BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders - Futures Only, October 24, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 20,000 POUNDS) :
: : :
All : 3,139: 356 3 113 2,132 2,743 2,601 2,859: 538 280
Old : 3,139: 356 3 113 2,132 2,743 2,601 2,859: 538 280
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 17, 2006 :
: 216: 149 3 -3 100 183 246 183: -30 33
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.3 0.1 3.6 67.9 87.4 82.9 91.1: 17.1 8.9
Old : 100.0: 11.3 0.1 3.6 67.9 87.4 82.9 91.1: 17.1 8.9
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 : 25: 2 1 1 14 12 17 13:
Old : 25: 2 1 1 14 12 17 13:
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 : 45.5 61.7 65.2 81.1 45.5 61.7 65.2 77.6
Old : 45.5 61.7 65.2 81.1 45.5 61.7 65.2 77.6
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 24, 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 : 29,325: 4,702 1,742 458 19,745 16,807 24,905 19,007: 4,420 10,318
Old : 29,325: 4,702 1,742 458 19,745 16,807 24,905 19,007: 4,420 10,318
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 17, 2006 :
: 1,908: 837 -330 -62 351 1,182 1,126 790: 782 1,118
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.0 5.9 1.6 67.3 57.3 84.9 64.8: 15.1 35.2
Old : 100.0: 16.0 5.9 1.6 67.3 57.3 84.9 64.8: 15.1 35.2
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 : 47: 11 6 10 25 17 37 32:
Old : 47: 11 6 10 25 17 37 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 : 43.9 38.6 61.1 51.7 43.8 37.5 60.6 49.4
Old : 43.9 38.6 61.1 51.7 43.8 37.5 60.6 49.4
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 24, 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 : 172,063: 32,798 18,942 41,553 80,174 74,336 154,525 134,831: 17,538 37,232
Old : 171,834: 32,696 18,952 41,543 80,170 74,153 154,409 134,648: 17,425 37,186
Other: 229: 112 0 0 4 183 116 183: 113 46
: : :
: : Changes in Commitments from: October 17, 2006 :
: -230: 581 -589 -114 359 284 826 -419: -1,056 189
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.1 11.0 24.1 46.6 43.2 89.8 78.4: 10.2 21.6
Old : 100.0: 19.0 11.0 24.2 46.7 43.2 89.9 78.4: 10.1 21.6
Other: 100.0: 48.9 0.0 0.0 1.7 79.9 50.7 79.9: 49.3 20.1
: : :
:# Traders : Number of Traders in Each Category :
All : 214: 53 76 81 34 44 151 162:
Old : 214: 53 76 81 34 44 151 162:
Other: 7: 3 0 0 1 3 4 3:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.0 23.3 42.6 30.8 31.0 22.5 41.4 28.2
Old : 31.0 23.4 42.6 30.8 31.0 22.5 41.4 28.2
Other: 50.7 79.9 50.7 79.9 50.7 79.9 50.7 79.9
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders - Futures Only, October 24, 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 : 201,415: 47,219 27,826 41,843 92,721 84,767 181,783 154,436: 19,632 46,979
Old : 201,415: 47,219 27,826 41,843 92,721 84,767 181,783 154,436: 19,632 46,979
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 17, 2006 :
: 876: 982 1,387 5,628 -1,009 -3,621 5,601 3,394: -4,725 -2,518
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.4 13.8 20.8 46.0 42.1 90.3 76.7: 9.7 23.3
Old : 100.0: 23.4 13.8 20.8 46.0 42.1 90.3 76.7: 9.7 23.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 271: 64 64 70 62 114 165 219:
Old : 271: 64 64 70 62 114 165 219:
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 : 27.3 10.7 40.7 18.3 27.3 9.6 38.9 16.2
Old : 27.3 10.7 40.7 18.3 27.3 9.6 38.9 16.2
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 24, 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 : 6,542: 2,970 2,554 530 1,246 1,255 4,746 4,339: 1,796 2,203
Old : 6,542: 2,970 2,554 530 1,246 1,255 4,746 4,339: 1,796 2,203
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 17, 2006 :
: 98: 193 21 -67 -53 134 73 88: 25 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.4 39.0 8.1 19.0 19.2 72.5 66.3: 27.5 33.7
Old : 100.0: 45.4 39.0 8.1 19.0 19.2 72.5 66.3: 27.5 33.7
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 : 68: 18 26 13 21 19 48 51:
Old : 68: 18 26 13 21 19 48 51:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.4 20.5 44.3 31.5 28.4 20.5 44.3 31.5
Old : 28.4 20.5 44.3 31.5 28.4 20.5 44.3 31.5
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 24, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50,000 POUNDS) :
: : :
All : 24,056: 7,037 7,536 3,483 8,128 3,381 18,648 14,400: 5,408 9,656
Old : 24,056: 7,037 7,536 3,483 8,128 3,381 18,648 14,400: 5,408 9,656
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 17, 2006 :
: 774: 678 1,356 -362 61 0 377 994: 397 -220
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.3 31.3 14.5 33.8 14.1 77.5 59.9: 22.5 40.1
Old : 100.0: 29.3 31.3 14.5 33.8 14.1 77.5 59.9: 22.5 40.1
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 : 113: 29 39 24 29 21 73 74:
Old : 113: 29 39 24 29 21 73 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 : 19.9 13.2 31.4 22.5 18.2 12.7 29.6 20.0
Old : 19.9 13.2 31.4 22.5 18.2 12.7 29.6 20.0
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 24, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100,000 CANADIAN DOLLARS) :
: : :
All : 100,203: 24,985 39,218 1,093 45,246 37,415 71,324 77,726: 28,879 22,477
Old : 100,203: 24,985 39,218 1,093 45,246 37,415 71,324 77,726: 28,879 22,477
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 17, 2006 :
: -9,970: -1,848 -12,113 -300 -8,137 4,527 -10,285 -7,886: 315 -2,084
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.9 39.1 1.1 45.2 37.3 71.2 77.6: 28.8 22.4
Old : 100.0: 24.9 39.1 1.1 45.2 37.3 71.2 77.6: 28.8 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 : 77: 16 28 1 24 15 41 43:
Old : 77: 16 28 1 24 15 41 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 : 26.1 32.4 41.5 47.3 25.9 32.4 41.3 47.3
Old : 26.1 32.4 41.5 47.3 25.9 32.4 41.3 47.3
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 24, 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 : 107,816: 9,331 79,554 0 89,954 3,969 99,285 83,523: 8,531 24,293
Old : 107,816: 9,331 79,554 0 89,954 3,969 99,285 83,523: 8,531 24,293
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 17, 2006 :
: 2,770: -1,173 1,842 0 2,776 143 1,603 1,985: 1,167 785
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.7 73.8 0.0 83.4 3.7 92.1 77.5: 7.9 22.5
Old : 100.0: 8.7 73.8 0.0 83.4 3.7 92.1 77.5: 7.9 22.5
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 : 57: 7 34 0 13 6 20 40:
Old : 57: 7 34 0 13 6 20 40:
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 : 67.4 35.9 80.6 47.1 67.3 35.9 80.4 47.1
Old : 67.4 35.9 80.6 47.1 67.3 35.9 80.4 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 24, 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 : 99,853: 79,052 11,969 167 16,033 85,644 95,252 97,780: 4,601 2,073
Old : 99,853: 79,052 11,969 167 16,033 85,644 95,252 97,780: 4,601 2,073
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 17, 2006 :
: 15,746: 14,361 -245 -2 1,049 15,792 15,408 15,545: 338 201
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.2 12.0 0.2 16.1 85.8 95.4 97.9: 4.6 2.1
Old : 100.0: 79.2 12.0 0.2 16.1 85.8 95.4 97.9: 4.6 2.1
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 : 99: 56 11 1 15 20 72 31:
Old : 99: 56 11 1 15 20 72 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 : 46.2 51.6 61.7 75.8 46.2 50.5 61.7 74.7
Old : 46.2 51.6 61.7 75.8 46.2 50.5 61.7 74.7
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 24, 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 : 101,676: 56,205 19,040 568 21,300 65,613 78,073 85,221: 23,603 16,455
Old : 101,676: 56,205 19,040 568 21,300 65,613 78,073 85,221: 23,603 16,455
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 17, 2006 :
: -6,834: -242 -4,102 568 -5,543 -524 -5,217 -4,058: -1,617 -2,776
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.3 18.7 0.6 20.9 64.5 76.8 83.8: 23.2 16.2
Old : 100.0: 55.3 18.7 0.6 20.9 64.5 76.8 83.8: 23.2 16.2
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 : 62: 25 10 1 15 18 40 29:
Old : 62: 25 10 1 15 18 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 : 39.1 43.0 50.6 64.9 39.1 41.6 50.6 63.5
Old : 39.1 43.0 50.6 64.9 39.1 41.6 50.6 63.5
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 - Futures Only, October 24, 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 : 282,998: 50,401 187,691 1,038 195,865 57,498 247,304 246,227: 35,694 36,771
Old : 282,998: 50,401 187,691 1,038 195,865 57,498 247,304 246,227: 35,694 36,771
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 17, 2006 :
: 21,423: -2,772 21,940 627 21,966 -929 19,821 21,638: 1,602 -215
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.8 66.3 0.4 69.2 20.3 87.4 87.0: 12.6 13.0
Old : 100.0: 17.8 66.3 0.4 69.2 20.3 87.4 87.0: 12.6 13.0
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 : 133: 32 61 5 30 19 65 82:
Old : 133: 32 61 5 30 19 65 82:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.8 32.0 51.8 48.7 34.8 32.0 50.4 46.8
Old : 34.8 32.0 51.8 48.7 34.8 32.0 50.4 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 24, 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 : 158,034: 70,934 43,783 2,884 38,127 70,020 111,945 116,687: 46,089 41,347
Old : 158,034: 70,934 43,783 2,884 38,127 70,020 111,945 116,687: 46,089 41,347
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 17, 2006 :
: 3,424: 1,084 525 339 5,303 2,274 6,726 3,138: -3,302 286
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.9 27.7 1.8 24.1 44.3 70.8 73.8: 29.2 26.2
Old : 100.0: 44.9 27.7 1.8 24.1 44.3 70.8 73.8: 29.2 26.2
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 : 123: 46 34 16 28 29 82 71:
Old : 123: 46 34 16 28 29 82 71:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.7 29.2 31.1 40.5 20.3 29.2 29.8 39.8
Old : 20.7 29.2 31.1 40.5 20.3 29.2 29.8 39.8
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 24, 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 : 21,403: 16,443 1,208 0 2,831 18,817 19,274 20,025: 2,129 1,378
Old : 21,403: 16,443 1,208 0 2,831 18,817 19,274 20,025: 2,129 1,378
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 17, 2006 :
: 1,644: 1,368 -65 0 328 1,584 1,696 1,519: -52 125
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.8 5.6 0.0 13.2 87.9 90.1 93.6: 9.9 6.4
Old : 100.0: 76.8 5.6 0.0 13.2 87.9 90.1 93.6: 9.9 6.4
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 : 35: 12 6 0 8 11 20 17:
Old : 35: 12 6 0 8 11 20 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 : 70.4 66.2 79.4 84.7 70.4 65.1 79.4 83.2
Old : 70.4 66.2 79.4 84.7 70.4 65.1 79.4 83.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
Commitments of Traders - Futures Only, October 24, 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 : 9,778,629: 773,110 743,187 1,235,868 6,740,017 6,404,358 8,748,995 8,383,413: 1,029,634 1,395,216
Old : 9,778,629: 773,110 743,187 1,235,868 6,740,017 6,404,358 8,748,995 8,383,413: 1,029,634 1,395,216
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 17, 2006 :
: 47,478: -60,342 87,992 12,497 77,159 -165,105 29,314 -64,616: 18,164 112,094
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.9 7.6 12.6 68.9 65.5 89.5 85.7: 10.5 14.3
Old : 100.0: 7.9 7.6 12.6 68.9 65.5 89.5 85.7: 10.5 14.3
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 : 295: 53 61 90 143 156 245 270:
Old : 295: 53 61 90 143 156 245 270:
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 : 38.1 16.2 46.1 26.3 36.9 13.1 42.5 20.6
Old : 38.1 16.2 46.1 26.3 36.9 13.1 42.5 20.6
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 24, 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 : 619,915: 71,880 31,462 3,682 415,053 447,774 490,615 482,918: 129,300 136,997
Old : 619,915: 71,880 31,462 3,682 415,053 447,774 490,615 482,918: 129,300 136,997
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 17, 2006 :
: 13,080: 3,976 -2,939 169 6,915 10,592 11,060 7,822: 2,020 5,258
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.6 5.1 0.6 67.0 72.2 79.1 77.9: 20.9 22.1
Old : 100.0: 11.6 5.1 0.6 67.0 72.2 79.1 77.9: 20.9 22.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 197: 46 35 16 79 62 133 105:
Old : 197: 46 35 16 79 62 133 105:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.5 24.1 28.4 38.3 20.4 24.1 28.1 38.3
Old : 20.5 24.1 28.4 38.3 20.4 24.1 28.1 38.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
Commitments of Traders - Futures Only, October 24, 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 : 1,610,999: 387,262 344,273 33,798 768,175 1,087,825 1,189,235 1,465,896: 421,764 145,103
Old : 1,610,999: 387,262 344,273 33,798 768,175 1,087,825 1,189,235 1,465,896: 421,764 145,103
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 17, 2006 :
: 53,526: 33,667 16,834 12,029 4,785 16,782 50,481 45,645: 3,045 7,881
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.0 21.4 2.1 47.7 67.5 73.8 91.0: 26.2 9.0
Old : 100.0: 24.0 21.4 2.1 47.7 67.5 73.8 91.0: 26.2 9.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 261: 75 70 31 75 78 167 162:
Old : 261: 75 70 31 75 78 167 162:
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 : 18.8 28.8 29.8 43.4 15.0 24.9 24.5 37.0
Old : 18.8 28.8 29.8 43.4 15.0 24.9 24.5 37.0
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 - Futures Only, October 24, 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 : 8,536: 749 0 0 4,477 6,865 5,226 6,865: 3,310 1,671
Old : 8,536: 749 0 0 4,477 6,865 5,226 6,865: 3,310 1,671
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 17, 2006 :
: 175: 148 0 0 28 341 176 341: -1 -166
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.8 0.0 0.0 52.4 80.4 61.2 80.4: 38.8 19.6
Old : 100.0: 8.8 0.0 0.0 52.4 80.4 61.2 80.4: 38.8 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 : 22: 2 0 0 10 13 12 13:
Old : 22: 2 0 0 10 13 12 13:
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 : 38.6 50.4 54.8 69.6 38.6 50.0 54.8 69.3
Old : 38.6 50.4 54.8 69.6 38.6 50.0 54.8 69.3
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 24, 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 : 67,916: 7,319 31,539 27 51,135 33,071 58,481 64,637: 9,435 3,279
Old : 67,916: 7,319 31,539 27 51,135 33,071 58,481 64,637: 9,435 3,279
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 17, 2006 :
: 2,269: 293 1,911 0 1,416 522 1,709 2,433: 560 -164
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.8 46.4 0.0 75.3 48.7 86.1 95.2: 13.9 4.8
Old : 100.0: 10.8 46.4 0.0 75.3 48.7 86.1 95.2: 13.9 4.8
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 : 63: 12 7 1 27 24 40 31:
Old : 63: 12 7 1 27 24 40 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 : 40.7 52.5 56.3 70.7 39.2 52.5 54.8 70.6
Old : 40.7 52.5 56.3 70.7 39.2 52.5 54.8 70.6
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 24, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NASDAQ 100 INDEX X $100) :
: : :
All : 54,585: 10,887 8,617 3 34,526 32,195 45,416 40,815: 9,169 13,770
Old : 54,585: 10,887 8,617 3 34,526 32,195 45,416 40,815: 9,169 13,770
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 17, 2006 :
: 858: -191 -3,950 0 68 3,791 -123 -159: 981 1,017
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.9 15.8 0.0 63.3 59.0 83.2 74.8: 16.8 25.2
Old : 100.0: 19.9 15.8 0.0 63.3 59.0 83.2 74.8: 16.8 25.2
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 : 79: 19 12 1 25 30 45 42:
Old : 79: 19 12 1 25 30 45 42:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.8 31.1 53.8 44.1 37.4 31.0 50.4 43.2
Old : 40.8 31.1 53.8 44.1 37.4 31.0 50.4 43.2
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 24, 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 : 431,235: 110,432 130,995 10,712 247,117 265,462 368,261 407,169: 62,974 24,066
Old : 431,235: 110,432 130,995 10,712 247,117 265,462 368,261 407,169: 62,974 24,066
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 17, 2006 :
: -54,888: 4,080 -8,730 2,178 -44,239 -21,498 -37,981 -28,050: -16,907 -26,838
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.6 30.4 2.5 57.3 61.6 85.4 94.4: 14.6 5.6
Old : 100.0: 25.6 30.4 2.5 57.3 61.6 85.4 94.4: 14.6 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 : 221: 72 56 16 62 47 141 112:
Old : 221: 72 56 16 62 47 141 112:
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 : 32.8 36.0 44.0 55.5 32.8 34.3 42.8 52.0
Old : 32.8 36.0 44.0 55.5 32.8 34.3 42.8 52.0
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 24, 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 : 87,502: 61,738 5,314 0 2,506 72,762 64,244 78,076: 23,258 9,426
Old : 87,502: 61,738 5,314 0 2,506 72,762 64,244 78,076: 23,258 9,426
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 17, 2006 :
: 13,477: 12,711 -4,024 0 -1,685 16,228 11,026 12,204: 2,451 1,273
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.6 6.1 0.0 2.9 83.2 73.4 89.2: 26.6 10.8
Old : 100.0: 70.6 6.1 0.0 2.9 83.2 73.4 89.2: 26.6 10.8
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 : 50: 29 3 0 4 16 33 19:
Old : 50: 29 3 0 4 16 33 19:
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 51.2 47.2 72.8 34.4 49.6 47.2 71.2
Old : 34.4 51.2 47.2 72.8 34.4 49.6 47.2 71.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE Code-239741
Commitments of Traders - Futures Only, October 24, 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 : 36,918: 3,033 3,776 2 29,149 20,519 32,184 24,297: 4,734 12,621
Old : 36,918: 3,033 3,776 2 29,149 20,519 32,184 24,297: 4,734 12,621
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 17, 2006 :
: 1,182: 1,432 -211 2 -250 1,135 1,184 926: -2 256
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.2 10.2 0.0 79.0 55.6 87.2 65.8: 12.8 34.2
Old : 100.0: 8.2 10.2 0.0 79.0 55.6 87.2 65.8: 12.8 34.2
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 : 55: 4 10 1 24 23 29 34:
Old : 55: 4 10 1 24 23 29 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 : 49.6 22.5 67.1 36.6 49.3 21.8 66.8 36.0
Old : 49.6 22.5 67.1 36.6 49.3 21.8 66.8 36.0
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 24, 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 : 413,629: 56,457 117,256 2,220 299,845 277,985 358,522 397,461: 55,107 16,168
Old : 413,629: 56,457 117,256 2,220 299,845 277,985 358,522 397,461: 55,107 16,168
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 17, 2006 :
: -2,344: 10,348 -3,586 415 -17,271 2,983 -6,508 -188: 4,164 -2,156
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.6 28.3 0.5 72.5 67.2 86.7 96.1: 13.3 3.9
Old : 100.0: 13.6 28.3 0.5 72.5 67.2 86.7 96.1: 13.3 3.9
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 : 185: 34 63 10 45 61 84 130:
Old : 185: 34 63 10 45 61 84 130:
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 : 49.2 27.1 60.5 40.3 48.7 25.5 59.6 38.7
Old : 49.2 27.1 60.5 40.3 48.7 25.5 59.6 38.7
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 24, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NIKKEI INDEX X $5.00) :
: : :
All : 42,910: 10,435 14,363 0 21,366 22,574 31,801 36,937: 11,109 5,973
Old : 42,910: 10,435 14,363 0 21,366 22,574 31,801 36,937: 11,109 5,973
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 17, 2006 :
: -1,743: 373 -1,308 -60 -1,612 -278 -1,299 -1,646: -444 -97
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.3 33.5 0.0 49.8 52.6 74.1 86.1: 25.9 13.9
Old : 100.0: 24.3 33.5 0.0 49.8 52.6 74.1 86.1: 25.9 13.9
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 : 72: 21 20 0 14 20 35 40:
Old : 72: 21 20 0 14 20 35 40:
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 : 35.9 34.0 47.6 51.4 35.9 31.5 47.5 48.8
Old : 35.9 34.0 47.6 51.4 35.9 31.5 47.5 48.8
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 24, 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 : 38,345: 15,830 3,421 0 15,388 14,116 31,218 17,537: 7,127 20,808
Old : 38,345: 15,830 3,421 0 15,388 14,116 31,218 17,537: 7,127 20,808
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 17, 2006 :
: -2,885: -216 282 -174 -455 1,114 -845 1,222: -2,040 -4,107
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.3 8.9 0.0 40.1 36.8 81.4 45.7: 18.6 54.3
Old : 100.0: 41.3 8.9 0.0 40.1 36.8 81.4 45.7: 18.6 54.3
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 : 50: 18 6 0 18 11 36 17:
Old : 50: 18 6 0 18 11 36 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 : 36.5 29.8 47.7 37.7 29.4 19.6 40.1 27.5
Old : 36.5 29.8 47.7 37.7 29.4 19.6 40.1 27.5
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 24, 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 : 20,594: 5,681 2,629 41 14,583 17,173 20,305 19,843: 289 751
Old : 20,594: 5,681 2,629 41 14,583 17,173 20,305 19,843: 289 751
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 17, 2006 :
: 300: 760 776 41 -148 -85 653 732: -353 -432
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.6 12.8 0.2 70.8 83.4 98.6 96.4: 1.4 3.6
Old : 100.0: 27.6 12.8 0.2 70.8 83.4 98.6 96.4: 1.4 3.6
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 : 22: 5 6 1 8 4 13 11:
Old : 22: 5 6 1 8 4 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 : 82.0 89.9 93.5 95.5 81.8 89.9 93.2 95.5
Old : 82.0 89.9 93.5 95.5 81.8 89.9 93.2 95.5
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 24, 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 : 55,148: 4,674 9,897 3,527 27,141 33,699 35,342 47,123: 19,806 8,025
Old : 55,148: 4,674 9,897 3,527 27,141 33,699 35,342 47,123: 19,806 8,025
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 17, 2006 :
: -253: 197 -325 -50 1,597 1,394 1,744 1,019: -1,997 -1,272
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.5 17.9 6.4 49.2 61.1 64.1 85.4: 35.9 14.6
Old : 100.0: 8.5 17.9 6.4 49.2 61.1 64.1 85.4: 35.9 14.6
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 : 53: 4 11 7 28 31 36 45:
Old : 53: 4 11 7 28 31 36 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 : 27.3 27.8 41.7 45.6 21.1 21.5 28.6 34.0
Old : 27.3 27.8 41.7 45.6 21.1 21.5 28.6 34.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 27, 2006