MILK - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 12, 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 : 35,088: 2,060 2,535 6,007 22,335 17,168 30,402 25,710: 4,687 9,378
Old : 35,088: 2,060 2,535 6,007 22,335 17,168 30,402 25,710: 4,687 9,378
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 5, 2006 :
: 632: -181 234 218 800 318 837 770: -205 -138
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.9 7.2 17.1 63.7 48.9 86.6 73.3: 13.4 26.7
Old : 100.0: 5.9 7.2 17.1 63.7 48.9 86.6 73.3: 13.4 26.7
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 : 54: 9 10 12 29 23 45 38:
Old : 54: 9 10 12 29 23 45 38:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.7 29.9 57.8 45.3 40.9 26.9 50.0 36.1
Old : 43.7 29.9 57.8 45.3 40.9 26.9 50.0 36.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 12, 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 : 194,022: 31,895 11,777 46,983 92,005 97,711 170,882 156,471: 23,139 37,550
Old : 191,761: 31,220 12,486 46,262 91,903 96,014 169,385 154,762: 22,375 36,998
Other: 2,261: 1,395 12 0 102 1,697 1,497 1,709: 764 552
: : :
: : Changes in Commitments from: December 5, 2006 :
: -918: 771 -1,927 -823 -960 1,277 -1,012 -1,473: 95 555
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.4 6.1 24.2 47.4 50.4 88.1 80.6: 11.9 19.4
Old : 100.0: 16.3 6.5 24.1 47.9 50.1 88.3 80.7: 11.7 19.3
Other: 100.0: 61.7 0.5 0.0 4.5 75.1 66.2 75.6: 33.8 24.4
: : :
:# Traders : Number of Traders in Each Category :
All : 207: 63 58 78 46 45 165 147:
Old : 206: 60 60 78 46 45 164 147:
Other: 29: 11 2 0 2 14 13 16:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.9 29.3 39.3 37.0 27.9 26.6 36.6 31.5
Old : 28.2 29.5 39.8 37.1 28.2 26.8 37.1 31.5
Other: 50.7 50.8 62.4 68.1 50.7 50.8 62.4 68.1
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 12, 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 : 238,916: 56,249 24,023 54,519 103,892 102,725 214,660 181,267: 24,255 57,648
Old : 238,916: 56,249 24,023 54,519 103,892 102,725 214,660 181,267: 24,255 57,648
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 5, 2006 :
: 1,212: 2,886 1,160 -3,403 881 1,520 364 -723: 848 1,935
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.5 10.1 22.8 43.5 43.0 89.8 75.9: 10.2 24.1
Old : 100.0: 23.5 10.1 22.8 43.5 43.0 89.8 75.9: 10.2 24.1
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 : 318: 71 68 84 96 144 211 273:
Old : 318: 71 68 84 96 144 211 273:
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 : 23.5 10.6 35.8 18.2 23.4 8.7 33.9 13.6
Old : 23.5 10.6 35.8 18.2 23.4 8.7 33.9 13.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 12, 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 : 8,152: 2,279 3,003 1,300 2,256 1,645 5,835 5,948: 2,317 2,203
Old : 8,152: 2,279 3,003 1,300 2,256 1,645 5,835 5,948: 2,317 2,203
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 5, 2006 :
: -32: 68 100 -242 24 67 -150 -75: 118 44
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.0 36.8 15.9 27.7 20.2 71.6 73.0: 28.4 27.0
Old : 100.0: 28.0 36.8 15.9 27.7 20.2 71.6 73.0: 28.4 27.0
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 : 79: 24 27 18 18 21 50 61:
Old : 79: 24 27 18 18 21 50 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 : 25.1 18.4 39.2 30.6 25.1 18.4 36.4 28.2
Old : 25.1 18.4 39.2 30.6 25.1 18.4 36.4 28.2
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, December 12, 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 : 31,351: 6,692 7,074 5,436 12,218 5,483 24,346 17,993: 7,005 13,358
Old : 31,351: 6,692 7,074 5,436 12,218 5,483 24,346 17,993: 7,005 13,358
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 5, 2006 :
: 1,747: -70 -220 61 1,201 1,048 1,192 889: 555 857
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.3 22.6 17.3 39.0 17.5 77.7 57.4: 22.3 42.6
Old : 100.0: 21.3 22.6 17.3 39.0 17.5 77.7 57.4: 22.3 42.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 132: 26 38 32 46 39 97 94:
Old : 132: 26 38 32 46 39 97 94:
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 : 14.9 12.9 25.0 20.4 14.2 11.3 23.2 16.5
Old : 14.9 12.9 25.0 20.4 14.2 11.3 23.2 16.5
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, December 12, 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 : 172,196: 26,345 78,181 8,732 106,139 53,983 141,215 140,895: 30,981 31,301
Old : 172,196: 26,345 78,181 8,732 106,139 53,983 141,215 140,895: 30,981 31,301
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 5, 2006 :
: 30,859: 1,270 7,459 2,880 26,713 19,712 30,863 30,052: -4 807
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.3 45.4 5.1 61.6 31.3 82.0 81.8: 18.0 18.2
Old : 100.0: 15.3 45.4 5.1 61.6 31.3 82.0 81.8: 18.0 18.2
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 : 89: 20 29 13 31 23 57 62:
Old : 89: 20 29 13 31 23 57 62:
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 : 32.7 29.4 47.0 42.8 29.5 21.4 40.5 32.0
Old : 32.7 29.4 47.0 42.8 29.5 21.4 40.5 32.0
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, December 12, 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 : 94,268: 24,918 34,731 1,163 45,197 48,596 71,278 84,490: 22,991 9,778
Old : 94,268: 24,918 34,731 1,163 45,197 48,596 71,278 84,490: 22,991 9,778
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 5, 2006 :
: 10,844: -985 2,580 -369 16,288 12,646 14,933 14,856: -4,089 -4,012
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.4 36.8 1.2 47.9 51.6 75.6 89.6: 24.4 10.4
Old : 100.0: 26.4 36.8 1.2 47.9 51.6 75.6 89.6: 24.4 10.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 58: 21 18 5 12 17 37 36:
Old : 58: 21 18 5 12 17 37 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 : 38.1 34.2 51.2 54.4 33.1 32.2 41.9 48.0
Old : 38.1 34.2 51.2 54.4 33.1 32.2 41.9 48.0
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, December 12, 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 : 108,854: 55,828 8,192 1,472 47,760 96,316 105,060 105,980: 3,794 2,874
Old : 108,854: 55,828 8,192 1,472 47,760 96,316 105,060 105,980: 3,794 2,874
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 5, 2006 :
: 35,026: 21,893 -389 718 12,918 35,465 35,529 35,794: -503 -768
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.3 7.5 1.4 43.9 88.5 96.5 97.4: 3.5 2.6
Old : 100.0: 51.3 7.5 1.4 43.9 88.5 96.5 97.4: 3.5 2.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 89: 40 19 3 19 21 61 41:
Old : 89: 40 19 3 19 21 61 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 : 45.9 56.0 63.2 75.8 33.1 44.3 43.1 55.4
Old : 45.9 56.0 63.2 75.8 33.1 44.3 43.1 55.4
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, December 12, 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 : 186,252: 103,279 23,942 5,851 39,599 137,607 148,728 167,400: 37,524 18,852
Old : 186,252: 103,279 23,942 5,851 39,599 137,607 148,728 167,400: 37,524 18,852
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 5, 2006 :
: 26,951: 7,044 3,657 943 21,478 27,291 29,465 31,891: -2,514 -4,940
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.5 12.9 3.1 21.3 73.9 79.9 89.9: 20.1 10.1
Old : 100.0: 55.5 12.9 3.1 21.3 73.9 79.9 89.9: 20.1 10.1
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 : 91: 45 16 13 14 24 66 47:
Old : 91: 45 16 13 14 24 66 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 : 31.2 41.0 46.7 58.5 30.0 32.1 41.9 48.1
Old : 31.2 41.0 46.7 58.5 30.0 32.1 41.9 48.1
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, December 12, 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 : 297,863: 49,610 106,243 7,602 191,983 153,268 249,195 267,112: 48,668 30,751
Old : 297,863: 49,610 106,243 7,602 191,983 153,268 249,195 267,112: 48,668 30,751
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 5, 2006 :
: -20,431: -9,333 20,644 -5,244 2,533 -33,255 -12,044 -17,855: -8,387 -2,576
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.7 35.7 2.6 64.5 51.5 83.7 89.7: 16.3 10.3
Old : 100.0: 16.7 35.7 2.6 64.5 51.5 83.7 89.7: 16.3 10.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 115: 36 42 23 30 23 81 74:
Old : 115: 36 42 23 30 23 81 74:
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 : 41.4 33.4 54.7 54.8 33.0 28.8 45.5 47.4
Old : 41.4 33.4 54.7 54.8 33.0 28.8 45.5 47.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 12, 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 : 264,789: 112,069 14,804 22,935 55,846 183,475 190,850 221,213: 73,940 43,576
Old : 264,789: 112,069 14,804 22,935 55,846 183,475 190,850 221,213: 73,940 43,576
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 5, 2006 :
: -18,427: -1,163 -2,620 -15,826 893 7,031 -16,096 -11,416: -2,331 -7,011
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.3 5.6 8.7 21.1 69.3 72.1 83.5: 27.9 16.5
Old : 100.0: 42.3 5.6 8.7 21.1 69.3 72.1 83.5: 27.9 16.5
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 : 134: 66 24 36 33 32 113 78:
Old : 134: 66 24 36 33 32 113 78:
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 : 15.1 41.2 22.8 53.2 12.6 39.1 19.3 49.7
Old : 15.1 41.2 22.8 53.2 12.6 39.1 19.3 49.7
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, December 12, 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 : 22,265: 17,432 865 0 2,634 20,327 20,066 21,192: 2,199 1,073
Old : 22,265: 17,432 865 0 2,634 20,327 20,066 21,192: 2,199 1,073
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 5, 2006 :
: 2,497: 2,005 -92 0 577 2,620 2,582 2,528: -85 -31
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.3 3.9 0.0 11.8 91.3 90.1 95.2: 9.9 4.8
Old : 100.0: 78.3 3.9 0.0 11.8 91.3 90.1 95.2: 9.9 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 : 39: 20 3 0 5 13 25 16:
Old : 39: 20 3 0 5 13 25 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.6 71.1 71.5 85.3 58.8 65.9 68.2 80.1
Old : 60.6 71.1 71.5 85.3 58.8 65.9 68.2 80.1
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, December 12, 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 :18,737,350: 866,636 551,025 6,445,745 10,209,553 10,302,818 17,521,934 17,299,587: 1,215,416 1,437,763
Old :18,737,350: 866,636 551,025 6,445,745 10,209,553 10,302,818 17,521,934 17,299,587: 1,215,416 1,437,763
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 5, 2006 :
: -580,418: -227,403 11,639 -292,437 -41,502 -148,431 -561,343 -429,229: -19,076 -151,189
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.6 2.9 34.4 54.5 55.0 93.5 92.3: 6.5 7.7
Old : 100.0: 4.6 2.9 34.4 54.5 55.0 93.5 92.3: 6.5 7.7
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 : 344: 73 71 125 170 183 315 315:
Old : 344: 73 71 125 170 183 315 315:
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 : 24.9 12.8 35.6 23.3 21.0 7.6 23.2 12.3
Old : 24.9 12.8 35.6 23.3 21.0 7.6 23.2 12.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 12, 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 : 890,336: 77,529 39,246 96,559 521,473 568,556 695,561 704,361: 194,775 185,975
Old : 890,336: 77,529 39,246 96,559 521,473 568,556 695,561 704,361: 194,775 185,975
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 5, 2006 :
: 80,968: -1,390 -3,407 24,950 36,147 34,064 59,707 55,607: 21,261 25,361
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.7 4.4 10.8 58.6 63.9 78.1 79.1: 21.9 20.9
Old : 100.0: 8.7 4.4 10.8 58.6 63.9 78.1 79.1: 21.9 20.9
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 : 217: 63 42 76 94 76 192 159:
Old : 217: 63 42 76 94 76 192 159:
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 : 16.7 20.4 22.9 30.9 15.2 19.1 20.0 29.5
Old : 16.7 20.4 22.9 30.9 15.2 19.1 20.0 29.5
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, December 12, 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 : 2,492,150: 506,404 398,082 180,315 1,264,696 1,667,725 1,951,414 2,246,122: 540,736 246,028
Old : 2,492,150: 506,404 398,082 180,315 1,264,696 1,667,725 1,951,414 2,246,122: 540,736 246,028
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 5, 2006 :
: 413,220: 25,148 6,631 50,651 198,195 273,541 273,994 330,823: 139,226 82,396
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.3 16.0 7.2 50.7 66.9 78.3 90.1: 21.7 9.9
Old : 100.0: 20.3 16.0 7.2 50.7 66.9 78.3 90.1: 21.7 9.9
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 : 307: 102 74 91 103 99 246 223:
Old : 307: 102 74 91 103 99 246 223:
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 : 16.9 25.4 25.7 38.3 10.9 18.7 17.7 29.6
Old : 16.9 25.4 25.7 38.3 10.9 18.7 17.7 29.6
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, December 12, 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 : 12,247: 1,136 267 204 6,024 8,745 7,364 9,216: 4,883 3,031
Old : 12,247: 1,136 267 204 6,024 8,745 7,364 9,216: 4,883 3,031
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 5, 2006 :
: 1,226: 145 267 204 -149 919 200 1,390: 1,026 -164
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.3 2.2 1.7 49.2 71.4 60.1 75.3: 39.9 24.7
Old : 100.0: 9.3 2.2 1.7 49.2 71.4 60.1 75.3: 39.9 24.7
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 : 24: 2 2 1 16 13 19 15:
Old : 24: 2 2 1 16 13 19 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.4 43.5 38.9 64.6 20.1 39.5 33.1 55.8
Old : 24.4 43.5 38.9 64.6 20.1 39.5 33.1 55.8
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, December 12, 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 : 101,824: 11,613 31,624 2,445 74,566 59,385 88,624 93,454: 13,200 8,370
Old : 101,824: 11,613 31,624 2,445 74,566 59,385 88,624 93,454: 13,200 8,370
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 5, 2006 :
: 14,318: 276 5,684 1,666 16,206 8,781 18,148 16,131: -3,830 -1,813
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.4 31.1 2.4 73.2 58.3 87.0 91.8: 13.0 8.2
Old : 100.0: 11.4 31.1 2.4 73.2 58.3 87.0 91.8: 13.0 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 : 76: 13 8 8 35 37 52 51:
Old : 76: 13 8 8 35 37 52 51:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.6 38.5 45.2 55.4 25.3 35.5 43.4 50.5
Old : 26.6 38.5 45.2 55.4 25.3 35.5 43.4 50.5
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, December 12, 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 : 86,877: 13,635 4,969 5,601 58,516 41,719 77,752 52,289: 9,126 34,589
Old : 86,877: 13,635 4,969 5,601 58,516 41,719 77,752 52,289: 9,126 34,589
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 5, 2006 :
: 14,284: -3,155 -1,653 4,568 10,828 9,882 12,242 12,798: 2,042 1,486
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.7 5.7 6.4 67.4 48.0 89.5 60.2: 10.5 39.8
Old : 100.0: 15.7 5.7 6.4 67.4 48.0 89.5 60.2: 10.5 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 : 92: 23 14 11 39 35 68 56:
Old : 92: 23 14 11 39 35 68 56:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.8 21.9 52.6 33.3 37.5 19.7 48.9 27.1
Old : 37.8 21.9 52.6 33.3 37.5 19.7 48.9 27.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 12, 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 : 613,021: 158,779 170,189 37,172 237,107 362,563 433,058 569,924: 179,964 43,097
Old : 613,021: 158,779 170,189 37,172 237,107 362,563 433,058 569,924: 179,964 43,097
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 5, 2006 :
: 75,557: -22,835 14,503 23,660 49,485 30,293 50,310 68,457: 25,247 7,100
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.9 27.8 6.1 38.7 59.1 70.6 93.0: 29.4 7.0
Old : 100.0: 25.9 27.8 6.1 38.7 59.1 70.6 93.0: 29.4 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 : 236: 80 52 35 79 68 176 139:
Old : 236: 80 52 35 79 68 176 139:
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 : 15.3 33.1 24.2 51.9 14.9 31.1 20.8 42.9
Old : 15.3 33.1 24.2 51.9 14.9 31.1 20.8 42.9
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, December 12, 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 : 171,329: 92,025 11,138 4,613 40,752 145,481 137,390 161,232: 33,939 10,097
Old : 171,329: 92,025 11,138 4,613 40,752 145,481 137,390 161,232: 33,939 10,097
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 5, 2006 :
: 40,937: 3,558 -2,153 3,858 34,139 37,124 41,555 38,829: -618 2,108
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.7 6.5 2.7 23.8 84.9 80.2 94.1: 19.8 5.9
Old : 100.0: 53.7 6.5 2.7 23.8 84.9 80.2 94.1: 19.8 5.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 71: 42 6 6 8 19 54 29:
Old : 71: 42 6 6 8 19 54 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.3 58.9 43.7 77.9 20.1 45.3 28.7 60.2
Old : 32.3 58.9 43.7 77.9 20.1 45.3 28.7 60.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE Code-239741
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 12, 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 : 47,258: 4,655 3,700 854 36,431 28,919 41,940 33,473: 5,318 13,785
Old : 47,258: 4,655 3,700 854 36,431 28,919 41,940 33,473: 5,318 13,785
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 5, 2006 :
: 4,847: 34 88 854 3,405 2,931 4,293 3,873: 554 974
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.9 7.8 1.8 77.1 61.2 88.7 70.8: 11.3 29.2
Old : 100.0: 9.9 7.8 1.8 77.1 61.2 88.7 70.8: 11.3 29.2
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 : 59: 4 11 2 32 27 37 40:
Old : 59: 4 11 2 32 27 37 40:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.5 27.5 63.7 41.3 43.8 21.9 61.1 32.7
Old : 44.5 27.5 63.7 41.3 43.8 21.9 61.1 32.7
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, December 12, 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 : 477,420: 54,429 135,095 15,113 340,961 295,574 410,503 445,783: 66,917 31,637
Old : 477,420: 54,429 135,095 15,113 340,961 295,574 410,503 445,783: 66,917 31,637
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 5, 2006 :
: 39,404: 2,132 639 3,054 21,684 22,770 26,870 26,462: 12,534 12,941
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.4 28.3 3.2 71.4 61.9 86.0 93.4: 14.0 6.6
Old : 100.0: 11.4 28.3 3.2 71.4 61.9 86.0 93.4: 14.0 6.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 233: 58 76 65 61 71 154 178:
Old : 233: 58 76 65 61 71 154 178:
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 : 39.5 24.1 52.7 37.1 37.2 22.0 48.1 34.7
Old : 39.5 24.1 52.7 37.1 37.2 22.0 48.1 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, December 12, 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 : 39,300: 8,972 10,668 1 22,120 21,163 31,093 31,832: 8,208 7,469
Old : 39,300: 8,972 10,668 1 22,120 21,163 31,093 31,832: 8,208 7,469
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 5, 2006 :
: -15,107: 608 -6,900 -2,256 -5,925 -2,733 -7,574 -11,889: -7,533 -3,218
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.8 27.1 0.0 56.3 53.8 79.1 81.0: 20.9 19.0
Old : 100.0: 22.8 27.1 0.0 56.3 53.8 79.1 81.0: 20.9 19.0
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 : 74: 20 22 2 16 21 36 45:
Old : 74: 20 22 2 16 21 36 45:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.4 35.7 55.4 49.3 42.3 35.7 55.4 48.2
Old : 42.4 35.7 55.4 49.3 42.3 35.7 55.4 48.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 12, 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 : 27,950: 6,801 325 220 16,168 21,424 23,189 21,969: 4,761 5,981
Old : 27,950: 6,801 325 220 16,168 21,424 23,189 21,969: 4,761 5,981
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 5, 2006 :
: -26,581: -6,325 -3,311 90 -15,030 -4,396 -21,265 -7,617: -5,316 -18,964
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.3 1.2 0.8 57.8 76.7 83.0 78.6: 17.0 21.4
Old : 100.0: 24.3 1.2 0.8 57.8 76.7 83.0 78.6: 17.0 21.4
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 : 38: 15 1 1 16 8 31 10:
Old : 38: 15 1 1 16 8 31 10:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.3 72.9 51.8 77.6 36.3 71.1 50.5 74.2
Old : 36.3 72.9 51.8 77.6 36.3 71.1 50.5 74.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GOLDMAN-SACHS COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 12, 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 : 21,907: 6,874 1,746 41 14,284 19,050 21,199 20,837: 708 1,070
Old : 21,907: 6,874 1,746 41 14,284 19,050 21,199 20,837: 708 1,070
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 5, 2006 :
: 34: -128 29 0 -36 -356 -164 -327: 198 361
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.4 8.0 0.2 65.2 87.0 96.8 95.1: 3.2 4.9
Old : 100.0: 31.4 8.0 0.2 65.2 87.0 96.8 95.1: 3.2 4.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 4 5 1 9 4 13 10:
Old : 20: 4 5 1 9 4 13 10:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 83.4 92.1 92.1 94.8 83.2 92.1 91.9 94.5
Old : 83.4 92.1 92.1 94.8 83.2 92.1 91.9 94.5
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, December 12, 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 : 56,131: 5,861 10,623 3,341 34,228 37,674 43,430 51,638: 12,701 4,493
Old : 56,131: 5,861 10,623 3,341 34,228 37,674 43,430 51,638: 12,701 4,493
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 5, 2006 :
: 426: 712 190 161 2,016 1,381 2,889 1,732: -2,463 -1,306
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.4 18.9 6.0 61.0 67.1 77.4 92.0: 22.6 8.0
Old : 100.0: 10.4 18.9 6.0 61.0 67.1 77.4 92.0: 22.6 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 : 59: 8 11 9 30 32 42 48:
Old : 59: 8 11 9 30 32 42 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 : 29.4 32.7 46.9 50.1 19.9 20.3 28.0 32.7
Old : 29.4 32.7 46.9 50.1 19.9 20.3 28.0 32.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 15, 2006