MILK - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders - Futures Only, December 26, 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 : 28,145: 6,128 1,922 625 17,363 16,850 24,116 19,397: 4,029 8,748
Old : 28,145: 6,128 1,922 625 17,363 16,850 24,116 19,397: 4,029 8,748
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 19, 2006 :
: 331: 35 -459 51 -53 98 33 -310: 298 641
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.8 6.8 2.2 61.7 59.9 85.7 68.9: 14.3 31.1
Old : 100.0: 21.8 6.8 2.2 61.7 59.9 85.7 68.9: 14.3 31.1
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 10 26 20 42 33:
Old : 52: 12 7 10 26 20 42 33:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.1 37.1 56.8 51.2 42.1 36.3 56.3 50.0
Old : 42.1 37.1 56.8 51.2 42.1 36.3 56.3 50.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
Commitments of Traders - Futures Only, December 26, 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 : 174,391: 29,156 15,946 37,510 84,781 89,975 151,447 143,431: 22,944 30,960
Old : 170,958: 27,706 16,790 36,631 84,673 87,370 149,010 140,791: 21,948 30,167
Other: 3,433: 2,329 35 0 108 2,605 2,437 2,640: 996 793
: : :
: : Changes in Commitments from: December 19, 2006 :
: -491: -1,230 1,464 1,413 -497 -2,256 -314 621: -177 -1,112
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.7 9.1 21.5 48.6 51.6 86.8 82.2: 13.2 17.8
Old : 100.0: 16.2 9.8 21.4 49.5 51.1 87.2 82.4: 12.8 17.6
Other: 100.0: 67.8 1.0 0.0 3.1 75.9 71.0 76.9: 29.0 23.1
: : :
:# Traders : Number of Traders in Each Category :
All : 199: 48 58 72 36 45 138 152:
Old : 199: 48 61 72 35 45 137 152:
Other: 31: 11 3 0 3 15 14 18:
:----------------------------------------------------------------------------------------------------
: 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 33.2 42.6 40.9 30.5 30.7 41.0 36.5
Old : 31.1 33.4 43.4 40.9 31.1 31.2 41.7 36.3
Other: 56.5 49.9 66.7 67.5 56.5 49.9 66.7 67.3
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders - Futures Only, December 26, 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 : 229,204: 57,584 28,555 49,431 101,029 98,609 208,044 176,595: 21,160 52,609
Old : 229,204: 57,584 28,555 49,431 101,029 98,609 208,044 176,595: 21,160 52,609
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 19, 2006 :
: 6,178: 1,334 307 5,520 -386 -272 6,468 5,555: -290 623
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.1 12.5 21.6 44.1 43.0 90.8 77.0: 9.2 23.0
Old : 100.0: 25.1 12.5 21.6 44.1 43.0 90.8 77.0: 9.2 23.0
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 : 299: 64 71 83 70 133 182 257:
Old : 299: 64 71 83 70 133 182 257:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.9 11.6 36.7 19.3 23.9 9.0 34.8 14.4
Old : 23.9 11.6 36.7 19.3 23.9 9.0 34.8 14.4
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 26, 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 : 6,534: 2,131 3,194 282 1,825 1,267 4,238 4,743: 2,296 1,791
Old : 6,534: 2,131 3,194 282 1,825 1,267 4,238 4,743: 2,296 1,791
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 19, 2006 :
: -173: 43 60 -126 -270 -66 -353 -132: 180 -41
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.6 48.9 4.3 27.9 19.4 64.9 72.6: 35.1 27.4
Old : 100.0: 32.6 48.9 4.3 27.9 19.4 64.9 72.6: 35.1 27.4
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 : 67: 18 27 7 15 16 39 45:
Old : 67: 18 27 7 15 16 39 45:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.8 24.3 42.1 37.1 30.8 24.3 42.1 35.2
Old : 30.8 24.3 42.1 37.1 30.8 24.3 42.1 35.2
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 26, 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 : 27,245: 6,887 7,753 2,794 11,677 4,972 21,358 15,519: 5,887 11,726
Old : 27,245: 6,887 7,753 2,794 11,677 4,972 21,358 15,519: 5,887 11,726
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 19, 2006 :
: -1,042: 84 -85 -1,311 160 164 -1,067 -1,232: 25 190
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.3 28.5 10.3 42.9 18.2 78.4 57.0: 21.6 43.0
Old : 100.0: 25.3 28.5 10.3 42.9 18.2 78.4 57.0: 21.6 43.0
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 : 116: 21 34 22 38 31 78 76:
Old : 116: 21 34 22 38 31 78 76:
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 14.1 28.7 22.2 16.1 12.5 27.4 18.4
Old : 17.3 14.1 28.7 22.2 16.1 12.5 27.4 18.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
Commitments of Traders - Futures Only, December 26, 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 : 136,963: 21,479 87,773 1,793 89,638 18,964 112,910 108,530: 24,053 28,433
Old : 136,963: 21,479 87,773 1,793 89,638 18,964 112,910 108,530: 24,053 28,433
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 19, 2006 :
: -46,369: -5,707 3,195 -554 -28,503 -45,099 -34,764 -42,458: -11,605 -3,911
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.7 64.1 1.3 65.4 13.8 82.4 79.2: 17.6 20.8
Old : 100.0: 15.7 64.1 1.3 65.4 13.8 82.4 79.2: 17.6 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 : 77: 15 30 3 22 16 39 47:
Old : 77: 15 30 3 22 16 39 47:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.4 36.0 61.6 47.2 45.1 36.0 61.3 47.2
Old : 45.4 36.0 61.6 47.2 45.1 36.0 61.3 47.2
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 26, 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 : 57,050: 17,614 29,899 15 22,512 15,569 40,141 45,483: 16,909 11,567
Old : 57,050: 17,614 29,899 15 22,512 15,569 40,141 45,483: 16,909 11,567
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 19, 2006 :
: 2,398: -701 746 15 5,850 -1,109 5,164 -348: -2,766 2,746
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.9 52.4 0.0 39.5 27.3 70.4 79.7: 29.6 20.3
Old : 100.0: 30.9 52.4 0.0 39.5 27.3 70.4 79.7: 29.6 20.3
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 : 48: 17 15 1 12 6 29 22:
Old : 48: 17 15 1 12 6 29 22:
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 46.2 47.4 62.6 29.7 46.2 47.4 62.0
Old : 29.7 46.2 47.4 62.6 29.7 46.2 47.4 62.0
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 26, 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 : 95,521: 62,756 7,975 536 28,387 85,221 91,679 93,732: 3,842 1,789
Old : 95,521: 62,756 7,975 536 28,387 85,221 91,679 93,732: 3,842 1,789
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 19, 2006 :
: 14,707: -7,022 -1,800 536 21,935 39,979 15,449 38,715: -742 -24,008
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.7 8.3 0.6 29.7 89.2 96.0 98.1: 4.0 1.9
Old : 100.0: 65.7 8.3 0.6 29.7 89.2 96.0 98.1: 4.0 1.9
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: 51 12 2 15 16 67 29:
Old : 89: 51 12 2 15 16 67 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 : 56.4 73.2 64.4 86.0 38.1 52.9 45.8 64.6
Old : 56.4 73.2 64.4 86.0 38.1 52.9 45.8 64.6
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 26, 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 : 140,289: 86,236 12,392 2 20,724 114,599 106,962 126,993: 33,327 13,296
Old : 140,289: 86,236 12,392 2 20,724 114,599 106,962 126,993: 33,327 13,296
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 19, 2006 :
: -9,511: -12,198 -444 -340 2,528 -6,534 -10,010 -7,318: 499 -2,193
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.5 8.8 0.0 14.8 81.7 76.2 90.5: 23.8 9.5
Old : 100.0: 61.5 8.8 0.0 14.8 81.7 76.2 90.5: 23.8 9.5
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 : 81: 38 15 1 13 18 52 33:
Old : 81: 38 15 1 13 18 52 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 : 31.4 50.7 43.8 68.9 31.4 50.2 43.8 68.4
Old : 31.4 50.7 43.8 68.9 31.4 50.2 43.8 68.4
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 26, 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 : 262,764: 55,629 160,543 1,657 165,030 65,428 222,316 227,628: 40,448 35,136
Old : 262,764: 55,629 160,543 1,657 165,030 65,428 222,316 227,628: 40,448 35,136
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 19, 2006 :
: 23,722: 6,679 19,074 599 13,888 2,084 21,166 21,757: 2,556 1,965
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.2 61.1 0.6 62.8 24.9 84.6 86.6: 15.4 13.4
Old : 100.0: 21.2 61.1 0.6 62.8 24.9 84.6 86.6: 15.4 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 : 112: 33 48 6 23 13 60 63:
Old : 112: 33 48 6 23 13 60 63:
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 : 50.2 36.9 64.8 53.7 49.8 36.9 64.3 53.5
Old : 50.2 36.9 64.8 53.7 49.8 36.9 64.3 53.5
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 26, 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 : 186,755: 100,959 20,989 1,788 22,399 138,364 125,146 161,141: 61,609 25,614
Old : 186,755: 100,959 20,989 1,788 22,399 138,364 125,146 161,141: 61,609 25,614
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 19, 2006 :
: -7,324: -10,034 1,966 267 3,392 -5,642 -6,375 -3,409: -949 -3,915
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.1 11.2 1.0 12.0 74.1 67.0 86.3: 33.0 13.7
Old : 100.0: 54.1 11.2 1.0 12.0 74.1 67.0 86.3: 33.0 13.7
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 : 124: 61 24 13 24 22 89 56:
Old : 124: 61 24 13 24 22 89 56:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.0 48.1 28.3 65.3 19.9 47.6 28.2 64.9
Old : 20.0 48.1 28.3 65.3 19.9 47.6 28.2 64.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
Commitments of Traders - Futures Only, December 26, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF NZ$ 100,000) :
: : :
All : 21,961: 18,350 761 0 1,785 20,568 20,135 21,329: 1,826 632
Old : 21,961: 18,350 761 0 1,785 20,568 20,135 21,329: 1,826 632
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 19, 2006 :
: -479: -779 -479 0 95 -90 -684 -569: 205 90
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.6 3.5 0.0 8.1 93.7 91.7 97.1: 8.3 2.9
Old : 100.0: 83.6 3.5 0.0 8.1 93.7 91.7 97.1: 8.3 2.9
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 : 37: 20 2 0 6 12 26 14:
Old : 37: 20 2 0 6 12 26 14:
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 : 66.0 76.3 75.1 88.7 66.0 74.3 75.1 86.7
Old : 66.0 76.3 75.1 88.7 66.0 74.3 75.1 86.7
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 26, 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 : 9,302,958: 568,659 512,799 1,156,287 6,646,153 6,379,683 8,371,099 8,048,769: 931,859 1,254,189
Old : 9,302,958: 568,659 512,799 1,156,287 6,646,153 6,379,683 8,371,099 8,048,769: 931,859 1,254,189
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 19, 2006 :
: -20,766: 9,998 6,939 -30,050 19,132 -628 -920 -23,739: -19,846 2,973
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.1 5.5 12.4 71.4 68.6 90.0 86.5: 10.0 13.5
Old : 100.0: 6.1 5.5 12.4 71.4 68.6 90.0 86.5: 10.0 13.5
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 : 270: 54 47 83 130 148 229 243:
Old : 270: 54 47 83 130 148 229 243:
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 : 40.6 16.6 48.9 27.4 39.3 13.7 43.0 21.1
Old : 40.6 16.6 48.9 27.4 39.3 13.7 43.0 21.1
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 26, 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 : 626,978: 63,080 52,911 6,711 418,481 462,780 488,272 522,402: 138,706 104,576
Old : 626,978: 63,080 52,911 6,711 418,481 462,780 488,272 522,402: 138,706 104,576
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 19, 2006 :
: -1,504: -3,411 -441 -329 2,209 -216 -1,531 -986: 27 -518
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.1 8.4 1.1 66.7 73.8 77.9 83.3: 22.1 16.7
Old : 100.0: 10.1 8.4 1.1 66.7 73.8 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 : 190: 43 35 20 75 55 130 100:
Old : 190: 43 35 20 75 55 130 100:
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 29.4 29.5 42.4 21.8 29.4 29.2 42.3
Old : 21.8 29.4 29.5 42.4 21.8 29.4 29.2 42.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
Commitments of Traders - Futures Only, December 26, 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 : 1,489,606: 298,877 216,573 26,942 861,400 1,134,015 1,187,219 1,377,530: 302,387 112,076
Old : 1,489,606: 298,877 216,573 26,942 861,400 1,134,015 1,187,219 1,377,530: 302,387 112,076
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 19, 2006 :
: -15,330: -49,876 -21,378 -962 17,499 20,764 -33,339 -1,576: 18,009 -13,754
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.1 14.5 1.8 57.8 76.1 79.7 92.5: 20.3 7.5
Old : 100.0: 20.1 14.5 1.8 57.8 76.1 79.7 92.5: 20.3 7.5
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 : 242: 73 56 26 72 66 156 137:
Old : 242: 73 56 26 72 66 156 137:
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 : 22.4 31.1 34.7 48.4 17.8 29.6 27.2 43.6
Old : 22.4 31.1 34.7 48.4 17.8 29.6 27.2 43.6
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 26, 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 : 72,039: 12,754 35,397 374 47,856 34,020 60,984 69,791: 11,055 2,248
Old : 72,039: 12,754 35,397 374 47,856 34,020 60,984 69,791: 11,055 2,248
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 19, 2006 :
: 2,075: 758 1,741 0 482 851 1,240 2,592: 835 -517
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.7 49.1 0.5 66.4 47.2 84.7 96.9: 15.3 3.1
Old : 100.0: 17.7 49.1 0.5 66.4 47.2 84.7 96.9: 15.3 3.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 73: 11 9 2 32 29 45 39:
Old : 73: 11 9 2 32 29 45 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 : 32.2 52.2 53.8 70.1 31.6 52.1 52.1 69.5
Old : 32.2 52.2 53.8 70.1 31.6 52.1 52.1 69.5
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 26, 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 : 44,884: 7,675 11,118 21 23,848 28,169 31,544 39,308: 13,340 5,576
Old : 44,884: 7,675 11,118 21 23,848 28,169 31,544 39,308: 13,340 5,576
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 19, 2006 :
: -1,674: -2,529 -62 0 -1,363 -599 -3,892 -661: 2,218 -1,013
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.1 24.8 0.0 53.1 62.8 70.3 87.6: 29.7 12.4
Old : 100.0: 17.1 24.8 0.0 53.1 62.8 70.3 87.6: 29.7 12.4
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 : 67: 12 13 3 26 22 40 37:
Old : 67: 12 13 3 26 22 40 37:
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 : 29.5 39.1 41.0 53.7 28.1 39.1 39.6 53.3
Old : 29.5 39.1 41.0 53.7 28.1 39.1 39.6 53.3
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 26, 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 : 320,899: 115,461 99,123 6,594 167,159 167,885 289,214 273,602: 31,685 47,297
Old : 320,899: 115,461 99,123 6,594 167,159 167,885 289,214 273,602: 31,685 47,297
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 19, 2006 :
: 9,690: -24,398 15,467 -1,069 33,535 -13,681 8,068 717: 1,622 8,973
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.0 30.9 2.1 52.1 52.3 90.1 85.3: 9.9 14.7
Old : 100.0: 36.0 30.9 2.1 52.1 52.3 90.1 85.3: 9.9 14.7
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 : 200: 65 52 12 55 43 126 101:
Old : 200: 65 52 12 55 43 126 101:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.5 28.3 40.3 45.1 27.8 27.5 37.8 41.1
Old : 29.5 28.3 40.3 45.1 27.8 27.5 37.8 41.1
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 26, 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 : 128,732: 92,051 7,016 0 7,440 115,522 99,491 122,538: 29,241 6,194
Old : 128,732: 92,051 7,016 0 7,440 115,522 99,491 122,538: 29,241 6,194
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 19, 2006 :
: -1,202: -3,492 373 -138 3,563 -1,941 -67 -1,706: -1,135 504
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.5 5.5 0.0 5.8 89.7 77.3 95.2: 22.7 4.8
Old : 100.0: 71.5 5.5 0.0 5.8 89.7 77.3 95.2: 22.7 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 : 64: 40 5 0 6 15 46 20:
Old : 64: 40 5 0 6 15 46 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.2 65.3 43.1 81.9 30.2 65.3 43.1 81.6
Old : 30.2 65.3 43.1 81.9 30.2 65.3 43.1 81.6
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 26, 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 : 24,080: 320 3,635 0 20,084 13,230 20,404 16,865: 3,676 7,215
Old : 24,080: 320 3,635 0 20,084 13,230 20,404 16,865: 3,676 7,215
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 19, 2006 :
: 756: 2 -18 0 1,082 1,021 1,084 1,003: -328 -247
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.3 15.1 0.0 83.4 54.9 84.7 70.0: 15.3 30.0
Old : 100.0: 1.3 15.1 0.0 83.4 54.9 84.7 70.0: 15.3 30.0
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 : 48: 1 10 0 22 21 23 31:
Old : 48: 1 10 0 22 21 23 31:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.6 28.7 65.4 40.2 51.3 28.7 65.1 40.2
Old : 51.6 28.7 65.4 40.2 51.3 28.7 65.1 40.2
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 26, 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 : 348,887: 69,110 119,098 1,953 248,230 213,191 319,293 334,242: 29,594 14,645
Old : 348,887: 69,110 119,098 1,953 248,230 213,191 319,293 334,242: 29,594 14,645
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 19, 2006 :
: 6,178: 5,656 177 -201 2,152 5,277 7,607 5,253: -1,429 925
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.8 34.1 0.6 71.1 61.1 91.5 95.8: 8.5 4.2
Old : 100.0: 19.8 34.1 0.6 71.1 61.1 91.5 95.8: 8.5 4.2
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 : 189: 35 64 5 43 65 81 131:
Old : 189: 35 64 5 43 65 81 131:
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 : 46.8 26.0 60.2 38.4 46.6 24.3 59.8 36.7
Old : 46.8 26.0 60.2 38.4 46.6 24.3 59.8 36.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
Commitments of Traders - Futures Only, December 26, 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 : 41,864: 10,011 10,873 0 23,679 24,485 33,690 35,358: 8,174 6,506
Old : 41,864: 10,011 10,873 0 23,679 24,485 33,690 35,358: 8,174 6,506
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 19, 2006 :
: -114: -41 631 0 730 925 689 1,556: -803 -1,670
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.9 26.0 0.0 56.6 58.5 80.5 84.5: 19.5 15.5
Old : 100.0: 23.9 26.0 0.0 56.6 58.5 80.5 84.5: 19.5 15.5
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 : 71: 17 19 0 16 22 33 41:
Old : 71: 17 19 0 16 22 33 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 : 42.3 32.4 53.5 49.6 42.3 32.4 53.5 48.5
Old : 42.3 32.4 53.5 49.6 42.3 32.4 53.5 48.5
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 26, 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 : 32,413: 7,664 1,625 407 20,551 23,723 28,622 25,755: 3,791 6,658
Old : 32,413: 7,664 1,625 407 20,551 23,723 28,622 25,755: 3,791 6,658
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 19, 2006 :
: -968: 500 -273 43 11 -19 554 -249: -1,522 -719
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.6 5.0 1.3 63.4 73.2 88.3 79.5: 11.7 20.5
Old : 100.0: 23.6 5.0 1.3 63.4 73.2 88.3 79.5: 11.7 20.5
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 : 52: 17 4 2 20 12 38 17:
Old : 52: 17 4 2 20 12 38 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.0 65.2 45.8 71.4 29.0 62.1 44.4 67.5
Old : 29.0 65.2 45.8 71.4 29.0 62.1 44.4 67.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GOLDMAN-SACHS COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
Commitments of Traders - Futures Only, December 26, 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 : 21,958: 6,580 1,846 41 14,967 18,920 21,588 20,807: 370 1,151
Old : 21,958: 6,580 1,846 41 14,967 18,920 21,588 20,807: 370 1,151
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 19, 2006 :
: 750: 140 191 0 688 260 828 451: -78 299
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.0 8.4 0.2 68.2 86.2 98.3 94.8: 1.7 5.2
Old : 100.0: 30.0 8.4 0.2 68.2 86.2 98.3 94.8: 1.7 5.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 6 6 1 10 4 16 11:
Old : 24: 6 6 1 10 4 16 11:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 80.6 91.5 90.3 94.2 80.4 91.5 90.0 94.2
Old : 80.6 91.5 90.3 94.2 80.4 91.5 90.0 94.2
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 26, 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 : 40,095: 4,263 7,091 2,093 22,259 26,583 28,615 35,767: 11,480 4,328
Old : 40,095: 4,263 7,091 2,093 22,259 26,583 28,615 35,767: 11,480 4,328
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 19, 2006 :
: 1,054: 5 690 -2 1,004 1,124 1,007 1,812: 47 -758
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.6 17.7 5.2 55.5 66.3 71.4 89.2: 28.6 10.8
Old : 100.0: 10.6 17.7 5.2 55.5 66.3 71.4 89.2: 28.6 10.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 50: 7 11 8 24 28 34 44:
Old : 50: 7 11 8 24 28 34 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 : 27.1 28.2 42.9 47.0 16.0 17.8 22.8 30.6
Old : 27.1 28.2 42.9 47.0 16.0 17.8 22.8 30.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 29, 2006