BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders - Futures Only, October 17, 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 : 2,923: 207 0 116 2,032 2,560 2,355 2,676: 568 247
Old : 2,923: 207 0 116 2,032 2,560 2,355 2,676: 568 247
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 10, 2006 :
: -3: -71 0 19 114 91 62 110: -65 -113
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.1 0.0 4.0 69.5 87.6 80.6 91.5: 19.4 8.5
Old : 100.0: 7.1 0.0 4.0 69.5 87.6 80.6 91.5: 19.4 8.5
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 : 23: 3 0 1 13 11 16 12:
Old : 23: 3 0 1 13 11 16 12:
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 : 46.9 64.4 64.0 85.9 46.9 64.3 63.3 82.1
Old : 46.9 64.4 64.0 85.9 46.9 64.3 63.3 82.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MILK - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders - Futures Only, October 17, 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 : 27,417: 3,865 2,072 520 19,394 15,625 23,779 18,217: 3,638 9,200
Old : 27,417: 3,865 2,072 520 19,394 15,625 23,779 18,217: 3,638 9,200
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 10, 2006 :
: 1,123: 192 51 27 456 267 675 345: 448 778
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.1 7.6 1.9 70.7 57.0 86.7 66.4: 13.3 33.6
Old : 100.0: 14.1 7.6 1.9 70.7 57.0 86.7 66.4: 13.3 33.6
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 : 49: 12 8 10 25 15 39 31:
Old : 49: 12 8 10 25 15 39 31:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.6 37.7 62.4 50.5 46.5 35.8 61.5 48.0
Old : 46.6 37.7 62.4 50.5 46.5 35.8 61.5 48.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
Commitments of Traders - Futures Only, October 17, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 172,293: 32,217 19,531 41,667 79,815 74,052 153,699 135,250: 18,594 37,043
Old : 172,278: 32,217 19,533 41,665 79,815 74,044 153,697 135,242: 18,581 37,036
Other: 15: 2 0 0 0 8 2 8: 13 7
: : :
: : Changes in Commitments from: October 10, 2006 :
: -1,459: -1,242 -964 2,436 -1,520 68 -326 1,540: -1,133 -2,999
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.7 11.3 24.2 46.3 43.0 89.2 78.5: 10.8 21.5
Old : 100.0: 18.7 11.3 24.2 46.3 43.0 89.2 78.5: 10.8 21.5
Other: 100.0: 13.3 0.0 0.0 0.0 53.3 13.3 53.3: 86.7 46.7
: : :
:# Traders : Number of Traders in Each Category :
All : 212: 58 72 79 34 46 156 153:
Old : 212: 58 72 79 34 46 156 153:
Other: 2: 1 0 0 0 1 1 1:
:----------------------------------------------------------------------------------------------------
: 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 : 30.9 23.9 41.9 31.7 30.9 23.1 40.6 28.6
Old : 30.9 23.9 41.9 31.7 30.9 23.1 40.6 28.6
Other: 13.3 53.3 13.3 53.3 13.3 53.3 13.3 53.3
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders - Futures Only, October 17, 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 : 200,539: 46,237 26,439 36,215 93,730 88,388 176,182 151,042: 24,357 49,497
Old : 200,539: 46,237 26,439 36,215 93,730 88,388 176,182 151,042: 24,357 49,497
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 10, 2006 :
: -8,552: -3,711 -786 -3,443 -4,532 -5,218 -11,686 -9,447: 3,134 895
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.1 13.2 18.1 46.7 44.1 87.9 75.3: 12.1 24.7
Old : 100.0: 23.1 13.2 18.1 46.7 44.1 87.9 75.3: 12.1 24.7
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 : 278: 62 59 65 62 130 160 231:
Old : 278: 62 59 65 62 130 160 231:
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 : 27.5 10.9 40.3 18.6 27.5 10.1 38.5 17.0
Old : 27.5 10.9 40.3 18.6 27.5 10.1 38.5 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 - Futures Only, October 17, 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 : 6,444: 2,777 2,533 597 1,299 1,121 4,673 4,251: 1,771 2,193
Old : 6,444: 2,777 2,533 597 1,299 1,121 4,673 4,251: 1,771 2,193
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 10, 2006 :
: 234: 165 -208 190 -16 60 339 42: -105 192
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.1 39.3 9.3 20.2 17.4 72.5 66.0: 27.5 34.0
Old : 100.0: 43.1 39.3 9.3 20.2 17.4 72.5 66.0: 27.5 34.0
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 : 65: 19 24 12 22 19 46 50:
Old : 65: 19 24 12 22 19 46 50:
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 : 28.0 20.2 43.8 31.1 28.0 20.2 42.3 29.5
Old : 28.0 20.2 43.8 31.1 28.0 20.2 42.3 29.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
Commitments of Traders - Futures Only, October 17, 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 : 23,282: 6,359 6,180 3,845 8,067 3,381 18,271 13,406: 5,011 9,876
Old : 23,282: 6,359 6,180 3,845 8,067 3,381 18,271 13,406: 5,011 9,876
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 10, 2006 :
: -383: -954 -632 1,250 -417 -1,478 -121 -860: -262 477
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.3 26.5 16.5 34.6 14.5 78.5 57.6: 21.5 42.4
Old : 100.0: 27.3 26.5 16.5 34.6 14.5 78.5 57.6: 21.5 42.4
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 : 112: 27 38 25 30 23 74 75:
Old : 112: 27 38 25 30 23 74 75:
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 12.5 29.6 21.4 17.0 10.8 28.1 17.4
Old : 17.5 12.5 29.6 21.4 17.0 10.8 28.1 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 - Futures Only, October 17, 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 : 110,173: 26,833 51,331 1,393 53,383 32,888 81,609 85,612: 28,564 24,561
Old : 110,173: 26,833 51,331 1,393 53,383 32,888 81,609 85,612: 28,564 24,561
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 10, 2006 :
: 18,980: -7,439 18,918 43 26,564 -4,397 19,168 14,564: -188 4,416
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.4 46.6 1.3 48.5 29.9 74.1 77.7: 25.9 22.3
Old : 100.0: 24.4 46.6 1.3 48.5 29.9 74.1 77.7: 25.9 22.3
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 : 80: 18 30 2 24 14 44 44:
Old : 80: 18 30 2 24 14 44 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 : 23.9 32.1 42.1 45.8 23.8 32.1 42.0 45.7
Old : 23.9 32.1 42.1 45.8 23.8 32.1 42.0 45.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
Commitments of Traders - Futures Only, October 17, 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 : 105,046: 10,504 77,712 0 87,178 3,826 97,682 81,538: 7,364 23,508
Old : 105,046: 10,504 77,712 0 87,178 3,826 97,682 81,538: 7,364 23,508
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 10, 2006 :
: 9,067: 1,634 8,422 0 9,218 -503 10,852 7,919: -1,785 1,148
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.0 74.0 0.0 83.0 3.6 93.0 77.6: 7.0 22.4
Old : 100.0: 10.0 74.0 0.0 83.0 3.6 93.0 77.6: 7.0 22.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 60: 9 34 0 13 8 22 42:
Old : 60: 9 34 0 13 8 22 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 : 64.5 35.0 79.8 47.1 64.4 35.0 79.6 47.1
Old : 64.5 35.0 79.8 47.1 64.4 35.0 79.6 47.1
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 - Futures Only, October 17, 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 : 84,107: 64,691 12,214 169 14,984 69,852 79,844 82,235: 4,263 1,872
Old : 84,107: 64,691 12,214 169 14,984 69,852 79,844 82,235: 4,263 1,872
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 10, 2006 :
: 13,788: 33,382 -9,323 -119 -17,873 28,190 15,390 18,748: -1,602 -4,960
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.9 14.5 0.2 17.8 83.1 94.9 97.8: 5.1 2.2
Old : 100.0: 76.9 14.5 0.2 17.8 83.1 94.9 97.8: 5.1 2.2
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 : 91: 49 12 1 12 20 62 33:
Old : 91: 49 12 1 12 20 62 33:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.0 54.8 64.3 76.3 51.0 53.4 64.3 74.9
Old : 51.0 54.8 64.3 76.3 51.0 53.4 64.3 74.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
Commitments of Traders - Futures Only, October 17, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 62,500 POUNDS STERLING) :
: : :
All : 108,510: 56,447 23,142 0 26,843 66,137 83,290 89,279: 25,220 19,231
Old : 108,510: 56,447 23,142 0 26,843 66,137 83,290 89,279: 25,220 19,231
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 10, 2006 :
: 6,662: 12,014 -1,456 -308 -3,106 7,082 8,600 5,318: -1,938 1,344
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.0 21.3 0.0 24.7 61.0 76.8 82.3: 23.2 17.7
Old : 100.0: 52.0 21.3 0.0 24.7 61.0 76.8 82.3: 23.2 17.7
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 : 60: 23 13 0 12 16 35 29:
Old : 60: 23 13 0 12 16 35 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 : 38.8 40.1 55.0 61.7 38.8 38.6 55.0 60.2
Old : 38.8 40.1 55.0 61.7 38.8 38.6 55.0 60.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
Commitments of Traders - Futures Only, October 17, 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 : 261,575: 53,173 165,751 411 173,899 58,427 227,483 224,589: 34,092 36,986
Old : 261,575: 53,173 165,751 411 173,899 58,427 227,483 224,589: 34,092 36,986
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 10, 2006 :
: -6,228: 2,578 -8,442 -13 -8,959 4,715 -6,394 -3,740: 166 -2,488
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.3 63.4 0.2 66.5 22.3 87.0 85.9: 13.0 14.1
Old : 100.0: 20.3 63.4 0.2 66.5 22.3 87.0 85.9: 13.0 14.1
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 : 124: 33 53 4 27 20 63 74:
Old : 124: 33 53 4 27 20 63 74:
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 32.1 53.9 48.9 35.2 31.6 52.5 46.8
Old : 35.2 32.1 53.9 48.9 35.2 31.6 52.5 46.8
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 - Futures Only, October 17, 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 : 154,610: 69,850 43,258 2,545 32,824 67,746 105,219 113,549: 49,391 41,061
Old : 154,610: 69,850 43,258 2,545 32,824 67,746 105,219 113,549: 49,391 41,061
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 10, 2006 :
: 3,815: 745 10,681 -269 5,412 -9,490 5,888 922: -2,073 2,893
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.2 28.0 1.6 21.2 43.8 68.1 73.4: 31.9 26.6
Old : 100.0: 45.2 28.0 1.6 21.2 43.8 68.1 73.4: 31.9 26.6
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 : 125: 48 38 10 25 26 79 68:
Old : 125: 48 38 10 25 26 79 68:
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 : 20.2 32.5 29.7 41.8 18.8 32.0 27.9 40.9
Old : 20.2 32.5 29.7 41.8 18.8 32.0 27.9 40.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
Commitments of Traders - Futures Only, October 17, 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 : 19,759: 15,075 1,273 0 2,503 17,233 17,578 18,506: 2,181 1,253
Old : 19,759: 15,075 1,273 0 2,503 17,233 17,578 18,506: 2,181 1,253
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 10, 2006 :
: 4,009: 3,419 -274 0 111 3,841 3,530 3,567: 479 442
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.3 6.4 0.0 12.7 87.2 89.0 93.7: 11.0 6.3
Old : 100.0: 76.3 6.4 0.0 12.7 87.2 89.0 93.7: 11.0 6.3
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 : 31: 8 7 0 8 10 16 17:
Old : 31: 8 7 0 8 10 16 17:
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 : 73.1 69.9 82.8 85.4 73.1 68.7 82.8 84.1
Old : 73.1 69.9 82.8 85.4 73.1 68.7 82.8 84.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
Commitments of Traders - Futures Only, October 17, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $1,000,000 FACE VALUE) :
: : :
All : 9,731,151: 833,452 655,195 1,223,371 6,662,858 6,569,463 8,719,681 8,448,029: 1,011,470 1,283,122
Old : 9,731,151: 833,452 655,195 1,223,371 6,662,858 6,569,463 8,719,681 8,448,029: 1,011,470 1,283,122
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 10, 2006 :
: 32,514: -32,322 90,182 71,118 40,894 -87,348 79,690 73,952: -47,176 -41,438
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.6 6.7 12.6 68.5 67.5 89.6 86.8: 10.4 13.2
Old : 100.0: 8.6 6.7 12.6 68.5 67.5 89.6 86.8: 10.4 13.2
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 : 289: 52 59 87 137 153 237 264:
Old : 289: 52 59 87 137 153 237 264:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.6 17.7 45.4 27.8 36.4 14.0 41.7 21.9
Old : 37.6 17.7 45.4 27.8 36.4 14.0 41.7 21.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
Commitments of Traders - Futures Only, October 17, 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 : 606,835: 67,904 34,401 3,513 408,138 437,182 479,555 475,096: 127,280 131,739
Old : 606,835: 67,904 34,401 3,513 408,138 437,182 479,555 475,096: 127,280 131,739
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 10, 2006 :
: 118: -1,571 2,751 870 4,767 2,032 4,066 5,653: -3,948 -5,535
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.2 5.7 0.6 67.3 72.0 79.0 78.3: 21.0 21.7
Old : 100.0: 11.2 5.7 0.6 67.3 72.0 79.0 78.3: 21.0 21.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 202: 52 37 14 78 59 138 102:
Old : 202: 52 37 14 78 59 138 102:
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 : 20.9 24.1 29.0 38.0 20.8 24.1 28.6 38.0
Old : 20.9 24.1 29.0 38.0 20.8 24.1 28.6 38.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
Commitments of Traders - Futures Only, October 17, 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 : 1,557,473: 353,595 327,439 21,769 763,390 1,071,043 1,138,754 1,420,251: 418,719 137,222
Old : 1,557,473: 353,595 327,439 21,769 763,390 1,071,043 1,138,754 1,420,251: 418,719 137,222
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 10, 2006 :
: 58,335: 55,823 -14,300 -2,659 26,525 78,348 79,689 61,389: -21,354 -3,054
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.7 21.0 1.4 49.0 68.8 73.1 91.2: 26.9 8.8
Old : 100.0: 22.7 21.0 1.4 49.0 68.8 73.1 91.2: 26.9 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 : 250: 74 61 31 77 75 165 153:
Old : 250: 74 61 31 77 75 165 153:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.9 29.4 30.1 43.9 15.4 25.2 24.6 37.3
Old : 18.9 29.4 30.1 43.9 15.4 25.2 24.6 37.3
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 - Futures Only, October 17, 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 : 8,361: 601 0 0 4,449 6,524 5,050 6,524: 3,311 1,837
Old : 8,361: 601 0 0 4,449 6,524 5,050 6,524: 3,311 1,837
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 10, 2006 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.2 0.0 0.0 53.2 78.0 60.4 78.0: 39.6 22.0
Old : 100.0: 7.2 0.0 0.0 53.2 78.0 60.4 78.0: 39.6 22.0
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 : 22: 2 0 0 10 12 12 12:
Old : 22: 2 0 0 10 12 12 12:
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 : 39.6 43.2 54.7 67.0 39.6 42.8 54.7 66.7
Old : 39.6 43.2 54.7 67.0 39.6 42.8 54.7 66.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
Commitments of Traders - Futures Only, October 17, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 400 INDEX X $100) :
: : :
All : 65,647: 7,026 29,628 27 49,719 32,549 56,772 62,204: 8,875 3,443
Old : 65,647: 7,026 29,628 27 49,719 32,549 56,772 62,204: 8,875 3,443
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 10, 2006 :
: 1,191: 977 685 -32 -870 583 75 1,236: 1,116 -45
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.7 45.1 0.0 75.7 49.6 86.5 94.8: 13.5 5.2
Old : 100.0: 10.7 45.1 0.0 75.7 49.6 86.5 94.8: 13.5 5.2
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 : 66: 12 7 1 28 26 41 33:
Old : 66: 12 7 1 28 26 41 33:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.3 51.7 58.1 69.7 40.7 51.7 56.4 69.6
Old : 42.3 51.7 58.1 69.7 40.7 51.7 56.4 69.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
Commitments of Traders - Futures Only, October 17, 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 : 53,727: 11,078 12,567 3 34,458 28,404 45,539 40,974: 8,188 12,753
Old : 53,727: 11,078 12,567 3 34,458 28,404 45,539 40,974: 8,188 12,753
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 10, 2006 :
: 555: -861 -385 3 840 -697 -18 -1,079: 573 1,634
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.6 23.4 0.0 64.1 52.9 84.8 76.3: 15.2 23.7
Old : 100.0: 20.6 23.4 0.0 64.1 52.9 84.8 76.3: 15.2 23.7
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 : 77: 20 10 1 26 28 46 39:
Old : 77: 20 10 1 26 28 46 39:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.9 39.2 55.0 50.7 41.5 39.2 54.5 50.7
Old : 41.9 39.2 55.0 50.7 41.5 39.2 54.5 50.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
Commitments of Traders - Futures Only, October 17, 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 : 486,123: 106,352 139,725 8,534 291,356 286,960 406,242 435,219: 79,881 50,904
Old : 486,123: 106,352 139,725 8,534 291,356 286,960 406,242 435,219: 79,881 50,904
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 10, 2006 :
: 22,828: 4,760 -39,480 -2,395 -13,260 37,558 -10,895 -4,317: 33,723 27,145
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.9 28.7 1.8 59.9 59.0 83.6 89.5: 16.4 10.5
Old : 100.0: 21.9 28.7 1.8 59.9 59.0 83.6 89.5: 16.4 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 : 220: 72 58 16 52 48 134 112:
Old : 220: 72 58 16 52 48 134 112:
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 : 38.2 33.0 50.6 52.8 38.2 31.9 50.1 50.4
Old : 38.2 33.0 50.6 52.8 38.2 31.9 50.1 50.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
Commitments of Traders - Futures Only, October 17, 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 : 74,025: 49,027 9,338 0 4,191 56,534 53,218 65,872: 20,807 8,153
Old : 74,025: 49,027 9,338 0 4,191 56,534 53,218 65,872: 20,807 8,153
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 10, 2006 :
: 8,588: 5,196 757 -16 1,034 9,532 6,214 10,273: 2,374 -1,685
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.2 12.6 0.0 5.7 76.4 71.9 89.0: 28.1 11.0
Old : 100.0: 66.2 12.6 0.0 5.7 76.4 71.9 89.0: 28.1 11.0
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 : 53: 26 7 0 6 16 32 23:
Old : 53: 26 7 0 6 16 32 23:
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 : 38.3 47.6 48.0 69.0 38.3 46.4 48.0 66.9
Old : 38.3 47.6 48.0 69.0 38.3 46.4 48.0 66.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE Code-239741
Commitments of Traders - Futures Only, October 17, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (RUSSEL 2000 INDEX X $500) :
: : :
All : 35,736: 1,601 3,987 0 29,399 19,384 31,000 23,371: 4,736 12,365
Old : 35,736: 1,601 3,987 0 29,399 19,384 31,000 23,371: 4,736 12,365
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 10, 2006 :
: 1,501: 801 -368 0 -315 -1,282 486 -1,650: 1,015 3,151
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.5 11.2 0.0 82.3 54.2 86.7 65.4: 13.3 34.6
Old : 100.0: 4.5 11.2 0.0 82.3 54.2 86.7 65.4: 13.3 34.6
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 : 51: 3 10 0 23 22 26 32:
Old : 51: 3 10 0 23 22 26 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 : 56.7 21.6 68.3 35.2 56.4 20.9 67.9 34.5
Old : 56.7 21.6 68.3 35.2 56.4 20.9 67.9 34.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-239742
Commitments of Traders - Futures Only, October 17, 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 : 415,973: 46,109 120,842 1,805 317,116 275,002 365,030 397,649: 50,943 18,324
Old : 415,973: 46,109 120,842 1,805 317,116 275,002 365,030 397,649: 50,943 18,324
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 10, 2006 :
: -11,118: 3,017 -22,803 -159 -27,008 10,313 -24,150 -12,649: 13,032 1,531
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.1 29.1 0.4 76.2 66.1 87.8 95.6: 12.2 4.4
Old : 100.0: 11.1 29.1 0.4 76.2 66.1 87.8 95.6: 12.2 4.4
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 : 188: 29 72 10 44 61 80 136:
Old : 188: 29 72 10 44 61 80 136:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.0 27.2 65.4 40.0 53.5 25.5 64.5 38.3
Old : 54.0 27.2 65.4 40.0 53.5 25.5 64.5 38.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
Commitments of Traders - Futures Only, October 17, 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 : 44,653: 10,062 15,671 60 22,978 22,852 33,100 38,583: 11,553 6,070
Old : 44,653: 10,062 15,671 60 22,978 22,852 33,100 38,583: 11,553 6,070
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 10, 2006 :
: 1,650: 230 199 60 1,015 1,861 1,305 2,120: 345 -470
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.5 35.1 0.1 51.5 51.2 74.1 86.4: 25.9 13.6
Old : 100.0: 22.5 35.1 0.1 51.5 51.2 74.1 86.4: 25.9 13.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 76: 20 22 1 16 21 36 44:
Old : 76: 20 22 1 16 21 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 : 34.4 32.3 47.3 47.1 34.4 29.0 46.7 43.8
Old : 34.4 32.3 47.3 47.1 34.4 29.0 46.7 43.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
Commitments of Traders - Futures Only, October 17, 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 : 41,230: 16,046 3,139 174 15,843 13,002 32,063 16,315: 9,167 24,915
Old : 41,230: 16,046 3,139 174 15,843 13,002 32,063 16,315: 9,167 24,915
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 10, 2006 :
: 3,372: 139 -250 174 883 1,499 1,196 1,423: 2,176 1,949
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.9 7.6 0.4 38.4 31.5 77.8 39.6: 22.2 60.4
Old : 100.0: 38.9 7.6 0.4 38.4 31.5 77.8 39.6: 22.2 60.4
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 : 48: 15 6 1 19 11 35 17:
Old : 48: 15 6 1 19 11 35 17:
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 : 35.1 25.7 47.2 32.4 30.1 18.4 41.0 23.7
Old : 35.1 25.7 47.2 32.4 30.1 18.4 41.0 23.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GOLDMAN-SACHS COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
Commitments of Traders - Futures Only, October 17, 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 : 20,294: 4,921 1,853 0 14,731 17,258 19,652 19,111: 642 1,183
Old : 20,294: 4,921 1,853 0 14,731 17,258 19,652 19,111: 642 1,183
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 10, 2006 :
: 1,019: 1,430 95 -55 -602 622 773 662: 246 357
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.2 9.1 0.0 72.6 85.0 96.8 94.2: 3.2 5.8
Old : 100.0: 24.2 9.1 0.0 72.6 85.0 96.8 94.2: 3.2 5.8
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 : 21: 6 4 0 8 4 14 8:
Old : 21: 6 4 0 8 4 14 8:
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 : 79.2 91.0 91.1 94.2 79.2 91.0 91.0 94.0
Old : 79.2 91.0 91.1 94.2 79.2 91.0 91.0 94.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE Code-597741
Commitments of Traders - Futures Only, October 17, 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 : 55,401: 4,477 10,222 3,577 25,544 32,305 33,598 46,104: 21,803 9,297
Old : 55,401: 4,477 10,222 3,577 25,544 32,305 33,598 46,104: 21,803 9,297
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 10, 2006 :
: 6,106: -185 2,797 -100 609 929 324 3,626: 5,782 2,480
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.1 18.5 6.5 46.1 58.3 60.6 83.2: 39.4 16.8
Old : 100.0: 8.1 18.5 6.5 46.1 58.3 60.6 83.2: 39.4 16.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 53: 4 11 7 28 30 36 44:
Old : 53: 4 11 7 28 30 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 : 26.4 28.0 41.3 45.0 19.6 21.5 26.8 35.3
Old : 26.4 28.0 41.3 45.0 19.6 21.5 26.8 35.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 20, 2006