MILK - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 5, 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 : 34,456: 2,241 2,301 5,788 21,535 16,850 29,564 24,940: 4,892 9,516
Old : 34,456: 2,241 2,301 5,788 21,535 16,850 29,564 24,940: 4,892 9,516
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 28, 2006 :
: -3,628: 170 57 -319 -2,890 -1,274 -3,038 -1,536: -590 -2,092
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.5 6.7 16.8 62.5 48.9 85.8 72.4: 14.2 27.6
Old : 100.0: 6.5 6.7 16.8 62.5 48.9 85.8 72.4: 14.2 27.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 54: 11 8 13 28 22 45 38:
Old : 54: 11 8 13 28 22 45 38:
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 : 42.9 29.4 57.3 44.5 39.9 26.7 49.2 35.9
Old : 42.9 29.4 57.3 44.5 39.9 26.7 49.2 35.9
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, December 5, 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 : 194,939: 31,124 13,704 47,806 92,965 96,435 171,895 157,944: 23,045 36,995
Old : 192,833: 30,304 14,202 47,296 92,885 94,873 170,485 156,370: 22,349 36,463
Other: 2,106: 1,330 12 0 80 1,562 1,410 1,574: 696 532
: : :
: : Changes in Commitments from: November 28, 2006 :
: -219: -1,310 -500 1,062 -100 453 -347 1,016: 128 -1,234
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.0 7.0 24.5 47.7 49.5 88.2 81.0: 11.8 19.0
Old : 100.0: 15.7 7.4 24.5 48.2 49.2 88.4 81.1: 11.6 18.9
Other: 100.0: 63.2 0.6 0.0 3.8 74.2 67.0 74.7: 33.0 25.3
: : :
:# Traders : Number of Traders in Each Category :
All : 211: 69 53 82 45 46 168 151:
Old : 210: 68 55 82 45 46 167 151:
Other: 31: 12 2 0 2 15 14 17:
:----------------------------------------------------------------------------------------------------
: 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 : 27.9 29.4 38.9 38.6 27.9 25.0 36.7 30.7
Old : 28.2 29.7 39.4 38.8 28.2 25.2 37.1 30.7
Other: 47.8 49.3 61.1 66.5 47.8 49.3 61.1 66.5
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 5, 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 : 237,704: 53,363 22,863 57,922 103,011 101,205 214,297 181,990: 23,407 55,713
Old : 237,704: 53,363 22,863 57,922 103,011 101,205 214,297 181,990: 23,407 55,713
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 28, 2006 :
: -7,268: 3,953 1,594 -7,182 -4,651 -2,734 -7,880 -8,321: 612 1,053
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.4 9.6 24.4 43.3 42.6 90.2 76.6: 9.8 23.4
Old : 100.0: 22.4 9.6 24.4 43.3 42.6 90.2 76.6: 9.8 23.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 311: 74 65 80 89 140 205 261:
Old : 311: 74 65 80 89 140 205 261:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.6 10.6 35.7 18.2 23.6 9.1 34.1 14.1
Old : 23.6 10.6 35.7 18.2 23.6 9.1 34.1 14.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 5, 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 : 8,183: 2,211 2,903 1,542 2,232 1,579 5,985 6,024: 2,198 2,159
Old : 8,183: 2,211 2,903 1,542 2,232 1,579 5,985 6,024: 2,198 2,159
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 28, 2006 :
: 1,300: 29 413 551 347 73 926 1,037: 374 263
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.0 35.5 18.8 27.3 19.3 73.1 73.6: 26.9 26.4
Old : 100.0: 27.0 35.5 18.8 27.3 19.3 73.1 73.6: 26.9 26.4
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 : 79: 23 26 18 16 22 49 60:
Old : 79: 23 26 18 16 22 49 60:
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 : 27.1 18.5 41.8 31.8 27.1 17.5 39.3 26.3
Old : 27.1 18.5 41.8 31.8 27.1 17.5 39.3 26.3
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, December 5, 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 : 29,604: 6,762 7,294 5,375 11,018 4,434 23,155 17,103: 6,450 12,501
Old : 29,604: 6,762 7,294 5,375 11,018 4,434 23,155 17,103: 6,450 12,501
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 28, 2006 :
: 1,207: 230 312 -57 838 976 1,011 1,230: 196 -23
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.8 24.6 18.2 37.2 15.0 78.2 57.8: 21.8 42.2
Old : 100.0: 22.8 24.6 18.2 37.2 15.0 78.2 57.8: 21.8 42.2
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 : 118: 20 38 27 41 30 86 79:
Old : 118: 20 38 27 41 30 86 79:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.3 13.6 28.3 22.2 16.6 12.1 26.7 17.4
Old : 17.3 13.6 28.3 22.2 16.6 12.1 26.7 17.4
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, December 5, 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 : 141,337: 25,075 70,722 5,852 79,426 34,270 110,352 110,843: 30,985 30,494
Old : 141,337: 25,075 70,722 5,852 79,426 34,270 110,352 110,843: 30,985 30,494
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 28, 2006 :
: 9,958: -1,586 3,741 1,048 8,941 1,828 8,402 6,617: 1,556 3,341
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.7 50.0 4.1 56.2 24.2 78.1 78.4: 21.9 21.6
Old : 100.0: 17.7 50.0 4.1 56.2 24.2 78.1 78.4: 21.9 21.6
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 : 94: 22 36 13 29 23 58 65:
Old : 94: 22 36 13 29 23 58 65:
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 22.3 47.5 34.9 35.2 22.3 46.7 34.6
Old : 35.8 22.3 47.5 34.9 35.2 22.3 46.7 34.6
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, December 5, 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 : 83,424: 25,903 32,152 1,532 28,909 35,950 56,345 69,634: 27,080 13,790
Old : 83,424: 25,903 32,152 1,532 28,909 35,950 56,345 69,634: 27,080 13,790
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 28, 2006 :
: 2,562: 3,701 -3,660 1,022 -8,546 5,877 -3,823 3,239: 6,385 -677
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.1 38.5 1.8 34.7 43.1 67.5 83.5: 32.5 16.5
Old : 100.0: 31.1 38.5 1.8 34.7 43.1 67.5 83.5: 32.5 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 : 56: 20 15 2 9 17 30 34:
Old : 56: 20 15 2 9 17 30 34:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.2 35.1 47.5 53.6 35.1 35.1 47.5 51.8
Old : 35.2 35.1 47.5 53.6 35.1 35.1 47.5 51.8
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, December 5, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 500,000 MEXICAN PESOS) :
: : :
All : 73,827: 33,935 8,581 754 34,842 60,851 69,531 70,186: 4,296 3,641
Old : 73,827: 33,935 8,581 754 34,842 60,851 69,531 70,186: 4,296 3,641
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 28, 2006 :
: 304: 6,502 -15,563 -476 -5,954 15,800 72 -239: 232 543
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.0 11.6 1.0 47.2 82.4 94.2 95.1: 5.8 4.9
Old : 100.0: 46.0 11.6 1.0 47.2 82.4 94.2 95.1: 5.8 4.9
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 : 88: 37 21 3 17 19 55 42:
Old : 88: 37 21 3 17 19 55 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 : 36.4 58.9 54.8 75.6 32.9 52.3 45.9 64.5
Old : 36.4 58.9 54.8 75.6 32.9 52.3 45.9 64.5
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, December 5, 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 : 159,301: 96,235 20,285 4,908 18,121 110,316 119,264 135,509: 40,037 23,792
Old : 159,301: 96,235 20,285 4,908 18,121 110,316 119,264 135,509: 40,037 23,792
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 28, 2006 :
: -1,409: -4,817 1,025 1,570 290 -3,088 -2,957 -494: 1,549 -915
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.4 12.7 3.1 11.4 69.2 74.9 85.1: 25.1 14.9
Old : 100.0: 60.4 12.7 3.1 11.4 69.2 74.9 85.1: 25.1 14.9
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 : 88: 42 15 8 13 25 59 45:
Old : 88: 42 15 8 13 25 59 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 : 32.3 38.4 42.5 57.0 32.3 37.2 42.5 54.5
Old : 32.3 38.4 42.5 57.0 32.3 37.2 42.5 54.5
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, December 5, 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 : 318,294: 58,944 85,599 12,846 189,450 186,522 261,239 284,967: 57,055 33,327
Old : 318,294: 58,944 85,599 12,846 189,450 186,522 261,239 284,967: 57,055 33,327
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 28, 2006 :
: 18,500: 5,972 -12,013 1,715 3,408 28,546 11,095 18,249: 7,405 252
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.5 26.9 4.0 59.5 58.6 82.1 89.5: 17.9 10.5
Old : 100.0: 18.5 26.9 4.0 59.5 58.6 82.1 89.5: 17.9 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 : 120: 44 40 24 27 26 82 79:
Old : 120: 44 40 24 27 26 82 79:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.4 33.2 53.0 55.6 26.8 29.5 37.2 41.8
Old : 40.4 33.2 53.0 55.6 26.8 29.5 37.2 41.8
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, December 5, 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 : 283,216: 113,232 17,424 38,761 54,952 176,444 206,946 232,629: 76,271 50,587
Old : 283,216: 113,232 17,424 38,761 54,952 176,444 206,946 232,629: 76,271 50,587
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 28, 2006 :
: 25,790: 8,642 737 4,500 6,411 24,718 19,553 29,955: 6,237 -4,164
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.0 6.2 13.7 19.4 62.3 73.1 82.1: 26.9 17.9
Old : 100.0: 40.0 6.2 13.7 19.4 62.3 73.1 82.1: 26.9 17.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 153: 73 36 52 36 33 129 101:
Old : 153: 73 36 52 36 33 129 101:
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 : 15.3 35.8 23.4 45.8 13.9 34.2 19.8 43.4
Old : 15.3 35.8 23.4 45.8 13.9 34.2 19.8 43.4
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, December 5, 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 : 19,768: 15,427 957 0 2,057 17,707 17,484 18,664: 2,284 1,104
Old : 19,768: 15,427 957 0 2,057 17,707 17,484 18,664: 2,284 1,104
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 28, 2006 :
: 1,690: 1,745 198 0 -202 1,180 1,543 1,378: 147 312
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.0 4.8 0.0 10.4 89.6 88.4 94.4: 11.6 5.6
Old : 100.0: 78.0 4.8 0.0 10.4 89.6 88.4 94.4: 11.6 5.6
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 : 41: 20 4 0 6 12 26 16:
Old : 41: 20 4 0 6 12 26 16:
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 : 58.0 70.4 68.3 84.5 58.0 69.7 68.3 83.8
Old : 58.0 70.4 68.3 84.5 58.0 69.7 68.3 83.8
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, December 5, 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 :19,317,768: 1,094,039 539,385 6,738,182 10,251,056 10,451,249 18,083,277 17,728,816: 1,234,492 1,588,952
Old :19,317,768: 1,094,039 539,385 6,738,182 10,251,056 10,451,249 18,083,277 17,728,816: 1,234,492 1,588,952
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 28, 2006 :
: 1,254,053: 222,500 8,284 682,812 263,195 504,863 1,168,507 1,195,959: 85,546 58,094
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.7 2.8 34.9 53.1 54.1 93.6 91.8: 6.4 8.2
Old : 100.0: 5.7 2.8 34.9 53.1 54.1 93.6 91.8: 6.4 8.2
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 : 337: 67 73 116 169 180 304 307:
Old : 337: 67 73 116 169 180 304 307:
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 : 24.9 12.9 35.6 22.7 20.6 7.1 23.3 11.5
Old : 24.9 12.9 35.6 22.7 20.6 7.1 23.3 11.5
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, December 5, 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 : 809,368: 78,918 42,653 71,610 485,326 534,492 635,854 648,754: 173,514 160,614
Old : 809,368: 78,918 42,653 71,610 485,326 534,492 635,854 648,754: 173,514 160,614
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 28, 2006 :
: 57,610: 9,029 384 12,510 33,777 31,938 55,317 44,833: 2,293 12,777
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.8 5.3 8.8 60.0 66.0 78.6 80.2: 21.4 19.8
Old : 100.0: 9.8 5.3 8.8 60.0 66.0 78.6 80.2: 21.4 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 : 217: 57 47 68 88 71 183 148:
Old : 217: 57 47 68 88 71 183 148:
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 21.2 24.4 32.5 16.3 21.2 22.0 32.5
Old : 17.5 21.2 24.4 32.5 16.3 21.2 22.0 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, December 5, 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 : 2,078,930: 481,256 391,451 129,664 1,066,501 1,394,184 1,677,421 1,915,299: 401,510 163,632
Old : 2,078,930: 481,256 391,451 129,664 1,066,501 1,394,184 1,677,421 1,915,299: 401,510 163,632
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 28, 2006 :
: 175,663: 26,714 58,021 15,954 133,144 100,231 175,812 174,206: -150 1,457
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.1 18.8 6.2 51.3 67.1 80.7 92.1: 19.3 7.9
Old : 100.0: 23.1 18.8 6.2 51.3 67.1 80.7 92.1: 19.3 7.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 302: 91 77 83 93 88 232 201:
Old : 302: 91 77 83 93 88 232 201:
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 27.9 28.4 42.1 13.1 20.4 21.2 34.0
Old : 18.1 27.9 28.4 42.1 13.1 20.4 21.2 34.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-338741
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 5, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 400 INDEX X $500) :
: : :
All : 11,021: 991 0 0 6,173 7,826 7,164 7,826: 3,857 3,195
Old : 11,021: 991 0 0 6,173 7,826 7,164 7,826: 3,857 3,195
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 28, 2006 :
: 682: -18 0 0 217 200 199 200: 483 482
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.0 0.0 0.0 56.0 71.0 65.0 71.0: 35.0 29.0
Old : 100.0: 9.0 0.0 0.0 56.0 71.0 65.0 71.0: 35.0 29.0
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 : 25: 2 0 0 16 11 18 11:
Old : 25: 2 0 0 16 11 18 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 : 29.2 47.6 44.1 64.6 29.2 43.9 44.1 60.8
Old : 29.2 47.6 44.1 64.6 29.2 43.9 44.1 60.8
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, December 5, 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 : 87,506: 11,337 25,940 779 58,360 50,604 70,476 77,323: 17,030 10,183
Old : 87,506: 11,337 25,940 779 58,360 50,604 70,476 77,323: 17,030 10,183
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 28, 2006 :
: 5,766: 965 -3,891 405 1,026 2,373 2,396 -1,113: 3,370 6,879
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.0 29.6 0.9 66.7 57.8 80.5 88.4: 19.5 11.6
Old : 100.0: 13.0 29.6 0.9 66.7 57.8 80.5 88.4: 19.5 11.6
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 : 75: 10 7 4 35 33 48 43:
Old : 75: 10 7 4 35 33 48 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 : 26.9 34.9 46.5 52.0 26.6 34.8 45.2 52.0
Old : 26.9 34.9 46.5 52.0 26.6 34.8 45.2 52.0
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, December 5, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NASDAQ 100 INDEX X $100) :
: : :
All : 72,594: 16,790 6,621 1,033 47,687 31,837 65,510 39,491: 7,083 33,103
Old : 72,594: 16,790 6,621 1,033 47,687 31,837 65,510 39,491: 7,083 33,103
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 28, 2006 :
: 92: 499 -1,334 555 252 -1,000 1,307 -1,779: -1,215 1,870
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.1 9.1 1.4 65.7 43.9 90.2 54.4: 9.8 45.6
Old : 100.0: 23.1 9.1 1.4 65.7 43.9 90.2 54.4: 9.8 45.6
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 : 93: 26 16 8 31 26 61 47:
Old : 93: 26 16 8 31 26 61 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 : 41.0 23.4 56.8 31.5 40.6 23.1 56.4 31.0
Old : 41.0 23.4 56.8 31.5 40.6 23.1 56.4 31.0
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, December 5, 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 : 537,465: 181,614 155,686 13,511 187,622 332,270 382,748 501,468: 154,717 35,997
Old : 537,465: 181,614 155,686 13,511 187,622 332,270 382,748 501,468: 154,717 35,997
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 28, 2006 :
: 22,328: 12,762 -7,938 -639 1,123 18,354 13,247 9,777: 9,082 12,551
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.8 29.0 2.5 34.9 61.8 71.2 93.3: 28.8 6.7
Old : 100.0: 33.8 29.0 2.5 34.9 61.8 71.2 93.3: 28.8 6.7
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 : 239: 92 45 25 64 56 170 112:
Old : 239: 92 45 25 64 56 170 112:
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 : 17.2 36.8 27.6 55.3 17.0 35.3 26.5 50.6
Old : 17.2 36.8 27.6 55.3 17.0 35.3 26.5 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, December 5, 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 : 130,393: 88,467 13,291 755 6,613 108,357 95,835 122,404: 34,558 7,989
Old : 130,393: 88,467 13,291 755 6,613 108,357 95,835 122,404: 34,558 7,989
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 28, 2006 :
: 5,617: -1,796 2,703 -158 5,011 4,851 3,057 7,395: 2,561 -1,778
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.8 10.2 0.6 5.1 83.1 73.5 93.9: 26.5 6.1
Old : 100.0: 67.8 10.2 0.6 5.1 83.1 73.5 93.9: 26.5 6.1
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 : 73: 42 8 2 7 19 51 28:
Old : 73: 42 8 2 7 19 51 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.1 57.9 37.5 76.9 28.1 57.9 37.5 76.0
Old : 28.1 57.9 37.5 76.9 28.1 57.9 37.5 76.0
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, December 5, 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 : 42,410: 4,621 3,612 0 33,026 25,988 37,647 29,600: 4,763 12,811
Old : 42,410: 4,621 3,612 0 33,026 25,988 37,647 29,600: 4,763 12,811
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 28, 2006 :
: 601: 860 -15 0 154 982 1,014 967: -414 -367
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.9 8.5 0.0 77.9 61.3 88.8 69.8: 11.2 30.2
Old : 100.0: 10.9 8.5 0.0 77.9 61.3 88.8 69.8: 11.2 30.2
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 : 56: 4 11 0 25 25 29 36:
Old : 56: 4 11 0 25 25 29 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 : 48.5 24.8 69.4 39.9 48.3 22.1 69.2 36.4
Old : 48.5 24.8 69.4 39.9 48.3 22.1 69.2 36.4
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, December 5, 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 : 438,016: 52,297 134,456 12,060 319,276 272,804 383,633 419,320: 54,383 18,696
Old : 438,016: 52,297 134,456 12,060 319,276 272,804 383,633 419,320: 54,383 18,696
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 28, 2006 :
: 29,805: -796 1,127 3,205 27,490 22,591 29,899 26,923: -94 2,882
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.9 30.7 2.8 72.9 62.3 87.6 95.7: 12.4 4.3
Old : 100.0: 11.9 30.7 2.8 72.9 62.3 87.6 95.7: 12.4 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 : 234: 44 91 48 58 69 141 170:
Old : 234: 44 91 48 58 69 141 170:
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 : 41.2 25.6 53.6 40.4 41.2 24.0 52.9 37.5
Old : 41.2 25.6 53.6 40.4 41.2 24.0 52.9 37.5
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, December 5, 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 : 54,408: 8,365 17,568 2,257 28,045 23,896 38,667 43,721: 15,741 10,687
Old : 54,408: 8,365 17,568 2,257 28,045 23,896 38,667 43,721: 15,741 10,687
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 28, 2006 :
: 5,854: -269 12 1,424 1,446 1,757 2,601 3,193: 3,253 2,662
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.4 32.3 4.1 51.5 43.9 71.1 80.4: 28.9 19.6
Old : 100.0: 15.4 32.3 4.1 51.5 43.9 71.1 80.4: 28.9 19.6
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 : 84: 19 27 12 22 27 49 58:
Old : 84: 19 27 12 22 27 49 58:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.8 25.4 40.0 40.5 28.8 23.2 39.1 38.3
Old : 28.8 25.4 40.0 40.5 28.8 23.2 39.1 38.3
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, December 5, 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 : 54,531: 13,126 3,636 130 31,198 25,820 44,454 29,586: 10,077 24,945
Old : 54,531: 13,126 3,636 130 31,198 25,820 44,454 29,586: 10,077 24,945
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 28, 2006 :
: 12,768: -113 -326 117 11,135 10,824 11,139 10,615: 1,629 2,153
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.1 6.7 0.2 57.2 47.3 81.5 54.3: 18.5 45.7
Old : 100.0: 24.1 6.7 0.2 57.2 47.3 81.5 54.3: 18.5 45.7
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 : 55: 15 6 4 25 19 40 29:
Old : 55: 15 6 4 25 19 40 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.6 31.5 41.7 41.0 17.6 13.9 27.2 19.2
Old : 28.6 31.5 41.7 41.0 17.6 13.9 27.2 19.2
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, December 5, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (GSCI X $250) :
: : :
All : 21,873: 7,002 1,717 41 14,320 19,406 21,363 21,164: 510 709
Old : 21,873: 7,002 1,717 41 14,320 19,406 21,363 21,164: 510 709
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 28, 2006 :
: -36: -321 142 -145 278 3 -188 0: 152 -36
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.0 7.8 0.2 65.5 88.7 97.7 96.8: 2.3 3.2
Old : 100.0: 32.0 7.8 0.2 65.5 88.7 97.7 96.8: 2.3 3.2
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 : 22: 5 5 1 8 5 13 11:
Old : 22: 5 5 1 8 5 13 11:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 83.7 92.7 93.1 95.8 83.5 92.7 92.9 95.8
Old : 83.7 92.7 93.1 95.8 83.5 92.7 92.9 95.8
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, December 5, 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 : 55,705: 5,149 10,433 3,180 32,212 36,293 40,541 49,906: 15,164 5,799
Old : 55,705: 5,149 10,433 3,180 32,212 36,293 40,541 49,906: 15,164 5,799
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 28, 2006 :
: 2,614: -1,050 -477 818 3,154 1,272 2,922 1,613: -308 1,001
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.2 18.7 5.7 57.8 65.2 72.8 89.6: 27.2 10.4
Old : 100.0: 9.2 18.7 5.7 57.8 65.2 72.8 89.6: 27.2 10.4
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 : 59: 6 11 8 30 34 40 49:
Old : 59: 6 11 8 30 34 40 49:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.2 30.9 46.5 48.0 20.4 20.3 26.7 32.0
Old : 30.2 30.9 46.5 48.0 20.4 20.3 26.7 32.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 8, 2006