BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 17, 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 : 2,923: 207 0 116 2,032 2,560 2,355 2,676: 568 247
Old : 2,923: 207 0 116 2,032 2,560 2,355 2,676: 568 247
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 10, 2006 :
: -3: -71 0 19 114 91 62 110: -65 -113
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.1 0.0 4.0 69.5 87.6 80.6 91.5: 19.4 8.5
Old : 100.0: 7.1 0.0 4.0 69.5 87.6 80.6 91.5: 19.4 8.5
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 : 23: 3 0 1 13 11 16 12:
Old : 23: 3 0 1 13 11 16 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 : 46.9 64.4 64.0 85.9 46.9 64.3 63.3 82.1
Old : 46.9 64.4 64.0 85.9 46.9 64.3 63.3 82.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MILK - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 17, 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 : 33,301: 2,169 2,311 3,626 22,855 16,636 28,650 22,573: 4,651 10,728
Old : 33,301: 2,169 2,311 3,626 22,855 16,636 28,650 22,573: 4,651 10,728
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 10, 2006 :
: 1,167: 567 112 -136 147 243 579 219: 589 948
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.5 6.9 10.9 68.6 50.0 86.0 67.8: 14.0 32.2
Old : 100.0: 6.5 6.9 10.9 68.6 50.0 86.0 67.8: 14.0 32.2
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 : 50: 12 8 12 27 17 43 33:
Old : 50: 12 8 12 27 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 : 46.6 31.3 61.4 46.0 46.5 29.8 55.9 40.0
Old : 46.6 31.3 61.4 46.0 46.5 29.8 55.9 40.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 17, 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 : 179,007: 31,957 17,878 45,687 82,177 76,540 159,821 140,105: 19,187 38,902
Old : 178,992: 31,957 17,880 45,685 82,177 76,532 159,819 140,097: 19,174 38,895
Other: 15: 2 0 0 0 8 2 8: 13 7
: : :
: : Changes in Commitments from: October 10, 2006 :
: -5,434: -1,378 629 -482 -2,301 -2,071 -4,160 -1,923: -1,274 -3,511
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.9 10.0 25.5 45.9 42.8 89.3 78.3: 10.7 21.7
Old : 100.0: 17.9 10.0 25.5 45.9 42.8 89.3 78.3: 10.7 21.7
Other: 100.0: 13.3 0.0 0.0 0.0 53.3 13.3 53.3: 86.7 46.7
: : :
:# Traders : Number of Traders in Each Category :
All : 214: 59 76 79 37 47 160 154:
Old : 214: 59 76 79 37 47 160 154:
Other: 2: 1 0 0 0 1 1 1:
:----------------------------------------------------------------------------------------------------
: 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 23.0 40.3 30.6 29.8 22.2 39.1 27.5
Old : 29.8 23.0 40.3 30.6 29.8 22.2 39.1 27.5
Other: 13.3 53.3 13.3 53.3 13.3 53.3 13.3 53.3
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 17, 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 : 219,688: 46,738 19,606 50,061 96,335 95,700 193,134 165,367: 26,554 54,321
Old : 219,688: 46,738 19,606 50,061 96,335 95,700 193,134 165,367: 26,554 54,321
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 10, 2006 :
: -7,352: -3,847 -1,108 -2,496 -4,055 -4,624 -10,398 -8,227: 3,046 875
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.3 8.9 22.8 43.9 43.6 87.9 75.3: 12.1 24.7
Old : 100.0: 21.3 8.9 22.8 43.9 43.6 87.9 75.3: 12.1 24.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 306: 81 61 72 88 138 212 241:
Old : 306: 81 61 72 88 138 212 241:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.1 11.1 37.0 18.7 25.1 9.8 35.0 16.3
Old : 25.1 11.1 37.0 18.7 25.1 9.8 35.0 16.3
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 with Delta-adjusted Options and Futures Combined, October 17, 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 : 7,314: 2,765 2,601 1,107 1,481 1,305 5,353 5,013: 1,961 2,300
Old : 7,314: 2,765 2,601 1,107 1,481 1,305 5,353 5,013: 1,961 2,300
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 10, 2006 :
: 333: 181 -217 255 -8 63 427 101: -94 232
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.8 35.6 15.1 20.2 17.8 73.2 68.5: 26.8 31.5
Old : 100.0: 37.8 35.6 15.1 20.2 17.8 73.2 68.5: 26.8 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 : 67: 20 25 17 22 20 50 54:
Old : 67: 20 25 17 22 20 50 54:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.6 18.4 40.0 30.1 24.9 17.8 37.7 26.5
Old : 25.6 18.4 40.0 30.1 24.9 17.8 37.7 26.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 17, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50,000 POUNDS) :
: : :
All : 27,898: 6,475 5,792 7,102 8,473 3,685 22,051 16,579: 5,848 11,320
Old : 27,898: 6,475 5,792 7,102 8,473 3,685 22,051 16,579: 5,848 11,320
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 10, 2006 :
: -15: -879 -376 1,333 -363 -1,522 91 -566: -106 550
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.2 20.8 25.5 30.4 13.2 79.0 59.4: 21.0 40.6
Old : 100.0: 23.2 20.8 25.5 30.4 13.2 79.0 59.4: 21.0 40.6
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 : 119: 32 36 32 35 26 87 80:
Old : 119: 32 36 32 35 26 87 80:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 15.2 13.9 26.7 22.3 14.2 10.5 23.4 16.2
Old : 15.2 13.9 26.7 22.3 14.2 10.5 23.4 16.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 17, 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 : 116,841: 27,724 51,818 2,817 54,391 35,215 84,932 89,850: 31,909 26,991
Old : 116,841: 27,724 51,818 2,817 54,391 35,215 84,932 89,850: 31,909 26,991
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 10, 2006 :
: 19,839: -7,141 18,878 -38 26,589 -3,750 19,410 15,089: 430 4,750
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.7 44.3 2.4 46.6 30.1 72.7 76.9: 27.3 23.1
Old : 100.0: 23.7 44.3 2.4 46.6 30.1 72.7 76.9: 27.3 23.1
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 : 83: 19 32 7 24 17 46 53:
Old : 83: 19 32 7 24 17 46 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 : 22.5 30.3 39.7 43.2 22.4 30.3 39.6 43.1
Old : 22.5 30.3 39.7 43.2 22.4 30.3 39.6 43.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 17, 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 : 107,386: 10,385 78,016 948 88,042 4,464 99,375 83,429: 8,011 23,958
Old : 107,386: 10,385 78,016 948 88,042 4,464 99,375 83,429: 8,011 23,958
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 10, 2006 :
: 9,476: 1,844 8,726 33 9,266 -492 11,143 8,268: -1,667 1,208
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.7 72.7 0.9 82.0 4.2 92.5 77.7: 7.5 22.3
Old : 100.0: 9.7 72.7 0.9 82.0 4.2 92.5 77.7: 7.5 22.3
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 : 61: 9 35 1 14 8 23 44:
Old : 61: 9 35 1 14 8 23 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 : 63.1 34.2 78.9 46.1 63.0 34.2 77.8 46.1
Old : 63.1 34.2 78.9 46.1 63.0 34.2 77.8 46.1
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 with Delta-adjusted Options and Futures Combined, October 17, 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 : 84,117: 64,691 12,214 169 14,986 69,852 79,846 82,235: 4,270 1,882
Old : 84,117: 64,691 12,214 169 14,986 69,852 79,846 82,235: 4,270 1,882
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 10, 2006 :
: 13,782: 33,382 -9,323 -119 -17,871 28,190 15,392 18,748: -1,611 -4,966
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.9 14.5 0.2 17.8 83.0 94.9 97.8: 5.1 2.2
Old : 100.0: 76.9 14.5 0.2 17.8 83.0 94.9 97.8: 5.1 2.2
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 : 91: 49 12 1 13 20 63 33:
Old : 91: 49 12 1 13 20 63 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 : 51.0 54.7 64.3 76.2 51.0 53.4 64.3 74.9
Old : 51.0 54.7 64.3 76.2 51.0 53.4 64.3 74.9
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 with Delta-adjusted Options and Futures Combined, October 17, 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 : 111,292: 56,410 23,016 940 27,159 66,534 84,509 90,491: 26,783 20,801
Old : 111,292: 56,410 23,016 940 27,159 66,534 84,509 90,491: 26,783 20,801
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 10, 2006 :
: 6,691: 11,915 -1,525 -66 -3,055 7,037 8,794 5,446: -2,103 1,245
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.7 20.7 0.8 24.4 59.8 75.9 81.3: 24.1 18.7
Old : 100.0: 50.7 20.7 0.8 24.4 59.8 75.9 81.3: 24.1 18.7
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 : 62: 23 15 5 13 16 39 33:
Old : 62: 23 15 5 13 16 39 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 : 37.8 39.1 53.6 60.5 37.8 37.7 53.6 58.6
Old : 37.8 39.1 53.6 60.5 37.8 37.7 53.6 58.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 17, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 12,500,000 JAPANESE YEN) :
: : :
All : 303,057: 50,365 166,716 7,162 208,112 90,326 265,639 264,204: 37,418 38,853
Old : 303,057: 50,365 166,716 7,162 208,112 90,326 265,639 264,204: 37,418 38,853
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 10, 2006 :
: -4,883: 2,945 -8,506 805 -9,233 5,346 -5,483 -2,356: 599 -2,527
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.6 55.0 2.4 68.7 29.8 87.7 87.2: 12.3 12.8
Old : 100.0: 16.6 55.0 2.4 68.7 29.8 87.7 87.2: 12.3 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 : 129: 32 59 15 28 23 68 89:
Old : 129: 32 59 15 28 23 68 89:
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 : 40.3 29.6 57.6 45.3 32.6 27.3 48.6 40.7
Old : 40.3 29.6 57.6 45.3 32.6 27.3 48.6 40.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 17, 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 : 178,241: 70,173 43,716 13,246 38,470 74,030 121,889 130,992: 56,353 47,249
Old : 178,241: 70,173 43,716 13,246 38,470 74,030 121,889 130,992: 56,353 47,249
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 10, 2006 :
: 5,968: -119 9,618 1,491 6,275 -9,166 7,646 1,942: -1,678 4,025
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.4 24.5 7.4 21.6 41.5 68.4 73.5: 31.6 26.5
Old : 100.0: 39.4 24.5 7.4 21.6 41.5 68.4 73.5: 31.6 26.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 134: 55 39 33 28 29 97 87:
Old : 134: 55 39 33 28 29 97 87:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.6 29.8 26.3 38.2 16.2 28.4 24.5 36.1
Old : 17.6 29.8 26.3 38.2 16.2 28.4 24.5 36.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 17, 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 : 19,759: 15,075 1,273 0 2,503 17,233 17,578 18,506: 2,181 1,253
Old : 19,759: 15,075 1,273 0 2,503 17,233 17,578 18,506: 2,181 1,253
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 10, 2006 :
: 4,009: 3,419 -274 0 111 3,841 3,530 3,567: 479 442
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.3 6.4 0.0 12.7 87.2 89.0 93.7: 11.0 6.3
Old : 100.0: 76.3 6.4 0.0 12.7 87.2 89.0 93.7: 11.0 6.3
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 : 31: 8 7 0 8 10 16 17:
Old : 31: 8 7 0 8 10 16 17:
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 : 73.1 69.9 82.8 85.4 73.1 68.7 82.8 84.1
Old : 73.1 69.9 82.8 85.4 73.1 68.7 82.8 84.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 17, 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 :16,542,783: 571,164 486,510 5,782,075 9,059,344 8,866,538 15,412,583 15,135,122: 1,130,200 1,407,661
Old :16,542,783: 571,164 486,510 5,782,075 9,059,344 8,866,538 15,412,583 15,135,122: 1,130,200 1,407,661
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 10, 2006 :
: -222,245: -62,707 -10,390 1,481 -100,458 -149,425 -161,685 -158,334: -60,560 -63,911
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.5 2.9 35.0 54.8 53.6 93.2 91.5: 6.8 8.5
Old : 100.0: 3.5 2.9 35.0 54.8 53.6 93.2 91.5: 6.8 8.5
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 : 311: 63 64 116 155 164 284 288:
Old : 311: 63 64 116 155 164 284 288:
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 : 28.4 15.8 38.3 25.6 22.6 8.5 25.3 13.0
Old : 28.4 15.8 38.3 25.6 22.6 8.5 25.3 13.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 17, 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 : 749,332: 77,393 33,036 80,235 440,990 462,945 598,618 576,216: 150,714 173,116
Old : 749,332: 77,393 33,036 80,235 440,990 462,945 598,618 576,216: 150,714 173,116
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 10, 2006 :
: 19,182: -2,105 2,948 13,487 10,215 5,631 21,598 22,066: -2,416 -2,884
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.3 4.4 10.7 58.9 61.8 79.9 76.9: 20.1 23.1
Old : 100.0: 10.3 4.4 10.7 58.9 61.8 79.9 76.9: 20.1 23.1
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 : 227: 57 56 77 85 68 189 154:
Old : 227: 57 56 77 85 68 189 154:
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 : 17.0 19.6 23.8 30.8 16.8 19.6 23.1 30.8
Old : 17.0 19.6 23.8 30.8 16.8 19.6 23.1 30.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 17, 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 : 1,703,226: 342,076 310,037 139,163 795,146 1,102,043 1,276,385 1,551,242: 426,841 151,984
Old : 1,703,226: 342,076 310,037 139,163 795,146 1,102,043 1,276,385 1,551,242: 426,841 151,984
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 10, 2006 :
: 85,078: 45,828 -19,013 28,002 32,105 79,489 105,936 88,479: -20,858 -3,401
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.1 18.2 8.2 46.7 64.7 74.9 91.1: 25.1 8.9
Old : 100.0: 20.1 18.2 8.2 46.7 64.7 74.9 91.1: 25.1 8.9
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 : 275: 77 81 72 84 78 204 188:
Old : 275: 77 81 72 84 78 204 188:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.3 26.9 27.7 40.3 14.1 23.0 22.5 33.6
Old : 17.3 26.9 27.7 40.3 14.1 23.0 22.5 33.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-338741
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 17, 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 : 8,361: 601 0 0 4,449 6,524 5,050 6,524: 3,311 1,837
Old : 8,361: 601 0 0 4,449 6,524 5,050 6,524: 3,311 1,837
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 10, 2006 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.2 0.0 0.0 53.2 78.0 60.4 78.0: 39.6 22.0
Old : 100.0: 7.2 0.0 0.0 53.2 78.0 60.4 78.0: 39.6 22.0
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 : 22: 2 0 0 10 12 12 12:
Old : 22: 2 0 0 10 12 12 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 : 39.6 43.2 54.7 67.0 39.6 42.8 54.7 66.7
Old : 39.6 43.2 54.7 67.0 39.6 42.8 54.7 66.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 17, 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 : 65,647: 7,026 29,628 27 49,719 32,549 56,772 62,204: 8,875 3,443
Old : 65,647: 7,026 29,628 27 49,719 32,549 56,772 62,204: 8,875 3,443
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 10, 2006 :
: 1,191: 977 685 -32 -870 583 75 1,236: 1,116 -45
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.7 45.1 0.0 75.7 49.6 86.5 94.8: 13.5 5.2
Old : 100.0: 10.7 45.1 0.0 75.7 49.6 86.5 94.8: 13.5 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 : 66: 12 7 1 28 26 41 33:
Old : 66: 12 7 1 28 26 41 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 : 42.3 51.7 58.1 69.7 40.7 51.7 56.4 69.6
Old : 42.3 51.7 58.1 69.7 40.7 51.7 56.4 69.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 17, 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 : 55,626: 11,376 12,904 839 34,868 28,601 47,083 42,345: 8,543 13,281
Old : 55,626: 11,376 12,904 839 34,868 28,601 47,083 42,345: 8,543 13,281
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 10, 2006 :
: 664: -784 -294 -6 925 -691 134 -991: 530 1,655
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.5 23.2 1.5 62.7 51.4 84.6 76.1: 15.4 23.9
Old : 100.0: 20.5 23.2 1.5 62.7 51.4 84.6 76.1: 15.4 23.9
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 : 82: 21 13 5 28 28 51 44:
Old : 82: 21 13 5 28 28 51 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 : 40.5 38.0 53.3 49.0 40.0 37.5 52.7 48.5
Old : 40.5 38.0 53.3 49.0 40.0 37.5 52.7 48.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 17, 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 : 498,620: 105,824 135,190 19,185 293,544 292,883 418,553 447,258: 80,066 51,362
Old : 498,620: 105,824 135,190 19,185 293,544 292,883 418,553 447,258: 80,066 51,362
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 10, 2006 :
: 24,966: 4,499 -40,229 -352 -12,906 38,414 -8,759 -2,166: 33,725 27,132
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.2 27.1 3.8 58.9 58.7 83.9 89.7: 16.1 10.3
Old : 100.0: 21.2 27.1 3.8 58.9 58.7 83.9 89.7: 16.1 10.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 221: 72 59 26 53 50 142 118:
Old : 221: 72 59 26 53 50 142 118:
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 : 37.2 32.2 49.3 51.6 37.2 29.9 48.8 47.9
Old : 37.2 32.2 49.3 51.6 37.2 29.9 48.8 47.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 17, 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 : 74,537: 49,027 9,356 53 4,191 56,534 53,271 65,943: 21,267 8,595
Old : 74,537: 49,027 9,356 53 4,191 56,534 53,271 65,943: 21,267 8,595
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 10, 2006 :
: 8,583: 5,196 791 -28 1,034 9,532 6,202 10,295: 2,381 -1,712
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.8 12.6 0.1 5.6 75.8 71.5 88.5: 28.5 11.5
Old : 100.0: 65.8 12.6 0.1 5.6 75.8 71.5 88.5: 28.5 11.5
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 : 53: 26 7 1 6 16 33 23:
Old : 53: 26 7 1 6 16 33 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.0 47.2 47.7 68.5 38.0 46.1 47.6 66.4
Old : 38.0 47.2 47.7 68.5 38.0 46.1 47.6 66.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE Code-239741
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 17, 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 : 35,742: 1,601 3,988 0 29,400 19,384 31,001 23,372: 4,740 12,370
Old : 35,742: 1,601 3,988 0 29,400 19,384 31,001 23,372: 4,740 12,370
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 10, 2006 :
: 1,502: 801 -368 0 -315 -1,282 486 -1,650: 1,016 3,152
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.5 11.2 0.0 82.3 54.2 86.7 65.4: 13.3 34.6
Old : 100.0: 4.5 11.2 0.0 82.3 54.2 86.7 65.4: 13.3 34.6
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 : 52: 3 11 0 23 22 26 33:
Old : 52: 3 11 0 23 22 26 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 : 56.7 21.6 68.2 35.2 56.4 20.9 67.9 34.5
Old : 56.7 21.6 68.2 35.2 56.4 20.9 67.9 34.5
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 with Delta-adjusted Options and Futures Combined, October 17, 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 : 426,252: 46,243 121,473 7,889 320,549 276,412 374,681 405,773: 51,571 20,479
Old : 426,252: 46,243 121,473 7,889 320,549 276,412 374,681 405,773: 51,571 20,479
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 10, 2006 :
: -7,040: 2,708 -22,109 2,382 -25,273 10,431 -20,183 -9,296: 13,143 2,256
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.8 28.5 1.9 75.2 64.8 87.9 95.2: 12.1 4.8
Old : 100.0: 10.8 28.5 1.9 75.2 64.8 87.9 95.2: 12.1 4.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 213: 36 89 46 46 62 117 162:
Old : 213: 36 89 46 46 62 117 162:
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 : 52.7 26.6 63.8 39.3 52.2 24.9 63.0 37.5
Old : 52.7 26.6 63.8 39.3 52.2 24.9 63.0 37.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 17, 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 : 45,362: 9,518 15,671 614 23,677 22,861 33,809 39,146: 11,553 6,216
Old : 45,362: 9,518 15,671 614 23,677 22,861 33,809 39,146: 11,553 6,216
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 10, 2006 :
: 1,650: 230 199 60 1,015 1,861 1,305 2,120: 345 -470
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.0 34.5 1.4 52.2 50.4 74.5 86.3: 25.5 13.7
Old : 100.0: 21.0 34.5 1.4 52.2 50.4 74.5 86.3: 25.5 13.7
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 : 76: 19 23 6 16 22 36 50:
Old : 76: 19 23 6 16 22 36 50:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.4 31.8 48.1 46.4 35.3 28.6 47.4 43.1
Old : 35.4 31.8 48.1 46.4 35.3 28.6 47.4 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 with Delta-adjusted Options and Futures Combined, October 17, 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 : 41,230: 16,046 3,139 174 15,843 13,002 32,063 16,315: 9,167 24,915
Old : 41,230: 16,046 3,139 174 15,843 13,002 32,063 16,315: 9,167 24,915
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 10, 2006 :
: 3,372: 139 -250 174 883 1,499 1,196 1,423: 2,176 1,949
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.9 7.6 0.4 38.4 31.5 77.8 39.6: 22.2 60.4
Old : 100.0: 38.9 7.6 0.4 38.4 31.5 77.8 39.6: 22.2 60.4
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 : 48: 15 6 1 19 11 35 17:
Old : 48: 15 6 1 19 11 35 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.1 25.7 47.2 32.4 30.1 18.4 41.0 23.7
Old : 35.1 25.7 47.2 32.4 30.1 18.4 41.0 23.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GOLDMAN-SACHS COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 17, 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 : 20,294: 4,921 1,853 0 14,731 17,258 19,652 19,111: 642 1,183
Old : 20,294: 4,921 1,853 0 14,731 17,258 19,652 19,111: 642 1,183
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 10, 2006 :
: 1,019: 1,430 95 -55 -602 622 773 662: 246 357
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.2 9.1 0.0 72.6 85.0 96.8 94.2: 3.2 5.8
Old : 100.0: 24.2 9.1 0.0 72.6 85.0 96.8 94.2: 3.2 5.8
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 : 21: 6 4 0 8 4 14 8:
Old : 21: 6 4 0 8 4 14 8:
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 : 79.2 91.0 91.1 94.2 79.2 91.0 91.0 94.0
Old : 79.2 91.0 91.1 94.2 79.2 91.0 91.0 94.0
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 with Delta-adjusted Options and Futures Combined, October 17, 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 : 55,401: 4,477 10,222 3,577 25,544 32,305 33,598 46,104: 21,803 9,297
Old : 55,401: 4,477 10,222 3,577 25,544 32,305 33,598 46,104: 21,803 9,297
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 10, 2006 :
: 6,106: -185 2,797 -100 609 929 324 3,626: 5,782 2,480
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.1 18.5 6.5 46.1 58.3 60.6 83.2: 39.4 16.8
Old : 100.0: 8.1 18.5 6.5 46.1 58.3 60.6 83.2: 39.4 16.8
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 : 53: 4 11 7 28 30 36 44:
Old : 53: 4 11 7 28 30 36 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 : 26.4 28.0 41.3 45.0 19.6 21.5 26.8 35.3
Old : 26.4 28.0 41.3 45.0 19.6 21.5 26.8 35.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 20, 2006