MILK - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders - Futures Only, December 12, 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 : 26,565: 5,515 2,272 653 16,785 15,909 22,953 18,834: 3,612 7,731
Old : 26,565: 5,515 2,272 653 16,785 15,909 22,953 18,834: 3,612 7,731
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 5, 2006 :
: 523: -37 130 93 536 324 592 547: -69 -24
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.8 8.6 2.5 63.2 59.9 86.4 70.9: 13.6 29.1
Old : 100.0: 20.8 8.6 2.5 63.2 59.9 86.4 70.9: 13.6 29.1
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 : 52: 12 7 8 26 20 41 32:
Old : 52: 12 7 8 26 20 41 32:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.0 35.9 57.4 49.7 41.0 35.1 57.1 48.5
Old : 41.0 35.9 57.4 49.7 41.0 35.1 57.1 48.5
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, December 12, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 183,044: 32,476 14,369 40,091 88,257 92,989 160,824 147,449: 22,220 35,595
Old : 180,783: 31,806 15,082 39,366 88,155 91,292 159,327 145,740: 21,456 35,043
Other: 2,261: 1,395 12 0 102 1,697 1,497 1,709: 764 552
: : :
: : Changes in Commitments from: December 5, 2006 :
: -580: 825 -2,379 -517 -780 1,611 -472 -1,285: -108 705
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.7 7.9 21.9 48.2 50.8 87.9 80.6: 12.1 19.4
Old : 100.0: 17.6 8.3 21.8 48.8 50.5 88.1 80.6: 11.9 19.4
Other: 100.0: 61.7 0.5 0.0 4.5 75.1 66.2 75.6: 33.8 24.4
: : :
:# Traders : Number of Traders in Each Category :
All : 205: 64 54 74 41 44 157 144:
Old : 204: 61 57 74 41 44 156 144:
Other: 29: 11 2 0 2 14 13 16:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.5 30.8 41.2 38.9 29.5 28.2 38.8 33.7
Old : 29.9 31.1 41.7 39.1 29.9 28.4 39.3 33.8
Other: 50.7 50.8 62.4 68.1 50.7 50.8 62.4 68.1
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders - Futures Only, December 12, 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 : 221,742: 54,879 30,048 43,694 100,839 96,056 199,412 169,798: 22,330 51,944
Old : 221,742: 54,879 30,048 43,694 100,839 96,056 199,412 169,798: 22,330 51,944
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 5, 2006 :
: -21: 2,875 922 -4,004 -2 1,217 -1,131 -1,865: 1,110 1,844
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.7 13.6 19.7 45.5 43.3 89.9 76.6: 10.1 23.4
Old : 100.0: 24.7 13.6 19.7 45.5 43.3 89.9 76.6: 10.1 23.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 300: 60 70 78 73 134 175 261:
Old : 300: 60 70 78 73 134 175 261:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.3 11.2 38.4 19.0 25.2 9.0 36.5 14.1
Old : 25.3 11.2 38.4 19.0 25.2 9.0 36.5 14.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
Commitments of Traders - Futures Only, December 12, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 110,000 BOARD FEET) :
: : :
All : 7,465: 2,386 2,991 895 2,084 1,446 5,365 5,332: 2,100 2,133
Old : 7,465: 2,386 2,991 895 2,084 1,446 5,365 5,332: 2,100 2,133
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 5, 2006 :
: -26: -1 17 -166 33 58 -134 -91: 108 65
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.0 40.1 12.0 27.9 19.4 71.9 71.4: 28.1 28.6
Old : 100.0: 32.0 40.1 12.0 27.9 19.4 71.9 71.4: 28.1 28.6
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 : 77: 24 25 14 18 20 47 57:
Old : 77: 24 25 14 18 20 47 57:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.4 20.1 41.7 33.2 27.4 20.1 38.9 30.5
Old : 27.4 20.1 41.7 33.2 27.4 20.1 38.9 30.5
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, December 12, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50,000 POUNDS) :
: : :
All : 29,020: 6,581 7,667 4,129 11,953 5,117 22,663 16,913: 6,357 12,107
Old : 29,020: 6,581 7,667 4,129 11,953 5,117 22,663 16,913: 6,357 12,107
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 5, 2006 :
: 1,576: -107 -385 31 1,153 1,143 1,077 789: 499 787
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.7 26.4 14.2 41.2 17.6 78.1 58.3: 21.9 41.7
Old : 100.0: 22.7 26.4 14.2 41.2 17.6 78.1 58.3: 21.9 41.7
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 : 126: 21 38 28 39 36 83 89:
Old : 126: 21 38 28 39 36 83 89:
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 : 16.1 13.9 27.1 22.0 15.3 12.2 25.1 17.8
Old : 16.1 13.9 27.1 22.0 15.3 12.2 25.1 17.8
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, December 12, 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 : 165,716: 26,173 78,181 5,923 105,049 52,332 137,145 136,436: 28,571 29,280
Old : 165,716: 26,173 78,181 5,923 105,049 52,332 137,145 136,436: 28,571 29,280
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 5, 2006 :
: 34,092: 1,616 7,145 4,267 27,425 21,206 33,308 32,618: 784 1,474
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.8 47.2 3.6 63.4 31.6 82.8 82.3: 17.2 17.7
Old : 100.0: 15.8 47.2 3.6 63.4 31.6 82.8 82.3: 17.2 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 : 88: 19 29 8 30 20 55 54:
Old : 88: 19 29 8 30 20 55 54:
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 : 33.9 30.4 48.8 44.4 30.7 22.2 42.1 33.2
Old : 33.9 30.4 48.8 44.4 30.7 22.2 42.1 33.2
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, December 12, 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 : 92,840: 24,981 34,753 476 44,970 48,340 70,427 83,569: 22,413 9,271
Old : 92,840: 24,981 34,753 476 44,970 48,340 70,427 83,569: 22,413 9,271
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 5, 2006 :
: 11,932: -854 2,450 -320 16,474 12,972 15,300 15,102: -3,368 -3,170
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.9 37.4 0.5 48.4 52.1 75.9 90.0: 24.1 10.0
Old : 100.0: 26.9 37.4 0.5 48.4 52.1 75.9 90.0: 24.1 10.0
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 : 56: 22 15 4 11 17 36 33:
Old : 56: 22 15 4 11 17 36 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 : 38.7 34.7 51.9 55.3 33.6 32.7 42.6 48.7
Old : 38.7 34.7 51.9 55.3 33.6 32.7 42.6 48.7
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, December 12, 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 : 108,850: 55,828 8,192 1,472 47,760 96,316 105,060 105,980: 3,790 2,870
Old : 108,850: 55,828 8,192 1,472 47,760 96,316 105,060 105,980: 3,790 2,870
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 5, 2006 :
: 35,028: 21,893 -394 723 12,918 35,465 35,534 35,794: -506 -766
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.3 7.5 1.4 43.9 88.5 96.5 97.4: 3.5 2.6
Old : 100.0: 51.3 7.5 1.4 43.9 88.5 96.5 97.4: 3.5 2.6
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 : 89: 40 19 3 19 21 61 41:
Old : 89: 40 19 3 19 21 61 41:
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 : 45.9 56.0 63.2 75.8 33.1 44.3 43.1 55.4
Old : 45.9 56.0 63.2 75.8 33.1 44.3 43.1 55.4
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, December 12, 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 : 181,580: 103,761 24,592 3,051 38,842 136,975 145,654 164,618: 35,926 16,962
Old : 181,580: 103,761 24,592 3,051 38,842 136,975 145,654 164,618: 35,926 16,962
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 5, 2006 :
: 29,621: 7,050 3,713 1,218 21,831 27,757 30,099 32,688: -478 -3,067
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.1 13.5 1.7 21.4 75.4 80.2 90.7: 19.8 9.3
Old : 100.0: 57.1 13.5 1.7 21.4 75.4 80.2 90.7: 19.8 9.3
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 : 90: 41 19 6 14 24 61 44:
Old : 90: 41 19 6 14 24 61 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 : 32.0 42.0 48.0 59.7 30.7 32.9 43.0 49.6
Old : 32.0 42.0 48.0 59.7 30.7 32.9 43.0 49.6
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, December 12, 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 : 276,919: 50,622 106,182 2,976 177,991 138,635 231,589 247,793: 45,330 29,126
Old : 276,919: 50,622 106,182 2,976 177,991 138,635 231,589 247,793: 45,330 29,126
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 5, 2006 :
: 8,783: -11,722 20,301 75 24,123 -11,490 12,476 8,886: -3,693 -103
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.3 38.3 1.1 64.3 50.1 83.6 89.5: 16.4 10.5
Old : 100.0: 18.3 38.3 1.1 64.3 50.1 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 : 112: 37 38 14 30 20 78 62:
Old : 112: 37 38 14 30 20 78 62:
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 : 40.2 35.9 53.8 58.8 31.8 31.0 45.5 49.8
Old : 40.2 35.9 53.8 58.8 31.8 31.0 45.5 49.8
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, December 12, 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 : 230,245: 112,188 15,505 5,889 46,473 175,717 164,550 197,111: 65,695 33,134
Old : 230,245: 112,188 15,505 5,889 46,473 175,717 164,550 197,111: 65,695 33,134
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 5, 2006 :
: 6,512: -3,013 -1,431 -476 11,586 12,516 8,097 10,609: -1,585 -4,097
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.7 6.7 2.6 20.2 76.3 71.5 85.6: 28.5 14.4
Old : 100.0: 48.7 6.7 2.6 20.2 76.3 71.5 85.6: 28.5 14.4
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 : 126: 64 19 16 30 30 98 61:
Old : 126: 64 19 16 30 30 98 61:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.3 47.3 26.2 60.5 14.5 45.0 22.2 57.2
Old : 17.3 47.3 26.2 60.5 14.5 45.0 22.2 57.2
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, December 12, 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 : 22,265: 17,432 865 0 2,634 20,327 20,066 21,192: 2,199 1,073
Old : 22,265: 17,432 865 0 2,634 20,327 20,066 21,192: 2,199 1,073
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 5, 2006 :
: 2,497: 2,005 -92 0 577 2,620 2,582 2,528: -85 -31
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.3 3.9 0.0 11.8 91.3 90.1 95.2: 9.9 4.8
Old : 100.0: 78.3 3.9 0.0 11.8 91.3 90.1 95.2: 9.9 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 : 39: 20 3 0 5 13 25 16:
Old : 39: 20 3 0 5 13 25 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.6 71.1 71.5 85.3 58.8 65.9 68.2 80.1
Old : 60.6 71.1 71.5 85.3 58.8 65.9 68.2 80.1
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, December 12, 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 :10,842,598: 1,106,268 638,198 1,402,400 7,264,980 7,508,734 9,773,648 9,549,332: 1,068,950 1,293,266
Old :10,842,598: 1,106,268 638,198 1,402,400 7,264,980 7,508,734 9,773,648 9,549,332: 1,068,950 1,293,266
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 5, 2006 :
: -102,938: -247,060 220 18,117 100,098 -24,886 -128,845 -6,549: 25,907 -96,389
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.2 5.9 12.9 67.0 69.3 90.1 88.1: 9.9 11.9
Old : 100.0: 10.2 5.9 12.9 67.0 69.3 90.1 88.1: 9.9 11.9
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 : 317: 66 57 91 150 175 266 283:
Old : 317: 66 57 91 150 175 266 283:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.4 16.1 43.9 27.7 35.2 13.4 39.3 21.3
Old : 36.4 16.1 43.9 27.7 35.2 13.4 39.3 21.3
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, December 12, 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 : 774,937: 71,483 39,658 31,774 495,750 542,338 599,007 613,770: 175,930 161,167
Old : 774,937: 71,483 39,658 31,774 495,750 542,338 599,007 613,770: 175,930 161,167
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 5, 2006 :
: 78,843: 498 -3,196 18,946 35,371 31,917 54,815 47,667: 24,028 31,176
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.2 5.1 4.1 64.0 70.0 77.3 79.2: 22.7 20.8
Old : 100.0: 9.2 5.1 4.1 64.0 70.0 77.3 79.2: 22.7 20.8
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 : 191: 43 37 30 87 69 148 119:
Old : 191: 43 37 30 87 69 148 119:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.8 23.5 25.5 35.5 17.5 21.9 23.0 33.9
Old : 18.8 23.5 25.5 35.5 17.5 21.9 23.0 33.9
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, December 12, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($50 X S&P 500 INDEX) :
: : :
All : 2,361,730: 511,473 408,126 80,374 1,238,051 1,640,685 1,829,898 2,129,185: 531,832 232,545
Old : 2,361,730: 511,473 408,126 80,374 1,238,051 1,640,685 1,829,898 2,129,185: 531,832 232,545
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 5, 2006 :
: 399,867: 32,418 14,406 31,036 197,857 270,163 261,311 315,605: 138,556 84,262
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.7 17.3 3.4 52.4 69.5 77.5 90.2: 22.5 9.8
Old : 100.0: 21.7 17.3 3.4 52.4 69.5 77.5 90.2: 22.5 9.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 288: 100 59 54 100 95 219 189:
Old : 288: 100 59 54 100 95 219 189:
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 : 17.8 26.8 26.6 40.4 11.5 19.7 18.9 31.3
Old : 17.8 26.8 26.6 40.4 11.5 19.7 18.9 31.3
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, December 12, 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 : 12,247: 1,136 267 204 6,024 8,745 7,364 9,216: 4,883 3,031
Old : 12,247: 1,136 267 204 6,024 8,745 7,364 9,216: 4,883 3,031
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 5, 2006 :
: 1,226: 145 267 204 -149 919 200 1,390: 1,026 -164
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.3 2.2 1.7 49.2 71.4 60.1 75.3: 39.9 24.7
Old : 100.0: 9.3 2.2 1.7 49.2 71.4 60.1 75.3: 39.9 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 : 24: 2 2 1 16 13 19 15:
Old : 24: 2 2 1 16 13 19 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.4 43.5 38.9 64.6 20.1 39.5 33.1 55.8
Old : 24.4 43.5 38.9 64.6 20.1 39.5 33.1 55.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
Commitments of Traders - Futures Only, December 12, 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 : 101,824: 11,613 31,624 2,445 74,566 59,385 88,624 93,454: 13,200 8,370
Old : 101,824: 11,613 31,624 2,445 74,566 59,385 88,624 93,454: 13,200 8,370
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 5, 2006 :
: 14,318: 276 5,684 1,666 16,206 8,781 18,148 16,131: -3,830 -1,813
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.4 31.1 2.4 73.2 58.3 87.0 91.8: 13.0 8.2
Old : 100.0: 11.4 31.1 2.4 73.2 58.3 87.0 91.8: 13.0 8.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 76: 13 8 8 35 37 52 51:
Old : 76: 13 8 8 35 37 52 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 : 26.6 38.5 45.2 55.4 25.3 35.5 43.4 50.5
Old : 26.6 38.5 45.2 55.4 25.3 35.5 43.4 50.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
Commitments of Traders - Futures Only, December 12, 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 : 86,261: 13,581 4,995 5,390 58,374 41,555 77,345 51,940: 8,916 34,321
Old : 86,261: 13,581 4,995 5,390 58,374 41,555 77,345 51,940: 8,916 34,321
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 5, 2006 :
: 14,961: -2,996 -1,721 4,816 10,843 9,903 12,663 12,998: 2,298 1,963
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.7 5.8 6.2 67.7 48.2 89.7 60.2: 10.3 39.8
Old : 100.0: 15.7 5.8 6.2 67.7 48.2 89.7 60.2: 10.3 39.8
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 : 89: 22 13 9 38 35 66 53:
Old : 89: 22 13 9 38 35 66 53:
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 22.0 52.8 33.4 37.8 19.8 49.3 27.3
Old : 38.1 22.0 52.8 33.4 37.8 19.8 49.3 27.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
Commitments of Traders - Futures Only, December 12, 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 : 607,635: 159,020 169,581 34,176 235,028 361,287 428,224 565,044: 179,411 42,591
Old : 607,635: 159,020 169,581 34,176 235,028 361,287 428,224 565,044: 179,411 42,591
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 5, 2006 :
: 75,303: -22,743 14,421 23,357 49,509 30,267 50,123 68,045: 25,180 7,258
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.2 27.9 5.6 38.7 59.5 70.5 93.0: 29.5 7.0
Old : 100.0: 26.2 27.9 5.6 38.7 59.5 70.5 93.0: 29.5 7.0
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 : 236: 79 53 32 79 67 175 136:
Old : 236: 79 53 32 79 67 175 136:
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 : 15.4 33.3 24.4 52.1 15.0 31.3 21.0 43.2
Old : 15.4 33.3 24.4 52.1 15.0 31.3 21.0 43.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
Commitments of Traders - Futures Only, December 12, 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 : 170,902: 92,025 11,111 4,583 40,752 145,481 137,360 161,175: 33,542 9,727
Old : 170,902: 92,025 11,111 4,583 40,752 145,481 137,360 161,175: 33,542 9,727
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 5, 2006 :
: 41,447: 3,558 -2,045 3,899 34,139 37,124 41,596 38,978: -149 2,469
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.8 6.5 2.7 23.8 85.1 80.4 94.3: 19.6 5.7
Old : 100.0: 53.8 6.5 2.7 23.8 85.1 80.4 94.3: 19.6 5.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 71: 42 6 6 8 19 54 29:
Old : 71: 42 6 6 8 19 54 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 : 32.4 59.1 43.8 78.1 20.2 45.4 28.8 60.3
Old : 32.4 59.1 43.8 78.1 20.2 45.4 28.8 60.3
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, December 12, 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 : 47,238: 4,655 3,699 854 36,430 28,919 41,939 33,472: 5,299 13,766
Old : 47,238: 4,655 3,699 854 36,430 28,919 41,939 33,472: 5,299 13,766
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 5, 2006 :
: 4,848: 34 88 854 3,405 2,931 4,293 3,873: 555 975
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.9 7.8 1.8 77.1 61.2 88.8 70.9: 11.2 29.1
Old : 100.0: 9.9 7.8 1.8 77.1 61.2 88.8 70.9: 11.2 29.1
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 : 58: 4 10 2 32 27 37 39:
Old : 58: 4 10 2 32 27 37 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 : 44.5 27.5 63.7 41.3 43.8 21.9 61.2 32.7
Old : 44.5 27.5 63.7 41.3 43.8 21.9 61.2 32.7
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, December 12, 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 : 465,913: 55,138 135,381 6,591 338,543 293,433 400,272 435,405: 65,641 30,508
Old : 465,913: 55,138 135,381 6,591 338,543 293,433 400,272 435,405: 65,641 30,508
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 5, 2006 :
: 41,104: 2,197 291 4,533 22,079 22,765 28,809 27,589: 12,295 13,515
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.8 29.1 1.4 72.7 63.0 85.9 93.5: 14.1 6.5
Old : 100.0: 11.8 29.1 1.4 72.7 63.0 85.9 93.5: 14.1 6.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 197: 36 62 26 61 69 113 142:
Old : 197: 36 62 26 61 69 113 142:
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 : 40.5 24.6 54.0 37.6 38.1 22.5 49.2 35.5
Old : 40.5 24.6 54.0 37.6 38.1 22.5 49.2 35.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
Commitments of Traders - Futures Only, December 12, 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 : 39,278: 8,958 10,668 0 22,114 21,145 31,072 31,813: 8,206 7,465
Old : 39,278: 8,958 10,668 0 22,114 21,145 31,072 31,813: 8,206 7,465
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 5, 2006 :
: -14,419: 30 -6,899 -1,684 -5,230 -2,741 -6,884 -11,324: -7,535 -3,095
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.8 27.2 0.0 56.3 53.8 79.1 81.0: 20.9 19.0
Old : 100.0: 22.8 27.2 0.0 56.3 53.8 79.1 81.0: 20.9 19.0
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 : 69: 15 22 0 15 20 30 42:
Old : 69: 15 22 0 15 20 30 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 : 42.4 35.8 55.5 49.3 42.4 35.8 55.5 48.2
Old : 42.4 35.8 55.5 49.3 42.4 35.8 55.5 48.2
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, December 12, 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 : 27,950: 6,801 325 220 16,168 21,424 23,189 21,969: 4,761 5,981
Old : 27,950: 6,801 325 220 16,168 21,424 23,189 21,969: 4,761 5,981
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 5, 2006 :
: -26,581: -6,325 -3,311 90 -15,030 -4,396 -21,265 -7,617: -5,316 -18,964
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.3 1.2 0.8 57.8 76.7 83.0 78.6: 17.0 21.4
Old : 100.0: 24.3 1.2 0.8 57.8 76.7 83.0 78.6: 17.0 21.4
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 : 38: 15 1 1 16 8 31 10:
Old : 38: 15 1 1 16 8 31 10:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.3 72.9 51.8 77.6 36.3 71.1 50.5 74.2
Old : 36.3 72.9 51.8 77.6 36.3 71.1 50.5 74.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GOLDMAN-SACHS COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
Commitments of Traders - Futures Only, December 12, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (GSCI X $250) :
: : :
All : 21,907: 6,874 1,746 41 14,284 19,050 21,199 20,837: 708 1,070
Old : 21,907: 6,874 1,746 41 14,284 19,050 21,199 20,837: 708 1,070
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 5, 2006 :
: 34: -128 29 0 -36 -356 -164 -327: 198 361
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.4 8.0 0.2 65.2 87.0 96.8 95.1: 3.2 4.9
Old : 100.0: 31.4 8.0 0.2 65.2 87.0 96.8 95.1: 3.2 4.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 4 5 1 9 4 13 10:
Old : 20: 4 5 1 9 4 13 10:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 83.4 92.1 92.1 94.8 83.2 92.1 91.9 94.5
Old : 83.4 92.1 92.1 94.8 83.2 92.1 91.9 94.5
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, December 12, 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 : 56,131: 5,861 10,623 3,341 34,228 37,674 43,430 51,638: 12,701 4,493
Old : 56,131: 5,861 10,623 3,341 34,228 37,674 43,430 51,638: 12,701 4,493
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 5, 2006 :
: 426: 712 190 161 2,016 1,381 2,889 1,732: -2,463 -1,306
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.4 18.9 6.0 61.0 67.1 77.4 92.0: 22.6 8.0
Old : 100.0: 10.4 18.9 6.0 61.0 67.1 77.4 92.0: 22.6 8.0
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 : 59: 8 11 9 30 32 42 48:
Old : 59: 8 11 9 30 32 42 48:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.4 32.7 46.9 50.1 19.9 20.3 28.0 32.7
Old : 29.4 32.7 46.9 50.1 19.9 20.3 28.0 32.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 15, 2006