BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 2,923 COMMITMENTS 207 0 116 2,032 2,560 2,355 2,676 568 247 CHANGES FROM 10/10/06 (CHANGE IN OPEN INTEREST: -3) -71 0 19 114 91 62 110 -65 -113 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.1 0.0 4.0 69.5 87.6 80.6 91.5 19.4 8.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 3 0 1 13 11 16 12 MILK - CHICAGO MERCANTILE EXCHANGE Code-052641 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 33,301 COMMITMENTS 2,169 2,311 3,626 22,855 16,636 28,650 22,573 4,651 10,728 CHANGES FROM 10/10/06 (CHANGE IN OPEN INTEREST: 1,167) 567 112 -136 147 243 579 219 589 948 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.5 6.9 10.9 68.6 50.0 86.0 67.8 14.0 32.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50) 12 8 12 27 17 43 33 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 179,007 COMMITMENTS 31,957 17,878 45,687 82,177 76,540 159,821 140,105 19,187 38,902 CHANGES FROM 10/10/06 (CHANGE IN OPEN INTEREST: -5,434) -1,378 629 -482 -2,301 -2,071 -4,160 -1,923 -1,274 -3,511 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.9 10.0 25.5 45.9 42.8 89.3 78.3 10.7 21.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 214) 59 76 79 37 47 160 154 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 219,688 COMMITMENTS 46,738 19,606 50,061 96,335 95,700 193,134 165,367 26,554 54,321 CHANGES FROM 10/10/06 (CHANGE IN OPEN INTEREST: -7,352) -3,847 -1,108 -2,496 -4,055 -4,624 -10,398 -8,227 3,046 875 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.3 8.9 22.8 43.9 43.6 87.9 75.3 12.1 24.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 306) 81 61 72 88 138 212 241 RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 7,314 COMMITMENTS 2,765 2,601 1,107 1,481 1,305 5,353 5,013 1,961 2,300 CHANGES FROM 10/10/06 (CHANGE IN OPEN INTEREST: 333) 181 -217 255 -8 63 427 101 -94 232 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 37.8 35.6 15.1 20.2 17.8 73.2 68.5 26.8 31.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67) 20 25 17 22 20 50 54 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 27,898 COMMITMENTS 6,475 5,792 7,102 8,473 3,685 22,051 16,579 5,848 11,320 CHANGES FROM 10/10/06 (CHANGE IN OPEN INTEREST: -15) -879 -376 1,333 -363 -1,522 91 -566 -106 550 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.2 20.8 25.5 30.4 13.2 79.0 59.4 21.0 40.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 119) 32 36 32 35 26 87 80 CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100,000 CANADIAN DOLLARS) OPEN INTEREST: 116,841 COMMITMENTS 27,724 51,818 2,817 54,391 35,215 84,932 89,850 31,909 26,991 CHANGES FROM 10/10/06 (CHANGE IN OPEN INTEREST: 19,839) -7,141 18,878 -38 26,589 -3,750 19,410 15,089 430 4,750 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.7 44.3 2.4 46.6 30.1 72.7 76.9 27.3 23.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83) 19 32 7 24 17 46 53 SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 125,000 SWISS FRANCS) OPEN INTEREST: 107,386 COMMITMENTS 10,385 78,016 948 88,042 4,464 99,375 83,429 8,011 23,958 CHANGES FROM 10/10/06 (CHANGE IN OPEN INTEREST: 9,476) 1,844 8,726 33 9,266 -492 11,143 8,268 -1,667 1,208 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.7 72.7 0.9 82.0 4.2 92.5 77.7 7.5 22.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61) 9 35 1 14 8 23 44 MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 500,000 MEXICAN PESOS) OPEN INTEREST: 84,117 COMMITMENTS 64,691 12,214 169 14,986 69,852 79,846 82,235 4,270 1,882 CHANGES FROM 10/10/06 (CHANGE IN OPEN INTEREST: 13,782) 33,382 -9,323 -119 -17,871 28,190 15,392 18,748 -1,611 -4,966 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 76.9 14.5 0.2 17.8 83.0 94.9 97.8 5.1 2.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 91) 49 12 1 13 20 63 33 BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 62,500 POUNDS STERLING) OPEN INTEREST: 111,292 COMMITMENTS 56,410 23,016 940 27,159 66,534 84,509 90,491 26,783 20,801 CHANGES FROM 10/10/06 (CHANGE IN OPEN INTEREST: 6,691) 11,915 -1,525 -66 -3,055 7,037 8,794 5,446 -2,103 1,245 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 50.7 20.7 0.8 24.4 59.8 75.9 81.3 24.1 18.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62) 23 15 5 13 16 39 33 JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 12,500,000 JAPANESE YEN) OPEN INTEREST: 303,057 COMMITMENTS 50,365 166,716 7,162 208,112 90,326 265,639 264,204 37,418 38,853 CHANGES FROM 10/10/06 (CHANGE IN OPEN INTEREST: -4,883) 2,945 -8,506 805 -9,233 5,346 -5,483 -2,356 599 -2,527 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.6 55.0 2.4 68.7 29.8 87.7 87.2 12.3 12.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 129) 32 59 15 28 23 68 89 EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 125,000 EUROS) OPEN INTEREST: 178,241 COMMITMENTS 70,173 43,716 13,246 38,470 74,030 121,889 130,992 56,353 47,249 CHANGES FROM 10/10/06 (CHANGE IN OPEN INTEREST: 5,968) -119 9,618 1,491 6,275 -9,166 7,646 1,942 -1,678 4,025 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 39.4 24.5 7.4 21.6 41.5 68.4 73.5 31.6 26.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 134) 55 39 33 28 29 97 87 NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF NZ$ 100,000) OPEN INTEREST: 19,759 COMMITMENTS 15,075 1,273 0 2,503 17,233 17,578 18,506 2,181 1,253 CHANGES FROM 10/10/06 (CHANGE IN OPEN INTEREST: 4,009) 3,419 -274 0 111 3,841 3,530 3,567 479 442 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 76.3 6.4 0.0 12.7 87.2 89.0 93.7 11.0 6.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 8 7 0 8 10 16 17 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $1,000,000 FACE VALUE) OPEN INTEREST: 16,542,783 COMMITMENTS 571,164 486,510 5782075 9059344 8866538 15412583 15135122 1130200 1407661 CHANGES FROM 10/10/06 (CHANGE IN OPEN INTEREST: -222,245) -62,707 -10,390 1,481 -100,458 -149,425 -161,685 -158,334 -60,560 -63,911 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.5 2.9 35.0 54.8 53.6 93.2 91.5 6.8 8.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 311) 63 64 116 155 164 284 288 S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 749,332 COMMITMENTS 77,393 33,036 80,235 440,990 462,945 598,618 576,216 150,714 173,116 CHANGES FROM 10/10/06 (CHANGE IN OPEN INTEREST: 19,182) -2,105 2,948 13,487 10,215 5,631 21,598 22,066 -2,416 -2,884 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.3 4.4 10.7 58.9 61.8 79.9 76.9 20.1 23.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 227) 57 56 77 85 68 189 154 E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($50 X S&P 500 INDEX) OPEN INTEREST: 1,703,226 COMMITMENTS 342,076 310,037 139,163 795,146 1102043 1276385 1551242 426,841 151,984 CHANGES FROM 10/10/06 (CHANGE IN OPEN INTEREST: 85,078) 45,828 -19,013 28,002 32,105 79,489 105,936 88,479 -20,858 -3,401 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.1 18.2 8.2 46.7 64.7 74.9 91.1 25.1 8.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 275) 77 81 72 84 78 204 188 S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-338741 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (S&P 400 INDEX X $500) OPEN INTEREST: 8,361 COMMITMENTS 601 0 0 4,449 6,524 5,050 6,524 3,311 1,837 CHANGES FROM 10/10/06 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.2 0.0 0.0 53.2 78.0 60.4 78.0 39.6 22.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 2 0 0 10 12 12 12 E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (S&P 400 INDEX X $100) OPEN INTEREST: 65,647 COMMITMENTS 7,026 29,628 27 49,719 32,549 56,772 62,204 8,875 3,443 CHANGES FROM 10/10/06 (CHANGE IN OPEN INTEREST: 1,191) 977 685 -32 -870 583 75 1,236 1,116 -45 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.7 45.1 0.0 75.7 49.6 86.5 94.8 13.5 5.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66) 12 7 1 28 26 41 33 NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NASDAQ 100 INDEX X $100) OPEN INTEREST: 55,626 COMMITMENTS 11,376 12,904 839 34,868 28,601 47,083 42,345 8,543 13,281 CHANGES FROM 10/10/06 (CHANGE IN OPEN INTEREST: 664) -784 -294 -6 925 -691 134 -991 530 1,655 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.5 23.2 1.5 62.7 51.4 84.6 76.1 15.4 23.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82) 21 13 5 28 28 51 44 NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 498,620 COMMITMENTS 105,824 135,190 19,185 293,544 292,883 418,553 447,258 80,066 51,362 CHANGES FROM 10/10/06 (CHANGE IN OPEN INTEREST: 24,966) 4,499 -40,229 -352 -12,906 38,414 -8,759 -2,166 33,725 27,132 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.2 27.1 3.8 58.9 58.7 83.9 89.7 16.1 10.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 221) 72 59 26 53 50 142 118 AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100,000 AUSTRALIAN DOLLARS OPEN INTEREST: 74,537 COMMITMENTS 49,027 9,356 53 4,191 56,534 53,271 65,943 21,267 8,595 CHANGES FROM 10/10/06 (CHANGE IN OPEN INTEREST: 8,583) 5,196 791 -28 1,034 9,532 6,202 10,295 2,381 -1,712 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 65.8 12.6 0.1 5.6 75.8 71.5 88.5 28.5 11.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53) 26 7 1 6 16 33 23 RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE Code-239741 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (RUSSEL 2000 INDEX X $500) OPEN INTEREST: 35,742 COMMITMENTS 1,601 3,988 0 29,400 19,384 31,001 23,372 4,740 12,370 CHANGES FROM 10/10/06 (CHANGE IN OPEN INTEREST: 1,502) 801 -368 0 -315 -1,282 486 -1,650 1,016 3,152 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.5 11.2 0.0 82.3 54.2 86.7 65.4 13.3 34.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52) 3 11 0 23 22 26 33 RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-239742 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (RUSSEL 2000 INDEX X $100) OPEN INTEREST: 426,252 COMMITMENTS 46,243 121,473 7,889 320,549 276,412 374,681 405,773 51,571 20,479 CHANGES FROM 10/10/06 (CHANGE IN OPEN INTEREST: -7,040) 2,708 -22,109 2,382 -25,273 10,431 -20,183 -9,296 13,143 2,256 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.8 28.5 1.9 75.2 64.8 87.9 95.2 12.1 4.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 213) 36 89 46 46 62 117 162 NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NIKKEI INDEX X $5.00) OPEN INTEREST: 45,362 COMMITMENTS 9,518 15,671 614 23,677 22,861 33,809 39,146 11,553 6,216 CHANGES FROM 10/10/06 (CHANGE IN OPEN INTEREST: 1,650) 230 199 60 1,015 1,861 1,305 2,120 345 -470 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.0 34.5 1.4 52.2 50.4 74.5 86.3 25.5 13.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76) 19 23 6 16 22 36 50 NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NIKKEI INDEX X 500 YEN) OPEN INTEREST: 41,230 COMMITMENTS 16,046 3,139 174 15,843 13,002 32,063 16,315 9,167 24,915 CHANGES FROM 10/10/06 (CHANGE IN OPEN INTEREST: 3,372) 139 -250 174 883 1,499 1,196 1,423 2,176 1,949 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 38.9 7.6 0.4 38.4 31.5 77.8 39.6 22.2 60.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48) 15 6 1 19 11 35 17 GOLDMAN-SACHS COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (GSCI X $250) OPEN INTEREST: 20,294 COMMITMENTS 4,921 1,853 0 14,731 17,258 19,652 19,111 642 1,183 CHANGES FROM 10/10/06 (CHANGE IN OPEN INTEREST: 1,019) 1,430 95 -55 -602 622 773 662 246 357 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 24.2 9.1 0.0 72.6 85.0 96.8 94.2 3.2 5.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 6 4 0 8 4 14 8 3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE Code-597741 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF Y100,000,000 FACE VALUE) OPEN INTEREST: 55,401 COMMITMENTS 4,477 10,222 3,577 25,544 32,305 33,598 46,104 21,803 9,297 CHANGES FROM 10/10/06 (CHANGE IN OPEN INTEREST: 6,106) -185 2,797 -100 609 929 324 3,626 5,782 2,480 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.1 18.5 6.5 46.1 58.3 60.6 83.2 39.4 16.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53) 4 11 7 28 30 36 44
Updated October 20, 2006