BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642 Commitments of Traders - Futures Only, November 7, 2006 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 20,000 POUNDS) : : : : All : 2,528: 292 65 112 1,626 2,145 2,030 2,322: 498 206 Old : 2,528: 292 65 112 1,626 2,145 2,030 2,322: 498 206 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 31, 2006 : : -698: -64 54 -16 -575 -610 -655 -572: -43 -126 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 11.6 2.6 4.4 64.3 84.8 80.3 91.9: 19.7 8.1 Old : 100.0: 11.6 2.6 4.4 64.3 84.8 80.3 91.9: 19.7 8.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 23: 3 1 1 12 10 15 12: Old : 23: 3 1 1 12 10 15 12: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 42.7 60.2 62.7 82.6 42.7 60.1 60.4 78.2 Old : 42.7 60.2 62.7 82.6 42.7 60.1 60.4 78.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MILK - CHICAGO MERCANTILE EXCHANGE Code-052641 Commitments of Traders - Futures Only, November 7, 2006 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 200,000 POUNDS) : : : : All : 26,987: 4,317 1,811 560 17,700 14,884 22,577 17,255: 4,410 9,732 Old : 26,987: 4,317 1,811 560 17,700 14,884 22,577 17,255: 4,410 9,732 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 31, 2006 : : -3,147: -526 -639 -67 -3,231 -2,064 -3,824 -2,770: 677 -377 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 16.0 6.7 2.1 65.6 55.2 83.7 63.9: 16.3 36.1 Old : 100.0: 16.0 6.7 2.1 65.6 55.2 83.7 63.9: 16.3 36.1 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 : 50: 9 9 11 26 16 40 33: Old : 50: 9 9 11 26 16 40 33: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 41.2 38.3 58.0 50.2 40.7 37.3 57.0 48.8 Old : 41.2 38.3 58.0 50.2 40.7 37.3 57.0 48.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642 Commitments of Traders - Futures Only, November 7, 2006 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 40,000 POUNDS) : : : : All : 191,291: 43,422 17,848 42,474 82,665 91,571 168,561 151,893: 22,730 39,398 Old : 190,583: 43,117 17,848 42,474 82,585 91,067 168,176 151,389: 22,407 39,194 Other: 708: 305 0 0 80 504 385 504: 323 204 : : : : : Changes in Commitments from: October 31, 2006 : : 3,840: 5,046 -402 -3,367 1,444 7,328 3,123 3,559: 717 281 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 22.7 9.3 22.2 43.2 47.9 88.1 79.4: 11.9 20.6 Old : 100.0: 22.6 9.4 22.3 43.3 47.8 88.2 79.4: 11.8 20.6 Other: 100.0: 43.1 0.0 0.0 11.3 71.2 54.4 71.2: 45.6 28.8 : : : :# Traders : Number of Traders in Each Category : All : 223: 77 53 91 35 45 183 150: Old : 223: 77 53 91 35 45 183 150: Other: 13: 3 0 0 2 8 5 8: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 28.2 28.1 39.3 35.7 28.2 26.4 37.8 32.8 Old : 28.3 28.2 39.5 35.8 28.3 26.5 37.9 32.7 Other: 54.1 64.0 54.4 71.2 54.1 64.0 54.4 71.2 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642 Commitments of Traders - Futures Only, November 7, 2006 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 40,000 POUNDS) : : : : All : 198,160: 53,077 27,447 35,347 92,167 88,926 180,591 151,720: 17,569 46,440 Old : 198,160: 53,077 27,447 35,347 92,167 88,926 180,591 151,720: 17,569 46,440 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 31, 2006 : : 2,737: 4,873 257 -2,137 -239 720 2,497 -1,160: 240 3,897 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 26.8 13.9 17.8 46.5 44.9 91.1 76.6: 8.9 23.4 Old : 100.0: 26.8 13.9 17.8 46.5 44.9 91.1 76.6: 8.9 23.4 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 : 273: 67 63 67 53 111 159 217: Old : 273: 67 63 67 53 111 159 217: 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 : 28.3 13.2 40.5 20.4 28.3 11.9 40.2 18.9 Old : 28.3 13.2 40.5 20.4 28.3 11.9 40.2 18.9 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 - Futures Only, November 7, 2006 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 110,000 BOARD FEET) : : : : All : 6,146: 2,123 2,531 406 1,924 1,224 4,453 4,161: 1,693 1,985 Old : 6,146: 2,123 2,531 406 1,924 1,224 4,453 4,161: 1,693 1,985 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 31, 2006 : : 17: 144 6 8 -112 26 40 40: -23 -23 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 34.5 41.2 6.6 31.3 19.9 72.5 67.7: 27.5 32.3 Old : 100.0: 34.5 41.2 6.6 31.3 19.9 72.5 67.7: 27.5 32.3 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 : 65: 18 20 7 20 21 41 45: Old : 65: 18 20 7 20 21 41 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 : 32.5 23.0 49.2 34.0 32.5 23.0 49.2 32.7 Old : 32.5 23.0 49.2 34.0 32.5 23.0 49.2 32.7 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 - Futures Only, November 7, 2006 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 50,000 POUNDS) : : : : All : 24,889: 6,115 8,961 4,019 9,275 2,601 19,409 15,581: 5,480 9,308 Old : 24,889: 6,115 8,961 4,019 9,275 2,601 19,409 15,581: 5,480 9,308 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 31, 2006 : : 3,366: 413 1,263 1,386 1,419 445 3,218 3,094: 148 272 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 24.6 36.0 16.1 37.3 10.5 78.0 62.6: 22.0 37.4 Old : 100.0: 24.6 36.0 16.1 37.3 10.5 78.0 62.6: 22.0 37.4 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 : 119: 28 37 25 36 25 77 78: Old : 119: 28 37 25 36 25 77 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 : 19.5 15.2 32.1 25.8 18.3 15.0 29.5 21.7 Old : 19.5 15.2 32.1 25.8 18.3 15.0 29.5 21.7 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 - Futures Only, November 7, 2006 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 100,000 CANADIAN DOLLARS) : : : : All : 103,426: 24,999 45,341 1,107 48,484 36,062 74,590 82,510: 28,836 20,916 Old : 103,426: 24,999 45,341 1,107 48,484 36,062 74,590 82,510: 28,836 20,916 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 31, 2006 : : -924: 1,181 -2,155 -324 -1,536 2,318 -679 -161: -245 -763 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 24.2 43.8 1.1 46.9 34.9 72.1 79.8: 27.9 20.2 Old : 100.0: 24.2 43.8 1.1 46.9 34.9 72.1 79.8: 27.9 20.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 75: 17 27 2 23 15 41 43: Old : 75: 17 27 2 23 15 41 43: 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 : 26.4 28.7 42.6 45.6 26.4 28.7 42.1 44.9 Old : 26.4 28.7 42.6 45.6 26.4 28.7 42.1 44.9 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 - Futures Only, November 7, 2006 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 125,000 SWISS FRANCS) : : : : All : 103,184: 14,326 70,027 0 77,233 13,343 91,559 83,370: 11,625 19,814 Old : 103,184: 14,326 70,027 0 77,233 13,343 91,559 83,370: 11,625 19,814 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 31, 2006 : : 13,216: 3,096 11,728 0 8,641 1,580 11,737 13,308: 1,479 -92 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 13.9 67.9 0.0 74.8 12.9 88.7 80.8: 11.3 19.2 Old : 100.0: 13.9 67.9 0.0 74.8 12.9 88.7 80.8: 11.3 19.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 54: 9 28 0 11 10 20 38: Old : 54: 9 28 0 11 10 20 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 : 65.0 41.0 78.6 50.8 65.0 39.1 76.9 48.1 Old : 65.0 41.0 78.6 50.8 65.0 39.1 76.9 48.1 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 - Futures Only, November 7, 2006 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 500,000 MEXICAN PESOS) : : : : All : 90,298: 67,625 9,565 173 16,715 77,904 84,513 87,642: 5,785 2,656 Old : 90,298: 67,625 9,565 173 16,715 77,904 84,513 87,642: 5,785 2,656 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 31, 2006 : : -23,034: -25,513 -1,392 8 2,118 -22,269 -23,387 -23,653: 353 619 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 74.9 10.6 0.2 18.5 86.3 93.6 97.1: 6.4 2.9 Old : 100.0: 74.9 10.6 0.2 18.5 86.3 93.6 97.1: 6.4 2.9 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 100: 59 11 1 14 19 74 30: Old : 100: 59 11 1 14 19 74 30: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 40.8 55.7 52.2 78.7 40.8 54.5 52.2 77.5 Old : 40.8 55.7 52.2 78.7 40.8 54.5 52.2 77.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742 Commitments of Traders - Futures Only, November 7, 2006 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 62,500 POUNDS STERLING) : : : : All : 152,030: 104,189 19,909 168 16,385 113,267 120,742 133,344: 31,288 18,686 Old : 152,030: 104,189 19,909 168 16,385 113,267 120,742 133,344: 31,288 18,686 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 31, 2006 : : 25,352: 23,680 -736 -5 -586 27,802 23,089 27,061: 2,263 -1,709 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 68.5 13.1 0.1 10.8 74.5 79.4 87.7: 20.6 12.3 Old : 100.0: 68.5 13.1 0.1 10.8 74.5 79.4 87.7: 20.6 12.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 85: 41 13 1 12 25 54 38: Old : 85: 41 13 1 12 25 54 38: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 37.0 40.9 49.9 60.4 37.0 40.1 49.9 59.7 Old : 37.0 40.9 49.9 60.4 37.0 40.1 49.9 59.7 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 - Futures Only, November 7, 2006 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 12,500,000 JAPANESE YEN) : : : : All : 229,063: 48,102 111,614 2,418 141,299 85,210 191,819 199,242: 37,244 29,821 Old : 229,063: 48,102 111,614 2,418 141,299 85,210 191,819 199,242: 37,244 29,821 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 31, 2006 : : 2,456: 1,326 5,238 670 1,596 -2,139 3,592 3,769: -1,136 -1,313 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 21.0 48.7 1.1 61.7 37.2 83.7 87.0: 16.3 13.0 Old : 100.0: 21.0 48.7 1.1 61.7 37.2 83.7 87.0: 16.3 13.0 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 : 119: 37 43 7 27 21 68 67: Old : 119: 37 43 7 27 21 68 67: 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 : 34.4 33.0 51.6 49.8 34.4 31.7 48.6 46.6 Old : 34.4 33.0 51.6 49.8 34.4 31.7 48.6 46.6 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 - Futures Only, November 7, 2006 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 125,000 EUROS) : : : : All : 178,237: 96,738 27,813 3,344 25,137 119,259 125,219 150,416: 53,018 27,821 Old : 178,237: 96,738 27,813 3,344 25,137 119,259 125,219 150,416: 53,018 27,821 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 31, 2006 : : 16,007: 12,175 3,298 -134 493 16,336 12,534 19,500: 3,473 -3,493 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 54.3 15.6 1.9 14.1 66.9 70.3 84.4: 29.7 15.6 Old : 100.0: 54.3 15.6 1.9 14.1 66.9 70.3 84.4: 29.7 15.6 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 : 131: 57 30 10 23 32 84 69: Old : 131: 57 30 10 23 32 84 69: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 22.1 40.2 32.1 52.2 22.0 38.5 30.9 49.3 Old : 22.1 40.2 32.1 52.2 22.0 38.5 30.9 49.3 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 - Futures Only, November 7, 2006 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF NZ$ 100,000) : : : : All : 18,916: 14,371 452 0 2,362 17,477 16,733 17,929: 2,183 987 Old : 18,916: 14,371 452 0 2,362 17,477 16,733 17,929: 2,183 987 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 31, 2006 : : 476: 840 -822 0 -476 1,431 364 609: 112 -133 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 76.0 2.4 0.0 12.5 92.4 88.5 94.8: 11.5 5.2 Old : 100.0: 76.0 2.4 0.0 12.5 92.4 88.5 94.8: 11.5 5.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 31: 13 2 0 6 12 19 14: Old : 31: 13 2 0 6 12 19 14: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 66.9 68.5 76.6 88.2 66.9 66.9 76.6 86.4 Old : 66.9 68.5 76.6 88.2 66.9 66.9 76.6 86.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE Code-032741 Commitments of Traders - Futures Only, November 7, 2006 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF $3,000,000 FACE VALUE) : : : : All : 41,987: 4,084 535 1,385 30,083 35,038 35,552 36,958: 6,435 5,029 Old : 41,987: 4,084 535 1,385 30,083 35,038 35,552 36,958: 6,435 5,029 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 31, 2006 : : 2,850: 797 0 -331 1,176 3,029 1,642 2,698: 1,208 152 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 9.7 1.3 3.3 71.6 83.4 84.7 88.0: 15.3 12.0 Old : 100.0: 9.7 1.3 3.3 71.6 83.4 84.7 88.0: 15.3 12.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 21: 4 1 3 12 12 17 15: Old : 21: 4 1 3 12 12 17 15: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 54.3 60.3 71.6 78.9 51.9 57.2 65.8 70.6 Old : 54.3 60.3 71.6 78.9 51.9 57.2 65.8 70.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741 Commitments of Traders - Futures Only, November 7, 2006 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF $1,000,000 FACE VALUE) : : : : All :10,257,548: 1,098,271 615,272 1,304,227 6,907,317 7,022,621 9,309,815 8,942,120: 947,733 1,315,428 Old :10,257,548: 1,098,271 615,272 1,304,227 6,907,317 7,022,621 9,309,815 8,942,120: 947,733 1,315,428 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 31, 2006 : : 162,099: 13,401 51,654 21,399 252,062 148,227 286,862 221,280: -124,763 -59,181 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 10.7 6.0 12.7 67.3 68.5 90.8 87.2: 9.2 12.8 Old : 100.0: 10.7 6.0 12.7 67.3 68.5 90.8 87.2: 9.2 12.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 305: 61 56 90 149 165 259 273: Old : 305: 61 56 90 149 165 259 273: 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 : 37.1 16.9 45.4 27.8 35.7 13.8 41.6 21.3 Old : 37.1 16.9 45.4 27.8 35.7 13.8 41.6 21.3 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 - Futures Only, November 7, 2006 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (S&P 500 INDEX X $250.00) : : : : All : 628,889: 75,356 33,871 3,951 417,899 451,815 497,206 489,637: 131,683 139,252 Old : 628,889: 75,356 33,871 3,951 417,899 451,815 497,206 489,637: 131,683 139,252 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 31, 2006 : : 9,561: 3,659 123 -34 3,294 1,325 6,919 1,414: 2,642 8,147 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 12.0 5.4 0.6 66.5 71.8 79.1 77.9: 20.9 22.1 Old : 100.0: 12.0 5.4 0.6 66.5 71.8 79.1 77.9: 20.9 22.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 200: 50 35 17 79 60 135 106: Old : 200: 50 35 17 79 60 135 106: 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 : 20.5 24.3 28.2 38.4 20.5 24.3 27.9 38.4 Old : 20.5 24.3 28.2 38.4 20.5 24.3 27.9 38.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A Commitments of Traders - Futures Only, November 7, 2006 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : ($50 X S&P 500 INDEX) : : : : All : 1,697,597: 424,597 340,753 32,328 805,968 1,192,325 1,262,893 1,565,406: 434,704 132,191 Old : 1,697,597: 424,597 340,753 32,328 805,968 1,192,325 1,262,893 1,565,406: 434,704 132,191 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 31, 2006 : : 48,287: 4,229 17,201 5,090 10,747 20,836 20,066 43,127: 28,221 5,160 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 25.0 20.1 1.9 47.5 70.2 74.4 92.2: 25.6 7.8 Old : 100.0: 25.0 20.1 1.9 47.5 70.2 74.4 92.2: 25.6 7.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 275: 89 68 30 78 74 185 154: Old : 275: 89 68 30 78 74 185 154: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 18.5 30.7 29.2 45.7 13.9 26.2 23.0 39.1 Old : 18.5 30.7 29.2 45.7 13.9 26.2 23.0 39.1 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 - Futures Only, November 7, 2006 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (S&P 400 INDEX X $500) : : : : All : 9,372: 831 0 0 5,313 6,794 6,144 6,794: 3,228 2,578 Old : 9,372: 831 0 0 5,313 6,794 6,144 6,794: 3,228 2,578 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 31, 2006 : : 223: -11 0 0 123 -5 112 -5: 111 228 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 8.9 0.0 0.0 56.7 72.5 65.6 72.5: 34.4 27.5 Old : 100.0: 8.9 0.0 0.0 56.7 72.5 65.6 72.5: 34.4 27.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 24: 2 0 0 12 12 14 12: Old : 24: 2 0 0 12 12 14 12: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 33.3 44.0 50.9 62.7 32.5 41.8 48.9 57.3 Old : 33.3 44.0 50.9 62.7 32.5 41.8 48.9 57.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A Commitments of Traders - Futures Only, November 7, 2006 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (S&P 400 INDEX X $100) : : : : All : 73,426: 9,352 32,781 369 52,947 37,526 62,668 70,676: 10,758 2,750 Old : 73,426: 9,352 32,781 369 52,947 37,526 62,668 70,676: 10,758 2,750 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 31, 2006 : : 854: 1,255 -111 342 -994 1,509 603 1,740: 251 -886 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 12.7 44.6 0.5 72.1 51.1 85.3 96.3: 14.7 3.7 Old : 100.0: 12.7 44.6 0.5 72.1 51.1 85.3 96.3: 14.7 3.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 71: 11 9 2 30 29 43 39: Old : 71: 11 9 2 30 29 43 39: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 36.3 49.2 53.8 65.9 35.7 49.2 52.2 65.8 Old : 36.3 49.2 53.8 65.9 35.7 49.2 52.2 65.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741 Commitments of Traders - Futures Only, November 7, 2006 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (NASDAQ 100 INDEX X $100) : : : : All : 65,417: 12,714 7,603 3 44,613 31,886 57,330 39,492: 8,087 25,925 Old : 65,417: 12,714 7,603 3 44,613 31,886 57,330 39,492: 8,087 25,925 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 31, 2006 : : 6,130: 1,328 -50 0 3,961 4,733 5,289 4,683: 841 1,447 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 19.4 11.6 0.0 68.2 48.7 87.6 60.4: 12.4 39.6 Old : 100.0: 19.4 11.6 0.0 68.2 48.7 87.6 60.4: 12.4 39.6 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 : 80: 21 11 1 26 30 48 41: Old : 80: 21 11 1 26 30 48 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 : 44.3 24.8 58.1 33.6 43.9 24.4 57.7 33.1 Old : 44.3 24.8 58.1 33.6 43.9 24.4 57.7 33.1 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 - Futures Only, November 7, 2006 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : ( NASDAQ 100 STOCK INDEX X $20) : : : : All : 473,590: 143,543 161,066 21,951 192,920 266,664 358,414 449,681: 115,176 23,909 Old : 473,590: 143,543 161,066 21,951 192,920 266,664 358,414 449,681: 115,176 23,909 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 31, 2006 : : 43,245: 33,118 26,687 6,090 2,006 11,608 41,214 44,385: 2,031 -1,140 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 30.3 34.0 4.6 40.7 56.3 75.7 95.0: 24.3 5.0 Old : 100.0: 30.3 34.0 4.6 40.7 56.3 75.7 95.0: 24.3 5.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 237: 82 53 14 62 54 150 115: Old : 237: 82 53 14 62 54 150 115: 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 : 20.6 37.2 29.0 56.4 20.1 35.6 27.5 53.3 Old : 20.6 37.2 29.0 56.4 20.1 35.6 27.5 53.3 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 - Futures Only, November 7, 2006 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 100,000 AUSTRALIAN DOLLARS) : : : : All : 123,491: 94,014 8,399 0 832 105,593 94,846 113,992: 28,645 9,499 Old : 123,491: 94,014 8,399 0 832 105,593 94,846 113,992: 28,645 9,499 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 31, 2006 : : 15,834: 15,584 1,322 -263 -1,490 15,752 13,831 16,811: 2,003 -977 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 76.1 6.8 0.0 0.7 85.5 76.8 92.3: 23.2 7.7 Old : 100.0: 76.1 6.8 0.0 0.7 85.5 76.8 92.3: 23.2 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 : 74: 48 4 0 5 21 53 25: Old : 74: 48 4 0 5 21 53 25: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 31.2 54.1 43.9 74.1 31.2 53.9 43.9 73.9 Old : 31.2 54.1 43.9 74.1 31.2 53.9 43.9 73.9 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 - Futures Only, November 7, 2006 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (RUSSEL 2000 INDEX X $500) : : : : All : 37,889: 3,048 3,503 0 30,158 21,362 33,206 24,865: 4,683 13,024 Old : 37,889: 3,048 3,503 0 30,158 21,362 33,206 24,865: 4,683 13,024 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 31, 2006 : : 96: -18 165 -2 -108 16 -128 179: 224 -83 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 8.0 9.2 0.0 79.6 56.4 87.6 65.6: 12.4 34.4 Old : 100.0: 8.0 9.2 0.0 79.6 56.4 87.6 65.6: 12.4 34.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 57: 5 10 0 26 22 31 32: Old : 57: 5 10 0 26 22 31 32: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 47.3 24.6 67.2 39.2 47.0 24.0 67.0 38.5 Old : 47.3 24.6 67.2 39.2 47.0 24.0 67.0 38.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-239742 Commitments of Traders - Futures Only, November 7, 2006 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (RUSSEL 2000 INDEX X $100) : : : : All : 407,790: 50,902 145,274 1,694 299,891 246,285 352,487 393,253: 55,303 14,537 Old : 407,790: 50,902 145,274 1,694 299,891 246,285 352,487 393,253: 55,303 14,537 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 31, 2006 : : -9,393: -15,163 21,703 207 6,071 -30,945 -8,885 -9,035: -508 -358 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 12.5 35.6 0.4 73.5 60.4 86.4 96.4: 13.6 3.6 Old : 100.0: 12.5 35.6 0.4 73.5 60.4 86.4 96.4: 13.6 3.6 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 : 179: 31 61 10 43 61 79 128: Old : 179: 31 61 10 43 61 79 128: 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 : 49.7 25.5 61.1 39.1 49.3 23.8 60.5 37.4 Old : 49.7 25.5 61.1 39.1 49.3 23.8 60.5 37.4 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 - Futures Only, November 7, 2006 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (NIKKEI INDEX X $5.00) : : : : All : 45,908: 11,125 14,042 2 23,417 25,060 34,544 39,104: 11,364 6,804 Old : 45,908: 11,125 14,042 2 23,417 25,060 34,544 39,104: 11,364 6,804 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 31, 2006 : : -141: -643 -2,386 -213 593 1,374 -263 -1,225: 122 1,084 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 24.2 30.6 0.0 51.0 54.6 75.2 85.2: 24.8 14.8 Old : 100.0: 24.2 30.6 0.0 51.0 54.6 75.2 85.2: 24.8 14.8 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 : 77: 23 15 1 17 26 41 41: Old : 77: 23 15 1 17 26 41 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 : 32.3 27.1 45.0 46.8 29.9 25.3 41.6 43.9 Old : 32.3 27.1 45.0 46.8 29.9 25.3 41.6 43.9 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 - Futures Only, November 7, 2006 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (NIKKEI INDEX X 500 YEN) : : : : All : 43,532: 16,532 4,168 1 19,541 13,956 36,074 18,125: 7,458 25,407 Old : 43,532: 16,532 4,168 1 19,541 13,956 36,074 18,125: 7,458 25,407 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 31, 2006 : : 1,321: 683 -9 -219 530 -367 994 -595: 327 1,916 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 38.0 9.6 0.0 44.9 32.1 82.9 41.6: 17.1 58.4 Old : 100.0: 38.0 9.6 0.0 44.9 32.1 82.9 41.6: 17.1 58.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 56: 18 7 1 23 11 41 19: Old : 56: 18 7 1 23 11 41 19: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 29.6 25.1 41.8 33.2 24.2 17.1 35.7 24.3 Old : 29.6 25.1 41.8 33.2 24.2 17.1 35.7 24.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 GOLDMAN-SACHS COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741 Commitments of Traders - Futures Only, November 7, 2006 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (GSCI X $250) : : : : All : 23,975: 6,501 3,336 41 14,597 17,520 21,139 20,897: 2,836 3,078 Old : 23,975: 6,501 3,336 41 14,597 17,520 21,139 20,897: 2,836 3,078 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 31, 2006 : : 2,148: -217 -25 0 -68 -156 -285 -181: 2,433 2,329 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 27.1 13.9 0.2 60.9 73.1 88.2 87.2: 11.8 12.8 Old : 100.0: 27.1 13.9 0.2 60.9 73.1 88.2 87.2: 11.8 12.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 22: 4 6 1 9 5 13 12: Old : 22: 4 6 1 9 5 13 12: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 74.6 79.0 83.7 86.0 74.4 79.0 83.4 86.0 Old : 74.6 79.0 83.7 86.0 74.4 79.0 83.4 86.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE Code-597741 Commitments of Traders - Futures Only, November 7, 2006 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF Y100,000,000 FACE VALUE) : : : : All : 58,160: 6,448 9,907 3,215 28,178 31,714 37,841 44,836: 20,319 13,324 Old : 58,160: 6,448 9,907 3,215 28,178 31,714 37,841 44,836: 20,319 13,324 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 31, 2006 : : 3,675: 766 11 -119 459 -2,242 1,106 -2,350: 2,569 6,025 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 11.1 17.0 5.5 48.4 54.5 65.1 77.1: 34.9 22.9 Old : 100.0: 11.1 17.0 5.5 48.4 54.5 65.1 77.1: 34.9 22.9 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 54: 6 11 8 28 30 38 45: Old : 54: 6 11 8 28 30 38 45: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 25.6 27.7 41.8 43.6 21.6 20.0 29.5 31.2 Old : 25.6 27.7 41.8 43.6 21.6 20.0 29.5 31.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 13, 2006