BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 with Delta-adjusted Options and Futures Combined, 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 : 38,084: 2,071 2,245 6,107 24,425 18,124 32,602 26,475: 5,482 11,609
Old : 38,084: 2,071 2,245 6,107 24,425 18,124 32,602 26,475: 5,482 11,609
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 21, 2006 :
: 49: -28 159 47 75 62 94 268: -45 -219
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.4 5.9 16.0 64.1 47.6 85.6 69.5: 14.4 30.5
Old : 100.0: 5.4 5.9 16.0 64.1 47.6 85.6 69.5: 14.4 30.5
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: 8 11 14 28 20 45 37:
Old : 53: 8 11 14 28 20 45 37:
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 : 43.5 31.0 57.3 45.4 40.8 27.9 49.9 36.8
Old : 43.5 31.0 57.3 45.4 40.8 27.9 49.9 36.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 195,158: 32,434 14,204 46,743 93,064 95,981 172,242 156,929: 22,917 38,229
Old : 193,694: 31,965 14,464 46,472 92,984 94,965 171,422 155,901: 22,273 37,793
Other: 1,464: 740 12 0 80 1,016 820 1,028: 644 436
: : :
: : Changes in Commitments from: November 21, 2006 :
: -4,103: -1,005 478 -634 912 -1,645 -727 -1,801: -3,376 -2,302
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.6 7.3 24.0 47.7 49.2 88.3 80.4: 11.7 19.6
Old : 100.0: 16.5 7.5 24.0 48.0 49.0 88.5 80.5: 11.5 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 : 212: 72 57 85 43 47 174 149:
Old : 211: 70 57 85 43 47 173 149:
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 : 28.2 29.1 39.3 37.6 28.1 25.0 36.9 31.0
Old : 28.4 29.3 39.6 37.8 28.4 25.1 37.1 31.0
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 with Delta-adjusted Options and Futures Combined, 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 : 244,972: 49,410 21,269 65,104 107,663 103,939 222,176 190,312: 22,796 54,660
Old : 244,972: 49,410 21,269 65,104 107,663 103,939 222,176 190,312: 22,796 54,660
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 21, 2006 :
: 655: -833 1,339 103 1,917 -20 1,188 1,421: -532 -766
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.2 8.7 26.6 43.9 42.4 90.7 77.7: 9.3 22.3
Old : 100.0: 20.2 8.7 26.6 43.9 42.4 90.7 77.7: 9.3 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 : 325: 81 69 88 91 139 225 263:
Old : 325: 81 69 88 91 139 225 263:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.3 10.2 35.0 18.1 23.3 8.4 33.5 13.4
Old : 23.3 10.2 35.0 18.1 23.3 8.4 33.5 13.4
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, 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 : 6,883: 2,182 2,489 991 1,885 1,506 5,059 4,986: 1,824 1,896
Old : 6,883: 2,182 2,489 991 1,885 1,506 5,059 4,986: 1,824 1,896
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 21, 2006 :
: 219: 62 106 74 -63 28 74 208: 145 11
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.7 36.2 14.4 27.4 21.9 73.5 72.4: 26.5 27.6
Old : 100.0: 31.7 36.2 14.4 27.4 21.9 73.5 72.4: 26.5 27.6
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 : 68: 19 22 11 15 23 40 50:
Old : 68: 19 22 11 15 23 40 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 : 29.1 20.1 46.1 34.3 29.1 20.1 43.9 30.4
Old : 29.1 20.1 46.1 34.3 29.1 20.1 43.9 30.4
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, 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 : 28,397: 6,532 6,982 5,433 10,179 3,459 22,143 15,873: 6,254 12,524
Old : 28,397: 6,532 6,982 5,433 10,179 3,459 22,143 15,873: 6,254 12,524
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 21, 2006 :
: 1,201: 133 -288 187 550 294 870 193: 331 1,009
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.0 24.6 19.1 35.8 12.2 78.0 55.9: 22.0 44.1
Old : 100.0: 23.0 24.6 19.1 35.8 12.2 78.0 55.9: 22.0 44.1
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 : 120: 27 37 25 37 28 82 78:
Old : 120: 27 37 25 37 28 82 78:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.7 13.8 30.9 21.6 18.3 11.6 28.5 17.1
Old : 19.7 13.8 30.9 21.6 18.3 11.6 28.5 17.1
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, 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 : 131,379: 26,661 66,980 4,804 70,485 32,443 101,950 104,226: 29,429 27,152
Old : 131,379: 26,661 66,980 4,804 70,485 32,443 101,950 104,226: 29,429 27,152
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 21, 2006 :
: -14,639: 3,108 -15,210 119 -11,790 868 -8,563 -14,223: -6,076 -416
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.3 51.0 3.7 53.7 24.7 77.6 79.3: 22.4 20.7
Old : 100.0: 20.3 51.0 3.7 53.7 24.7 77.6 79.3: 22.4 20.7
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 : 91: 25 32 13 25 21 55 61:
Old : 91: 25 32 13 25 21 55 61:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.5 23.3 47.5 37.5 34.0 23.3 46.9 37.5
Old : 34.5 23.3 47.5 37.5 34.0 23.3 46.9 37.5
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, 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 : 80,863: 22,203 35,812 510 37,455 30,074 60,168 66,395: 20,695 14,467
Old : 80,863: 22,203 35,812 510 37,455 30,074 60,168 66,395: 20,695 14,467
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 21, 2006 :
: -4,786: 11,490 -13,742 150 -22,912 11,322 -11,272 -2,270: 6,486 -2,517
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.5 44.3 0.6 46.3 37.2 74.4 82.1: 25.6 17.9
Old : 100.0: 27.5 44.3 0.6 46.3 37.2 74.4 82.1: 25.6 17.9
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 : 56: 17 18 1 10 18 27 37:
Old : 56: 17 18 1 10 18 27 37:
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 : 42.1 39.6 56.2 56.9 41.9 39.6 55.9 54.9
Old : 42.1 39.6 56.2 56.9 41.9 39.6 55.9 54.9
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, 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 : 73,524: 27,433 24,144 1,230 40,796 45,051 69,459 70,425: 4,064 3,099
Old : 73,524: 27,433 24,144 1,230 40,796 45,051 69,459 70,425: 4,064 3,099
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 21, 2006 :
: -3,032: -7,588 1,262 153 4,570 -4,333 -2,865 -2,918: -167 -114
: : :
: : 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 with Delta-adjusted Options and Futures Combined, 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 : 160,710: 101,053 19,261 3,338 17,831 113,404 122,221 136,003: 38,489 24,707
Old : 160,710: 101,053 19,261 3,338 17,831 113,404 122,221 136,003: 38,489 24,707
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 21, 2006 :
: 16,052: 10,880 -1,550 1,507 684 10,579 13,072 10,536: 2,980 5,516
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.9 12.0 2.1 11.1 70.6 76.1 84.6: 23.9 15.4
Old : 100.0: 62.9 12.0 2.1 11.1 70.6 76.1 84.6: 23.9 15.4
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 : 87: 42 15 7 13 24 58 43:
Old : 87: 42 15 7 13 24 58 43:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.0 41.1 44.8 59.9 33.0 40.0 44.8 58.1
Old : 33.0 41.1 44.8 59.9 33.0 40.0 44.8 58.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 299,794: 52,971 97,612 11,131 186,042 157,976 250,144 266,718: 49,650 33,075
Old : 299,794: 52,971 97,612 11,131 186,042 157,976 250,144 266,718: 49,650 33,075
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 21, 2006 :
: -3,426: 5,221 -33,455 994 -17,957 30,181 -11,741 -2,280: 8,315 -1,147
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.7 32.6 3.7 62.1 52.7 83.4 89.0: 16.6 11.0
Old : 100.0: 17.7 32.6 3.7 62.1 52.7 83.4 89.0: 16.6 11.0
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 : 127: 44 43 23 27 29 81 85:
Old : 127: 44 43 23 27 29 81 85:
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 : 39.4 30.1 52.4 50.3 29.1 28.6 41.4 40.6
Old : 39.4 30.1 52.4 50.3 29.1 28.6 41.4 40.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 257,426: 104,591 16,687 34,261 48,541 151,726 187,393 202,674: 70,033 54,752
Old : 257,426: 104,591 16,687 34,261 48,541 151,726 187,393 202,674: 70,033 54,752
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 21, 2006 :
: 52,982: 20,856 -2,149 16,664 7,642 22,148 45,162 36,663: 7,820 16,319
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.6 6.5 13.3 18.9 58.9 72.8 78.7: 27.2 21.3
Old : 100.0: 40.6 6.5 13.3 18.9 58.9 72.8 78.7: 27.2 21.3
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 : 143: 69 31 42 34 32 122 86:
Old : 143: 69 31 42 34 32 122 86:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 14.0 35.6 22.2 45.7 12.6 34.3 18.9 42.9
Old : 14.0 35.6 22.2 45.7 12.6 34.3 18.9 42.9
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, 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 with Delta-adjusted Options and Futures Combined, 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 :18,063,716: 871,538 531,101 6,055,370 9,987,861 9,946,386 16,914,770 16,532,857: 1,148,946 1,530,858
Old :18,063,716: 871,538 531,101 6,055,370 9,987,861 9,946,386 16,914,770 16,532,857: 1,148,946 1,530,858
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 21, 2006 :
: 427,961: 169,438 87,719 -5,337 189,485 261,127 353,586 343,509: 74,375 84,452
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.8 2.9 33.5 55.3 55.1 93.6 91.5: 6.4 8.5
Old : 100.0: 4.8 2.9 33.5 55.3 55.1 93.6 91.5: 6.4 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 : 324: 65 70 116 165 176 296 300:
Old : 324: 65 70 116 165 176 296 300:
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 : 26.2 12.9 36.2 23.2 22.2 7.8 25.1 12.6
Old : 26.2 12.9 36.2 23.2 22.2 7.8 25.1 12.6
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, 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 : 751,759: 69,889 42,269 59,099 451,549 502,554 580,537 603,922: 171,221 147,837
Old : 751,759: 69,889 42,269 59,099 451,549 502,554 580,537 603,922: 171,221 147,837
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 21, 2006 :
: 13,794: -6,337 -548 6,940 -3,937 5,786 -3,333 12,178: 17,128 1,616
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.3 5.6 7.9 60.1 66.9 77.2 80.3: 22.8 19.7
Old : 100.0: 9.3 5.6 7.9 60.1 66.9 77.2 80.3: 22.8 19.7
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 : 214: 53 47 66 84 69 176 144:
Old : 214: 53 47 66 84 69 176 144:
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 : 18.1 21.8 25.3 34.3 17.6 21.8 24.0 34.3
Old : 18.1 21.8 25.3 34.3 17.6 21.8 24.0 34.3
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, 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 : 1,903,268: 454,542 333,430 113,709 933,357 1,293,953 1,501,608 1,741,093: 401,660 162,175
Old : 1,903,268: 454,542 333,430 113,709 933,357 1,293,953 1,501,608 1,741,093: 401,660 162,175
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 21, 2006 :
: 31,737: -1,441 -6,436 17,370 44,406 8,738 60,335 19,672: -28,599 12,064
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.9 17.5 6.0 49.0 68.0 78.9 91.5: 21.1 8.5
Old : 100.0: 23.9 17.5 6.0 49.0 68.0 78.9 91.5: 21.1 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 : 290: 96 70 77 83 84 215 195:
Old : 290: 96 70 77 83 84 215 195:
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 28.2 27.6 44.1 12.5 22.1 20.8 36.1
Old : 17.6 28.2 27.6 44.1 12.5 22.1 20.8 36.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-338741
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 with Delta-adjusted Options and Futures Combined, 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 with Delta-adjusted Options and Futures Combined, 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 : 72,502: 16,291 7,956 478 47,435 32,837 64,203 41,270: 8,299 31,232
Old : 72,502: 16,291 7,956 478 47,435 32,837 64,203 41,270: 8,299 31,232
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 21, 2006 :
: -2,710: -2,775 128 -136 -265 -442 -3,176 -450: 466 -2,260
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.5 11.0 0.7 65.4 45.3 88.6 56.9: 11.4 43.1
Old : 100.0: 22.5 11.0 0.7 65.4 45.3 88.6 56.9: 11.4 43.1
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 : 93: 26 15 6 32 30 60 49:
Old : 93: 26 15 6 32 30 60 49:
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 : 41.6 22.1 56.1 31.9 41.2 21.7 55.8 31.4
Old : 41.6 22.1 56.1 31.9 41.2 21.7 55.8 31.4
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, 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 : 515,136: 168,852 163,624 14,150 186,499 313,916 369,501 491,691: 145,635 23,446
Old : 515,136: 168,852 163,624 14,150 186,499 313,916 369,501 491,691: 145,635 23,446
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 21, 2006 :
: -30,926: -3,269 599 -1,825 -17,880 -31,038 -22,974 -32,264: -7,952 1,338
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.8 31.8 2.7 36.2 60.9 71.7 95.4: 28.3 4.6
Old : 100.0: 32.8 31.8 2.7 36.2 60.9 71.7 95.4: 28.3 4.6
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 : 245: 83 57 25 67 59 166 125:
Old : 245: 83 57 25 67 59 166 125:
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 : 16.3 36.0 26.4 55.0 16.1 35.8 25.6 50.5
Old : 16.3 36.0 26.4 55.0 16.1 35.8 25.6 50.5
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, 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 : 124,776: 90,263 10,589 914 1,602 103,506 92,779 115,009: 31,997 9,767
Old : 124,776: 90,263 10,589 914 1,602 103,506 92,779 115,009: 31,997 9,767
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 21, 2006 :
: 15,841: 15,027 2,756 840 -768 13,054 15,099 16,649: 742 -809
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.3 8.5 0.7 1.3 83.0 74.4 92.2: 25.6 7.8
Old : 100.0: 72.3 8.5 0.7 1.3 83.0 74.4 92.2: 25.6 7.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 70: 43 6 4 4 19 49 28:
Old : 70: 43 6 4 4 19 49 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 : 29.5 58.2 41.4 77.1 29.5 57.9 41.4 76.8
Old : 29.5 58.2 41.4 77.1 29.5 57.9 41.4 76.8
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, 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 : 41,810: 3,761 3,627 0 32,872 25,006 36,633 28,633: 5,177 13,177
Old : 41,810: 3,761 3,627 0 32,872 25,006 36,633 28,633: 5,177 13,177
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 21, 2006 :
: 1,509: 300 -13 0 731 939 1,031 926: 478 583
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.0 8.7 0.0 78.6 59.8 87.6 68.5: 12.4 31.5
Old : 100.0: 9.0 8.7 0.0 78.6 59.8 87.6 68.5: 12.4 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 : 56: 4 11 0 26 23 30 34:
Old : 56: 4 11 0 26 23 30 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 : 49.0 26.0 68.4 41.4 48.8 23.7 68.2 38.3
Old : 49.0 26.0 68.4 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 with Delta-adjusted Options and Futures Combined, 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 : 408,211: 53,093 133,329 8,855 291,786 250,214 353,734 392,397: 54,476 15,813
Old : 408,211: 53,093 133,329 8,855 291,786 250,214 353,734 392,397: 54,476 15,813
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 21, 2006 :
: -6,931: -2,908 7,316 1,538 -4,940 -14,204 -6,310 -5,349: -621 -1,582
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.0 32.7 2.2 71.5 61.3 86.7 96.1: 13.3 3.9
Old : 100.0: 13.0 32.7 2.2 71.5 61.3 86.7 96.1: 13.3 3.9
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 : 215: 58 68 46 51 59 127 156:
Old : 215: 58 68 46 51 59 127 156:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.5 26.7 56.5 41.1 44.5 25.1 56.1 39.1
Old : 44.5 26.7 56.5 41.1 44.5 25.1 56.1 39.1
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, 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 : 48,553: 8,634 17,556 833 26,599 22,140 36,065 40,528: 12,488 8,025
Old : 48,553: 8,634 17,556 833 26,599 22,140 36,065 40,528: 12,488 8,025
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 21, 2006 :
: -1,652: -1,546 -1,004 134 612 443 -800 -427: -852 -1,224
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.8 36.2 1.7 54.8 45.6 74.3 83.5: 25.7 16.5
Old : 100.0: 17.8 36.2 1.7 54.8 45.6 74.3 83.5: 25.7 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 : 82: 20 23 7 19 26 41 54:
Old : 82: 20 23 7 19 26 41 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 : 31.8 28.4 43.6 45.5 31.8 25.4 43.6 42.5
Old : 31.8 28.4 43.6 45.5 31.8 25.4 43.6 42.5
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, 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 with Delta-adjusted Options and Futures Combined, 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 with Delta-adjusted Options and Futures Combined, 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