BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 10, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 20,000 POUNDS) :
: : :
All : 2,926: 278 0 97 1,918 2,469 2,293 2,566: 633 360
Old : 2,926: 278 0 97 1,918 2,469 2,293 2,566: 633 360
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 3, 2006 :
: -180: -39 0 1 -114 -242 -152 -241: -28 61
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.5 0.0 3.3 65.6 84.4 78.4 87.7: 21.6 12.3
Old : 100.0: 9.5 0.0 3.3 65.6 84.4 78.4 87.7: 21.6 12.3
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 : 21: 4 0 1 11 9 15 10:
Old : 21: 4 0 1 11 9 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 : 46.4 64.2 63.8 83.4 46.4 64.1 62.5 80.2
Old : 46.4 64.2 63.8 83.4 46.4 64.1 62.5 80.2
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 10, 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 : 32,134: 1,602 2,199 3,762 22,708 16,393 28,072 22,353: 4,062 9,780
Old : 32,134: 1,602 2,199 3,762 22,708 16,393 28,072 22,353: 4,062 9,780
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 3, 2006 :
: 607: -227 48 353 691 223 818 624: -211 -17
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.0 6.8 11.7 70.7 51.0 87.4 69.6: 12.6 30.4
Old : 100.0: 5.0 6.8 11.7 70.7 51.0 87.4 69.6: 12.6 30.4
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 : 50: 11 8 13 26 18 42 34:
Old : 50: 11 8 13 26 18 42 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 : 48.6 32.1 63.9 46.9 48.4 31.0 58.5 41.0
Old : 48.6 32.1 63.9 46.9 48.4 31.0 58.5 41.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 10, 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 : 184,441: 33,334 17,249 46,169 84,478 78,611 163,981 142,028: 20,460 42,413
Old : 184,441: 33,334 17,249 46,169 84,478 78,611 163,981 142,028: 20,460 42,413
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 3, 2006 :
: 693: 352 4,221 83 1,344 -3,188 1,780 1,116: -1,086 -423
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.1 9.4 25.0 45.8 42.6 88.9 77.0: 11.1 23.0
Old : 100.0: 18.1 9.4 25.0 45.8 42.6 88.9 77.0: 11.1 23.0
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 : 220: 63 77 89 39 49 167 166:
Old : 220: 63 77 89 39 49 167 166:
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 : 29.0 22.1 39.5 29.5 29.0 20.1 38.4 25.2
Old : 29.0 22.1 39.5 29.5 29.0 20.1 38.4 25.2
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 10, 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 : 227,041: 50,585 20,714 52,557 100,390 100,323 203,532 173,595: 23,508 53,446
Old : 227,041: 50,585 20,714 52,557 100,390 100,323 203,532 173,595: 23,508 53,446
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 3, 2006 :
: -30,316: -515 -1,013 -18,354 -7,994 -8,650 -26,863 -28,017: -3,453 -2,299
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.3 9.1 23.1 44.2 44.2 89.6 76.5: 10.4 23.5
Old : 100.0: 22.3 9.1 23.1 44.2 44.2 89.6 76.5: 10.4 23.5
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 : 315: 85 58 80 86 139 222 245:
Old : 315: 85 58 80 86 139 222 245:
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 : 24.3 12.9 35.8 19.8 24.3 11.5 34.6 17.0
Old : 24.3 12.9 35.8 19.8 24.3 11.5 34.6 17.0
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 10, 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 : 6,981: 2,584 2,817 853 1,489 1,242 4,926 4,912: 2,055 2,069
Old : 6,981: 2,584 2,817 853 1,489 1,242 4,926 4,912: 2,055 2,069
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 3, 2006 :
: -200: -160 -161 -50 -14 44 -224 -167: 25 -33
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.0 40.4 12.2 21.3 17.8 70.6 70.4: 29.4 29.6
Old : 100.0: 37.0 40.4 12.2 21.3 17.8 70.6 70.4: 29.4 29.6
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 : 70: 18 29 18 21 20 52 55:
Old : 70: 18 29 18 21 20 52 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 : 27.0 20.5 39.9 31.9 27.0 20.5 38.6 28.7
Old : 27.0 20.5 39.9 31.9 27.0 20.5 38.6 28.7
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 10, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50,000 POUNDS) :
: : :
All : 27,914: 7,354 6,167 5,770 8,836 5,207 21,960 17,144: 5,954 10,769
Old : 27,914: 7,354 6,167 5,770 8,836 5,207 21,960 17,144: 5,954 10,769
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 3, 2006 :
: -586: 502 710 -960 173 -304 -284 -554: -302 -32
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.3 22.1 20.7 31.7 18.7 78.7 61.4: 21.3 38.6
Old : 100.0: 26.3 22.1 20.7 31.7 18.7 78.7 61.4: 21.3 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 : 114: 32 34 25 30 30 76 78:
Old : 114: 32 34 25 30 30 76 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 : 17.4 13.5 29.8 23.6 15.7 12.5 26.6 19.1
Old : 17.4 13.5 29.8 23.6 15.7 12.5 26.6 19.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 10, 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 : 97,002: 34,865 32,940 2,855 27,802 38,966 65,522 74,761: 31,479 22,240
Old : 97,002: 34,865 32,940 2,855 27,802 38,966 65,522 74,761: 31,479 22,240
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 3, 2006 :
: -9,218: -10,836 -3,913 -897 2,151 -5,570 -9,581 -10,380: 364 1,162
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.9 34.0 2.9 28.7 40.2 67.5 77.1: 32.5 22.9
Old : 100.0: 35.9 34.0 2.9 28.7 40.2 67.5 77.1: 32.5 22.9
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 : 76: 18 26 7 21 19 43 48:
Old : 76: 18 26 7 21 19 43 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 : 23.7 30.1 36.3 42.7 23.7 30.1 36.3 42.6
Old : 23.7 30.1 36.3 42.7 23.7 30.1 36.3 42.6
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 10, 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 : 97,910: 8,541 69,290 915 78,776 4,956 88,232 75,161: 9,679 22,750
Old : 97,910: 8,541 69,290 915 78,776 4,956 88,232 75,161: 9,679 22,750
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 3, 2006 :
: 23,929: -2,229 28,404 454 26,451 -7,185 24,675 21,673: -746 2,256
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.7 70.8 0.9 80.5 5.1 90.1 76.8: 9.9 23.2
Old : 100.0: 8.7 70.8 0.9 80.5 5.1 90.1 76.8: 9.9 23.2
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 : 59: 8 33 1 14 9 22 43:
Old : 59: 8 33 1 14 9 22 43:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 65.0 29.8 77.4 42.1 64.9 29.8 77.1 42.1
Old : 65.0 29.8 77.4 42.1 64.9 29.8 77.1 42.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 10, 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 : 70,335: 31,309 21,537 288 32,857 41,662 64,454 63,487: 5,881 6,848
Old : 70,335: 31,309 21,537 288 32,857 41,662 64,454 63,487: 5,881 6,848
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 3, 2006 :
: 8,635: 410 -3,698 -18 5,779 9,518 6,171 5,802: 2,464 2,833
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.5 30.6 0.4 46.7 59.2 91.6 90.3: 8.4 9.7
Old : 100.0: 44.5 30.6 0.4 46.7 59.2 91.6 90.3: 8.4 9.7
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 : 71: 26 20 2 17 11 45 32:
Old : 71: 26 20 2 17 11 45 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 : 48.7 59.0 62.8 79.2 48.1 57.4 61.9 77.5
Old : 48.7 59.0 62.8 79.2 48.1 57.4 61.9 77.5
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 10, 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 : 104,600: 44,495 24,541 1,006 30,213 59,497 75,715 85,044: 28,886 19,556
Old : 104,600: 44,495 24,541 1,006 30,213 59,497 75,715 85,044: 28,886 19,556
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 3, 2006 :
: -3,440: -18,102 6,967 -473 12,229 -12,255 -6,346 -5,761: 2,906 2,321
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.5 23.5 1.0 28.9 56.9 72.4 81.3: 27.6 18.7
Old : 100.0: 42.5 23.5 1.0 28.9 56.9 72.4 81.3: 27.6 18.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 63: 24 14 5 15 16 40 34:
Old : 63: 24 14 5 15 16 40 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 : 39.7 38.9 51.3 58.7 39.7 37.1 51.3 56.5
Old : 39.7 38.9 51.3 58.7 39.7 37.1 51.3 56.5
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 10, 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 : 307,940: 47,420 175,222 6,358 217,344 84,980 271,121 266,560: 36,819 41,380
Old : 307,940: 47,420 175,222 6,358 217,344 84,980 271,121 266,560: 36,819 41,380
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 3, 2006 :
: 20,540: 4,962 22,842 -2,072 17,981 -3,451 20,871 17,319: -330 3,221
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.4 56.9 2.1 70.6 27.6 88.0 86.6: 12.0 13.4
Old : 100.0: 15.4 56.9 2.1 70.6 27.6 88.0 86.6: 12.0 13.4
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 : 125: 30 55 14 32 21 69 83:
Old : 125: 30 55 14 32 21 69 83:
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 27.8 58.5 44.4 33.9 27.0 49.9 40.3
Old : 41.5 27.8 58.5 44.4 33.9 27.0 49.9 40.3
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 10, 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 : 172,274: 70,292 34,098 11,755 32,195 83,196 114,243 129,050: 58,031 43,224
Old : 172,274: 70,292 34,098 11,755 32,195 83,196 114,243 129,050: 58,031 43,224
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 3, 2006 :
: 8,514: -4,877 15,119 -609 8,769 -12,602 3,283 1,908: 5,231 6,606
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.8 19.8 6.8 18.7 48.3 66.3 74.9: 33.7 25.1
Old : 100.0: 40.8 19.8 6.8 18.7 48.3 66.3 74.9: 33.7 25.1
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 : 127: 50 31 34 30 34 92 87:
Old : 127: 50 31 34 30 34 92 87:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.5 29.9 27.7 39.8 19.2 28.8 25.1 38.1
Old : 20.5 29.9 27.7 39.8 19.2 28.8 25.1 38.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 10, 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 : 15,750: 11,656 1,547 0 2,392 13,392 14,048 14,939: 1,702 811
Old : 15,750: 11,656 1,547 0 2,392 13,392 14,048 14,939: 1,702 811
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 3, 2006 :
: 2,324: 3,265 931 0 -651 1,819 2,614 2,750: -290 -426
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.0 9.8 0.0 15.2 85.0 89.2 94.9: 10.8 5.1
Old : 100.0: 74.0 9.8 0.0 15.2 85.0 89.2 94.9: 10.8 5.1
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 : 30: 9 7 0 8 8 17 15:
Old : 30: 9 7 0 8 8 17 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 71.0 71.3 81.1 85.3 71.0 70.1 81.1 84.1
Old : 71.0 71.3 81.1 85.3 71.0 70.1 81.1 84.1
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 10, 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 : 58,564: 12,354 863 2,312 39,912 49,659 54,578 52,834: 3,986 5,730
Old : 58,564: 12,354 863 2,312 39,912 49,659 54,578 52,834: 3,986 5,730
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 3, 2006 :
: -1,089: -2,572 863 935 178 -2,328 -1,459 -530: 370 -559
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.1 1.5 3.9 68.2 84.8 93.2 90.2: 6.8 9.8
Old : 100.0: 21.1 1.5 3.9 68.2 84.8 93.2 90.2: 6.8 9.8
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 : 22: 5 1 3 14 11 20 14:
Old : 22: 5 1 3 14 11 20 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 : 64.7 71.7 80.5 85.6 63.9 69.6 78.0 80.9
Old : 64.7 71.7 80.5 85.6 63.9 69.6 78.0 80.9
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 10, 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 :16,765,028: 633,871 496,899 5,780,594 9,159,803 9,015,963 15,574,268 15,293,456: 1,190,760 1,471,572
Old :16,765,028: 633,871 496,899 5,780,594 9,159,803 9,015,963 15,574,268 15,293,456: 1,190,760 1,471,572
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 3, 2006 :
: -96,678: -206,914 -107,556 9,435 142,174 1,189 -55,306 -96,933: -41,373 254
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.8 3.0 34.5 54.6 53.8 92.9 91.2: 7.1 8.8
Old : 100.0: 3.8 3.0 34.5 54.6 53.8 92.9 91.2: 7.1 8.8
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 : 312: 69 65 118 152 161 284 289:
Old : 312: 69 65 118 152 161 284 289:
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 : 27.2 15.5 37.5 25.4 22.2 8.6 24.8 13.0
Old : 27.2 15.5 37.5 25.4 22.2 8.6 24.8 13.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 10, 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 : 730,151: 79,498 30,088 66,748 430,775 457,314 577,020 554,150: 153,130 176,001
Old : 730,151: 79,498 30,088 66,748 430,775 457,314 577,020 554,150: 153,130 176,001
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 3, 2006 :
: 28,244: 1,944 -2,496 8,852 10,925 5,548 21,722 11,905: 6,521 16,339
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.9 4.1 9.1 59.0 62.6 79.0 75.9: 21.0 24.1
Old : 100.0: 10.9 4.1 9.1 59.0 62.6 79.0 75.9: 21.0 24.1
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 : 216: 53 52 71 82 66 181 143:
Old : 216: 53 52 71 82 66 181 143:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.6 20.0 24.4 31.5 17.4 20.0 24.0 31.5
Old : 17.6 20.0 24.4 31.5 17.4 20.0 24.0 31.5
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 10, 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 : 1,618,149: 296,248 329,049 111,160 763,041 1,022,554 1,170,450 1,462,764: 447,699 155,385
Old : 1,618,149: 296,248 329,049 111,160 763,041 1,022,554 1,170,450 1,462,764: 447,699 155,385
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 3, 2006 :
: 68,956: -9,311 12,810 18,976 19,540 24,668 29,205 56,455: 39,751 12,502
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.3 20.3 6.9 47.2 63.2 72.3 90.4: 27.7 9.6
Old : 100.0: 18.3 20.3 6.9 47.2 63.2 72.3 90.4: 27.7 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 : 272: 70 88 65 74 78 189 186:
Old : 272: 70 88 65 74 78 189 186:
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 : 17.5 27.2 28.2 40.1 14.8 24.2 23.6 34.8
Old : 17.5 27.2 28.2 40.1 14.8 24.2 23.6 34.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 10, 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 : 64,456: 6,049 28,943 59 50,589 31,966 56,697 60,968: 7,759 3,488
Old : 64,456: 6,049 28,943 59 50,589 31,966 56,697 60,968: 7,759 3,488
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 3, 2006 :
: -618: 458 -2,732 32 -4,753 2,089 -4,263 -611: 3,645 -7
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.4 44.9 0.1 78.5 49.6 88.0 94.6: 12.0 5.4
Old : 100.0: 9.4 44.9 0.1 78.5 49.6 88.0 94.6: 12.0 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 : 64: 10 7 2 28 27 39 35:
Old : 64: 10 7 2 28 27 39 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 : 44.0 51.9 59.7 69.0 42.3 51.9 58.1 69.0
Old : 44.0 51.9 59.7 69.0 42.3 51.9 58.1 69.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 10, 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 : 54,962: 12,160 13,198 846 33,943 29,292 46,949 43,336: 8,013 11,626
Old : 54,962: 12,160 13,198 846 33,943 29,292 46,949 43,336: 8,013 11,626
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 3, 2006 :
: 7,408: 5,650 57 661 4,305 1,643 10,616 2,360: -3,208 5,047
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.1 24.0 1.5 61.8 53.3 85.4 78.8: 14.6 21.2
Old : 100.0: 22.1 24.0 1.5 61.8 53.3 85.4 78.8: 14.6 21.2
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 : 80: 21 14 4 26 26 49 42:
Old : 80: 21 14 4 26 26 49 42:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.7 39.1 53.5 51.1 40.3 38.4 53.1 50.3
Old : 40.7 39.1 53.5 51.1 40.3 38.4 53.1 50.3
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 10, 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 : 473,654: 101,325 175,419 19,537 306,450 254,468 427,312 449,424: 46,342 24,229
Old : 473,654: 101,325 175,419 19,537 306,450 254,468 427,312 449,424: 46,342 24,229
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 3, 2006 :
: 35,367: 17,983 11,654 5,831 -11,495 31,561 12,319 49,046: 23,048 -13,679
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.4 37.0 4.1 64.7 53.7 90.2 94.9: 9.8 5.1
Old : 100.0: 21.4 37.0 4.1 64.7 53.7 90.2 94.9: 9.8 5.1
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 : 213: 68 56 23 54 47 132 116:
Old : 213: 68 56 23 54 47 132 116:
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 : 44.3 33.6 54.7 53.9 44.3 31.8 54.4 50.6
Old : 44.3 33.6 54.7 53.9 44.3 31.8 54.4 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 with Delta-adjusted Options and Futures Combined, October 10, 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 : 65,955: 43,831 8,565 81 3,157 47,002 47,069 55,647: 18,886 10,307
Old : 65,955: 43,831 8,565 81 3,157 47,002 47,069 55,647: 18,886 10,307
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 3, 2006 :
: 9,147: 12,338 -1,378 20 -4,033 9,599 8,325 8,241: 822 907
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.5 13.0 0.1 4.8 71.3 71.4 84.4: 28.6 15.6
Old : 100.0: 66.5 13.0 0.1 4.8 71.3 71.4 84.4: 28.6 15.6
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 : 48: 20 8 2 6 17 27 26:
Old : 48: 20 8 2 6 17 27 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.7 41.5 51.6 62.7 40.7 41.4 51.6 61.0
Old : 40.7 41.5 51.6 62.7 40.7 41.4 51.6 61.0
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 10, 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 : 34,240: 800 4,356 0 29,716 20,666 30,516 25,022: 3,724 9,218
Old : 34,240: 800 4,356 0 29,716 20,666 30,516 25,022: 3,724 9,218
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 3, 2006 :
: -943: 0 -336 0 -1,118 1,247 -1,118 911: 176 -1,854
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.3 12.7 0.0 86.8 60.4 89.1 73.1: 10.9 26.9
Old : 100.0: 2.3 12.7 0.0 86.8 60.4 89.1 73.1: 10.9 26.9
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 : 54: 2 11 0 23 25 25 36:
Old : 54: 2 11 0 23 25 25 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 : 59.2 20.9 73.4 35.3 58.9 20.7 73.1 34.6
Old : 59.2 20.9 73.4 35.3 58.9 20.7 73.1 34.6
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 10, 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 : 433,292: 43,536 143,582 5,507 345,822 265,981 394,864 415,070: 38,428 18,223
Old : 433,292: 43,536 143,582 5,507 345,822 265,981 394,864 415,070: 38,428 18,223
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 3, 2006 :
: 4,710: 8,552 2,814 1,511 3,106 -1,350 13,168 2,975: -8,459 1,734
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.0 33.1 1.3 79.8 61.4 91.1 95.8: 8.9 4.2
Old : 100.0: 10.0 33.1 1.3 79.8 61.4 91.1 95.8: 8.9 4.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 215: 35 95 38 43 61 105 167:
Old : 215: 35 95 38 43 61 105 167:
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 : 55.8 27.8 69.5 43.8 55.4 25.1 67.0 40.2
Old : 55.8 27.8 69.5 43.8 55.4 25.1 67.0 40.2
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 10, 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 : 43,712: 9,288 15,472 554 22,662 21,000 32,504 37,026: 11,208 6,686
Old : 43,712: 9,288 15,472 554 22,662 21,000 32,504 37,026: 11,208 6,686
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 3, 2006 :
: 857: 909 -603 41 339 1,157 1,289 595: -432 262
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.2 35.4 1.3 51.8 48.0 74.4 84.7: 25.6 15.3
Old : 100.0: 21.2 35.4 1.3 51.8 48.0 74.4 84.7: 25.6 15.3
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 : 73: 19 21 5 16 21 36 46:
Old : 73: 19 21 5 16 21 36 46:
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 : 35.8 33.7 48.9 47.4 35.8 30.4 48.0 43.9
Old : 35.8 33.7 48.9 47.4 35.8 30.4 48.0 43.9
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 10, 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 : 37,858: 15,907 3,389 0 14,960 11,503 30,867 14,892: 6,991 22,966
Old : 37,858: 15,907 3,389 0 14,960 11,503 30,867 14,892: 6,991 22,966
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 3, 2006 :
: 2,976: 668 416 -160 2,095 2,045 2,603 2,301: 373 675
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.0 9.0 0.0 39.5 30.4 81.5 39.3: 18.5 60.7
Old : 100.0: 42.0 9.0 0.0 39.5 30.4 81.5 39.3: 18.5 60.7
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 : 51: 14 5 0 21 13 35 18:
Old : 51: 14 5 0 21 13 35 18:
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 24.5 47.8 32.3 31.1 17.6 42.1 24.2
Old : 36.4 24.5 47.8 32.3 31.1 17.6 42.1 24.2
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 10, 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 : 49,295: 4,662 7,425 3,677 24,935 31,376 33,274 42,478: 16,021 6,817
Old : 49,295: 4,662 7,425 3,677 24,935 31,376 33,274 42,478: 16,021 6,817
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 3, 2006 :
: -2,836: 800 97 175 744 -122 1,719 150: -4,555 -2,986
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.5 15.1 7.5 50.6 63.6 67.5 86.2: 32.5 13.8
Old : 100.0: 9.5 15.1 7.5 50.6 63.6 67.5 86.2: 32.5 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 : 52: 5 9 7 27 32 36 44:
Old : 52: 5 9 7 27 32 36 44:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.9 30.7 46.0 47.6 22.1 22.9 28.6 33.9
Old : 29.9 30.7 46.0 47.6 22.1 22.9 28.6 33.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 13, 2006