BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642 Commitments of Traders - Futures Only, November 28, 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 : 2,504: 188 45 163 1,503 2,099 1,854 2,307: 650 197 Old : 2,504: 188 45 163 1,503 2,099 1,854 2,307: 650 197 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 21, 2006 : : -147: -114 -49 -25 0 -59 -139 -133: -8 -14 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 7.5 1.8 6.5 60.0 83.8 74.0 92.1: 26.0 7.9 Old : 100.0: 7.5 1.8 6.5 60.0 83.8 74.0 92.1: 26.0 7.9 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: 3 1 1 10 9 13 11: Old : 20: 3 1 1 10 9 13 11: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 45.9 63.2 63.9 87.5 44.3 63.1 58.7 80.4 Old : 45.9 63.2 63.9 87.5 44.3 63.1 58.7 80.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MILK - CHICAGO MERCANTILE EXCHANGE Code-052641 Commitments of Traders - Futures Only, November 28, 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 : 28,867: 5,311 1,850 756 18,841 16,609 24,908 19,215: 3,959 9,652 Old : 28,867: 5,311 1,850 756 18,841 16,609 24,908 19,215: 3,959 9,652 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 21, 2006 : : 35: -72 25 107 3 80 38 212: -3 -177 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 18.4 6.4 2.6 65.3 57.5 86.3 66.6: 13.7 33.4 Old : 100.0: 18.4 6.4 2.6 65.3 57.5 86.3 66.6: 13.7 33.4 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 : 51: 10 9 13 26 17 43 33: Old : 51: 10 9 13 26 17 43 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 37.3 57.2 50.2 40.9 36.4 56.3 48.9 Old : 41.2 37.3 57.2 50.2 40.9 36.4 56.3 48.9 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 28, 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 : 184,452: 32,630 16,166 40,661 88,914 91,592 162,205 148,419: 22,247 36,033 Old : 182,988: 32,171 16,435 40,380 88,834 90,576 161,385 147,391: 21,603 35,597 Other: 1,464: 740 12 0 80 1,016 820 1,028: 644 436 : : : : : Changes in Commitments from: November 21, 2006 : : -3,293: -1,051 -468 252 838 -868 39 -1,084: -3,332 -2,209 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 17.7 8.8 22.0 48.2 49.7 87.9 80.5: 12.1 19.5 Old : 100.0: 17.6 9.0 22.1 48.5 49.5 88.2 80.5: 11.8 19.5 Other: 100.0: 50.5 0.8 0.0 5.5 69.4 56.0 70.2: 44.0 29.8 : : : :# Traders : Number of Traders in Each Category : All : 209: 74 53 79 39 45 166 144: Old : 208: 72 54 79 39 45 165 144: Other: 25: 9 2 0 2 12 11 14: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 29.8 30.6 41.0 39.5 29.8 26.4 39.0 32.8 Old : 30.0 30.9 41.4 39.8 30.0 26.6 39.3 32.9 Other: 42.1 53.5 54.1 65.7 42.1 53.5 54.1 65.7 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642 Commitments of Traders - Futures Only, November 28, 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 : 219,526: 50,490 30,261 46,099 102,481 94,654 199,070 171,014: 20,456 48,512 Old : 219,526: 50,490 30,261 46,099 102,481 94,654 199,070 171,014: 20,456 48,512 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 21, 2006 : : -71: -351 1,486 -610 1,389 -200 428 676: -499 -747 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 23.0 13.8 21.0 46.7 43.1 90.7 77.9: 9.3 22.1 Old : 100.0: 23.0 13.8 21.0 46.7 43.1 90.7 77.9: 9.3 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 : 293: 55 71 83 70 129 179 250: Old : 293: 55 71 83 70 129 179 250: 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 : 26.0 11.2 38.7 19.2 26.0 9.8 37.1 15.3 Old : 26.0 11.2 38.7 19.2 26.0 9.8 37.1 15.3 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 28, 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 : 6,260: 2,271 2,486 640 1,729 1,319 4,640 4,445: 1,620 1,815 Old : 6,260: 2,271 2,486 640 1,729 1,319 4,640 4,445: 1,620 1,815 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 21, 2006 : : 214: 7 40 133 -59 22 81 195: 133 19 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 36.3 39.7 10.2 27.6 21.1 74.1 71.0: 25.9 29.0 Old : 100.0: 36.3 39.7 10.2 27.6 21.1 74.1 71.0: 25.9 29.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 66: 19 20 7 14 21 37 44: Old : 66: 19 20 7 14 21 37 44: 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 : 32.0 22.1 49.7 37.7 32.0 22.1 48.3 33.2 Old : 32.0 22.1 49.7 37.7 32.0 22.1 48.3 33.2 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 - Futures Only, November 28, 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 : 26,298: 6,464 7,684 4,216 9,971 3,001 20,651 14,901: 5,647 11,397 Old : 26,298: 6,464 7,684 4,216 9,971 3,001 20,651 14,901: 5,647 11,397 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 21, 2006 : : 1,094: 131 -210 86 564 262 781 138: 313 956 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 24.6 29.2 16.0 37.9 11.4 78.5 56.7: 21.5 43.3 Old : 100.0: 24.6 29.2 16.0 37.9 11.4 78.5 56.7: 21.5 43.3 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: 23 38 20 31 25 68 75: Old : 115: 23 38 20 31 25 68 75: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 21.3 14.9 33.3 23.4 19.7 12.5 30.8 18.4 Old : 21.3 14.9 33.3 23.4 19.7 12.5 30.8 18.4 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 28, 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 : 124,553: 26,934 67,216 1,667 69,001 30,727 97,602 99,610: 26,951 24,943 Old : 124,553: 26,934 67,216 1,667 69,001 30,727 97,602 99,610: 26,951 24,943 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 21, 2006 : : -13,560: 3,698 -14,913 -11 -12,122 1,632 -8,435 -13,292: -5,125 -268 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 21.6 54.0 1.3 55.4 24.7 78.4 80.0: 21.6 20.0 Old : 100.0: 21.6 54.0 1.3 55.4 24.7 78.4 80.0: 21.6 20.0 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 : 89: 23 32 6 24 18 50 53: Old : 89: 23 32 6 24 18 50 53: 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 : 36.4 24.6 50.1 39.6 35.9 24.6 49.5 39.6 Old : 36.4 24.6 50.1 39.6 35.9 24.6 49.5 39.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741 Commitments of Traders - Futures Only, November 28, 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 : 78,706: 21,961 35,864 0 37,140 29,557 59,101 65,421: 19,605 13,285 Old : 78,706: 21,961 35,864 0 37,140 29,557 59,101 65,421: 19,605 13,285 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 21, 2006 : : -5,614: 11,328 -13,566 0 -22,946 11,140 -11,618 -2,426: 6,004 -3,188 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 27.9 45.6 0.0 47.2 37.6 75.1 83.1: 24.9 16.9 Old : 100.0: 27.9 45.6 0.0 47.2 37.6 75.1 83.1: 24.9 16.9 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 54: 16 17 0 10 17 26 34: Old : 54: 16 17 0 10 17 26 34: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 43.3 40.7 57.7 58.5 43.0 40.7 57.5 56.5 Old : 43.3 40.7 57.7 58.5 43.0 40.7 57.5 56.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741 Commitments of Traders - Futures Only, November 28, 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 : 73,516: 27,433 24,144 1,230 40,795 45,051 69,458 70,425: 4,058 3,091 Old : 73,516: 27,433 24,144 1,230 40,795 45,051 69,458 70,425: 4,058 3,091 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 21, 2006 : : -3,033: -7,588 1,262 153 4,570 -4,333 -2,865 -2,918: -168 -115 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 37.3 32.8 1.7 55.5 61.3 94.5 95.8: 5.5 4.2 Old : 100.0: 37.3 32.8 1.7 55.5 61.3 94.5 95.8: 5.5 4.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 87: 34 22 3 19 17 55 41: Old : 87: 34 22 3 19 17 55 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 : 43.1 63.1 55.4 80.2 42.7 62.9 54.1 76.9 Old : 43.1 63.1 55.4 80.2 42.7 62.9 54.1 76.9 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 28, 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 : 154,081: 101,064 20,438 818 17,185 112,569 119,067 133,825: 35,014 20,256 Old : 154,081: 101,064 20,438 818 17,185 112,569 119,067 133,825: 35,014 20,256 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 21, 2006 : : 13,494: 10,928 -609 288 626 10,461 11,842 10,140: 1,652 3,354 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 65.6 13.3 0.5 11.2 73.1 77.3 86.9: 22.7 13.1 Old : 100.0: 65.6 13.3 0.5 11.2 73.1 77.3 86.9: 22.7 13.1 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 : 86: 41 15 4 13 24 56 41: Old : 86: 41 15 4 13 24 56 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 : 34.4 42.6 46.8 62.1 34.4 41.7 46.8 61.3 Old : 34.4 42.6 46.8 62.1 34.4 41.7 46.8 61.3 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 28, 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 : 252,107: 56,033 97,991 2,529 150,874 122,417 209,436 222,937: 42,671 29,170 Old : 252,107: 56,033 97,991 2,529 150,874 122,417 209,436 222,937: 42,671 29,170 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 21, 2006 : : -6,220: 5,385 -33,078 613 -17,892 28,730 -11,894 -3,735: 5,674 -2,485 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 22.2 38.9 1.0 59.8 48.6 83.1 88.4: 16.9 11.6 Old : 100.0: 22.2 38.9 1.0 59.8 48.6 83.1 88.4: 16.9 11.6 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 : 120: 40 40 12 27 25 73 71: Old : 120: 40 40 12 27 25 73 71: 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 : 33.7 34.8 49.1 53.2 30.1 34.0 43.6 46.2 Old : 33.7 34.8 49.1 53.2 30.1 34.0 43.6 46.2 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 28, 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 : 207,573: 107,372 17,778 5,036 33,719 142,555 146,127 165,369: 61,446 42,204 Old : 207,573: 107,372 17,778 5,036 33,719 142,555 146,127 165,369: 61,446 42,204 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 21, 2006 : : 28,881: 22,655 -1,633 1,876 -1,574 17,147 22,957 17,390: 5,924 11,491 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 51.7 8.6 2.4 16.2 68.7 70.4 79.7: 29.6 20.3 Old : 100.0: 51.7 8.6 2.4 16.2 68.7 70.4 79.7: 29.6 20.3 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 : 131: 68 21 20 27 31 103 64: Old : 131: 68 21 20 27 31 103 64: 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 : 16.1 44.0 24.6 56.4 15.6 42.6 23.4 53.2 Old : 16.1 44.0 24.6 56.4 15.6 42.6 23.4 53.2 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 28, 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 : 18,078: 13,682 759 0 2,259 16,527 15,941 17,286: 2,137 792 Old : 18,078: 13,682 759 0 2,259 16,527 15,941 17,286: 2,137 792 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 21, 2006 : : 424: 384 307 0 58 427 442 734: -18 -310 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 75.7 4.2 0.0 12.5 91.4 88.2 95.6: 11.8 4.4 Old : 100.0: 75.7 4.2 0.0 12.5 91.4 88.2 95.6: 11.8 4.4 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 : 37: 18 3 0 7 12 25 15: Old : 37: 18 3 0 7 12 25 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 : 60.5 64.0 70.9 84.3 60.5 63.4 70.9 81.6 Old : 60.5 64.0 70.9 84.3 60.5 63.4 70.9 81.6 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 28, 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 :10,563,388: 1,083,648 516,714 1,298,167 7,189,100 7,367,205 9,570,915 9,182,086: 992,473 1,381,302 Old :10,563,388: 1,083,648 516,714 1,298,167 7,189,100 7,367,205 9,570,915 9,182,086: 992,473 1,381,302 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 21, 2006 : : 236,065: 147,066 -32,752 10,183 36,652 201,806 193,901 179,237: 42,164 56,828 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 10.3 4.9 12.3 68.1 69.7 90.6 86.9: 9.4 13.1 Old : 100.0: 10.3 4.9 12.3 68.1 69.7 90.6 86.9: 9.4 13.1 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 : 300: 66 50 88 150 164 257 269: Old : 300: 66 50 88 150 164 257 269: 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 : 37.7 16.7 45.2 28.1 36.7 13.7 42.0 21.5 Old : 37.7 16.7 45.2 28.1 36.7 13.7 42.0 21.5 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 28, 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 : 660,383: 66,232 42,375 6,539 434,888 484,490 507,659 533,404: 152,724 126,979 Old : 660,383: 66,232 42,375 6,539 434,888 484,490 507,659 533,404: 152,724 126,979 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 21, 2006 : : 9,718: -4,724 -801 2,252 -1,898 5,899 -4,370 7,350: 14,088 2,368 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 10.0 6.4 1.0 65.9 73.4 76.9 80.8: 23.1 19.2 Old : 100.0: 10.0 6.4 1.0 65.9 73.4 76.9 80.8: 23.1 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 : 194: 43 37 18 78 60 130 107: Old : 194: 43 37 18 78 60 130 107: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 20.4 24.9 28.5 39.0 20.1 24.9 27.3 39.0 Old : 20.4 24.9 28.5 39.0 20.1 24.9 27.3 39.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A Commitments of Traders - Futures Only, November 28, 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 : 1,808,800: 459,413 342,765 41,667 918,064 1,273,707 1,419,144 1,658,139: 389,656 150,661 Old : 1,808,800: 459,413 342,765 41,667 918,064 1,273,707 1,419,144 1,658,139: 389,656 150,661 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 21, 2006 : : 23,221: 6,014 1,677 3,567 45,852 5,535 55,433 10,779: -32,212 12,442 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 25.4 18.9 2.3 50.8 70.4 78.5 91.7: 21.5 8.3 Old : 100.0: 25.4 18.9 2.3 50.8 70.4 78.5 91.7: 21.5 8.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 281: 91 67 39 81 79 192 165: Old : 281: 91 67 39 81 79 192 165: 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 29.7 28.6 46.4 13.2 23.2 21.9 38.0 Old : 18.5 29.7 28.6 46.4 13.2 23.2 21.9 38.0 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 28, 2006 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (S&P 400 INDEX X $500) : : : : All : 10,339: 1,009 0 0 5,956 7,626 6,965 7,626: 3,374 2,713 Old : 10,339: 1,009 0 0 5,956 7,626 6,965 7,626: 3,374 2,713 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 21, 2006 : : -72: 17 0 0 -8 -247 9 -247: -81 175 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 9.8 0.0 0.0 57.6 73.8 67.4 73.8: 32.6 26.2 Old : 100.0: 9.8 0.0 0.0 57.6 73.8 67.4 73.8: 32.6 26.2 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 : 25: 2 0 0 15 11 17 11: Old : 25: 2 0 0 15 11 17 11: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 31.2 48.8 47.1 66.9 31.2 46.8 47.1 64.8 Old : 31.2 48.8 47.1 66.9 31.2 46.8 47.1 64.8 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 - Futures Only, November 28, 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 : 81,740: 10,372 29,831 374 57,334 48,231 68,080 78,436: 13,660 3,304 Old : 81,740: 10,372 29,831 374 57,334 48,231 68,080 78,436: 13,660 3,304 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 21, 2006 : : -1,472: -865 -229 5 464 -1,126 -396 -1,350: -1,076 -122 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 12.7 36.5 0.5 70.1 59.0 83.3 96.0: 16.7 4.0 Old : 100.0: 12.7 36.5 0.5 70.1 59.0 83.3 96.0: 16.7 4.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 69: 9 7 3 30 31 41 40: Old : 69: 9 7 3 30 31 41 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 : 32.8 43.4 53.2 64.1 32.3 43.4 51.7 64.0 Old : 32.8 43.4 53.2 64.1 32.3 43.4 51.7 64.0 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 28, 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 : 71,461: 16,152 8,018 110 47,287 32,660 63,549 40,788: 7,912 30,673 Old : 71,461: 16,152 8,018 110 47,287 32,660 63,549 40,788: 7,912 30,673 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 21, 2006 : : -1,953: -2,654 87 102 -226 -420 -2,778 -231: 825 -1,722 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 22.6 11.2 0.2 66.2 45.7 88.9 57.1: 11.1 42.9 Old : 100.0: 22.6 11.2 0.2 66.2 45.7 88.9 57.1: 11.1 42.9 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 : 91: 25 14 3 32 30 59 45: Old : 91: 25 14 3 32 30 59 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 : 42.2 22.4 56.9 32.3 41.8 22.0 56.6 31.9 Old : 42.2 22.4 56.9 32.3 41.8 22.0 56.6 31.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742 Commitments of Traders - Futures Only, November 28, 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 : 511,004: 168,888 162,932 12,237 184,713 312,905 365,838 488,074: 145,166 22,930 Old : 511,004: 168,888 162,932 12,237 184,713 312,905 365,838 488,074: 145,166 22,930 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 21, 2006 : : -31,629: -3,175 703 -2,340 -17,925 -31,345 -23,440 -32,982: -8,189 1,353 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 33.1 31.9 2.4 36.1 61.2 71.6 95.5: 28.4 4.5 Old : 100.0: 33.1 31.9 2.4 36.1 61.2 71.6 95.5: 28.4 4.5 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 : 245: 83 57 20 67 58 162 123: Old : 245: 83 57 20 67 58 162 123: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 16.5 36.2 26.7 55.2 16.2 36.1 25.8 50.8 Old : 16.5 36.2 26.7 55.2 16.2 36.1 25.8 50.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741 Commitments of Traders - Futures Only, November 28, 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 : 123,916: 90,263 10,505 828 1,602 103,506 92,693 114,839: 31,223 9,077 Old : 123,916: 90,263 10,505 828 1,602 103,506 92,693 114,839: 31,223 9,077 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 21, 2006 : : 15,663: 15,027 2,730 828 -768 13,054 15,087 16,612: 576 -949 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 72.8 8.5 0.7 1.3 83.5 74.8 92.7: 25.2 7.3 Old : 100.0: 72.8 8.5 0.7 1.3 83.5 74.8 92.7: 25.2 7.3 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 : 70: 43 6 3 4 19 48 28: Old : 70: 43 6 3 4 19 48 28: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 29.7 58.6 41.7 77.6 29.7 58.3 41.7 77.3 Old : 29.7 58.6 41.7 77.6 29.7 58.3 41.7 77.3 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 28, 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 : 41,790: 3,761 3,626 0 32,871 25,006 36,632 28,632: 5,158 13,158 Old : 41,790: 3,761 3,626 0 32,871 25,006 36,632 28,632: 5,158 13,158 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 21, 2006 : : 1,508: 300 -13 0 731 939 1,031 926: 477 582 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 9.0 8.7 0.0 78.7 59.8 87.7 68.5: 12.3 31.5 Old : 100.0: 9.0 8.7 0.0 78.7 59.8 87.7 68.5: 12.3 31.5 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 : 55: 4 10 0 26 23 30 33: Old : 55: 4 10 0 26 23 30 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 : 49.1 26.0 68.5 41.4 48.8 23.7 68.2 38.3 Old : 49.1 26.0 68.5 41.4 48.8 23.7 68.2 38.3 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 28, 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 : 397,948: 53,287 133,144 1,623 289,840 248,303 344,750 383,070: 53,198 14,878 Old : 397,948: 53,287 133,144 1,623 289,840 248,303 344,750 383,070: 53,198 14,878 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 21, 2006 : : -8,037: -3,271 7,080 123 -4,544 -14,949 -7,692 -7,746: -345 -291 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 13.4 33.5 0.4 72.8 62.4 86.6 96.3: 13.4 3.7 Old : 100.0: 13.4 33.5 0.4 72.8 62.4 86.6 96.3: 13.4 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 : 183: 30 64 8 50 58 86 125: Old : 183: 30 64 8 50 58 86 125: 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 : 45.7 27.2 58.0 41.8 45.7 25.7 57.6 39.9 Old : 45.7 27.2 58.0 41.8 45.7 25.7 57.6 39.9 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 28, 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 : 47,842: 9,196 17,555 260 25,898 22,129 35,354 39,944: 12,488 7,898 Old : 47,842: 9,196 17,555 260 25,898 22,129 35,354 39,944: 12,488 7,898 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 21, 2006 : : -1,652: -1,659 -1,001 247 612 443 -800 -311: -852 -1,341 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 19.2 36.7 0.5 54.1 46.3 73.9 83.5: 26.1 16.5 Old : 100.0: 19.2 36.7 0.5 54.1 46.3 73.9 83.5: 26.1 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 : 80: 19 22 2 19 25 39 48: Old : 80: 19 22 2 19 25 39 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 : 30.8 28.9 42.8 46.2 30.8 25.7 42.8 43.1 Old : 30.8 28.9 42.8 46.2 30.8 25.7 42.8 43.1 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 28, 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 : 41,763: 13,239 3,962 13 20,063 14,996 33,315 18,971: 8,448 22,792 Old : 41,763: 13,239 3,962 13 20,063 14,996 33,315 18,971: 8,448 22,792 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 21, 2006 : : -4,129: -3,189 -440 0 -3,016 688 -6,205 248: 2,076 -4,377 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 31.7 9.5 0.0 48.0 35.9 79.8 45.4: 20.2 54.6 Old : 100.0: 31.7 9.5 0.0 48.0 35.9 79.8 45.4: 20.2 54.6 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 : 54: 15 6 1 25 13 40 20: Old : 54: 15 6 1 25 13 40 20: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 27.4 26.8 40.0 35.3 20.3 18.0 32.4 24.4 Old : 27.4 26.8 40.0 35.3 20.3 18.0 32.4 24.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 GOLDMAN-SACHS COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741 Commitments of Traders - Futures Only, November 28, 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 : 21,909: 7,323 1,575 186 14,042 19,403 21,551 21,164: 358 745 Old : 21,909: 7,323 1,575 186 14,042 19,403 21,551 21,164: 358 745 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 21, 2006 : : -63: 19 -773 0 -79 642 -60 -131: -3 68 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 33.4 7.2 0.8 64.1 88.6 98.4 96.6: 1.6 3.4 Old : 100.0: 33.4 7.2 0.8 64.1 88.6 98.4 96.6: 1.6 3.4 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 : 21: 5 4 2 8 5 14 10: Old : 21: 5 4 2 8 5 14 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 : 84.3 92.0 93.9 96.1 84.1 91.4 93.7 95.5 Old : 84.3 92.0 93.9 96.1 84.1 91.4 93.7 95.5 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 - Futures Only, November 28, 2006 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF Y100,000,000 FACE VALUE) : : : : All : 53,091: 6,199 10,910 2,362 29,058 35,021 37,619 48,293: 15,472 4,798 Old : 53,091: 6,199 10,910 2,362 29,058 35,021 37,619 48,293: 15,472 4,798 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 21, 2006 : : -201: 508 -65 -406 74 -288 176 -759: -377 558 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 11.7 20.5 4.4 54.7 66.0 70.9 91.0: 29.1 9.0 Old : 100.0: 11.7 20.5 4.4 54.7 66.0 70.9 91.0: 29.1 9.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 58: 6 10 9 30 32 41 48: Old : 58: 6 10 9 30 32 41 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 33.2 46.4 51.7 22.2 23.4 30.5 37.2 Old : 29.4 33.2 46.4 51.7 22.2 23.4 30.5 37.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 1, 2006