MILK - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders - Futures Only, December 19, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 27,814: 6,093 2,381 574 17,416 16,752 24,083 19,707: 3,731 8,107
Old : 27,814: 6,093 2,381 574 17,416 16,752 24,083 19,707: 3,731 8,107
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 12, 2006 :
: 1,249: 578 109 -79 631 843 1,130 873: 119 376
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.9 8.6 2.1 62.6 60.2 86.6 70.9: 13.4 29.1
Old : 100.0: 21.9 8.6 2.1 62.6 60.2 86.6 70.9: 13.4 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 : 54: 12 8 10 27 20 43 34:
Old : 54: 12 8 10 27 20 43 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 : 41.3 37.4 56.0 51.5 41.3 36.6 55.5 50.3
Old : 41.3 37.4 56.0 51.5 41.3 36.6 55.5 50.3
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 19, 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 : 174,882: 30,386 14,482 36,097 85,278 92,231 151,761 142,810: 23,121 32,072
Old : 172,106: 29,217 15,061 35,496 85,176 90,212 149,889 140,769: 22,217 31,337
Other: 2,776: 1,770 22 0 102 2,019 1,872 2,041: 904 735
: : :
: : Changes in Commitments from: December 12, 2006 :
: -8,162: -2,090 113 -3,994 -2,979 -758 -9,063 -4,639: 901 -3,523
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.4 8.3 20.6 48.8 52.7 86.8 81.7: 13.2 18.3
Old : 100.0: 17.0 8.8 20.6 49.5 52.4 87.1 81.8: 12.9 18.2
Other: 100.0: 63.8 0.8 0.0 3.7 72.7 67.4 73.5: 32.6 26.5
: : :
:# Traders : Number of Traders in Each Category :
All : 195: 57 53 70 36 44 139 144:
Old : 195: 57 54 70 36 44 139 144:
Other: 28: 9 2 0 2 15 11 17:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.5 33.5 42.7 41.3 30.5 30.9 41.0 36.9
Old : 31.0 33.8 43.4 41.4 31.0 31.3 41.5 36.9
Other: 58.8 42.8 65.8 63.1 58.8 42.8 65.8 63.1
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders - Futures Only, December 19, 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 : 223,026: 56,250 28,248 43,911 101,415 98,881 201,576 171,040: 21,450 51,986
Old : 223,026: 56,250 28,248 43,911 101,415 98,881 201,576 171,040: 21,450 51,986
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 12, 2006 :
: 1,284: 1,371 -1,800 217 576 2,825 2,164 1,242: -880 42
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.2 12.7 19.7 45.5 44.3 90.4 76.7: 9.6 23.3
Old : 100.0: 25.2 12.7 19.7 45.5 44.3 90.4 76.7: 9.6 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 : 297: 69 66 73 70 134 182 245:
Old : 297: 69 66 73 70 134 182 245:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.6 11.5 37.4 19.3 24.6 9.3 35.9 14.9
Old : 24.6 11.5 37.4 19.3 24.6 9.3 35.9 14.9
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 19, 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 : 6,707: 2,088 3,134 408 2,095 1,333 4,591 4,875: 2,116 1,832
Old : 6,707: 2,088 3,134 408 2,095 1,333 4,591 4,875: 2,116 1,832
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 12, 2006 :
: -758: -298 143 -487 11 -113 -774 -457: 16 -301
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.1 46.7 6.1 31.2 19.9 68.5 72.7: 31.5 27.3
Old : 100.0: 31.1 46.7 6.1 31.2 19.9 68.5 72.7: 31.5 27.3
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 : 66: 18 25 8 16 17 37 48:
Old : 66: 18 25 8 16 17 37 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 : 29.7 23.1 42.3 37.0 29.7 23.1 40.8 34.1
Old : 29.7 23.1 42.3 37.0 29.7 23.1 40.8 34.1
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 19, 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 : 28,287: 6,803 7,838 4,105 11,517 4,808 22,425 16,751: 5,862 11,536
Old : 28,287: 6,803 7,838 4,105 11,517 4,808 22,425 16,751: 5,862 11,536
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 12, 2006 :
: -733: 222 171 -24 -436 -309 -238 -162: -495 -571
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.0 27.7 14.5 40.7 17.0 79.3 59.2: 20.7 40.8
Old : 100.0: 24.0 27.7 14.5 40.7 17.0 79.3 59.2: 20.7 40.8
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 : 121: 22 36 25 38 36 82 81:
Old : 121: 22 36 25 38 36 82 81:
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 : 16.7 15.2 28.0 23.5 15.2 12.2 25.6 18.0
Old : 16.7 15.2 28.0 23.5 15.2 12.2 25.6 18.0
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, December 19, 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 : 183,332: 27,186 84,578 2,347 118,141 64,063 147,674 150,988: 35,658 32,344
Old : 183,332: 27,186 84,578 2,347 118,141 64,063 147,674 150,988: 35,658 32,344
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 12, 2006 :
: 17,616: 1,013 6,397 -3,576 13,092 11,731 10,529 14,552: 7,087 3,064
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.8 46.1 1.3 64.4 34.9 80.6 82.4: 19.4 17.6
Old : 100.0: 14.8 46.1 1.3 64.4 34.9 80.6 82.4: 19.4 17.6
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 : 82: 19 26 3 28 23 48 51:
Old : 82: 19 26 3 28 23 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 : 39.1 32.5 53.2 47.7 28.5 22.9 40.1 33.6
Old : 39.1 32.5 53.2 47.7 28.5 22.9 40.1 33.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
Commitments of Traders - Futures Only, December 19, 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 : 54,652: 18,315 29,153 0 16,662 16,678 34,977 45,831: 19,675 8,821
Old : 54,652: 18,315 29,153 0 16,662 16,678 34,977 45,831: 19,675 8,821
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 12, 2006 :
: -38,188: -6,666 -5,600 -476 -28,308 -31,662 -35,450 -37,738: -2,738 -450
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.5 53.3 0.0 30.5 30.5 64.0 83.9: 36.0 16.1
Old : 100.0: 33.5 53.3 0.0 30.5 30.5 64.0 83.9: 36.0 16.1
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 : 46: 18 12 0 11 7 29 19:
Old : 46: 18 12 0 11 7 29 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 : 25.5 47.2 39.8 67.7 25.5 47.2 39.8 67.3
Old : 25.5 47.2 39.8 67.7 25.5 47.2 39.8 67.3
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 19, 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 : 80,814: 69,778 9,775 0 6,452 45,242 76,230 55,017: 4,584 25,797
Old : 80,814: 69,778 9,775 0 6,452 45,242 76,230 55,017: 4,584 25,797
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 12, 2006 :
: -28,036: 13,950 1,583 -1,472 -41,308 -51,074 -28,830 -50,963: 794 22,927
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.3 12.1 0.0 8.0 56.0 94.3 68.1: 5.7 31.9
Old : 100.0: 86.3 12.1 0.0 8.0 56.0 94.3 68.1: 5.7 31.9
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 : 89: 53 12 0 11 13 64 25:
Old : 89: 53 12 0 11 13 64 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.5 46.0 61.8 57.2 51.5 46.0 61.8 57.2
Old : 51.5 46.0 61.8 57.2 51.5 46.0 61.8 57.2
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 19, 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 : 149,800: 98,434 12,836 342 18,196 121,133 116,972 134,311: 32,828 15,489
Old : 149,800: 98,434 12,836 342 18,196 121,133 116,972 134,311: 32,828 15,489
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 12, 2006 :
: -31,780: -5,327 -11,756 -2,709 -20,646 -15,842 -28,682 -30,307: -3,098 -1,473
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.7 8.6 0.2 12.1 80.9 78.1 89.7: 21.9 10.3
Old : 100.0: 65.7 8.6 0.2 12.1 80.9 78.1 89.7: 21.9 10.3
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 : 81: 39 15 1 10 19 50 34:
Old : 81: 39 15 1 10 19 50 34:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.3 47.9 48.1 67.3 35.3 47.8 48.1 67.3
Old : 35.3 47.9 48.1 67.3 35.3 47.8 48.1 67.3
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 19, 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 : 239,042: 48,950 141,469 1,058 151,142 63,344 201,150 205,871: 37,892 33,171
Old : 239,042: 48,950 141,469 1,058 151,142 63,344 201,150 205,871: 37,892 33,171
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 12, 2006 :
: -37,877: -1,672 35,287 -1,918 -26,849 -75,291 -30,439 -41,922: -7,438 4,045
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.5 59.2 0.4 63.2 26.5 84.1 86.1: 15.9 13.9
Old : 100.0: 20.5 59.2 0.4 63.2 26.5 84.1 86.1: 15.9 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 : 107: 30 43 6 26 15 62 58:
Old : 107: 30 43 6 26 15 62 58:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.4 40.8 64.7 56.9 50.1 40.8 64.4 56.7
Old : 50.4 40.8 64.7 56.9 50.1 40.8 64.4 56.7
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 19, 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 : 194,079: 110,993 19,023 1,521 19,007 144,006 131,521 164,550: 62,558 29,529
Old : 194,079: 110,993 19,023 1,521 19,007 144,006 131,521 164,550: 62,558 29,529
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 12, 2006 :
: -36,166: -1,195 3,518 -4,368 -27,466 -31,711 -33,029 -32,561: -3,137 -3,605
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.2 9.8 0.8 9.8 74.2 67.8 84.8: 32.2 15.2
Old : 100.0: 57.2 9.8 0.8 9.8 74.2 67.8 84.8: 32.2 15.2
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 : 128: 68 22 12 23 22 95 53:
Old : 128: 68 22 12 23 22 95 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 : 18.5 49.5 27.0 65.3 18.5 49.3 26.9 65.1
Old : 18.5 49.5 27.0 65.3 18.5 49.3 26.9 65.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
Commitments of Traders - Futures Only, December 19, 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 : 22,440: 19,129 1,240 0 1,690 20,658 20,819 21,898: 1,621 542
Old : 22,440: 19,129 1,240 0 1,690 20,658 20,819 21,898: 1,621 542
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 12, 2006 :
: 175: 1,697 375 0 -944 331 753 706: -578 -531
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.2 5.5 0.0 7.5 92.1 92.8 97.6: 7.2 2.4
Old : 100.0: 85.2 5.5 0.0 7.5 92.1 92.8 97.6: 7.2 2.4
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 : 39: 21 3 0 6 12 27 15:
Old : 39: 21 3 0 6 12 27 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 : 66.8 74.3 75.6 86.0 66.8 72.9 75.6 84.6
Old : 66.8 74.3 75.6 86.0 66.8 72.9 75.6 84.6
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 19, 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 : 9,323,724: 558,661 505,860 1,186,337 6,627,021 6,380,311 8,372,019 8,072,508: 951,705 1,251,216
Old : 9,323,724: 558,661 505,860 1,186,337 6,627,021 6,380,311 8,372,019 8,072,508: 951,705 1,251,216
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 12, 2006 :
:-1,518,874: -547,607 -132,338 -216,063 -637,959 -1,128,423 -1,401,629 -1,476,824: -117,245 -42,050
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.0 5.4 12.7 71.1 68.4 89.8 86.6: 10.2 13.4
Old : 100.0: 6.0 5.4 12.7 71.1 68.4 89.8 86.6: 10.2 13.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 273: 58 45 86 131 150 235 246:
Old : 273: 58 45 86 131 150 235 246:
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 : 40.3 16.6 48.4 27.5 38.9 13.6 42.6 21.0
Old : 40.3 16.6 48.4 27.5 38.9 13.6 42.6 21.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
Commitments of Traders - Futures Only, December 19, 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 : 628,482: 66,491 53,352 7,040 416,272 462,996 489,803 523,388: 138,679 105,094
Old : 628,482: 66,491 53,352 7,040 416,272 462,996 489,803 523,388: 138,679 105,094
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 12, 2006 :
: -146,455: -4,992 13,694 -24,734 -79,478 -79,342 -109,204 -90,382: -37,251 -56,073
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.6 8.5 1.1 66.2 73.7 77.9 83.3: 22.1 16.7
Old : 100.0: 10.6 8.5 1.1 66.2 73.7 77.9 83.3: 22.1 16.7
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 : 188: 45 33 19 74 54 131 96:
Old : 188: 45 33 19 74 54 131 96:
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 : 21.8 30.2 29.5 43.1 21.8 30.2 29.2 43.0
Old : 21.8 30.2 29.5 43.1 21.8 30.2 29.2 43.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
Commitments of Traders - Futures Only, December 19, 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 : 1,504,936: 348,753 237,951 27,904 843,901 1,113,251 1,220,558 1,379,106: 284,378 125,830
Old : 1,504,936: 348,753 237,951 27,904 843,901 1,113,251 1,220,558 1,379,106: 284,378 125,830
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 12, 2006 :
: -856,794: -162,720 -170,175 -52,470 -394,150 -527,434 -609,340 -750,079: -247,454 -106,715
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.2 15.8 1.9 56.1 74.0 81.1 91.6: 18.9 8.4
Old : 100.0: 23.2 15.8 1.9 56.1 74.0 81.1 91.6: 18.9 8.4
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 : 254: 77 63 25 73 65 160 143:
Old : 254: 77 63 25 73 65 160 143:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.0 29.4 34.3 45.9 17.5 27.9 26.9 41.4
Old : 22.0 29.4 34.3 45.9 17.5 27.9 26.9 41.4
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 19, 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 : 69,964: 11,996 33,656 374 47,374 33,169 59,744 67,199: 10,220 2,765
Old : 69,964: 11,996 33,656 374 47,374 33,169 59,744 67,199: 10,220 2,765
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 12, 2006 :
: -31,860: 383 2,032 -2,071 -27,192 -26,216 -28,880 -26,255: -2,980 -5,605
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.1 48.1 0.5 67.7 47.4 85.4 96.0: 14.6 4.0
Old : 100.0: 17.1 48.1 0.5 67.7 47.4 85.4 96.0: 14.6 4.0
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 : 70: 10 10 2 30 27 42 38:
Old : 70: 10 10 2 30 27 42 38:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.8 51.3 55.3 69.2 32.2 51.3 53.6 68.8
Old : 32.8 51.3 55.3 69.2 32.2 51.3 53.6 68.8
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 19, 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 : 46,558: 10,204 11,180 21 25,211 28,768 35,436 39,969: 11,122 6,589
Old : 46,558: 10,204 11,180 21 25,211 28,768 35,436 39,969: 11,122 6,589
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 12, 2006 :
: -39,703: -3,377 6,185 -5,369 -33,163 -12,787 -41,909 -11,971: 2,206 -27,732
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.9 24.0 0.0 54.1 61.8 76.1 85.8: 23.9 14.2
Old : 100.0: 21.9 24.0 0.0 54.1 61.8 76.1 85.8: 23.9 14.2
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 : 70: 16 13 3 25 21 43 36:
Old : 70: 16 13 3 25 21 43 36:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.1 37.7 45.0 52.5 34.1 37.7 44.8 52.1
Old : 34.1 37.7 45.0 52.5 34.1 37.7 44.8 52.1
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 19, 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 : 311,209: 139,859 83,656 7,663 133,624 181,566 281,146 272,885: 30,063 38,324
Old : 311,209: 139,859 83,656 7,663 133,624 181,566 281,146 272,885: 30,063 38,324
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 12, 2006 :
: -296,426: -19,161 -85,925 -26,513 -101,404 -179,721 -147,078 -292,159: -149,348 -4,267
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.9 26.9 2.5 42.9 58.3 90.3 87.7: 9.7 12.3
Old : 100.0: 44.9 26.9 2.5 42.9 58.3 90.3 87.7: 9.7 12.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 202: 72 45 11 55 43 132 94:
Old : 202: 72 45 11 55 43 132 94:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.0 30.6 34.6 49.8 21.7 30.3 32.7 46.6
Old : 23.0 30.6 34.6 49.8 21.7 30.3 32.7 46.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
Commitments of Traders - Futures Only, December 19, 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 : 129,934: 95,543 6,643 138 3,877 117,463 99,558 124,244: 30,376 5,690
Old : 129,934: 95,543 6,643 138 3,877 117,463 99,558 124,244: 30,376 5,690
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 12, 2006 :
: -40,968: 3,518 -4,468 -4,445 -36,875 -28,018 -37,802 -36,931: -3,166 -4,037
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.5 5.1 0.1 3.0 90.4 76.6 95.6: 23.4 4.4
Old : 100.0: 73.5 5.1 0.1 3.0 90.4 76.6 95.6: 23.4 4.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 60: 38 4 1 4 16 42 21:
Old : 60: 38 4 1 4 16 42 21:
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 : 31.6 65.3 44.0 81.6 31.6 65.3 44.0 81.1
Old : 31.6 65.3 44.0 81.6 31.6 65.3 44.0 81.1
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 19, 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 : 23,324: 318 3,653 0 19,002 12,209 19,320 15,862: 4,004 7,462
Old : 23,324: 318 3,653 0 19,002 12,209 19,320 15,862: 4,004 7,462
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 12, 2006 :
: -23,914: -4,337 -46 -854 -17,428 -16,710 -22,619 -17,610: -1,295 -6,304
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.4 15.7 0.0 81.5 52.3 82.8 68.0: 17.2 32.0
Old : 100.0: 1.4 15.7 0.0 81.5 52.3 82.8 68.0: 17.2 32.0
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 : 45: 1 10 0 21 19 22 29:
Old : 45: 1 10 0 21 19 22 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 : 52.5 29.6 65.1 41.4 52.2 29.6 64.8 41.4
Old : 52.5 29.6 65.1 41.4 52.2 29.6 64.8 41.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-239742
Commitments of Traders - Futures Only, December 19, 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 : 342,709: 63,454 118,921 2,154 246,078 207,914 311,686 328,989: 31,023 13,720
Old : 342,709: 63,454 118,921 2,154 246,078 207,914 311,686 328,989: 31,023 13,720
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 12, 2006 :
: -123,204: 8,316 -16,460 -4,437 -92,465 -85,519 -88,586 -106,416: -34,618 -16,788
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.5 34.7 0.6 71.8 60.7 90.9 96.0: 9.1 4.0
Old : 100.0: 18.5 34.7 0.6 71.8 60.7 90.9 96.0: 9.1 4.0
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 : 187: 33 61 9 46 64 85 128:
Old : 187: 33 61 9 46 64 85 128:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.9 26.4 60.8 38.9 46.9 24.7 60.5 37.2
Old : 46.9 26.4 60.8 38.9 46.9 24.7 60.5 37.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
Commitments of Traders - Futures Only, December 19, 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 : 41,978: 10,052 10,242 0 22,949 23,560 33,001 33,802: 8,977 8,176
Old : 41,978: 10,052 10,242 0 22,949 23,560 33,001 33,802: 8,977 8,176
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 12, 2006 :
: 2,700: 1,094 -426 0 835 2,415 1,929 1,989: 771 711
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.9 24.4 0.0 54.7 56.1 78.6 80.5: 21.4 19.5
Old : 100.0: 23.9 24.4 0.0 54.7 56.1 78.6 80.5: 21.4 19.5
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 : 69: 17 18 0 15 22 32 40:
Old : 69: 17 18 0 15 22 32 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 : 41.5 32.5 53.1 47.9 41.5 32.5 53.1 46.8
Old : 41.5 32.5 53.1 47.9 41.5 32.5 53.1 46.8
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, December 19, 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 : 33,381: 7,164 1,898 364 20,540 23,742 28,068 26,004: 5,313 7,377
Old : 33,381: 7,164 1,898 364 20,540 23,742 28,068 26,004: 5,313 7,377
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 12, 2006 :
: 5,431: 363 1,573 144 4,372 2,318 4,879 4,035: 552 1,396
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.5 5.7 1.1 61.5 71.1 84.1 77.9: 15.9 22.1
Old : 100.0: 21.5 5.7 1.1 61.5 71.1 84.1 77.9: 15.9 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 : 49: 17 5 2 18 10 36 16:
Old : 49: 17 5 2 18 10 36 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 : 28.8 64.8 46.6 70.4 28.6 62.1 43.5 67.1
Old : 28.8 64.8 46.6 70.4 28.6 62.1 43.5 67.1
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 19, 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 : 21,208: 6,440 1,655 41 14,279 18,660 20,760 20,356: 448 852
Old : 21,208: 6,440 1,655 41 14,279 18,660 20,760 20,356: 448 852
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 12, 2006 :
: -699: -434 -91 0 -5 -390 -439 -481: -260 -218
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.4 7.8 0.2 67.3 88.0 97.9 96.0: 2.1 4.0
Old : 100.0: 30.4 7.8 0.2 67.3 88.0 97.9 96.0: 2.1 4.0
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 : 21: 5 5 1 9 4 14 10:
Old : 21: 5 5 1 9 4 14 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 93.2 92.4 95.6 83.2 93.2 92.2 95.4
Old : 83.4 93.2 92.4 95.6 83.2 93.2 92.2 95.4
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 19, 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 : 39,041: 4,258 6,401 2,095 21,255 25,459 27,608 33,955: 11,433 5,086
Old : 39,041: 4,258 6,401 2,095 21,255 25,459 27,608 33,955: 11,433 5,086
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 12, 2006 :
: -17,090: -1,603 -4,222 -1,246 -12,973 -12,215 -15,822 -17,683: -1,268 593
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.9 16.4 5.4 54.4 65.2 70.7 87.0: 29.3 13.0
Old : 100.0: 10.9 16.4 5.4 54.4 65.2 70.7 87.0: 29.3 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 : 47: 6 10 7 23 26 32 40:
Old : 47: 6 10 7 23 26 32 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 : 27.8 28.1 44.0 47.2 17.3 17.8 24.9 30.2
Old : 27.8 28.1 44.0 47.2 17.3 17.8 24.9 30.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 22, 2006