BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders - Futures Only, October 3, 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 : 3,106: 317 0 96 2,032 2,711 2,445 2,807: 661 299
Old : 3,106: 317 0 96 2,032 2,711 2,445 2,807: 661 299
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 26, 2006 :
: -753: 59 0 -10 -580 -525 -531 -535: -222 -218
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.2 0.0 3.1 65.4 87.3 78.7 90.4: 21.3 9.6
Old : 100.0: 10.2 0.0 3.1 65.4 87.3 78.7 90.4: 21.3 9.6
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 : 23: 5 0 1 12 10 17 11:
Old : 23: 5 0 1 12 10 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 : 44.3 68.5 61.4 86.1 44.3 68.5 59.9 83.1
Old : 44.3 68.5 61.4 86.1 44.3 68.5 59.9 83.1
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 - Futures Only, October 3, 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 : 25,892: 3,812 1,988 313 18,346 15,136 22,471 17,437: 3,421 8,455
Old : 25,892: 3,812 1,988 313 18,346 15,136 22,471 17,437: 3,421 8,455
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 26, 2006 :
: -3,437: 714 -902 -337 -3,350 -1,985 -2,973 -3,224: -464 -213
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.7 7.7 1.2 70.9 58.5 86.8 67.3: 13.2 32.7
Old : 100.0: 14.7 7.7 1.2 70.9 58.5 86.8 67.3: 13.2 32.7
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 : 48: 12 6 10 24 17 38 31:
Old : 48: 12 6 10 24 17 38 31:
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 : 46.5 39.1 64.0 50.7 46.4 38.0 63.4 49.0
Old : 46.5 39.1 64.0 50.7 46.4 38.0 63.4 49.0
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 - Futures Only, October 3, 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 : 172,741: 33,186 17,309 38,457 80,280 76,608 151,923 132,374: 20,818 40,367
Old : 172,741: 33,186 17,309 38,457 80,280 76,608 151,923 132,374: 20,818 40,367
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 26, 2006 :
: 4,521: -1,656 -1,086 2,957 2,338 1,280 3,639 3,151: 882 1,370
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.2 10.0 22.3 46.5 44.3 87.9 76.6: 12.1 23.4
Old : 100.0: 19.2 10.0 22.3 46.5 44.3 87.9 76.6: 12.1 23.4
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 : 209: 69 53 82 33 49 155 156:
Old : 209: 69 53 82 33 49 155 156:
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 : 31.1 24.2 42.1 32.2 31.1 22.6 41.2 28.4
Old : 31.1 24.2 42.1 32.2 31.1 22.6 41.2 28.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders - Futures Only, October 3, 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 : 221,700: 50,070 29,934 47,814 100,212 95,046 198,096 172,794: 23,604 48,906
Old : 221,700: 50,070 29,934 47,814 100,212 95,046 198,096 172,794: 23,604 48,906
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 26, 2006 :
: 3,830: -59 1,426 2,130 1,657 1,126 3,728 4,682: 102 -852
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.6 13.5 21.6 45.2 42.9 89.4 77.9: 10.6 22.1
Old : 100.0: 22.6 13.5 21.6 45.2 42.9 89.4 77.9: 10.6 22.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 294: 72 55 82 80 136 200 240:
Old : 294: 72 55 82 80 136 200 240:
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 : 25.0 11.6 37.3 19.1 25.0 10.8 35.6 17.1
Old : 25.0 11.6 37.3 19.1 25.0 10.8 35.6 17.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
Commitments of Traders - Futures Only, October 3, 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 : 6,490: 2,818 2,934 489 1,344 1,075 4,651 4,498: 1,839 1,992
Old : 6,490: 2,818 2,934 489 1,344 1,075 4,651 4,498: 1,839 1,992
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 26, 2006 :
: 70: -102 60 -196 123 194 -175 58: 245 12
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.4 45.2 7.5 20.7 16.6 71.7 69.3: 28.3 30.7
Old : 100.0: 43.4 45.2 7.5 20.7 16.6 71.7 69.3: 28.3 30.7
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 : 70: 20 26 14 21 18 47 55:
Old : 70: 20 26 14 21 18 47 55:
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 22.1 41.5 32.7 28.4 22.1 41.5 32.1
Old : 28.4 22.1 41.5 32.7 28.4 22.1 41.5 32.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
Commitments of Traders - Futures Only, October 3, 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 : 24,841: 6,809 6,168 3,987 8,399 5,089 19,195 15,244: 5,646 9,597
Old : 24,841: 6,809 6,168 3,987 8,399 5,089 19,195 15,244: 5,646 9,597
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 26, 2006 :
: -1,224: -1,814 508 141 325 -770 -1,348 -121: 124 -1,103
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.4 24.8 16.1 33.8 20.5 77.3 61.4: 22.7 38.6
Old : 100.0: 27.4 24.8 16.1 33.8 20.5 77.3 61.4: 22.7 38.6
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 : 116: 27 35 23 30 31 71 79:
Old : 116: 27 35 23 30 31 71 79:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.7 15.0 32.4 24.2 17.1 12.3 27.8 17.8
Old : 20.7 15.0 32.4 24.2 17.1 12.3 27.8 17.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
Commitments of Traders - Futures Only, October 3, 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 : 100,141: 45,535 36,256 1,344 24,368 43,043 71,247 80,643: 28,894 19,498
Old : 100,141: 45,535 36,256 1,344 24,368 43,043 71,247 80,643: 28,894 19,498
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 26, 2006 :
: 6,013: 6,993 4,224 251 -684 3,048 6,560 7,523: -547 -1,510
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.5 36.2 1.3 24.3 43.0 71.1 80.5: 28.9 19.5
Old : 100.0: 45.5 36.2 1.3 24.3 43.0 71.1 80.5: 28.9 19.5
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 : 76: 23 22 2 18 17 43 39:
Old : 76: 23 22 2 18 17 43 39:
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 36.0 42.8 49.0 29.1 36.0 42.8 48.9
Old : 29.1 36.0 42.8 49.0 29.1 36.0 42.8 48.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
Commitments of Traders - Futures Only, October 3, 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 : 72,687: 10,759 40,886 0 51,972 11,649 62,731 52,535: 9,956 20,152
Old : 72,687: 10,759 40,886 0 51,972 11,649 62,731 52,535: 9,956 20,152
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 26, 2006 :
: 2,710: 262 1,369 0 1,622 353 1,884 1,722: 826 988
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.8 56.2 0.0 71.5 16.0 86.3 72.3: 13.7 27.7
Old : 100.0: 14.8 56.2 0.0 71.5 16.0 86.3 72.3: 13.7 27.7
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 : 48: 9 22 0 10 11 19 33:
Old : 48: 9 22 0 10 11 19 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 : 65.6 28.4 77.8 42.1 65.5 27.7 77.6 41.4
Old : 65.6 28.4 77.8 42.1 65.5 27.7 77.6 41.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
Commitments of Traders - Futures Only, October 3, 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 : 61,683: 30,899 25,235 306 27,072 32,144 58,277 57,685: 3,406 3,998
Old : 61,683: 30,899 25,235 306 27,072 32,144 58,277 57,685: 3,406 3,998
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 26, 2006 :
: 7,113: 14,672 4,741 -24 -7,640 2,105 7,008 6,822: 105 291
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.1 40.9 0.5 43.9 52.1 94.5 93.5: 5.5 6.5
Old : 100.0: 50.1 40.9 0.5 43.9 52.1 94.5 93.5: 5.5 6.5
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 : 72: 28 18 3 17 12 47 32:
Old : 72: 28 18 3 17 12 47 32:
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 : 41.5 73.5 57.5 84.2 41.5 71.7 55.6 82.3
Old : 41.5 73.5 57.5 84.2 41.5 71.7 55.6 82.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
Commitments of Traders - Futures Only, October 3, 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 : 104,665: 62,700 17,754 0 17,176 71,158 79,876 88,912: 24,789 15,753
Old : 104,665: 62,700 17,754 0 17,176 71,158 79,876 88,912: 24,789 15,753
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 26, 2006 :
: -17,457: -11,942 79 0 -31 -17,951 -11,973 -17,872: -5,484 415
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.9 17.0 0.0 16.4 68.0 76.3 84.9: 23.7 15.1
Old : 100.0: 59.9 17.0 0.0 16.4 68.0 76.3 84.9: 23.7 15.1
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 : 61: 26 9 0 12 20 38 29:
Old : 61: 26 9 0 12 20 38 29:
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 : 43.7 42.1 57.2 65.7 43.7 41.2 57.2 64.9
Old : 43.7 42.1 57.2 65.7 43.7 41.2 57.2 64.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
Commitments of Traders - Futures Only, October 3, 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 : 243,819: 47,430 151,581 456 165,283 55,727 213,169 207,764: 30,650 36,055
Old : 243,819: 47,430 151,581 456 165,283 55,727 213,169 207,764: 30,650 36,055
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 26, 2006 :
: 22,579: 4,912 21,705 7 14,700 392 19,619 22,104: 2,960 475
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.5 62.2 0.2 67.8 22.9 87.4 85.2: 12.6 14.8
Old : 100.0: 19.5 62.2 0.2 67.8 22.9 87.4 85.2: 12.6 14.8
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 : 116: 29 46 3 32 14 63 61:
Old : 116: 29 46 3 32 14 63 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 : 36.5 32.8 55.7 50.8 36.5 32.8 54.3 47.7
Old : 36.5 32.8 55.7 50.8 36.5 32.8 54.3 47.7
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 - Futures Only, October 3, 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 : 142,202: 76,049 19,832 1,349 18,656 90,524 96,054 111,705: 46,148 30,497
Old : 142,202: 76,049 19,832 1,349 18,656 90,524 96,054 111,705: 46,148 30,497
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 26, 2006 :
: 5,247: 8,627 2,352 531 -905 1,379 8,253 4,262: -3,006 985
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.5 13.9 0.9 13.1 63.7 67.5 78.6: 32.5 21.4
Old : 100.0: 53.5 13.9 0.9 13.1 63.7 67.5 78.6: 32.5 21.4
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 : 115: 49 25 10 25 27 78 58:
Old : 115: 49 25 10 25 27 78 58:
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 : 22.9 39.7 30.2 50.7 22.3 37.0 29.0 46.7
Old : 22.9 39.7 30.2 50.7 22.3 37.0 29.0 46.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
Commitments of Traders - Futures Only, October 3, 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 : 13,426: 8,391 616 0 3,043 11,573 11,434 12,189: 1,992 1,237
Old : 13,426: 8,391 616 0 3,043 11,573 11,434 12,189: 1,992 1,237
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 26, 2006 :
: -4,301: -4,750 148 0 771 -4,709 -3,979 -4,561: -322 260
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.5 4.6 0.0 22.7 86.2 85.2 90.8: 14.8 9.2
Old : 100.0: 62.5 4.6 0.0 22.7 86.2 85.2 90.8: 14.8 9.2
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 : 23: 8 3 0 8 6 16 9:
Old : 23: 8 3 0 8 6 16 9:
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 : 60.7 79.9 72.2 89.7 60.7 76.4 71.7 86.2
Old : 60.7 79.9 72.2 89.7 60.7 76.4 71.7 86.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE Code-032741
Commitments of Traders - Futures Only, October 3, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $3,000,000 FACE VALUE) :
: : :
All : 59,653: 14,926 0 1,377 39,734 51,987 56,037 53,364: 3,616 6,289
Old : 59,653: 14,926 0 1,377 39,734 51,987 56,037 53,364: 3,616 6,289
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 26, 2006 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.0 0.0 2.3 66.6 87.1 93.9 89.5: 6.1 10.5
Old : 100.0: 25.0 0.0 2.3 66.6 87.1 93.9 89.5: 6.1 10.5
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 : 20: 4 0 1 13 9 17 10:
Old : 20: 4 0 1 13 9 17 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 : 68.8 74.8 83.7 88.2 68.8 74.0 82.8 84.2
Old : 68.8 74.8 83.7 88.2 68.8 74.0 82.8 84.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
Commitments of Traders - Futures Only, October 3, 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 : 9,814,814: 1,074,970 617,961 1,170,987 6,477,215 6,695,918 8,723,172 8,484,866: 1,091,642 1,329,948
Old : 9,814,814: 1,074,970 617,961 1,170,987 6,477,215 6,695,918 8,723,172 8,484,866: 1,091,642 1,329,948
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 26, 2006 :
: 383,829: 97,810 -30,755 107,972 127,636 240,585 333,418 317,802: 50,411 66,027
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.0 6.3 11.9 66.0 68.2 88.9 86.4: 11.1 13.6
Old : 100.0: 11.0 6.3 11.9 66.0 68.2 88.9 86.4: 11.1 13.6
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 : 291: 64 52 93 135 150 247 261:
Old : 291: 64 52 93 135 150 247 261:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.4 16.5 44.0 26.4 34.9 12.4 39.9 19.7
Old : 36.4 16.5 44.0 26.4 34.9 12.4 39.9 19.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
Commitments of Traders - Futures Only, October 3, 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 : 597,103: 68,567 33,816 2,061 399,070 431,812 469,698 467,689: 127,405 129,414
Old : 597,103: 68,567 33,816 2,061 399,070 431,812 469,698 467,689: 127,405 129,414
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 26, 2006 :
: -722: 1,871 422 32 -1,865 1,200 38 1,654: -760 -2,376
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.5 5.7 0.3 66.8 72.3 78.7 78.3: 21.3 21.7
Old : 100.0: 11.5 5.7 0.3 66.8 72.3 78.7 78.3: 21.3 21.7
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 : 191: 47 34 11 75 57 130 94:
Old : 191: 47 34 11 75 57 130 94:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.5 24.5 29.8 38.3 21.4 24.5 29.4 38.3
Old : 21.5 24.5 29.8 38.3 21.4 24.5 29.4 38.3
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 - Futures Only, October 3, 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 : 1,453,775: 306,657 330,398 22,509 723,022 969,998 1,052,188 1,322,905: 401,587 130,870
Old : 1,453,775: 306,657 330,398 22,509 723,022 969,998 1,052,188 1,322,905: 401,587 130,870
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 26, 2006 :
: 25,576: 29,979 -13,386 4,974 -6,221 49,622 28,732 41,210: -3,156 -15,634
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.1 22.7 1.5 49.7 66.7 72.4 91.0: 27.6 9.0
Old : 100.0: 21.1 22.7 1.5 49.7 66.7 72.4 91.0: 27.6 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 : 244: 63 69 27 71 74 151 153:
Old : 244: 63 69 27 71 74 151 153:
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 : 18.9 29.8 30.7 44.1 16.6 27.9 26.2 39.9
Old : 18.9 29.8 30.7 44.1 16.6 27.9 26.2 39.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
Commitments of Traders - Futures Only, October 3, 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 : 65,074: 5,591 31,675 27 55,342 29,877 60,960 61,579: 4,114 3,495
Old : 65,074: 5,591 31,675 27 55,342 29,877 60,960 61,579: 4,114 3,495
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 26, 2006 :
: -1,071: -394 -1,512 0 -154 2,316 -548 804: -523 -1,875
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.6 48.7 0.0 85.0 45.9 93.7 94.6: 6.3 5.4
Old : 100.0: 8.6 48.7 0.0 85.0 45.9 93.7 94.6: 6.3 5.4
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 : 63: 9 10 1 28 24 38 34:
Old : 63: 9 10 1 28 24 38 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 : 47.5 54.2 64.8 71.5 45.9 54.2 63.1 71.5
Old : 47.5 54.2 64.8 71.5 45.9 54.2 63.1 71.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
Commitments of Traders - Futures Only, October 3, 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 : 47,064: 6,424 13,128 0 29,508 27,491 35,932 40,619: 11,132 6,445
Old : 47,064: 6,424 13,128 0 29,508 27,491 35,932 40,619: 11,132 6,445
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 26, 2006 :
: -247: -1,184 628 0 909 197 -275 825: 28 -1,072
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.6 27.9 0.0 62.7 58.4 76.3 86.3: 23.7 13.7
Old : 100.0: 13.6 27.9 0.0 62.7 58.4 76.3 86.3: 23.7 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 : 73: 16 15 0 21 26 37 41:
Old : 73: 16 15 0 21 26 37 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 : 41.9 41.5 53.0 53.6 41.9 41.5 51.4 53.5
Old : 41.9 41.5 53.0 53.6 41.9 41.5 51.4 53.5
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 - Futures Only, October 3, 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 : 430,732: 83,431 165,576 7,975 316,345 219,817 407,751 393,368: 22,981 37,364
Old : 430,732: 83,431 165,576 7,975 316,345 219,817 407,751 393,368: 22,981 37,364
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 26, 2006 :
: 316: 10,449 11,293 -6,188 -441 -2,794 3,820 2,311: -3,504 -1,995
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.4 38.4 1.9 73.4 51.0 94.7 91.3: 5.3 8.7
Old : 100.0: 19.4 38.4 1.9 73.4 51.0 94.7 91.3: 5.3 8.7
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 : 212: 63 63 13 52 45 120 116:
Old : 212: 63 63 13 52 45 120 116:
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 33.4 58.6 52.8 51.0 33.4 58.1 50.6
Old : 51.0 33.4 58.6 52.8 51.0 33.4 58.1 50.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
Commitments of Traders - Futures Only, October 3, 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 : 56,292: 31,493 9,912 0 7,190 37,403 38,683 47,315: 17,609 8,977
Old : 56,292: 31,493 9,912 0 7,190 37,403 38,683 47,315: 17,609 8,977
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 26, 2006 :
: -1,045: -2,949 5,559 0 3,658 -6,987 709 -1,428: -1,754 383
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.9 17.6 0.0 12.8 66.4 68.7 84.1: 31.3 15.9
Old : 100.0: 55.9 17.6 0.0 12.8 66.4 68.7 84.1: 31.3 15.9
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 : 46: 17 9 0 9 15 26 24:
Old : 46: 17 9 0 9 15 26 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.6 42.3 47.7 62.6 36.6 41.9 47.7 61.2
Old : 36.6 42.3 47.7 62.6 36.6 41.9 47.7 61.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE Code-239741
Commitments of Traders - Futures Only, October 3, 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 : 35,177: 800 4,691 0 30,832 19,419 31,632 24,110: 3,545 11,067
Old : 35,177: 800 4,691 0 30,832 19,419 31,632 24,110: 3,545 11,067
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 26, 2006 :
: 1,768: 0 -234 0 1,873 2,692 1,873 2,458: -105 -690
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.3 13.3 0.0 87.6 55.2 89.9 68.5: 10.1 31.5
Old : 100.0: 2.3 13.3 0.0 87.6 55.2 89.9 68.5: 10.1 31.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 55: 2 11 0 25 24 27 35:
Old : 55: 2 11 0 25 24 27 35:
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 : 54.6 20.7 70.5 34.9 54.3 20.6 70.2 33.6
Old : 54.6 20.7 70.5 34.9 54.3 20.6 70.2 33.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-239742
Commitments of Traders - Futures Only, October 3, 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 : 423,611: 34,884 141,007 975 341,690 265,835 377,549 407,817: 46,062 15,794
Old : 423,611: 34,884 141,007 975 341,690 265,835 377,549 407,817: 46,062 15,794
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 26, 2006 :
: 3,313: -2,388 8,285 78 5,123 -5,385 2,813 2,978: 500 335
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.2 33.3 0.2 80.7 62.8 89.1 96.3: 10.9 3.7
Old : 100.0: 8.2 33.3 0.2 80.7 62.8 89.1 96.3: 10.9 3.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 182: 20 76 5 43 62 66 140:
Old : 182: 20 76 5 43 62 66 140:
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 : 57.9 28.7 72.1 45.0 57.3 25.7 68.6 41.0
Old : 57.9 28.7 72.1 45.0 57.3 25.7 68.6 41.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
Commitments of Traders - Futures Only, October 3, 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 : 42,146: 8,882 16,075 0 21,624 19,834 30,506 35,909: 11,640 6,237
Old : 42,146: 8,882 16,075 0 21,624 19,834 30,506 35,909: 11,640 6,237
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 26, 2006 :
: -409: 795 276 0 300 -894 1,095 -618: -1,504 209
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.1 38.1 0.0 51.3 47.1 72.4 85.2: 27.6 14.8
Old : 100.0: 21.1 38.1 0.0 51.3 47.1 72.4 85.2: 27.6 14.8
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 : 71: 17 22 0 16 19 33 41:
Old : 71: 17 22 0 16 19 33 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 : 35.2 34.4 48.9 48.6 35.2 31.8 48.9 45.8
Old : 35.2 34.4 48.9 48.6 35.2 31.8 48.9 45.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
Commitments of Traders - Futures Only, October 3, 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 : 34,882: 15,239 2,973 160 12,865 9,458 28,264 12,591: 6,618 22,291
Old : 34,882: 15,239 2,973 160 12,865 9,458 28,264 12,591: 6,618 22,291
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 26, 2006 :
: -3,930: -1,290 -374 61 -2,857 -398 -4,086 -711: 156 -3,219
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.7 8.5 0.5 36.9 27.1 81.0 36.1: 19.0 63.9
Old : 100.0: 43.7 8.5 0.5 36.9 27.1 81.0 36.1: 19.0 63.9
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 : 42: 13 4 1 17 9 30 14:
Old : 42: 13 4 1 17 9 30 14:
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 : 37.4 24.4 50.0 30.9 33.7 19.0 45.8 24.6
Old : 37.4 24.4 50.0 30.9 33.7 19.0 45.8 24.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GOLDMAN-SACHS COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
Commitments of Traders - Futures Only, October 3, 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 : 19,275: 3,491 1,758 55 15,333 16,636 18,879 18,449: 396 826
Old : 19,275: 3,491 1,758 55 15,333 16,636 18,879 18,449: 396 826
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 26, 2006 :
: 1: 55 111 -52 153 -300 156 -241: -155 242
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.1 9.1 0.3 79.5 86.3 97.9 95.7: 2.1 4.3
Old : 100.0: 18.1 9.1 0.3 79.5 86.3 97.9 95.7: 2.1 4.3
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 : 22: 6 5 2 8 4 15 10:
Old : 22: 6 5 2 8 4 15 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 : 76.9 91.4 91.3 95.3 76.7 91.3 90.9 95.3
Old : 76.9 91.4 91.3 95.3 76.7 91.3 90.9 95.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE Code-597741
Commitments of Traders - Futures Only, October 3, 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 : 52,131: 3,862 7,328 3,502 24,191 31,498 31,555 42,328: 20,576 9,803
Old : 52,131: 3,862 7,328 3,502 24,191 31,498 31,555 42,328: 20,576 9,803
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 26, 2006 :
: 27: 82 900 1,642 -2,744 -3,737 -1,020 -1,195: 1,047 1,222
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.4 14.1 6.7 46.4 60.4 60.5 81.2: 39.5 18.8
Old : 100.0: 7.4 14.1 6.7 46.4 60.4 60.5 81.2: 39.5 18.8
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 9 6 27 33 35 44:
Old : 53: 4 9 6 27 33 35 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 : 28.2 28.9 42.1 45.0 20.2 22.1 26.3 33.2
Old : 28.2 28.9 42.1 45.0 20.2 22.1 26.3 33.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 6, 2006