BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 with Delta-adjusted Options and Futures Combined, 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 : 31,527: 1,829 2,151 3,408 22,016 16,170 27,254 21,729: 4,273 9,798
Old : 31,527: 1,829 2,151 3,408 22,016 16,170 27,254 21,729: 4,273 9,798
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 26, 2006 :
: -3,583: 313 -1,083 -250 -3,289 -2,026 -3,227 -3,359: -357 -224
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.8 6.8 10.8 69.8 51.3 86.4 68.9: 13.6 31.1
Old : 100.0: 5.8 6.8 10.8 69.8 51.3 86.4 68.9: 13.6 31.1
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 : 49: 12 6 11 26 19 41 33:
Old : 49: 12 6 11 26 19 41 33:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.2 32.4 63.2 46.8 47.0 31.1 57.8 41.2
Old : 47.2 32.4 63.2 46.8 47.0 31.1 57.8 41.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 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 : 183,748: 32,982 13,027 46,085 83,134 81,799 162,201 140,912: 21,547 42,836
Old : 183,748: 32,982 13,027 46,085 83,134 81,799 162,201 140,912: 21,547 42,836
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 26, 2006 :
: 5,384: -1,834 -1,687 2,514 3,790 3,151 4,471 3,979: 913 1,405
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.9 7.1 25.1 45.2 44.5 88.3 76.7: 11.7 23.3
Old : 100.0: 17.9 7.1 25.1 45.2 44.5 88.3 76.7: 11.7 23.3
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 : 212: 69 56 87 37 50 164 159:
Old : 212: 69 56 87 37 50 164 159:
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 : 29.3 23.0 39.6 30.8 29.3 21.4 38.8 27.0
Old : 29.3 23.0 39.6 30.8 29.3 21.4 38.8 27.0
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 with Delta-adjusted Options and Futures Combined, 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 : 257,357: 51,100 21,727 70,912 108,384 108,973 230,396 201,612: 26,961 55,745
Old : 257,357: 51,100 21,727 70,912 108,384 108,973 230,396 201,612: 26,961 55,745
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 26, 2006 :
: 4,006: -1,004 1,983 2,574 2,433 600 4,002 5,157: 4 -1,151
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.9 8.4 27.6 42.1 42.3 89.5 78.3: 10.5 21.7
Old : 100.0: 19.9 8.4 27.6 42.1 42.3 89.5 78.3: 10.5 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 : 330: 100 53 85 105 150 249 257:
Old : 330: 100 53 85 105 150 249 257:
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 : 21.6 12.7 32.8 20.1 21.5 10.6 30.9 15.9
Old : 21.6 12.7 32.8 20.1 21.5 10.6 30.9 15.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 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 : 7,180: 2,744 2,978 903 1,503 1,198 5,150 5,079: 2,030 2,101
Old : 7,180: 2,744 2,978 903 1,503 1,198 5,150 5,079: 2,030 2,101
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 26, 2006 :
: 237: -172 77 -61 194 203 -38 220: 274 17
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.2 41.5 12.6 20.9 16.7 71.7 70.7: 28.3 29.3
Old : 100.0: 38.2 41.5 12.6 20.9 16.7 71.7 70.7: 28.3 29.3
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 : 72: 21 29 18 21 18 51 57:
Old : 72: 21 29 18 21 18 51 57:
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 : 26.6 20.0 38.9 30.7 26.6 20.0 38.5 29.0
Old : 26.6 20.0 38.9 30.7 26.6 20.0 38.5 29.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 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 : 28,499: 6,851 5,458 6,729 8,663 5,511 22,244 17,698: 6,256 10,801
Old : 28,499: 6,851 5,458 6,729 8,663 5,511 22,244 17,698: 6,256 10,801
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 26, 2006 :
: -2,264: -1,992 729 -596 327 -1,080 -2,261 -946: -3 -1,318
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.0 19.2 23.6 30.4 19.3 78.0 62.1: 22.0 37.9
Old : 100.0: 24.0 19.2 23.6 30.4 19.3 78.0 62.1: 22.0 37.9
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 : 123: 35 31 26 36 33 83 82:
Old : 123: 35 31 26 36 33 83 82:
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 13.5 28.9 23.0 14.9 11.3 24.3 16.5
Old : 18.1 13.5 28.9 23.0 14.9 11.3 24.3 16.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 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 : 106,219: 45,701 36,853 3,752 25,651 44,536 75,104 85,141: 31,116 21,078
Old : 106,219: 45,701 36,853 3,752 25,651 44,536 75,104 85,141: 31,116 21,078
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 26, 2006 :
: 6,222: 7,215 4,268 27 -666 3,587 6,576 7,882: -354 -1,660
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.0 34.7 3.5 24.1 41.9 70.7 80.2: 29.3 19.8
Old : 100.0: 43.0 34.7 3.5 24.1 41.9 70.7 80.2: 29.3 19.8
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 : 78: 23 24 10 19 20 48 48:
Old : 78: 23 24 10 19 20 48 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 : 27.4 33.9 40.3 46.2 27.4 33.9 40.3 46.1
Old : 27.4 33.9 40.3 46.2 27.4 33.9 40.3 46.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 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 : 73,981: 10,771 40,886 461 52,325 12,140 63,557 53,487: 10,424 20,494
Old : 73,981: 10,771 40,886 461 52,325 12,140 63,557 53,487: 10,424 20,494
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 26, 2006 :
: 2,830: 265 1,369 64 1,649 392 1,978 1,825: 853 1,005
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.6 55.3 0.6 70.7 16.4 85.9 72.3: 14.1 27.7
Old : 100.0: 14.6 55.3 0.6 70.7 16.4 85.9 72.3: 14.1 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 2 11 11 20 35:
Old : 48: 9 22 2 11 11 20 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 : 64.5 28.0 76.4 41.4 64.3 27.2 76.2 40.6
Old : 64.5 28.0 76.4 41.4 64.3 27.2 76.2 40.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 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 : 61,700: 30,899 25,235 306 27,078 32,144 58,283 57,685: 3,417 4,015
Old : 61,700: 30,899 25,235 306 27,078 32,144 58,283 57,685: 3,417 4,015
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 57.4 84.1 41.5 71.6 55.6 82.2
Old : 41.5 73.5 57.4 84.1 41.5 71.6 55.6 82.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 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 : 108,041: 62,597 17,574 1,479 17,985 71,752 82,061 90,806: 25,980 17,235
Old : 108,041: 62,597 17,574 1,479 17,985 71,752 82,061 90,806: 25,980 17,235
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 26, 2006 :
: -17,203: -12,060 61 69 135 -17,899 -11,856 -17,768: -5,346 566
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.9 16.3 1.4 16.6 66.4 76.0 84.0: 24.0 16.0
Old : 100.0: 57.9 16.3 1.4 16.6 66.4 76.0 84.0: 24.0 16.0
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 : 63: 28 9 7 13 20 44 33:
Old : 63: 28 9 7 13 20 44 33:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.3 41.2 55.4 64.1 42.3 39.8 55.4 62.7
Old : 42.3 41.2 55.4 64.1 42.3 39.8 55.4 62.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 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 : 287,400: 42,458 152,380 8,430 199,363 88,431 250,251 249,241: 37,149 38,159
Old : 287,400: 42,458 152,380 8,430 199,363 88,431 250,251 249,241: 37,149 38,159
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 26, 2006 :
: 23,498: 4,420 21,864 409 15,043 639 19,873 22,912: 3,625 585
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.8 53.0 2.9 69.4 30.8 87.1 86.7: 12.9 13.3
Old : 100.0: 14.8 53.0 2.9 69.4 30.8 87.1 86.7: 12.9 13.3
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 : 121: 29 51 14 33 20 67 80:
Old : 121: 29 51 14 33 20 67 80:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.6 29.7 58.8 46.3 33.5 27.8 49.3 41.4
Old : 41.6 29.7 58.8 46.3 33.5 27.8 49.3 41.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 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 : 163,759: 75,169 18,979 12,364 23,427 95,798 110,960 127,141: 52,800 36,618
Old : 163,759: 75,169 18,979 12,364 23,427 95,798 110,960 127,141: 52,800 36,618
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 26, 2006 :
: 4,648: 7,711 1,265 1,341 -938 836 8,113 3,442: -3,465 1,207
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.9 11.6 7.6 14.3 58.5 67.8 77.6: 32.2 22.4
Old : 100.0: 45.9 11.6 7.6 14.3 58.5 67.8 77.6: 32.2 22.4
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 : 123: 57 24 33 28 33 97 78:
Old : 123: 57 24 33 28 33 97 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 : 20.0 34.7 26.7 45.9 19.3 32.3 25.2 40.7
Old : 20.0 34.7 26.7 45.9 19.3 32.3 25.2 40.7
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 with Delta-adjusted Options and Futures Combined, 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 with Delta-adjusted Options and Futures Combined, 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 with Delta-adjusted Options and Futures Combined, 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 :16,861,706: 840,785 604,455 5,771,159 9,017,629 9,014,774 15,629,573 15,390,388: 1,232,133 1,471,318
Old :16,861,706: 840,785 604,455 5,771,159 9,017,629 9,014,774 15,629,573 15,390,388: 1,232,133 1,471,318
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 26, 2006 :
: 340,138: 60,403 -74,952 115,793 113,927 227,412 290,123 268,254: 50,015 71,884
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.0 3.6 34.2 53.5 53.5 92.7 91.3: 7.3 8.7
Old : 100.0: 5.0 3.6 34.2 53.5 53.5 92.7 91.3: 7.3 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 : 311: 63 71 116 149 158 281 285:
Old : 311: 63 71 116 149 158 281 285:
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 : 26.5 15.0 36.4 24.5 21.3 7.3 24.3 11.4
Old : 26.5 15.0 36.4 24.5 21.3 7.3 24.3 11.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 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 : 701,907: 77,553 32,584 57,895 419,849 451,766 555,298 542,245: 146,609 159,662
Old : 701,907: 77,553 32,584 57,895 419,849 451,766 555,298 542,245: 146,609 159,662
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 26, 2006 :
: -3,009: 1,024 -1,361 3,490 -4,388 1,549 126 3,678: -3,135 -6,687
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.0 4.6 8.2 59.8 64.4 79.1 77.3: 20.9 22.7
Old : 100.0: 11.0 4.6 8.2 59.8 64.4 79.1 77.3: 20.9 22.7
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 : 215: 57 47 68 82 66 179 141:
Old : 215: 57 47 68 82 66 179 141:
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 : 18.3 20.8 25.4 32.6 18.1 20.8 25.0 32.5
Old : 18.3 20.8 25.4 32.6 18.1 20.8 25.0 32.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 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 : 1,549,192: 305,560 316,239 92,184 743,501 997,886 1,141,245 1,406,309: 407,948 142,883
Old : 1,549,192: 305,560 316,239 92,184 743,501 997,886 1,141,245 1,406,309: 407,948 142,883
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 26, 2006 :
: 27,098: 30,056 -17,644 8,061 -7,912 53,071 30,205 43,488: -3,107 -16,390
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.7 20.4 6.0 48.0 64.4 73.7 90.8: 26.3 9.2
Old : 100.0: 19.7 20.4 6.0 48.0 64.4 73.7 90.8: 26.3 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 : 264: 67 83 61 75 77 187 176:
Old : 264: 67 83 61 75 77 187 176:
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 : 17.7 27.9 28.8 41.4 15.6 26.2 24.6 37.4
Old : 17.7 27.9 28.8 41.4 15.6 26.2 24.6 37.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 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 with Delta-adjusted Options and Futures Combined, 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 : 47,555: 6,510 13,141 185 29,639 27,649 36,333 40,975: 11,221 6,579
Old : 47,555: 6,510 13,141 185 29,639 27,649 36,333 40,975: 11,221 6,579
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 26, 2006 :
: -191: -1,190 617 1 1,037 226 -153 844: -38 -1,035
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.7 27.6 0.4 62.3 58.1 76.4 86.2: 23.6 13.8
Old : 100.0: 13.7 27.6 0.4 62.3 58.1 76.4 86.2: 23.6 13.8
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 : 78: 18 17 4 24 26 44 45:
Old : 78: 18 17 4 24 26 44 45:
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 41.1 52.5 53.1 41.5 41.0 50.9 52.9
Old : 41.5 41.1 52.5 53.1 41.5 41.0 50.9 52.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 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 : 438,287: 83,342 163,765 13,706 317,945 222,908 414,993 400,379: 23,294 37,908
Old : 438,287: 83,342 163,765 13,706 317,945 222,908 414,993 400,379: 23,294 37,908
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 26, 2006 :
: 602: 10,351 11,280 -5,983 -307 -2,827 4,061 2,470: -3,459 -1,868
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.0 37.4 3.1 72.5 50.9 94.7 91.4: 5.3 8.6
Old : 100.0: 19.0 37.4 3.1 72.5 50.9 94.7 91.4: 5.3 8.6
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 : 212: 64 62 19 53 46 125 119:
Old : 212: 64 62 19 53 46 125 119:
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 : 50.2 33.2 57.6 52.2 50.2 32.3 57.1 49.2
Old : 50.2 33.2 57.6 52.2 50.2 32.3 57.1 49.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 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 : 56,807: 31,493 9,943 61 7,190 37,403 38,744 47,407: 18,064 9,401
Old : 56,807: 31,493 9,943 61 7,190 37,403 38,744 47,407: 18,064 9,401
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 26, 2006 :
: -996: -2,949 5,548 4 3,658 -6,987 713 -1,435: -1,709 439
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.4 17.5 0.1 12.7 65.8 68.2 83.5: 31.8 16.5
Old : 100.0: 55.4 17.5 0.1 12.7 65.8 68.2 83.5: 31.8 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 : 46: 17 9 1 9 15 27 24:
Old : 46: 17 9 1 9 15 27 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 : 36.2 41.9 47.3 62.1 36.2 41.5 47.3 60.6
Old : 36.2 41.9 47.3 62.1 36.2 41.5 47.3 60.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE Code-239741
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 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 : 35,182: 800 4,692 0 30,834 19,419 31,634 24,111: 3,548 11,072
Old : 35,182: 800 4,692 0 30,834 19,419 31,634 24,111: 3,548 11,072
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 26, 2006 :
: 1,770: 0 -234 0 1,873 2,692 1,873 2,458: -104 -688
: : :
: : 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 : 56: 2 12 0 25 24 27 36:
Old : 56: 2 12 0 25 24 27 36:
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 20.6 70.5 34.9 54.3 20.6 70.2 33.6
Old : 54.6 20.6 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 with Delta-adjusted Options and Futures Combined, 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 : 428,583: 34,984 140,767 3,996 342,716 267,331 381,696 412,094: 46,887 16,488
Old : 428,583: 34,984 140,767 3,996 342,716 267,331 381,696 412,094: 46,887 16,488
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 26, 2006 :
: 3,616: -2,319 8,373 224 5,012 -5,197 2,917 3,400: 699 216
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.2 32.8 0.9 80.0 62.4 89.1 96.2: 10.9 3.8
Old : 100.0: 8.2 32.8 0.9 80.0 62.4 89.1 96.2: 10.9 3.8
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 : 206: 33 86 32 44 64 96 163:
Old : 206: 33 86 32 44 64 96 163:
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 : 57.2 28.4 71.2 44.4 56.7 25.4 67.8 40.5
Old : 57.2 28.4 71.2 44.4 56.7 25.4 67.8 40.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 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 : 42,855: 8,379 16,075 513 22,323 19,844 31,215 36,432: 11,640 6,424
Old : 42,855: 8,379 16,075 513 22,323 19,844 31,215 36,432: 11,640 6,424
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 26, 2006 :
: -410: 794 276 0 300 -895 1,094 -619: -1,504 209
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.6 37.5 1.2 52.1 46.3 72.8 85.0: 27.2 15.0
Old : 100.0: 19.6 37.5 1.2 52.1 46.3 72.8 85.0: 27.2 15.0
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 : 71: 16 23 5 16 20 33 47:
Old : 71: 16 23 5 16 20 33 47:
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 : 36.2 33.8 49.8 47.8 36.2 31.3 49.7 45.0
Old : 36.2 33.8 49.8 47.8 36.2 31.3 49.7 45.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 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 with Delta-adjusted Options and Futures Combined, 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 with Delta-adjusted Options and Futures Combined, 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