BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 14, 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 : 2,575: 284 69 122 1,613 2,204 2,019 2,395: 556 180
Old : 2,575: 284 69 122 1,613 2,204 2,019 2,395: 556 180
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 7, 2006 :
: 47: -8 4 10 -13 59 -11 73: 58 -26
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.0 2.7 4.7 62.6 85.6 78.4 93.0: 21.6 7.0
Old : 100.0: 11.0 2.7 4.7 62.6 85.6 78.4 93.0: 21.6 7.0
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 : 23: 3 1 1 12 11 15 13:
Old : 23: 3 1 1 12 11 15 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.5 64.6 61.4 86.1 41.5 64.5 58.6 81.5
Old : 41.5 64.6 61.4 86.1 41.5 64.5 58.6 81.5
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 14, 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 : 37,026: 2,422 2,042 5,563 23,356 17,133 31,340 24,737: 5,686 12,289
Old : 37,026: 2,422 2,042 5,563 23,356 17,133 31,340 24,737: 5,686 12,289
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 7, 2006 :
: 2,594: 193 61 980 1,497 747 2,670 1,788: -75 807
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.5 5.5 15.0 63.1 46.3 84.6 66.8: 15.4 33.2
Old : 100.0: 6.5 5.5 15.0 63.1 46.3 84.6 66.8: 15.4 33.2
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 : 53: 9 9 14 29 20 46 37:
Old : 53: 9 9 14 29 20 46 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 : 43.0 30.6 56.9 44.6 40.6 27.9 49.1 36.8
Old : 43.0 30.6 56.9 44.6 40.6 27.9 49.1 36.8
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 14, 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 : 198,030: 37,054 12,850 47,416 89,098 98,067 173,567 158,333: 24,463 39,697
Old : 197,085: 36,721 12,857 47,387 89,018 97,466 173,125 157,710: 23,960 39,375
Other: 945: 362 22 0 80 601 442 623: 503 322
: : :
: : Changes in Commitments from: November 7, 2006 :
: -4,250: -6,282 -489 -2,508 3,614 895 -5,176 -2,103: 926 -2,147
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.7 6.5 23.9 45.0 49.5 87.6 80.0: 12.4 20.0
Old : 100.0: 18.6 6.5 24.0 45.2 49.5 87.8 80.0: 12.2 20.0
Other: 100.0: 38.3 2.3 0.0 8.5 63.6 46.8 65.9: 53.2 34.1
: : :
:# Traders : Number of Traders in Each Category :
All : 223: 81 54 87 42 48 181 153:
Old : 222: 80 55 87 42 48 180 153:
Other: 19: 5 3 0 2 9 7 12:
:----------------------------------------------------------------------------------------------------
: 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 : 27.0 28.9 37.8 37.7 27.0 25.5 35.5 31.7
Old : 27.1 29.0 38.0 37.9 27.1 25.6 35.7 31.6
Other: 45.4 55.8 46.8 63.9 45.4 55.8 46.8 63.9
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 14, 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 : 239,301: 51,005 19,371 62,797 101,850 101,958 215,651 184,126: 23,650 55,175
Old : 239,301: 51,005 19,371 62,797 101,850 101,958 215,651 184,126: 23,650 55,175
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 7, 2006 :
: 16,279: -883 306 9,272 4,200 4,049 12,590 13,628: 3,689 2,651
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.3 8.1 26.2 42.6 42.6 90.1 76.9: 9.9 23.1
Old : 100.0: 21.3 8.1 26.2 42.6 42.6 90.1 76.9: 9.9 23.1
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 : 329: 93 65 89 94 131 234 260:
Old : 329: 93 65 89 94 131 234 260:
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 : 23.1 10.9 34.1 17.9 23.1 9.7 33.4 14.8
Old : 23.1 10.9 34.1 17.9 23.1 9.7 33.4 14.8
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 14, 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 : 6,512: 2,081 2,451 674 2,091 1,379 4,846 4,504: 1,666 2,007
Old : 6,512: 2,081 2,451 674 2,091 1,379 4,846 4,504: 1,666 2,007
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 7, 2006 :
: -177: 51 -41 -62 17 -8 6 -111: -183 -66
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.0 37.6 10.4 32.1 21.2 74.4 69.2: 25.6 30.8
Old : 100.0: 32.0 37.6 10.4 32.1 21.2 74.4 69.2: 25.6 30.8
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 : 64: 17 18 9 19 23 40 47:
Old : 64: 17 18 9 19 23 40 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 : 30.8 22.1 47.5 32.8 30.8 22.1 46.6 31.6
Old : 30.8 22.1 47.5 32.8 30.8 22.1 46.6 31.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 14, 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 : 28,908: 6,565 8,530 5,717 10,034 3,146 22,316 17,393: 6,592 11,515
Old : 28,908: 6,565 8,530 5,717 10,034 3,146 22,316 17,393: 6,592 11,515
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 7, 2006 :
: -477: 1,101 879 -1,791 242 225 -448 -686: -29 210
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.7 29.5 19.8 34.7 10.9 77.2 60.2: 22.8 39.8
Old : 100.0: 22.7 29.5 19.8 34.7 10.9 77.2 60.2: 22.8 39.8
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 : 124: 29 38 28 44 27 88 82:
Old : 124: 29 38 28 44 27 88 82:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.3 14.9 29.2 25.4 17.9 13.5 27.8 20.0
Old : 18.3 14.9 29.2 25.4 17.9 13.5 27.8 20.0
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 14, 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 : 136,069: 25,978 73,366 3,621 71,450 34,537 101,049 111,524: 35,020 24,545
Old : 136,069: 25,978 73,366 3,621 71,450 34,537 101,049 111,524: 35,020 24,545
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 7, 2006 :
: 27,112: 691 27,473 907 21,745 -2,972 23,343 25,408: 3,769 1,704
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.1 53.9 2.7 52.5 25.4 74.3 82.0: 25.7 18.0
Old : 100.0: 19.1 53.9 2.7 52.5 25.4 74.3 82.0: 25.7 18.0
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 : 92: 20 39 10 27 17 53 60:
Old : 92: 20 39 10 27 17 53 60:
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 26.6 44.0 40.3 29.5 26.6 43.6 40.2
Old : 29.9 26.6 44.0 40.3 29.5 26.6 43.6 40.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 14, 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 : 89,215: 10,020 52,519 344 64,738 19,885 75,102 72,748: 14,113 16,467
Old : 89,215: 10,020 52,519 344 64,738 19,885 75,102 72,748: 14,113 16,467
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 7, 2006 :
: -15,256: -4,415 -17,637 -47 -12,758 6,184 -17,220 -11,499: 1,965 -3,756
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.2 58.9 0.4 72.6 22.3 84.2 81.5: 15.8 18.5
Old : 100.0: 11.2 58.9 0.4 72.6 22.3 84.2 81.5: 15.8 18.5
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 : 53: 10 26 1 9 12 19 39:
Old : 53: 10 26 1 9 12 19 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 : 63.3 33.4 76.9 46.8 63.3 31.1 73.7 43.7
Old : 63.3 33.4 76.9 46.8 63.3 31.1 73.7 43.7
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 14, 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 : 74,160: 45,819 11,659 1,062 21,138 58,817 68,019 71,538: 6,141 2,622
Old : 74,160: 45,819 11,659 1,062 21,138 58,817 68,019 71,538: 6,141 2,622
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 7, 2006 :
: -16,145: -21,806 2,094 889 4,422 -19,087 -16,495 -16,104: 351 -41
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.8 15.7 1.4 28.5 79.3 91.7 96.5: 8.3 3.5
Old : 100.0: 61.8 15.7 1.4 28.5 79.3 91.7 96.5: 8.3 3.5
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 : 99: 52 16 3 17 18 70 36:
Old : 99: 52 16 3 17 18 70 36:
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 59.5 44.8 76.3 29.7 58.4 44.8 75.1
Old : 29.7 59.5 44.8 76.3 29.7 58.4 44.8 75.1
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 14, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 62,500 POUNDS STERLING) :
: : :
All : 140,304: 82,704 20,371 1,362 21,685 99,943 105,751 121,675: 34,552 18,628
Old : 140,304: 82,704 20,371 1,362 21,685 99,943 105,751 121,675: 34,552 18,628
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 7, 2006 :
: -15,025: -21,482 485 348 4,680 -13,666 -16,455 -12,834: 1,431 -2,191
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.9 14.5 1.0 15.5 71.2 75.4 86.7: 24.6 13.3
Old : 100.0: 58.9 14.5 1.0 15.5 71.2 75.4 86.7: 24.6 13.3
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 : 82: 36 13 4 17 23 54 39:
Old : 82: 36 13 4 17 23 54 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 : 33.1 42.0 45.0 60.2 33.1 41.1 45.0 58.8
Old : 33.1 42.0 45.0 60.2 33.1 41.1 45.0 58.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 14, 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 : 277,296: 44,997 103,062 9,801 179,068 132,673 233,866 245,536: 43,430 31,760
Old : 277,296: 44,997 103,062 9,801 179,068 132,673 233,866 245,536: 43,430 31,760
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 7, 2006 :
: 4,917: -655 -9,303 189 3,490 14,019 3,023 4,905: 1,894 12
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.2 37.2 3.5 64.6 47.8 84.3 88.5: 15.7 11.5
Old : 100.0: 16.2 37.2 3.5 64.6 47.8 84.3 88.5: 15.7 11.5
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 : 126: 38 48 19 27 27 73 86:
Old : 126: 38 48 19 27 27 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 : 40.7 29.0 54.8 44.6 32.1 25.2 45.3 38.9
Old : 40.7 29.0 54.8 44.6 32.1 25.2 45.3 38.9
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 14, 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 : 195,647: 81,147 21,125 16,580 35,845 118,516 133,573 156,222: 62,074 39,425
Old : 195,647: 81,147 21,125 16,580 35,845 118,516 133,573 156,222: 62,074 39,425
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 7, 2006 :
: -4,070: -15,460 -5,909 1,619 6,472 -4,187 -7,369 -8,477: 3,299 4,408
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.5 10.8 8.5 18.3 60.6 68.3 79.8: 31.7 20.2
Old : 100.0: 41.5 10.8 8.5 18.3 60.6 68.3 79.8: 31.7 20.2
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 : 134: 62 29 37 31 31 106 84:
Old : 134: 62 29 37 31 31 106 84:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 15.6 35.3 24.1 47.1 15.2 33.4 22.7 44.1
Old : 15.6 35.3 24.1 47.1 15.2 33.4 22.7 44.1
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 14, 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 : 15,514: 10,747 452 0 2,945 13,993 13,692 14,445: 1,822 1,069
Old : 15,514: 10,747 452 0 2,945 13,993 13,692 14,445: 1,822 1,069
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 7, 2006 :
: -3,402: -3,624 0 0 583 -3,484 -3,041 -3,484: -361 82
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.3 2.9 0.0 19.0 90.2 88.3 93.1: 11.7 6.9
Old : 100.0: 69.3 2.9 0.0 19.0 90.2 88.3 93.1: 11.7 6.9
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 : 30: 13 2 0 7 10 20 12:
Old : 30: 13 2 0 7 10 20 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 : 60.4 71.6 71.4 87.4 60.4 68.0 70.5 83.8
Old : 60.4 71.6 71.4 87.4 60.4 68.0 70.5 83.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 14, 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 :17,801,295: 807,837 456,079 6,183,085 9,700,186 9,709,456 16,691,108 16,348,620: 1,110,187 1,452,675
Old :17,801,295: 807,837 456,079 6,183,085 9,700,186 9,709,456 16,691,108 16,348,620: 1,110,187 1,452,675
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 7, 2006 :
: -73,596: -665 3,587 -200,772 127,924 152,200 -73,513 -44,985: -83 -28,610
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.5 2.6 34.7 54.5 54.5 93.8 91.8: 6.2 8.2
Old : 100.0: 4.5 2.6 34.7 54.5 54.5 93.8 91.8: 6.2 8.2
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 : 333: 73 64 120 165 179 301 308:
Old : 333: 73 64 120 165 179 301 308:
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 : 26.1 14.0 36.9 24.1 21.8 8.3 25.0 12.6
Old : 26.1 14.0 36.9 24.1 21.8 8.3 25.0 12.6
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 14, 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 : 754,951: 77,469 34,233 71,920 452,489 494,680 601,878 600,833: 153,074 154,119
Old : 754,951: 77,469 34,233 71,920 452,489 494,680 601,878 600,833: 153,074 154,119
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 7, 2006 :
: 8,273: -1,695 1,884 1,480 6,616 21,009 6,401 24,372: 1,872 -16,099
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.3 4.5 9.5 59.9 65.5 79.7 79.6: 20.3 20.4
Old : 100.0: 10.3 4.5 9.5 59.9 65.5 79.7 79.6: 20.3 20.4
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 : 228: 59 52 77 88 70 191 155:
Old : 228: 59 52 77 88 70 191 155:
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 20.9 24.0 33.4 17.2 20.9 23.5 33.4
Old : 17.3 20.9 24.0 33.4 17.2 20.9 23.5 33.4
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 14, 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 : 1,872,607: 458,277 351,974 129,359 840,961 1,251,354 1,428,597 1,732,687: 444,010 139,920
Old : 1,872,607: 458,277 351,974 129,359 840,961 1,251,354 1,428,597 1,732,687: 444,010 139,920
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 7, 2006 :
: 53,972: 38,821 21,060 6,292 8,519 31,897 53,632 59,249: 340 -5,277
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.5 18.8 6.9 44.9 66.8 76.3 92.5: 23.7 7.5
Old : 100.0: 24.5 18.8 6.9 44.9 66.8 76.3 92.5: 23.7 7.5
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 : 292: 93 82 86 83 73 225 192:
Old : 292: 93 82 86 83 73 225 192:
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 29.0 26.9 42.9 12.3 24.0 20.6 35.8
Old : 16.5 29.0 26.9 42.9 12.3 24.0 20.6 35.8
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 14, 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 : 9,305: 961 0 0 5,530 6,692 6,491 6,692: 2,814 2,613
Old : 9,305: 961 0 0 5,530 6,692 6,491 6,692: 2,814 2,613
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 7, 2006 :
: -67: 130 0 0 217 -102 347 -102: -414 35
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.3 0.0 0.0 59.4 71.9 69.8 71.9: 30.2 28.1
Old : 100.0: 10.3 0.0 0.0 59.4 71.9 69.8 71.9: 30.2 28.1
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 : 25: 2 0 0 14 11 16 11:
Old : 25: 2 0 0 14 11 16 11:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.0 44.3 50.9 64.3 34.0 44.0 50.9 64.0
Old : 34.0 44.3 50.9 64.3 34.0 44.0 50.9 64.0
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 14, 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 : 78,837: 10,846 30,532 369 54,707 45,760 65,922 76,661: 12,915 2,176
Old : 78,837: 10,846 30,532 369 54,707 45,760 65,922 76,661: 12,915 2,176
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 7, 2006 :
: 5,411: 1,494 -2,249 0 1,760 8,234 3,254 5,985: 2,157 -574
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.8 38.7 0.5 69.4 58.0 83.6 97.2: 16.4 2.8
Old : 100.0: 13.8 38.7 0.5 69.4 58.0 83.6 97.2: 16.4 2.8
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 : 73: 13 8 2 30 30 45 39:
Old : 73: 13 8 2 30 30 45 39:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.6 43.2 52.0 63.4 33.0 43.2 50.5 63.4
Old : 33.6 43.2 52.0 63.4 33.0 43.2 50.5 63.4
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 14, 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 : 70,514: 14,787 7,729 1,184 45,784 31,825 61,755 40,738: 8,759 29,775
Old : 70,514: 14,787 7,729 1,184 45,784 31,825 61,755 40,738: 8,759 29,775
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 7, 2006 :
: 3,035: 1,827 104 449 853 -267 3,129 286: -94 2,749
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.0 11.0 1.7 64.9 45.1 87.6 57.8: 12.4 42.2
Old : 100.0: 21.0 11.0 1.7 64.9 45.1 87.6 57.8: 12.4 42.2
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 : 85: 24 13 4 29 29 54 45:
Old : 85: 24 13 4 29 29 54 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 : 43.3 23.3 56.4 32.3 42.9 22.6 55.9 31.6
Old : 43.3 23.3 56.4 32.3 42.9 22.6 55.9 31.6
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 14, 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 : 500,116: 155,919 161,324 23,453 195,231 291,525 374,604 476,303: 125,512 23,813
Old : 500,116: 155,919 161,324 23,453 195,231 291,525 374,604 476,303: 125,512 23,813
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 7, 2006 :
: 20,925: 12,598 670 -2,348 633 23,204 10,883 21,526: 10,042 -602
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.2 32.3 4.7 39.0 58.3 74.9 95.2: 25.1 4.8
Old : 100.0: 31.2 32.3 4.7 39.0 58.3 74.9 95.2: 25.1 4.8
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 : 245: 81 60 23 61 56 155 127:
Old : 245: 81 60 23 61 56 155 127:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.5 36.7 31.2 55.2 21.5 34.8 30.1 50.8
Old : 21.5 36.7 31.2 55.2 21.5 34.8 30.1 50.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 14, 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 : 105,920: 71,619 6,721 70 3,090 89,581 74,779 96,372: 31,141 9,548
Old : 105,920: 71,619 6,721 70 3,090 89,581 74,779 96,372: 31,141 9,548
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 7, 2006 :
: -18,355: -22,395 -1,789 4 2,258 -16,012 -20,133 -17,797: 1,778 -558
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.6 6.3 0.1 2.9 84.6 70.6 91.0: 29.4 9.0
Old : 100.0: 67.6 6.3 0.1 2.9 84.6 70.6 91.0: 29.4 9.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 60: 38 2 1 6 18 45 20:
Old : 60: 38 2 1 6 18 45 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.6 57.4 40.6 77.9 30.6 56.9 40.6 77.4
Old : 30.6 57.4 40.6 77.9 30.6 56.9 40.6 77.4
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 14, 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 : 37,596: 3,472 3,665 2 30,196 21,087 33,670 24,754: 3,925 12,842
Old : 37,596: 3,472 3,665 2 30,196 21,087 33,670 24,754: 3,925 12,842
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 7, 2006 :
: -313: 424 161 2 37 -275 463 -112: -776 -201
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.2 9.7 0.0 80.3 56.1 89.6 65.8: 10.4 34.2
Old : 100.0: 9.2 9.7 0.0 80.3 56.1 89.6 65.8: 10.4 34.2
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 : 58: 4 13 1 25 22 30 35:
Old : 58: 4 13 1 25 22 30 35:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.8 24.8 67.9 39.2 49.5 22.8 67.7 35.9
Old : 49.8 24.8 67.9 39.2 49.5 22.8 67.7 35.9
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 14, 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 : 424,826: 54,427 147,465 7,874 309,511 252,853 371,811 408,192: 53,015 16,634
Old : 424,826: 54,427 147,465 7,874 309,511 252,853 371,811 408,192: 53,015 16,634
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 7, 2006 :
: 9,774: 3,957 2,401 1,289 7,624 5,198 12,870 8,888: -3,096 886
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.8 34.7 1.9 72.9 59.5 87.5 96.1: 12.5 3.9
Old : 100.0: 12.8 34.7 1.9 72.9 59.5 87.5 96.1: 12.5 3.9
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 : 231: 49 91 44 47 61 130 163:
Old : 231: 49 91 44 47 61 130 163:
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 : 47.1 23.6 58.5 36.5 47.1 22.0 58.3 34.7
Old : 47.1 23.6 58.5 36.5 47.1 22.0 58.3 34.7
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 14, 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 : 48,201: 10,551 16,356 716 24,955 22,972 36,222 40,044: 11,979 8,157
Old : 48,201: 10,551 16,356 716 24,955 22,972 36,222 40,044: 11,979 8,157
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 7, 2006 :
: 1,583: -30 2,314 160 838 -2,098 968 376: 615 1,207
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.9 33.9 1.5 51.8 47.7 75.1 83.1: 24.9 16.9
Old : 100.0: 21.9 33.9 1.5 51.8 47.7 75.1 83.1: 24.9 16.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 86: 23 22 7 18 28 43 55:
Old : 86: 23 22 7 18 28 43 55:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.3 26.1 43.2 44.5 28.9 24.6 41.2 40.4
Old : 30.3 26.1 43.2 44.5 28.9 24.6 41.2 40.4
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 14, 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 : 46,285: 16,716 4,337 9 20,688 15,227 37,413 19,573: 8,872 26,712
Old : 46,285: 16,716 4,337 9 20,688 15,227 37,413 19,573: 8,872 26,712
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 7, 2006 :
: 2,753: 184 169 8 1,147 1,271 1,339 1,448: 1,414 1,305
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.1 9.4 0.0 44.7 32.9 80.8 42.3: 19.2 57.7
Old : 100.0: 36.1 9.4 0.0 44.7 32.9 80.8 42.3: 19.2 57.7
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 : 60: 21 6 1 23 13 44 20:
Old : 60: 21 6 1 23 13 44 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.1 25.5 37.8 33.6 21.3 17.7 32.4 25.7
Old : 26.1 25.5 37.8 33.6 21.3 17.7 32.4 25.7
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 14, 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 : 23,297: 7,331 3,252 41 15,111 18,677 22,483 21,970: 814 1,327
Old : 23,297: 7,331 3,252 41 15,111 18,677 22,483 21,970: 814 1,327
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 7, 2006 :
: -678: 830 -84 0 514 1,157 1,344 1,073: -2,022 -1,751
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.5 14.0 0.2 64.9 80.2 96.5 94.3: 3.5 5.7
Old : 100.0: 31.5 14.0 0.2 64.9 80.2 96.5 94.3: 3.5 5.7
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: 5 5 1 11 6 16 12:
Old : 23: 5 5 1 11 6 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 : 79.3 86.8 88.9 93.3 79.1 83.1 88.1 89.6
Old : 79.3 86.8 88.9 93.3 79.1 83.1 88.1 89.6
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 14, 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 : 58,486: 5,866 11,332 2,467 30,248 35,406 38,581 49,205: 19,905 9,281
Old : 58,486: 5,866 11,332 2,467 30,248 35,406 38,581 49,205: 19,905 9,281
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 7, 2006 :
: 326: -582 1,425 -748 2,070 3,692 740 4,369: -414 -4,043
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.0 19.4 4.2 51.7 60.5 66.0 84.1: 34.0 15.9
Old : 100.0: 10.0 19.4 4.2 51.7 60.5 66.0 84.1: 34.0 15.9
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 : 56: 5 11 7 29 32 37 47:
Old : 56: 5 11 7 29 32 37 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 : 27.4 29.7 43.3 47.2 22.3 22.0 29.5 35.1
Old : 27.4 29.7 43.3 47.2 22.3 22.0 29.5 35.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 17, 2006