BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 21, 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 : 2,651: 302 94 188 1,503 2,158 1,993 2,440: 658 211
Old : 2,651: 302 94 188 1,503 2,158 1,993 2,440: 658 211
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 14, 2006 :
: 76: 18 25 66 -110 -46 -26 45: 102 31
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.4 3.5 7.1 56.7 81.4 75.2 92.0: 24.8 8.0
Old : 100.0: 11.4 3.5 7.1 56.7 81.4 75.2 92.0: 24.8 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 : 21: 3 2 1 10 9 14 11:
Old : 21: 3 2 1 10 9 14 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 : 42.4 62.2 62.2 86.5 41.8 61.3 58.5 78.4
Old : 42.4 62.2 62.2 86.5 41.8 61.3 58.5 78.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MILK - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 21, 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 : 38,035: 2,099 2,086 6,060 24,350 18,062 32,508 26,208: 5,527 11,828
Old : 38,035: 2,099 2,086 6,060 24,350 18,062 32,508 26,208: 5,527 11,828
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 14, 2006 :
: 1,009: -323 44 497 994 929 1,168 1,470: -159 -461
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.5 5.5 15.9 64.0 47.5 85.5 68.9: 14.5 31.1
Old : 100.0: 5.5 5.5 15.9 64.0 47.5 85.5 68.9: 14.5 31.1
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 : 53: 9 9 14 28 20 45 37:
Old : 53: 9 9 14 28 20 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 : 43.9 30.8 57.7 45.1 41.2 27.8 50.1 36.7
Old : 43.9 30.8 57.7 45.1 41.2 27.8 50.1 36.7
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 21, 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 : 199,261: 33,439 13,726 47,377 92,152 97,626 172,968 158,730: 26,292 40,531
Old : 197,949: 33,068 14,008 47,083 92,072 96,750 172,223 157,842: 25,725 40,107
Other: 1,312: 665 12 0 80 876 745 888: 567 424
: : :
: : Changes in Commitments from: November 14, 2006 :
: 1,231: -3,615 876 -38 3,054 -441 -599 397: 1,830 834
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.8 6.9 23.8 46.2 49.0 86.8 79.7: 13.2 20.3
Old : 100.0: 16.7 7.1 23.8 46.5 48.9 87.0 79.7: 13.0 20.3
Other: 100.0: 50.7 0.9 0.0 6.1 66.8 56.8 67.7: 43.2 32.3
: : :
:# Traders : Number of Traders in Each Category :
All : 219: 81 49 86 44 48 177 154:
Old : 218: 79 51 86 44 48 176 154:
Other: 26: 10 2 0 2 12 12 14:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.5 28.7 38.2 37.3 27.5 24.9 36.0 31.0
Old : 27.7 28.9 38.5 37.5 27.7 25.0 36.2 31.1
Other: 39.6 53.6 54.1 64.3 39.6 53.6 54.1 64.3
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 21, 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 : 244,317: 50,242 19,930 65,001 105,745 103,959 220,989 188,890: 23,328 55,427
Old : 244,317: 50,242 19,930 65,001 105,745 103,959 220,989 188,890: 23,328 55,427
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 14, 2006 :
: 5,015: -762 559 2,205 3,895 2,001 5,338 4,764: -322 251
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.6 8.2 26.6 43.3 42.6 90.5 77.3: 9.5 22.7
Old : 100.0: 20.6 8.2 26.6 43.3 42.6 90.5 77.3: 9.5 22.7
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 : 325: 85 62 85 89 137 223 261:
Old : 325: 85 62 85 89 137 223 261:
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 : 23.2 10.8 34.6 18.6 23.2 9.4 33.4 14.4
Old : 23.2 10.8 34.6 18.6 23.2 9.4 33.4 14.4
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 21, 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 : 6,663: 2,120 2,384 917 1,948 1,478 4,985 4,779: 1,679 1,885
Old : 6,663: 2,120 2,384 917 1,948 1,478 4,985 4,779: 1,679 1,885
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 14, 2006 :
: 152: 39 -67 243 -143 98 139 274: 13 -122
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.8 35.8 13.8 29.2 22.2 74.8 71.7: 25.2 28.3
Old : 100.0: 31.8 35.8 13.8 29.2 22.2 74.8 71.7: 25.2 28.3
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 : 67: 18 22 10 13 22 37 49:
Old : 67: 18 22 10 13 22 37 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 : 29.5 20.8 45.9 33.3 29.5 20.8 44.9 30.5
Old : 29.5 20.8 45.9 33.3 29.5 20.8 44.9 30.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 21, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50,000 POUNDS) :
: : :
All : 27,196: 6,398 7,270 5,245 9,629 3,165 21,273 15,680: 5,923 11,516
Old : 27,196: 6,398 7,270 5,245 9,629 3,165 21,273 15,680: 5,923 11,516
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 14, 2006 :
: -1,712: -167 -1,260 -472 -405 19 -1,043 -1,712: -669 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.5 26.7 19.3 35.4 11.6 78.2 57.7: 21.8 42.3
Old : 100.0: 23.5 26.7 19.3 35.4 11.6 78.2 57.7: 21.8 42.3
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 : 116: 27 36 27 36 25 83 77:
Old : 116: 27 36 27 36 25 83 77:
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 : 20.2 14.9 31.8 23.5 19.2 12.9 29.7 18.6
Old : 20.2 14.9 31.8 23.5 19.2 12.9 29.7 18.6
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 21, 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 : 146,017: 23,553 82,190 4,685 82,275 31,574 110,512 118,449: 35,505 27,568
Old : 146,017: 23,553 82,190 4,685 82,275 31,574 110,512 118,449: 35,505 27,568
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 14, 2006 :
: 9,948: -2,426 8,824 1,064 10,825 -2,963 9,464 6,925: 485 3,023
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.1 56.3 3.2 56.3 21.6 75.7 81.1: 24.3 18.9
Old : 100.0: 16.1 56.3 3.2 56.3 21.6 75.7 81.1: 24.3 18.9
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 : 90: 23 34 11 26 18 51 61:
Old : 90: 23 34 11 26 18 51 61:
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 : 34.2 24.3 46.6 37.2 33.8 24.3 46.1 37.2
Old : 34.2 24.3 46.6 37.2 33.8 24.3 46.1 37.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 21, 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 : 85,649: 10,713 49,554 360 60,367 18,752 71,440 68,665: 14,209 16,984
Old : 85,649: 10,713 49,554 360 60,367 18,752 71,440 68,665: 14,209 16,984
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 14, 2006 :
: -3,566: 693 -2,965 16 -4,371 -1,134 -3,662 -4,083: 97 517
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.5 57.9 0.4 70.5 21.9 83.4 80.2: 16.6 19.8
Old : 100.0: 12.5 57.9 0.4 70.5 21.9 83.4 80.2: 16.6 19.8
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 : 51: 10 25 2 10 10 20 37:
Old : 51: 10 25 2 10 10 20 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 : 60.6 33.6 74.5 48.7 60.5 31.6 72.3 45.4
Old : 60.6 33.6 74.5 48.7 60.5 31.6 72.3 45.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 21, 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 : 76,555: 35,021 22,882 1,077 36,226 49,384 72,324 73,343: 4,231 3,212
Old : 76,555: 35,021 22,882 1,077 36,226 49,384 72,324 73,343: 4,231 3,212
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 14, 2006 :
: 2,395: -10,798 11,223 15 15,088 -9,433 4,305 1,805: -1,910 590
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.7 29.9 1.4 47.3 64.5 94.5 95.8: 5.5 4.2
Old : 100.0: 45.7 29.9 1.4 47.3 64.5 94.5 95.8: 5.5 4.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 95: 42 22 4 20 16 64 41:
Old : 95: 42 22 4 20 16 64 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 : 35.1 61.7 51.8 77.1 34.8 60.6 51.5 74.6
Old : 35.1 61.7 51.8 77.1 34.8 60.6 51.5 74.6
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 21, 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 : 144,658: 90,173 20,810 1,830 17,146 102,826 109,150 125,466: 35,508 19,191
Old : 144,658: 90,173 20,810 1,830 17,146 102,826 109,150 125,466: 35,508 19,191
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 14, 2006 :
: 4,354: 7,469 440 468 -4,539 2,883 3,398 3,791: 956 563
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.3 14.4 1.3 11.9 71.1 75.5 86.7: 24.5 13.3
Old : 100.0: 62.3 14.4 1.3 11.9 71.1 75.5 86.7: 24.5 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 : 80: 36 13 6 15 24 52 42:
Old : 80: 36 13 6 15 24 52 42:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.0 41.6 48.8 60.6 35.0 41.0 48.8 59.4
Old : 35.0 41.6 48.8 60.6 35.0 41.0 48.8 59.4
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 21, 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 : 303,220: 47,751 131,067 10,136 203,998 127,795 261,885 268,998: 41,335 34,222
Old : 303,220: 47,751 131,067 10,136 203,998 127,795 261,885 268,998: 41,335 34,222
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 14, 2006 :
: 25,924: 2,753 28,005 336 24,930 -4,879 28,019 23,462: -2,095 2,462
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.7 43.2 3.3 67.3 42.1 86.4 88.7: 13.6 11.3
Old : 100.0: 15.7 43.2 3.3 67.3 42.1 86.4 88.7: 13.6 11.3
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 : 124: 39 46 20 28 25 74 84:
Old : 124: 39 46 20 28 25 74 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 : 39.6 28.4 52.9 48.4 29.7 27.7 43.0 41.7
Old : 39.6 28.4 52.9 48.4 29.7 27.7 43.0 41.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 21, 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 : 204,445: 83,735 18,836 17,597 40,899 129,578 142,231 166,011: 62,214 38,433
Old : 204,445: 83,735 18,836 17,597 40,899 129,578 142,231 166,011: 62,214 38,433
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 14, 2006 :
: 8,797: 2,587 -2,289 1,017 5,054 11,062 8,658 9,790: 140 -992
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.0 9.2 8.6 20.0 63.4 69.6 81.2: 30.4 18.8
Old : 100.0: 41.0 9.2 8.6 20.0 63.4 69.6 81.2: 30.4 18.8
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 : 139: 67 29 40 32 30 115 83:
Old : 139: 67 29 40 32 30 115 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 : 13.4 39.6 21.8 51.0 13.0 38.1 20.8 47.9
Old : 13.4 39.6 21.8 51.0 13.0 38.1 20.8 47.9
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 21, 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 : 17,654: 13,298 452 0 2,201 16,100 15,499 16,552: 2,155 1,102
Old : 17,654: 13,298 452 0 2,201 16,100 15,499 16,552: 2,155 1,102
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 14, 2006 :
: 2,140: 2,551 0 0 -744 2,107 1,807 2,107: 333 33
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.3 2.6 0.0 12.5 91.2 87.8 93.8: 12.2 6.2
Old : 100.0: 75.3 2.6 0.0 12.5 91.2 87.8 93.8: 12.2 6.2
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 : 33: 15 2 0 6 12 21 14:
Old : 33: 15 2 0 6 12 21 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 : 63.4 67.2 73.6 87.0 63.4 65.1 73.6 84.9
Old : 63.4 67.2 73.6 87.0 63.4 65.1 73.6 84.9
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 21, 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 :17,635,755: 702,101 443,383 6,060,707 9,798,376 9,685,259 16,561,184 16,189,348: 1,074,571 1,446,406
Old :17,635,755: 702,101 443,383 6,060,707 9,798,376 9,685,259 16,561,184 16,189,348: 1,074,571 1,446,406
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 14, 2006 :
: -165,541: -105,736 -12,696 -122,378 98,190 -24,197 -129,924 -159,272: -35,616 -6,269
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.0 2.5 34.4 55.6 54.9 93.9 91.8: 6.1 8.2
Old : 100.0: 4.0 2.5 34.4 55.6 54.9 93.9 91.8: 6.1 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 : 323: 65 71 117 161 171 292 298:
Old : 323: 65 71 117 161 171 292 298:
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 : 26.7 13.7 37.4 24.2 22.7 8.0 25.7 13.0
Old : 26.7 13.7 37.4 24.2 22.7 8.0 25.7 13.0
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 21, 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 : 737,964: 76,226 42,816 52,159 455,486 496,768 583,871 591,744: 154,094 146,220
Old : 737,964: 76,226 42,816 52,159 455,486 496,768 583,871 591,744: 154,094 146,220
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 14, 2006 :
: -16,987: -1,243 8,584 -19,761 2,997 2,088 -18,007 -9,089: 1,020 -7,898
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.3 5.8 7.1 61.7 67.3 79.1 80.2: 20.9 19.8
Old : 100.0: 10.3 5.8 7.1 61.7 67.3 79.1 80.2: 20.9 19.8
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 : 209: 49 49 64 82 68 171 141:
Old : 209: 49 49 64 82 68 171 141:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.5 22.2 25.9 35.0 17.9 22.2 24.4 35.0
Old : 18.5 22.2 25.9 35.0 17.9 22.2 24.4 35.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 21, 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 : 1,871,531: 455,982 339,867 96,339 888,951 1,285,215 1,441,273 1,721,421: 430,258 150,110
Old : 1,871,531: 455,982 339,867 96,339 888,951 1,285,215 1,441,273 1,721,421: 430,258 150,110
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 14, 2006 :
: -1,076: -2,295 -12,107 -33,020 47,991 33,861 12,676 -11,266: -13,751 10,190
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.4 18.2 5.1 47.5 68.7 77.0 92.0: 23.0 8.0
Old : 100.0: 24.4 18.2 5.1 47.5 68.7 77.0 92.0: 23.0 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 : 275: 86 72 68 81 74 202 179:
Old : 275: 86 72 68 81 74 202 179:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.6 29.9 27.7 44.8 12.7 24.2 20.8 37.2
Old : 17.6 29.9 27.7 44.8 12.7 24.2 20.8 37.2
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 21, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 400 INDEX X $500) :
: : :
All : 10,411: 992 0 0 5,964 7,873 6,956 7,873: 3,455 2,538
Old : 10,411: 992 0 0 5,964 7,873 6,956 7,873: 3,455 2,538
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 14, 2006 :
: 1,106: 31 0 0 434 1,181 465 1,181: 641 -75
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.5 0.0 0.0 57.3 75.6 66.8 75.6: 33.2 24.4
Old : 100.0: 9.5 0.0 0.0 57.3 75.6 66.8 75.6: 33.2 24.4
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 : 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 : 31.0 50.8 46.8 68.8 31.0 48.9 46.8 66.8
Old : 31.0 50.8 46.8 68.8 31.0 48.9 46.8 66.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 21, 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 : 83,212: 11,237 30,060 369 56,870 49,357 68,476 79,786: 14,736 3,426
Old : 83,212: 11,237 30,060 369 56,870 49,357 68,476 79,786: 14,736 3,426
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 14, 2006 :
: 4,375: 391 -472 0 2,163 3,597 2,554 3,125: 1,821 1,250
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.5 36.1 0.4 68.3 59.3 82.3 95.9: 17.7 4.1
Old : 100.0: 13.5 36.1 0.4 68.3 59.3 82.3 95.9: 17.7 4.1
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 : 73: 11 7 2 32 31 45 39:
Old : 73: 11 7 2 32 31 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 : 32.1 43.8 51.5 64.2 31.5 43.7 50.2 64.2
Old : 32.1 43.8 51.5 64.2 31.5 43.7 50.2 64.2
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 21, 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 : 75,212: 19,066 7,828 614 47,700 33,279 67,379 41,720: 7,833 33,492
Old : 75,212: 19,066 7,828 614 47,700 33,279 67,379 41,720: 7,833 33,492
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 14, 2006 :
: 4,699: 4,278 98 -570 1,916 1,454 5,625 982: -926 3,717
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.3 10.4 0.8 63.4 44.2 89.6 55.5: 10.4 44.5
Old : 100.0: 25.3 10.4 0.8 63.4 44.2 89.6 55.5: 10.4 44.5
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 : 89: 26 15 5 28 29 55 48:
Old : 89: 26 15 5 28 29 55 48:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.2 22.5 56.7 32.5 40.8 21.9 56.2 31.9
Old : 41.2 22.5 56.7 32.5 40.8 21.9 56.2 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 21, 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 : 546,062: 172,121 163,026 15,975 204,379 344,953 392,475 523,954: 153,587 22,108
Old : 546,062: 172,121 163,026 15,975 204,379 344,953 392,475 523,954: 153,587 22,108
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 14, 2006 :
: 45,946: 16,201 1,701 -7,478 9,148 53,428 17,871 47,651: 28,075 -1,705
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.5 29.9 2.9 37.4 63.2 71.9 96.0: 28.1 4.0
Old : 100.0: 31.5 29.9 2.9 37.4 63.2 71.9 96.0: 28.1 4.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 248: 85 58 19 63 57 159 124:
Old : 248: 85 58 19 63 57 159 124:
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 : 21.1 35.1 31.1 54.8 21.1 34.9 30.1 50.8
Old : 21.1 35.1 31.1 54.8 21.1 34.9 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 21, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100,000 AUSTRALIAN DOLLARS) :
: : :
All : 108,935: 75,236 7,833 74 2,370 90,452 77,680 98,359: 31,255 10,576
Old : 108,935: 75,236 7,833 74 2,370 90,452 77,680 98,359: 31,255 10,576
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 14, 2006 :
: 3,015: 3,617 1,112 4 -720 871 2,901 1,987: 114 1,028
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.1 7.2 0.1 2.2 83.0 71.3 90.3: 28.7 9.7
Old : 100.0: 69.1 7.2 0.1 2.2 83.0 71.3 90.3: 28.7 9.7
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 : 61: 39 2 1 6 18 46 20:
Old : 61: 39 2 1 6 18 46 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 : 26.7 59.9 38.7 78.3 26.7 59.5 38.7 77.9
Old : 26.7 59.9 38.7 78.3 26.7 59.5 38.7 77.9
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 21, 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 : 40,301: 3,461 3,640 0 32,141 24,067 35,602 27,707: 4,699 12,594
Old : 40,301: 3,461 3,640 0 32,141 24,067 35,602 27,707: 4,699 12,594
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 14, 2006 :
: 2,706: -11 -25 -2 1,945 2,980 1,932 2,953: 774 -247
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.6 9.0 0.0 79.8 59.7 88.3 68.7: 11.7 31.3
Old : 100.0: 8.6 9.0 0.0 79.8 59.7 88.3 68.7: 11.7 31.3
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 : 58: 4 12 0 25 23 29 35:
Old : 58: 4 12 0 25 23 29 35:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.3 26.9 69.4 41.0 49.1 24.6 69.1 38.7
Old : 49.3 26.9 69.4 41.0 49.1 24.6 69.1 38.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-239742
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 21, 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 : 415,142: 56,001 126,012 7,316 296,727 264,417 360,044 397,746: 55,098 17,395
Old : 415,142: 56,001 126,012 7,316 296,727 264,417 360,044 397,746: 55,098 17,395
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 14, 2006 :
: -9,685: 1,574 -21,453 -557 -12,784 11,564 -11,767 -10,446: 2,083 761
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.5 30.4 1.8 71.5 63.7 86.7 95.8: 13.3 4.2
Old : 100.0: 13.5 30.4 1.8 71.5 63.7 86.7 95.8: 13.3 4.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 205: 41 77 33 47 56 112 143:
Old : 205: 41 77 33 47 56 112 143:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.4 27.2 56.0 41.4 44.4 25.5 55.6 39.3
Old : 44.4 27.2 56.0 41.4 44.4 25.5 55.6 39.3
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 21, 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 : 50,205: 10,179 18,560 699 25,986 21,697 36,865 40,956: 13,340 9,250
Old : 50,205: 10,179 18,560 699 25,986 21,697 36,865 40,956: 13,340 9,250
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 14, 2006 :
: 2,004: -372 2,203 -16 1,031 -1,275 643 912: 1,361 1,093
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.3 37.0 1.4 51.8 43.2 73.4 81.6: 26.6 18.4
Old : 100.0: 20.3 37.0 1.4 51.8 43.2 73.4 81.6: 26.6 18.4
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 : 81: 21 24 8 16 24 39 54:
Old : 81: 21 24 8 16 24 39 54:
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 27.0 43.1 43.2 29.6 24.8 42.6 39.7
Old : 29.6 27.0 43.1 43.2 29.6 24.8 42.6 39.7
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 21, 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 : 45,892: 16,428 4,402 13 23,079 14,308 39,520 18,723: 6,372 27,169
Old : 45,892: 16,428 4,402 13 23,079 14,308 39,520 18,723: 6,372 27,169
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 14, 2006 :
: -393: -288 65 4 2,391 -919 2,107 -850: -2,500 457
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.8 9.6 0.0 50.3 31.2 86.1 40.8: 13.9 59.2
Old : 100.0: 35.8 9.6 0.0 50.3 31.2 86.1 40.8: 13.9 59.2
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 : 61: 21 6 1 26 12 47 19:
Old : 61: 21 6 1 26 12 47 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 : 24.8 26.0 37.2 32.9 19.9 17.8 31.5 24.4
Old : 24.8 26.0 37.2 32.9 19.9 17.8 31.5 24.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GOLDMAN-SACHS COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 21, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (GSCI X $250) :
: : :
All : 21,972: 7,304 2,348 186 14,121 18,761 21,611 21,295: 361 677
Old : 21,972: 7,304 2,348 186 14,121 18,761 21,611 21,295: 361 677
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 14, 2006 :
: -1,325: -27 -904 145 -990 84 -872 -675: -453 -650
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.2 10.7 0.8 64.3 85.4 98.4 96.9: 1.6 3.1
Old : 100.0: 33.2 10.7 0.8 64.3 85.4 98.4 96.9: 1.6 3.1
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: 5 6 2 8 5 14 12:
Old : 23: 5 6 2 8 5 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 : 84.2 91.0 93.7 95.5 84.0 90.3 93.5 94.9
Old : 84.2 91.0 93.7 95.5 84.0 90.3 93.5 94.9
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 21, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF Y100,000,000 FACE VALUE) :
: : :
All : 53,292: 5,691 10,975 2,768 28,984 35,309 37,443 49,052: 15,849 4,240
Old : 53,292: 5,691 10,975 2,768 28,984 35,309 37,443 49,052: 15,849 4,240
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 14, 2006 :
: -5,194: -175 -357 301 -1,264 -97 -1,138 -153: -4,056 -5,041
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.7 20.6 5.2 54.4 66.3 70.3 92.0: 29.7 8.0
Old : 100.0: 10.7 20.6 5.2 54.4 66.3 70.3 92.0: 29.7 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 : 55: 6 10 7 29 31 38 45:
Old : 55: 6 10 7 29 31 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 : 28.8 33.0 46.9 52.2 23.3 23.7 30.5 38.1
Old : 28.8 33.0 46.9 52.2 23.3 23.7 30.5 38.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 27, 2006