41:
Old : 55: 9 29 1 11 11 20 41:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.2 40.5 77.7 50.2 64.2 38.6 76.0 47.5
Old : 64.2 40.5 77.7 50.2 64.2 38.6 76.0 47.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 7, 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 : 90,305: 67,625 9,565 173 16,716 77,904 84,514 87,642: 5,790 2,663
Old : 90,305: 67,625 9,565 173 16,716 77,904 84,514 87,642: 5,790 2,663
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 31, 2006 :
: -23,034: -25,513 -1,392 8 2,118 -22,269 -23,387 -23,653: 353 619
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.9 10.6 0.2 18.5 86.3 93.6 97.1: 6.4 2.9
Old : 100.0: 74.9 10.6 0.2 18.5 86.3 93.6 97.1: 6.4 2.9
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 : 100: 59 11 1 14 19 74 30:
Old : 100: 59 11 1 14 19 74 30:
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 55.7 52.2 78.7 40.8 54.4 52.2 77.5
Old : 40.8 55.7 52.2 78.7 40.8 54.4 52.2 77.5
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 with Delta-adjusted Options and Futures Combined, November 7, 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 : 155,328: 104,187 19,886 1,014 17,006 113,609 122,207 134,509: 33,122 20,819
Old : 155,328: 104,187 19,886 1,014 17,006 113,609 122,207 134,509: 33,122 20,819
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 31, 2006 :
: 24,859: 23,685 -548 -780 -984 27,554 21,922 26,227: 2,937 -1,368
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.1 12.8 0.7 10.9 73.1 78.7 86.6: 21.3 13.4
Old : 100.0: 67.1 12.8 0.7 10.9 73.1 78.7 86.6: 21.3 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 : 86: 41 14 4 12 25 56 40:
Old : 86: 41 14 4 12 25 56 40:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.2 40.0 48.8 59.4 36.2 39.3 48.8 58.2
Old : 36.2 40.0 48.8 59.4 36.2 39.3 48.8 58.2
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, November 7, 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 : 272,379: 45,652 112,365 9,612 175,579 118,654 230,843 240,631: 41,536 31,748
Old : 272,379: 45,652 112,365 9,612 175,579 118,654 230,843 240,631: 41,536 31,748
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 31, 2006 :
: -1,465: 686 5,509 -1,388 1,264 -3,767 562 354: -2,027 -1,819
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.8 41.3 3.5 64.5 43.6 84.8 88.3: 15.2 11.7
Old : 100.0: 16.8 41.3 3.5 64.5 43.6 84.8 88.3: 15.2 11.7
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 : 125: 37 49 20 27 26 73 86:
Old : 125: 37 49 20 27 26 73 86:
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 : 40.9 29.8 55.3 46.4 32.1 26.7 45.8 40.3
Old : 40.9 29.8 55.3 46.4 32.1 26.7 45.8 40.3
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, November 7, 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 : 199,717: 96,607 27,035 14,961 29,373 122,703 140,942 164,699: 58,775 35,017
Old : 199,717: 96,607 27,035 14,961 29,373 122,703 140,942 164,699: 58,775 35,017
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 31, 2006 :
: 12,391: 12,942 4,288 -2,030 -1,350 14,567 9,561 16,825: 2,829 -4,434
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.4 13.5 7.5 14.7 61.4 70.6 82.5: 29.4 17.5
Old : 100.0: 48.4 13.5 7.5 14.7 61.4 70.6 82.5: 29.4 17.5
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 : 140: 66 30 37 28 35 106 90:
Old : 140: 66 30 37 28 35 106 90:
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 : 19.7 35.9 28.6 47.2 19.6 34.4 27.5 44.0
Old : 19.7 35.9 28.6 47.2 19.6 34.4 27.5 44.0
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 with Delta-adjusted Options and Futures Combined, November 7, 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 : 18,916: 14,371 452 0 2,362 17,477 16,733 17,929: 2,183 987
Old : 18,916: 14,371 452 0 2,362 17,477 16,733 17,929: 2,183 987
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 31, 2006 :
: 476: 840 -822 0 -476 1,431 364 609: 112 -133
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.0 2.4 0.0 12.5 92.4 88.5 94.8: 11.5 5.2
Old : 100.0: 76.0 2.4 0.0 12.5 92.4 88.5 94.8: 11.5 5.2
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 : 31: 13 2 0 6 12 19 14:
Old : 31: 13 2 0 6 12 19 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 66.9 68.5 76.6 88.2 66.9 66.9 76.6 86.4
Old : 66.9 68.5 76.6 88.2 66.9 66.9 76.6 86.4
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, November 7, 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 : 41,987: 4,084 535 1,385 30,083 35,038 35,552 36,958: 6,435 5,029
Old : 41,987: 4,084 535 1,385 30,083 35,038 35,552 36,958: 6,435 5,029
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 31, 2006 :
: 2,850: 797 0 -331 1,176 3,029 1,642 2,698: 1,208 152
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.7 1.3 3.3 71.6 83.4 84.7 88.0: 15.3 12.0
Old : 100.0: 9.7 1.3 3.3 71.6 83.4 84.7 88.0: 15.3 12.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 4 1 3 12 12 17 15:
Old : 21: 4 1 3 12 12 17 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 : 54.3 60.3 71.6 78.9 51.9 57.2 65.8 70.6
Old : 54.3 60.3 71.6 78.9 51.9 57.2 65.8 70.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 7, 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 :17,874,891: 808,502 452,492 6,383,857 9,572,262 9,557,256 16,764,621 16,393,605: 1,110,270 1,481,285
Old :17,874,891: 808,502 452,492 6,383,857 9,572,262 9,557,256 16,764,621 16,393,605: 1,110,270 1,481,285
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 31, 2006 :
: 134,600: 21,899 -29,443 46,126 176,441 155,333 244,467 172,015: -109,867 -37,416
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.5 2.5 35.7 53.6 53.5 93.8 91.7: 6.2 8.3
Old : 100.0: 4.5 2.5 35.7 53.6 53.5 93.8 91.7: 6.2 8.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 331: 68 68 119 167 177 301 306:
Old : 331: 68 68 119 167 177 301 306:
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 : 27.1 14.3 37.8 24.3 21.6 7.9 24.8 12.3
Old : 27.1 14.3 37.8 24.3 21.6 7.9 24.8 12.3
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, November 7, 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 : 746,678: 79,164 32,349 70,440 445,873 473,671 595,477 576,460: 151,202 170,218
Old : 746,678: 79,164 32,349 70,440 445,873 473,671 595,477 576,460: 151,202 170,218
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 31, 2006 :
: 16,116: 3,346 -171 4,139 5,922 2,901 13,406 6,868: 2,710 9,247
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.6 4.3 9.4 59.7 63.4 79.8 77.2: 20.2 22.8
Old : 100.0: 10.6 4.3 9.4 59.7 63.4 79.8 77.2: 20.2 22.8
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 : 221: 57 48 73 87 70 184 151:
Old : 221: 57 48 73 87 70 184 151:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.3 20.5 24.0 32.3 17.1 20.5 23.4 32.3
Old : 17.3 20.5 24.0 32.3 17.1 20.5 23.4 32.3
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, November 7, 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 : 1,818,635: 419,456 330,913 123,067 832,442 1,219,457 1,374,965 1,673,438: 443,670 145,197
Old : 1,818,635: 419,456 330,913 123,067 832,442 1,219,457 1,374,965 1,673,438: 443,670 145,197
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 31, 2006 :
: 58,916: 5,124 20,497 9,837 15,924 21,099 30,885 51,434: 28,031 7,482
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.1 18.2 6.8 45.8 67.1 75.6 92.0: 24.4 8.0
Old : 100.0: 23.1 18.2 6.8 45.8 67.1 75.6 92.0: 24.4 8.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 288: 92 77 75 81 78 215 188:
Old : 288: 92 77 75 81 78 215 188:
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 28.7 27.7 42.7 13.0 24.4 21.4 36.5
Old : 17.3 28.7 27.7 42.7 13.0 24.4 21.4 36.5
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, November 7, 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 : 9,372: 831 0 0 5,313 6,794 6,144 6,794: 3,228 2,578
Old : 9,372: 831 0 0 5,313 6,794 6,144 6,794: 3,228 2,578
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 31, 2006 :
: 223: -11 0 0 123 -5 112 -5: 111 228
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.9 0.0 0.0 56.7 72.5 65.6 72.5: 34.4 27.5
Old : 100.0: 8.9 0.0 0.0 56.7 72.5 65.6 72.5: 34.4 27.5
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 : 24: 2 0 0 12 12 14 12:
Old : 24: 2 0 0 12 12 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 : 33.3 44.0 50.9 62.7 32.5 41.8 48.9 57.3
Old : 33.3 44.0 50.9 62.7 32.5 41.8 48.9 57.3
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, November 7, 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 : 73,426: 9,352 32,781 369 52,947 37,526 62,668 70,676: 10,758 2,750
Old : 73,426: 9,352 32,781 369 52,947 37,526 62,668 70,676: 10,758 2,750
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 31, 2006 :
: 854: 1,255 -111 342 -994 1,509 603 1,740: 251 -886
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.7 44.6 0.5 72.1 51.1 85.3 96.3: 14.7 3.7
Old : 100.0: 12.7 44.6 0.5 72.1 51.1 85.3 96.3: 14.7 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 : 71: 11 9 2 30 29 43 39:
Old : 71: 11 9 2 30 29 43 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 : 36.3 49.2 53.8 65.9 35.7 49.2 52.2 65.8
Old : 36.3 49.2 53.8 65.9 35.7 49.2 52.2 65.8
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, November 7, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NASDAQ 100 INDEX X $100) :
: : :
All : 67,479: 12,960 7,625 735 44,931 32,092 58,626 40,452: 8,853 27,027
Old : 67,479: 12,960 7,625 735 44,931 32,092 58,626 40,452: 8,853 27,027
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 31, 2006 :
: 6,310: 1,357 -190 55 3,880 4,747 5,292 4,612: 1,018 1,698
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.2 11.3 1.1 66.6 47.6 86.9 59.9: 13.1 40.1
Old : 100.0: 19.2 11.3 1.1 66.6 47.6 86.9 59.9: 13.1 40.1
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 : 83: 22 12 4 29 30 52 45:
Old : 83: 22 12 4 29 30 52 45:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.9 24.2 56.4 32.7 42.5 23.5 56.0 31.9
Old : 42.9 24.2 56.4 32.7 42.5 23.5 56.0 31.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 7, 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 : 479,191: 143,322 160,654 25,801 194,598 268,321 363,721 454,776: 115,471 24,415
Old : 479,191: 143,322 160,654 25,801 194,598 268,321 363,721 454,776: 115,471 24,415
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 31, 2006 :
: 43,978: 33,108 26,616 6,741 2,136 11,820 41,984 45,177: 1,994 -1,199
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.9 33.5 5.4 40.6 56.0 75.9 94.9: 24.1 5.1
Old : 100.0: 29.9 33.5 5.4 40.6 56.0 75.9 94.9: 24.1 5.1
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 : 237: 82 53 21 62 55 156 117:
Old : 237: 82 53 21 62 55 156 117:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.4 36.9 28.6 55.9 19.9 35.0 27.2 52.5
Old : 20.4 36.9 28.6 55.9 19.9 35.0 27.2 52.5
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, November 7, 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 : 124,275: 94,014 8,510 66 832 105,593 94,912 114,169: 29,363 10,106
Old : 124,275: 94,014 8,510 66 832 105,593 94,912 114,169: 29,363 10,106
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 31, 2006 :
: 15,561: 15,584 1,275 -327 -1,490 15,752 13,767 16,700: 1,794 -1,139
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.7 6.8 0.1 0.7 85.0 76.4 91.9: 23.6 8.1
Old : 100.0: 75.7 6.8 0.1 0.7 85.0 76.4 91.9: 23.6 8.1
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 : 74: 48 4 1 5 21 54 25:
Old : 74: 48 4 1 5 21 54 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.0 53.8 43.6 73.6 31.0 53.6 43.6 73.4
Old : 31.0 53.8 43.6 73.6 31.0 53.6 43.6 73.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE Code-239741
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 7, 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 : 37,909: 3,048 3,504 0 30,159 21,362 33,207 24,866: 4,701 13,043
Old : 37,909: 3,048 3,504 0 30,159 21,362 33,207 24,866: 4,701 13,043
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 31, 2006 :
: 96: -18 165 -2 -108 16 -128 179: 224 -83
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.0 9.2 0.0 79.6 56.4 87.6 65.6: 12.4 34.4
Old : 100.0: 8.0 9.2 0.0 79.6 56.4 87.6 65.6: 12.4 34.4
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 : 58: 5 11 1 26 22 31 34:
Old : 58: 5 11 1 26 22 31 34:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.3 24.6 67.2 39.2 47.0 23.9 66.9 38.5
Old : 47.3 24.6 67.2 39.2 47.0 23.9 66.9 38.5
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, November 7, 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 : 415,052: 50,470 145,064 6,584 301,887 247,656 358,941 399,304: 56,111 15,748
Old : 415,052: 50,470 145,064 6,584 301,887 247,656 358,941 399,304: 56,111 15,748
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 31, 2006 :
: -9,305: -15,076 21,443 320 5,876 -30,955 -8,880 -9,192: -425 -113
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.2 35.0 1.6 72.7 59.7 86.5 96.2: 13.5 3.8
Old : 100.0: 12.2 35.0 1.6 72.7 59.7 86.5 96.2: 13.5 3.8
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 : 207: 43 76 41 45 62 116 152:
Old : 207: 43 76 41 45 62 116 152:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.8 25.0 60.0 38.4 48.4 23.3 59.4 36.7
Old : 48.8 25.0 60.0 38.4 48.4 23.3 59.4 36.7
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, November 7, 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 : 46,618: 10,581 14,042 556 24,117 25,070 35,254 39,668: 11,364 6,950
Old : 46,618: 10,581 14,042 556 24,117 25,070 35,254 39,668: 11,364 6,950
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 31, 2006 :
: -140: -643 -2,386 -213 594 1,374 -262 -1,224: 122 1,084
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.7 30.1 1.2 51.7 53.8 75.6 85.1: 24.4 14.9
Old : 100.0: 22.7 30.1 1.2 51.7 53.8 75.6 85.1: 24.4 14.9
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 : 77: 22 16 6 17 27 41 47:
Old : 77: 22 16 6 17 27 41 47:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.3 26.7 45.8 46.1 30.9 24.9 42.4 43.2
Old : 33.3 26.7 45.8 46.1 30.9 24.9 42.4 43.2
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, November 7, 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 : 43,532: 16,532 4,168 1 19,541 13,956 36,074 18,125: 7,458 25,407
Old : 43,532: 16,532 4,168 1 19,541 13,956 36,074 18,125: 7,458 25,407
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 31, 2006 :
: 1,321: 683 -9 -219 530 -367 994 -595: 327 1,916
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.0 9.6 0.0 44.9 32.1 82.9 41.6: 17.1 58.4
Old : 100.0: 38.0 9.6 0.0 44.9 32.1 82.9 41.6: 17.1 58.4
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 : 56: 18 7 1 23 11 41 19:
Old : 56: 18 7 1 23 11 41 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.6 25.1 41.8 33.2 24.2 17.1 35.7 24.3
Old : 29.6 25.1 41.8 33.2 24.2 17.1 35.7 24.3
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, November 7, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (GSCI X $250) :
: : :
All : 23,975: 6,501 3,336 41 14,597 17,520 21,139 20,897: 2,836 3,078
Old : 23,975: 6,501 3,336 41 14,597 17,520 21,139 20,897: 2,836 3,078
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 31, 2006 :
: 2,148: -217 -25 0 -68 -156 -285 -181: 2,433 2,329
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.1 13.9 0.2 60.9 73.1 88.2 87.2: 11.8 12.8
Old : 100.0: 27.1 13.9 0.2 60.9 73.1 88.2 87.2: 11.8 12.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 4 6 1 9 5 13 12:
Old : 22: 4 6 1 9 5 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 : 74.6 79.0 83.7 86.0 74.4 79.0 83.4 86.0
Old : 74.6 79.0 83.7 86.0 74.4 79.0 83.4 86.0
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, November 7, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF Y100,000,000 FACE VALUE) :
: : :
All : 58,160: 6,448 9,907 3,215 28,178 31,714 37,841 44,836: 20,319 13,324
Old : 58,160: 6,448 9,907 3,215 28,178 31,714 37,841 44,836: 20,319 13,324
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 31, 2006 :
: 3,675: 766 11 -119 459 -2,242 1,106 -2,350: 2,569 6,025
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.1 17.0 5.5 48.4 54.5 65.1 77.1: 34.9 22.9
Old : 100.0: 11.1 17.0 5.5 48.4 54.5 65.1 77.1: 34.9 22.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 54: 6 11 8 28 30 38 45:
Old : 54: 6 11 8 28 30 38 45:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.6 27.7 41.8 43.6 21.6 20.0 29.5 31.2
Old : 25.6 27.7 41.8 43.6 21.6 20.0 29.5 31.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 13, 2006