MILK - CHICAGO MERCANTILE EXCHANGE Code-052641 FUTURES ONLY POSITIONS AS OF 12/05/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 26,042 COMMITMENTS 5,552 2,142 560 16,249 15,585 22,361 18,287 3,681 7,755 CHANGES FROM 11/28/06 (CHANGE IN OPEN INTEREST: -2,825) 241 292 -196 -2,592 -1,024 -2,547 -928 -278 -1,897 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.3 8.2 2.2 62.4 59.8 85.9 70.2 14.1 29.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52) 12 7 11 25 18 41 33 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642 FUTURES ONLY POSITIONS AS OF 12/05/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 183,624 COMMITMENTS 31,651 16,748 40,608 89,037 91,378 161,296 148,734 22,328 34,890 CHANGES FROM 11/28/06 (CHANGE IN OPEN INTEREST: -828) -979 582 -53 123 -214 -909 315 81 -1,143 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.2 9.1 22.1 48.5 49.8 87.8 81.0 12.2 19.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 208) 67 52 80 41 45 162 148 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642 FUTURES ONLY POSITIONS AS OF 12/05/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 221,763 COMMITMENTS 52,004 29,126 47,698 100,841 94,839 200,543 171,663 21,220 50,100 CHANGES FROM 11/28/06 (CHANGE IN OPEN INTEREST: 2,237) 1,514 -1,135 1,599 -1,640 185 1,473 649 764 1,588 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.5 13.1 21.5 45.5 42.8 90.4 77.4 9.6 22.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 295) 60 70 74 69 132 174 250 RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643 FUTURES ONLY POSITIONS AS OF 12/05/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 7,491 COMMITMENTS 2,387 2,974 1,061 2,051 1,388 5,499 5,423 1,992 2,068 CHANGES FROM 11/28/06 (CHANGE IN OPEN INTEREST: 1,231) 116 488 421 322 69 859 978 372 253 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 31.9 39.7 14.2 27.4 18.5 73.4 72.4 26.6 27.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78) 22 25 15 16 21 47 57 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641 FUTURES ONLY POSITIONS AS OF 12/05/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 27,444 COMMITMENTS 6,688 8,052 4,098 10,800 3,974 21,586 16,124 5,858 11,320 CHANGES FROM 11/28/06 (CHANGE IN OPEN INTEREST: 1,146) 224 368 -118 829 973 935 1,223 211 -77 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.4 29.3 14.9 39.4 14.5 78.7 58.8 21.3 41.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 115) 16 39 23 37 27 75 76 CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741 FUTURES ONLY POSITIONS AS OF 12/05/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100,000 CANADIAN DOLLARS) OPEN INTEREST: 131,624 COMMITMENTS 24,557 71,036 1,656 77,624 31,126 103,837 103,818 27,787 27,806 CHANGES FROM 11/28/06 (CHANGE IN OPEN INTEREST: 7,071) -2,377 3,820 -11 8,623 399 6,235 4,208 836 2,863 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.7 54.0 1.3 59.0 23.6 78.9 78.9 21.1 21.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 92) 20 36 7 28 20 54 57 SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741 FUTURES ONLY POSITIONS AS OF 12/05/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 125,000 SWISS FRANCS) OPEN INTEREST: 80,908 COMMITMENTS 25,835 32,303 796 28,496 35,368 55,127 68,467 25,781 12,441 CHANGES FROM 11/28/06 (CHANGE IN OPEN INTEREST: 2,202) 3,874 -3,561 796 -8,644 5,811 -3,974 3,046 6,176 -844 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 31.9 39.9 1.0 35.2 43.7 68.1 84.6 31.9 15.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54) 19 14 2 8 17 29 32 MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741 FUTURES ONLY POSITIONS AS OF 12/05/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 500,000 MEXICAN PESOS) OPEN INTEREST: 73,822 COMMITMENTS 33,935 8,586 749 34,842 60,851 69,526 70,186 4,296 3,636 CHANGES FROM 11/28/06 (CHANGE IN OPEN INTEREST: 306) 6,502 -15,558 -481 -5,953 15,800 68 -239 238 545 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 46.0 11.6 1.0 47.2 82.4 94.2 95.1 5.8 4.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 88) 37 21 3 17 19 55 42 BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742 FUTURES ONLY POSITIONS AS OF 12/05/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 62,500 POUNDS STERLING) OPEN INTEREST: 151,959 COMMITMENTS 96,711 20,879 1,833 17,011 109,218 115,555 131,930 36,404 20,029 CHANGES FROM 11/28/06 (CHANGE IN OPEN INTEREST: -2,122) -4,353 441 1,015 -174 -3,351 -3,512 -1,895 1,390 -227 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 63.6 13.7 1.2 11.2 71.9 76.0 86.8 24.0 13.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87) 40 16 4 13 25 57 42 JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741 FUTURES ONLY POSITIONS AS OF 12/05/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 12,500,000 JAPANESE YEN) OPEN INTEREST: 268,136 COMMITMENTS 62,344 85,881 2,901 153,868 150,125 219,113 238,907 49,023 29,229 CHANGES FROM 11/28/06 (CHANGE IN OPEN INTEREST: 16,029) 6,311 -12,110 372 2,994 27,708 9,677 15,970 6,352 59 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.3 32.0 1.1 57.4 56.0 81.7 89.1 18.3 10.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 113) 40 37 12 27 22 75 63 EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741 FUTURES ONLY POSITIONS AS OF 12/05/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 125,000 EUROS) OPEN INTEREST: 223,733 COMMITMENTS 115,201 16,936 6,365 34,887 163,201 156,453 186,502 67,280 37,231 CHANGES FROM 11/28/06 (CHANGE IN OPEN INTEREST: 16,160) 7,829 -842 1,329 1,168 20,646 10,326 21,133 5,834 -4,973 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 51.5 7.6 2.8 15.6 72.9 69.9 83.4 30.1 16.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 140) 71 26 22 28 32 106 73 NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741 FUTURES ONLY POSITIONS AS OF 12/05/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF NZ$ 100,000) OPEN INTEREST: 19,768 COMMITMENTS 15,427 957 0 2,057 17,707 17,484 18,664 2,284 1,104 CHANGES FROM 11/28/06 (CHANGE IN OPEN INTEREST: 1,690) 1,745 198 0 -202 1,180 1,543 1,378 147 312 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 78.0 4.8 0.0 10.4 89.6 88.4 94.4 11.6 5.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 20 4 0 6 12 26 16 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741 FUTURES ONLY POSITIONS AS OF 12/05/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $1,000,000 FACE VALUE) OPEN INTEREST: 10,945,536 COMMITMENTS 1353328 637,978 1384283 7164882 7533620 9902493 9555881 1043043 1389655 CHANGES FROM 11/28/06 (CHANGE IN OPEN INTEREST: 382,148) 269,680 121,264 86,116 -24,218 166,415 331,578 373,795 50,570 8,353 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.4 5.8 12.6 65.5 68.8 90.5 87.3 9.5 12.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 311) 64 58 83 152 172 260 276 S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741 FUTURES ONLY POSITIONS AS OF 12/05/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 696,094 COMMITMENTS 70,985 42,854 12,828 460,379 510,421 544,192 566,103 151,902 129,991 CHANGES FROM 11/28/06 (CHANGE IN OPEN INTEREST: 35,711) 4,753 479 6,289 25,491 25,931 36,533 32,699 -822 3,012 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.2 6.2 1.8 66.1 73.3 78.2 81.3 21.8 18.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 196) 44 38 19 84 63 138 111 E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A FUTURES ONLY POSITIONS AS OF 12/05/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($50 X S&P 500 INDEX) OPEN INTEREST: 1,961,863 COMMITMENTS 479,055 393,720 49,338 1040194 1370522 1568587 1813580 393,276 148,283 CHANGES FROM 11/28/06 (CHANGE IN OPEN INTEREST: 153,063) 19,642 50,955 7,671 122,130 96,815 149,443 155,441 3,620 -2,378 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.4 20.1 2.5 53.0 69.9 80.0 92.4 20.0 7.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 287) 90 64 42 90 85 205 167 S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-338741 FUTURES ONLY POSITIONS AS OF 12/05/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 400 INDEX X $500) OPEN INTEREST: 11,021 COMMITMENTS 991 0 0 6,173 7,826 7,164 7,826 3,857 3,195 CHANGES FROM 11/28/06 (CHANGE IN OPEN INTEREST: 682) -18 0 0 217 200 199 200 483 482 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.0 0.0 0.0 56.0 71.0 65.0 71.0 35.0 29.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 2 0 0 16 11 18 11 E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A FUTURES ONLY POSITIONS AS OF 12/05/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 400 INDEX X $100) OPEN INTEREST: 87,506 COMMITMENTS 11,337 25,940 779 58,360 50,604 70,476 77,323 17,030 10,183 CHANGES FROM 11/28/06 (CHANGE IN OPEN INTEREST: 5,766) 965 -3,891 405 1,026 2,373 2,396 -1,113 3,370 6,879 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.0 29.6 0.9 66.7 57.8 80.5 88.4 19.5 11.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75) 10 7 4 35 33 48 43 NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741 FUTURES ONLY POSITIONS AS OF 12/05/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 INDEX X $100) OPEN INTEREST: 71,300 COMMITMENTS 16,577 6,716 574 47,531 31,652 64,682 38,942 6,618 32,358 CHANGES FROM 11/28/06 (CHANGE IN OPEN INTEREST: -161) 425 -1,302 464 244 -1,008 1,133 -1,846 -1,294 1,685 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.2 9.4 0.8 66.7 44.4 90.7 54.6 9.3 45.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 91) 25 15 5 31 26 60 43 NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742 FUTURES ONLY POSITIONS AS OF 12/05/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 532,332 COMMITMENTS 181,763 155,160 10,819 185,519 331,020 378,101 496,999 154,231 35,333 CHANGES FROM 11/28/06 (CHANGE IN OPEN INTEREST: 21,328) 12,875 -7,772 -1,418 806 18,115 12,263 8,925 9,065 12,403 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 34.1 29.1 2.0 34.9 62.2 71.0 93.4 29.0 6.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 239) 92 45 19 64 55 167 108 AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741 FUTURES ONLY POSITIONS AS OF 12/05/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100,000 AUSTRALIAN DOLLARS OPEN INTEREST: 129,455 COMMITMENTS 88,467 13,156 684 6,613 108,357 95,764 122,197 33,691 7,258 CHANGES FROM 11/28/06 (CHANGE IN OPEN INTEREST: 5,539) -1,796 2,651 -144 5,011 4,851 3,071 7,358 2,468 -1,819 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 68.3 10.2 0.5 5.1 83.7 74.0 94.4 26.0 5.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73) 42 8 1 7 19 50 28 RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE Code-239741 FUTURES ONLY POSITIONS AS OF 12/05/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (RUSSEL 2000 INDEX X $500) OPEN INTEREST: 42,390 COMMITMENTS 4,621 3,611 0 33,025 25,988 37,646 29,599 4,744 12,791 CHANGES FROM 11/28/06 (CHANGE IN OPEN INTEREST: 600) 860 -15 0 154 982 1,014 967 -414 -367 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.9 8.5 0.0 77.9 61.3 88.8 69.8 11.2 30.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55) 4 10 0 25 25 29 35 RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-239742 FUTURES ONLY POSITIONS AS OF 12/05/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (RUSSEL 2000 INDEX X $100) OPEN INTEREST: 424,809 COMMITMENTS 52,941 135,090 2,058 316,464 270,668 371,463 407,816 53,346 16,993 CHANGES FROM 11/28/06 (CHANGE IN OPEN INTEREST: 26,861) -346 1,946 435 26,624 22,365 26,713 24,746 148 2,115 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.5 31.8 0.5 74.5 63.7 87.4 96.0 12.6 4.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 201) 36 66 9 57 67 99 137 NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741 FUTURES ONLY POSITIONS AS OF 12/05/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X $5.00) OPEN INTEREST: 53,697 COMMITMENTS 8,928 17,567 1,684 27,344 23,886 37,956 43,137 15,741 10,560 CHANGES FROM 11/28/06 (CHANGE IN OPEN INTEREST: 5,855) -268 12 1,424 1,446 1,757 2,602 3,193 3,253 2,662 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.6 32.7 3.1 50.9 44.5 70.7 80.3 29.3 19.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82) 19 25 7 22 26 47 52 NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743 FUTURES ONLY POSITIONS AS OF 12/05/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X 500 YEN) OPEN INTEREST: 54,531 COMMITMENTS 13,126 3,636 130 31,198 25,820 44,454 29,586 10,077 24,945 CHANGES FROM 11/28/06 (CHANGE IN OPEN INTEREST: 12,768) -113 -326 117 11,135 10,824 11,139 10,615 1,629 2,153 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.1 6.7 0.2 57.2 47.3 81.5 54.3 18.5 45.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55) 15 6 4 25 19 40 29 GOLDMAN-SACHS COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741 FUTURES ONLY POSITIONS AS OF 12/05/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (GSCI X $250) OPEN INTEREST: 21,873 COMMITMENTS 7,002 1,717 41 14,320 19,406 21,363 21,164 510 709 CHANGES FROM 11/28/06 (CHANGE IN OPEN INTEREST: -36) -321 142 -145 278 3 -188 0 152 -36 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 32.0 7.8 0.2 65.5 88.7 97.7 96.8 2.3 3.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 5 5 1 8 5 13 11 3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE Code-597741 FUTURES ONLY POSITIONS AS OF 12/05/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF Y100,000,000 FACE VALUE) OPEN INTEREST: 55,705 COMMITMENTS 5,149 10,433 3,180 32,212 36,293 40,541 49,906 15,164 5,799 CHANGES FROM 11/28/06 (CHANGE IN OPEN INTEREST: 2,614) -1,050 -477 818 3,154 1,272 2,922 1,613 -308 1,001 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.2 18.7 5.7 57.8 65.2 72.8 89.6 27.2 10.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59) 6 11 8 30 34 40 49
Updated December 8, 2006