BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642 FUTURES ONLY POSITIONS AS OF 11/07/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 2,528 COMMITMENTS 292 65 112 1,626 2,145 2,030 2,322 498 206 CHANGES FROM 10/31/06 (CHANGE IN OPEN INTEREST: -698) -64 54 -16 -575 -610 -655 -572 -43 -126 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.6 2.6 4.4 64.3 84.8 80.3 91.9 19.7 8.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 3 1 1 12 10 15 12 MILK - CHICAGO MERCANTILE EXCHANGE Code-052641 FUTURES ONLY POSITIONS AS OF 11/07/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 26,987 COMMITMENTS 4,317 1,811 560 17,700 14,884 22,577 17,255 4,410 9,732 CHANGES FROM 10/31/06 (CHANGE IN OPEN INTEREST: -3,147) -526 -639 -67 -3,231 -2,064 -3,824 -2,770 677 -377 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.0 6.7 2.1 65.6 55.2 83.7 63.9 16.3 36.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50) 9 9 11 26 16 40 33 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642 FUTURES ONLY POSITIONS AS OF 11/07/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 191,291 COMMITMENTS 43,422 17,848 42,474 82,665 91,571 168,561 151,893 22,730 39,398 CHANGES FROM 10/31/06 (CHANGE IN OPEN INTEREST: 3,840) 5,046 -402 -3,367 1,444 7,328 3,123 3,559 717 281 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.7 9.3 22.2 43.2 47.9 88.1 79.4 11.9 20.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 223) 77 53 91 35 45 183 150 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642 FUTURES ONLY POSITIONS AS OF 11/07/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 198,160 COMMITMENTS 53,077 27,447 35,347 92,167 88,926 180,591 151,720 17,569 46,440 CHANGES FROM 10/31/06 (CHANGE IN OPEN INTEREST: 2,737) 4,873 257 -2,137 -239 720 2,497 -1,160 240 3,897 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.8 13.9 17.8 46.5 44.9 91.1 76.6 8.9 23.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 273) 67 63 67 53 111 159 217 RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643 FUTURES ONLY POSITIONS AS OF 11/07/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 6,146 COMMITMENTS 2,123 2,531 406 1,924 1,224 4,453 4,161 1,693 1,985 CHANGES FROM 10/31/06 (CHANGE IN OPEN INTEREST: 17) 144 6 8 -112 26 40 40 -23 -23 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 34.5 41.2 6.6 31.3 19.9 72.5 67.7 27.5 32.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65) 18 20 7 20 21 41 45 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641 FUTURES ONLY POSITIONS AS OF 11/07/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 24,889 COMMITMENTS 6,115 8,961 4,019 9,275 2,601 19,409 15,581 5,480 9,308 CHANGES FROM 10/31/06 (CHANGE IN OPEN INTEREST: 3,366) 413 1,263 1,386 1,419 445 3,218 3,094 148 272 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.6 36.0 16.1 37.3 10.5 78.0 62.6 22.0 37.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 119) 28 37 25 36 25 77 78 CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741 FUTURES ONLY POSITIONS AS OF 11/07/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100,000 CANADIAN DOLLARS) OPEN INTEREST: 103,426 COMMITMENTS 24,999 45,341 1,107 48,484 36,062 74,590 82,510 28,836 20,916 CHANGES FROM 10/31/06 (CHANGE IN OPEN INTEREST: -924) 1,181 -2,155 -324 -1,536 2,318 -679 -161 -245 -763 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.2 43.8 1.1 46.9 34.9 72.1 79.8 27.9 20.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75) 17 27 2 23 15 41 43 SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741 FUTURES ONLY POSITIONS AS OF 11/07/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 125,000 SWISS FRANCS) OPEN INTEREST: 103,184 COMMITMENTS 14,326 70,027 0 77,233 13,343 91,559 83,370 11,625 19,814 CHANGES FROM 10/31/06 (CHANGE IN OPEN INTEREST: 13,216) 3,096 11,728 0 8,641 1,580 11,737 13,308 1,479 -92 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.9 67.9 0.0 74.8 12.9 88.7 80.8 11.3 19.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54) 9 28 0 11 10 20 38 MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741 FUTURES ONLY POSITIONS AS OF 11/07/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 500,000 MEXICAN PESOS) OPEN INTEREST: 90,298 COMMITMENTS 67,625 9,565 173 16,715 77,904 84,513 87,642 5,785 2,656 CHANGES FROM 10/31/06 (CHANGE IN OPEN INTEREST: -23,034) -25,513 -1,392 8 2,118 -22,269 -23,387 -23,653 353 619 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 74.9 10.6 0.2 18.5 86.3 93.6 97.1 6.4 2.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 100) 59 11 1 14 19 74 30 BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742 FUTURES ONLY POSITIONS AS OF 11/07/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 62,500 POUNDS STERLING) OPEN INTEREST: 152,030 COMMITMENTS 104,189 19,909 168 16,385 113,267 120,742 133,344 31,288 18,686 CHANGES FROM 10/31/06 (CHANGE IN OPEN INTEREST: 25,352) 23,680 -736 -5 -586 27,802 23,089 27,061 2,263 -1,709 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 68.5 13.1 0.1 10.8 74.5 79.4 87.7 20.6 12.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85) 41 13 1 12 25 54 38 JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741 FUTURES ONLY POSITIONS AS OF 11/07/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 12,500,000 JAPANESE YEN) OPEN INTEREST: 229,063 COMMITMENTS 48,102 111,614 2,418 141,299 85,210 191,819 199,242 37,244 29,821 CHANGES FROM 10/31/06 (CHANGE IN OPEN INTEREST: 2,456) 1,326 5,238 670 1,596 -2,139 3,592 3,769 -1,136 -1,313 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.0 48.7 1.1 61.7 37.2 83.7 87.0 16.3 13.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 119) 37 43 7 27 21 68 67 EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741 FUTURES ONLY POSITIONS AS OF 11/07/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 125,000 EUROS) OPEN INTEREST: 178,237 COMMITMENTS 96,738 27,813 3,344 25,137 119,259 125,219 150,416 53,018 27,821 CHANGES FROM 10/31/06 (CHANGE IN OPEN INTEREST: 16,007) 12,175 3,298 -134 493 16,336 12,534 19,500 3,473 -3,493 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 54.3 15.6 1.9 14.1 66.9 70.3 84.4 29.7 15.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 131) 57 30 10 23 32 84 69 NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741 FUTURES ONLY POSITIONS AS OF 11/07/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF NZ$ 100,000) OPEN INTEREST: 18,916 COMMITMENTS 14,371 452 0 2,362 17,477 16,733 17,929 2,183 987 CHANGES FROM 10/31/06 (CHANGE IN OPEN INTEREST: 476) 840 -822 0 -476 1,431 364 609 112 -133 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 76.0 2.4 0.0 12.5 92.4 88.5 94.8 11.5 5.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 13 2 0 6 12 19 14 1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE Code-032741 FUTURES ONLY POSITIONS AS OF 11/07/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $3,000,000 FACE VALUE) OPEN INTEREST: 41,987 COMMITMENTS 4,084 535 1,385 30,083 35,038 35,552 36,958 6,435 5,029 CHANGES FROM 10/31/06 (CHANGE IN OPEN INTEREST: 2,850) 797 0 -331 1,176 3,029 1,642 2,698 1,208 152 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.7 1.3 3.3 71.6 83.4 84.7 88.0 15.3 12.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 4 1 3 12 12 17 15 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741 FUTURES ONLY POSITIONS AS OF 11/07/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $1,000,000 FACE VALUE) OPEN INTEREST: 10,257,548 COMMITMENTS 1098271 615,272 1304227 6907317 7022621 9309815 8942120 947,733 1315428 CHANGES FROM 10/31/06 (CHANGE IN OPEN INTEREST: 162,099) 13,401 51,654 21,399 252,062 148,227 286,862 221,280 -124,763 -59,181 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.7 6.0 12.7 67.3 68.5 90.8 87.2 9.2 12.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 305) 61 56 90 149 165 259 273 S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741 FUTURES ONLY POSITIONS AS OF 11/07/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 628,889 COMMITMENTS 75,356 33,871 3,951 417,899 451,815 497,206 489,637 131,683 139,252 CHANGES FROM 10/31/06 (CHANGE IN OPEN INTEREST: 9,561) 3,659 123 -34 3,294 1,325 6,919 1,414 2,642 8,147 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.0 5.4 0.6 66.5 71.8 79.1 77.9 20.9 22.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 200) 50 35 17 79 60 135 106 E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A FUTURES ONLY POSITIONS AS OF 11/07/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($50 X S&P 500 INDEX) OPEN INTEREST: 1,697,597 COMMITMENTS 424,597 340,753 32,328 805,968 1192325 1262893 1565406 434,704 132,191 CHANGES FROM 10/31/06 (CHANGE IN OPEN INTEREST: 48,287) 4,229 17,201 5,090 10,747 20,836 20,066 43,127 28,221 5,160 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.0 20.1 1.9 47.5 70.2 74.4 92.2 25.6 7.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 275) 89 68 30 78 74 185 154 S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-338741 FUTURES ONLY POSITIONS AS OF 11/07/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 400 INDEX X $500) OPEN INTEREST: 9,372 COMMITMENTS 831 0 0 5,313 6,794 6,144 6,794 3,228 2,578 CHANGES FROM 10/31/06 (CHANGE IN OPEN INTEREST: 223) -11 0 0 123 -5 112 -5 111 228 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.9 0.0 0.0 56.7 72.5 65.6 72.5 34.4 27.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 2 0 0 12 12 14 12 E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A FUTURES ONLY POSITIONS AS OF 11/07/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 400 INDEX X $100) OPEN INTEREST: 73,426 COMMITMENTS 9,352 32,781 369 52,947 37,526 62,668 70,676 10,758 2,750 CHANGES FROM 10/31/06 (CHANGE IN OPEN INTEREST: 854) 1,255 -111 342 -994 1,509 603 1,740 251 -886 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.7 44.6 0.5 72.1 51.1 85.3 96.3 14.7 3.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 71) 11 9 2 30 29 43 39 NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741 FUTURES ONLY POSITIONS AS OF 11/07/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 INDEX X $100) OPEN INTEREST: 65,417 COMMITMENTS 12,714 7,603 3 44,613 31,886 57,330 39,492 8,087 25,925 CHANGES FROM 10/31/06 (CHANGE IN OPEN INTEREST: 6,130) 1,328 -50 0 3,961 4,733 5,289 4,683 841 1,447 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.4 11.6 0.0 68.2 48.7 87.6 60.4 12.4 39.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80) 21 11 1 26 30 48 41 NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742 FUTURES ONLY POSITIONS AS OF 11/07/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 473,590 COMMITMENTS 143,543 161,066 21,951 192,920 266,664 358,414 449,681 115,176 23,909 CHANGES FROM 10/31/06 (CHANGE IN OPEN INTEREST: 43,245) 33,118 26,687 6,090 2,006 11,608 41,214 44,385 2,031 -1,140 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 30.3 34.0 4.6 40.7 56.3 75.7 95.0 24.3 5.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 237) 82 53 14 62 54 150 115 AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741 FUTURES ONLY POSITIONS AS OF 11/07/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100,000 AUSTRALIAN DOLLARS OPEN INTEREST: 123,491 COMMITMENTS 94,014 8,399 0 832 105,593 94,846 113,992 28,645 9,499 CHANGES FROM 10/31/06 (CHANGE IN OPEN INTEREST: 15,834) 15,584 1,322 -263 -1,490 15,752 13,831 16,811 2,003 -977 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 76.1 6.8 0.0 0.7 85.5 76.8 92.3 23.2 7.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74) 48 4 0 5 21 53 25 RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE Code-239741 FUTURES ONLY POSITIONS AS OF 11/07/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (RUSSEL 2000 INDEX X $500) OPEN INTEREST: 37,889 COMMITMENTS 3,048 3,503 0 30,158 21,362 33,206 24,865 4,683 13,024 CHANGES FROM 10/31/06 (CHANGE IN OPEN INTEREST: 96) -18 165 -2 -108 16 -128 179 224 -83 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.0 9.2 0.0 79.6 56.4 87.6 65.6 12.4 34.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57) 5 10 0 26 22 31 32 RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-239742 FUTURES ONLY POSITIONS AS OF 11/07/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (RUSSEL 2000 INDEX X $100) OPEN INTEREST: 407,790 COMMITMENTS 50,902 145,274 1,694 299,891 246,285 352,487 393,253 55,303 14,537 CHANGES FROM 10/31/06 (CHANGE IN OPEN INTEREST: -9,393) -15,163 21,703 207 6,071 -30,945 -8,885 -9,035 -508 -358 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.5 35.6 0.4 73.5 60.4 86.4 96.4 13.6 3.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 179) 31 61 10 43 61 79 128 NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741 FUTURES ONLY POSITIONS AS OF 11/07/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X $5.00) OPEN INTEREST: 45,908 COMMITMENTS 11,125 14,042 2 23,417 25,060 34,544 39,104 11,364 6,804 CHANGES FROM 10/31/06 (CHANGE IN OPEN INTEREST: -141) -643 -2,386 -213 593 1,374 -263 -1,225 122 1,084 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.2 30.6 0.0 51.0 54.6 75.2 85.2 24.8 14.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77) 23 15 1 17 26 41 41 NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743 FUTURES ONLY POSITIONS AS OF 11/07/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X 500 YEN) OPEN INTEREST: 43,532 COMMITMENTS 16,532 4,168 1 19,541 13,956 36,074 18,125 7,458 25,407 CHANGES FROM 10/31/06 (CHANGE IN OPEN INTEREST: 1,321) 683 -9 -219 530 -367 994 -595 327 1,916 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 38.0 9.6 0.0 44.9 32.1 82.9 41.6 17.1 58.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56) 18 7 1 23 11 41 19 GOLDMAN-SACHS COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741 FUTURES ONLY POSITIONS AS OF 11/07/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (GSCI X $250) OPEN INTEREST: 23,975 COMMITMENTS 6,501 3,336 41 14,597 17,520 21,139 20,897 2,836 3,078 CHANGES FROM 10/31/06 (CHANGE IN OPEN INTEREST: 2,148) -217 -25 0 -68 -156 -285 -181 2,433 2,329 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.1 13.9 0.2 60.9 73.1 88.2 87.2 11.8 12.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 4 6 1 9 5 13 12 3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE Code-597741 FUTURES ONLY POSITIONS AS OF 11/07/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF Y100,000,000 FACE VALUE) OPEN INTEREST: 58,160 COMMITMENTS 6,448 9,907 3,215 28,178 31,714 37,841 44,836 20,319 13,324 CHANGES FROM 10/31/06 (CHANGE IN OPEN INTEREST: 3,675) 766 11 -119 459 -2,242 1,106 -2,350 2,569 6,025 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.1 17.0 5.5 48.4 54.5 65.1 77.1 34.9 22.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54) 6 11 8 28 30 38 45
Updated November 13, 2006