BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 24, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 20,000 POUNDS) :
: : :
All : 3,139: 356 3 113 2,132 2,743 2,601 2,859: 538 280
Old : 3,139: 356 3 113 2,132 2,743 2,601 2,859: 538 280
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 17, 2006 :
: 216: 149 3 -3 100 183 246 183: -30 33
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.3 0.1 3.6 67.9 87.4 82.9 91.1: 17.1 8.9
Old : 100.0: 11.3 0.1 3.6 67.9 87.4 82.9 91.1: 17.1 8.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 2 1 1 14 12 17 13:
Old : 25: 2 1 1 14 12 17 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.5 61.7 65.2 81.1 45.5 61.7 65.2 77.6
Old : 45.5 61.7 65.2 81.1 45.5 61.7 65.2 77.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MILK - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 24, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 35,976: 2,751 2,004 4,054 23,684 17,885 30,490 23,943: 5,486 12,033
Old : 35,976: 2,751 2,004 4,054 23,684 17,885 30,490 23,943: 5,486 12,033
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 17, 2006 :
: 2,675: 582 -306 428 830 1,249 1,840 1,371: 836 1,305
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.6 5.6 11.3 65.8 49.7 84.8 66.6: 15.2 33.4
Old : 100.0: 7.6 5.6 11.3 65.8 49.7 84.8 66.6: 15.2 33.4
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 : 49: 12 5 13 28 19 43 34:
Old : 49: 12 5 13 28 19 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 : 44.7 31.7 58.8 46.0 43.1 30.8 53.2 40.5
Old : 44.7 31.7 58.8 46.0 43.1 30.8 53.2 40.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 24, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 178,993: 32,551 17,491 45,565 82,689 76,808 160,805 139,864: 18,188 39,129
Old : 178,764: 32,449 17,501 45,555 82,685 76,625 160,689 139,681: 18,075 39,083
Other: 229: 112 0 0 4 183 116 183: 113 46
: : :
: : Changes in Commitments from: October 17, 2006 :
: -14: 594 -387 -122 512 268 984 -242: -998 227
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.2 9.8 25.5 46.2 42.9 89.8 78.1: 10.2 21.9
Old : 100.0: 18.2 9.8 25.5 46.3 42.9 89.9 78.1: 10.1 21.9
Other: 100.0: 48.9 0.0 0.0 1.7 79.9 50.7 79.9: 49.3 20.1
: : :
:# Traders : Number of Traders in Each Category :
All : 216: 52 84 82 37 45 156 163:
Old : 216: 52 84 82 37 45 156 163:
Other: 7: 3 0 0 1 3 4 3:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.8 22.6 40.9 29.7 29.8 21.6 39.8 27.2
Old : 29.8 22.6 41.0 29.8 29.8 21.6 39.8 27.2
Other: 50.7 79.9 50.7 79.9 50.7 79.9 50.7 79.9
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 24, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 221,340: 47,887 20,779 55,850 95,689 92,634 199,427 169,264: 21,913 52,076
Old : 221,340: 47,887 20,779 55,850 95,689 92,634 199,427 169,264: 21,913 52,076
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 17, 2006 :
: 1,651: 1,149 1,173 5,789 -646 -3,066 6,292 3,896: -4,641 -2,245
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.6 9.4 25.2 43.2 41.9 90.1 76.5: 9.9 23.5
Old : 100.0: 21.6 9.4 25.2 43.2 41.9 90.1 76.5: 9.9 23.5
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 : 306: 89 62 75 87 128 216 235:
Old : 306: 89 62 75 87 128 216 235:
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 : 24.8 10.7 37.2 18.5 24.8 9.6 35.2 15.7
Old : 24.8 10.7 37.2 18.5 24.8 9.6 35.2 15.7
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 with Delta-adjusted Options and Futures Combined, October 24, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 110,000 BOARD FEET) :
: : :
All : 7,356: 2,949 2,578 1,017 1,421 1,444 5,387 5,039: 1,970 2,317
Old : 7,356: 2,949 2,578 1,017 1,421 1,444 5,387 5,039: 1,970 2,317
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 17, 2006 :
: 43: 184 -23 -90 -60 139 34 26: 9 17
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.1 35.0 13.8 19.3 19.6 73.2 68.5: 26.8 31.5
Old : 100.0: 40.1 35.0 13.8 19.3 19.6 73.2 68.5: 26.8 31.5
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 : 70: 20 27 19 22 20 54 55:
Old : 70: 20 27 19 22 20 54 55:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.1 19.9 41.0 30.6 26.1 18.8 40.2 28.6
Old : 26.1 19.9 41.0 30.6 26.1 18.8 40.2 28.6
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 with Delta-adjusted Options and Futures Combined, October 24, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50,000 POUNDS) :
: : :
All : 28,641: 7,130 7,089 6,812 8,505 3,750 22,447 17,652: 6,195 10,990
Old : 28,641: 7,130 7,089 6,812 8,505 3,750 22,447 17,652: 6,195 10,990
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 17, 2006 :
: 743: 655 1,298 -290 32 65 396 1,073: 347 -330
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.9 24.8 23.8 29.7 13.1 78.4 61.6: 21.6 38.4
Old : 100.0: 24.9 24.8 23.8 29.7 13.1 78.4 61.6: 21.6 38.4
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 : 120: 32 39 33 34 24 86 81:
Old : 120: 32 39 33 34 24 86 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 : 17.3 13.9 28.4 23.1 15.2 11.9 24.9 18.2
Old : 17.3 13.9 28.4 23.1 15.2 11.9 24.9 18.2
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 with Delta-adjusted Options and Futures Combined, October 24, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100,000 CANADIAN DOLLARS) :
: : :
All : 106,872: 24,733 39,142 4,286 46,848 39,200 75,867 82,628: 31,006 24,244
Old : 106,872: 24,733 39,142 4,286 46,848 39,200 75,867 82,628: 31,006 24,244
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 17, 2006 :
: -9,969: -2,991 -12,676 1,469 -7,543 3,985 -9,065 -7,222: -903 -2,746
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.1 36.6 4.0 43.8 36.7 71.0 77.3: 29.0 22.7
Old : 100.0: 23.1 36.6 4.0 43.8 36.7 71.0 77.3: 29.0 22.7
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 : 80: 19 28 11 24 19 47 54:
Old : 80: 19 28 11 24 19 47 54:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.5 30.3 38.9 44.3 24.3 30.3 38.8 44.3
Old : 24.5 30.3 38.9 44.3 24.3 30.3 38.8 44.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 24, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 125,000 SWISS FRANCS) :
: : :
All : 110,080: 9,232 79,862 908 90,776 4,614 100,916 85,385: 9,165 24,695
Old : 110,080: 9,232 79,862 908 90,776 4,614 100,916 85,385: 9,165 24,695
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 17, 2006 :
: 2,694: -1,154 1,846 -40 2,734 150 1,541 1,956: 1,153 738
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.4 72.5 0.8 82.5 4.2 91.7 77.6: 8.3 22.4
Old : 100.0: 8.4 72.5 0.8 82.5 4.2 91.7 77.6: 8.3 22.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 58: 7 35 1 14 6 21 42:
Old : 58: 7 35 1 14 6 21 42:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 66.0 35.2 79.7 46.2 65.9 35.2 78.6 46.2
Old : 66.0 35.2 79.7 46.2 65.9 35.2 78.6 46.2
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 with Delta-adjusted Options and Futures Combined, October 24, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 500,000 MEXICAN PESOS) :
: : :
All : 99,861: 79,052 11,969 167 16,035 85,644 95,254 97,780: 4,607 2,081
Old : 99,861: 79,052 11,969 167 16,035 85,644 95,254 97,780: 4,607 2,081
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 17, 2006 :
: 15,744: 14,361 -245 -2 1,048 15,792 15,407 15,545: 337 199
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.2 12.0 0.2 16.1 85.8 95.4 97.9: 4.6 2.1
Old : 100.0: 79.2 12.0 0.2 16.1 85.8 95.4 97.9: 4.6 2.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 99: 56 11 1 16 20 73 31:
Old : 99: 56 11 1 16 20 73 31:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.2 51.6 61.6 75.8 46.2 50.4 61.6 74.7
Old : 46.2 51.6 61.6 75.8 46.2 50.4 61.6 74.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 24, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 62,500 POUNDS STERLING) :
: : :
All : 104,601: 56,190 18,969 1,497 21,945 66,116 79,632 86,582: 24,969 18,019
Old : 104,601: 56,190 18,969 1,497 21,945 66,116 79,632 86,582: 24,969 18,019
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 17, 2006 :
: -6,691: -220 -4,047 557 -5,213 -418 -4,877 -3,909: -1,814 -2,782
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.7 18.1 1.4 21.0 63.2 76.1 82.8: 23.9 17.2
Old : 100.0: 53.7 18.1 1.4 21.0 63.2 76.1 82.8: 23.9 17.2
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 : 64: 26 11 6 15 18 43 33:
Old : 64: 26 11 6 15 18 43 33:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.0 41.8 49.2 63.6 38.0 40.5 49.2 61.7
Old : 38.0 41.8 49.2 63.6 38.0 40.5 49.2 61.7
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 with Delta-adjusted Options and Futures Combined, October 24, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 12,500,000 JAPANESE YEN) :
: : :
All : 326,283: 48,166 188,696 8,176 230,682 90,385 287,024 287,257: 39,260 39,026
Old : 326,283: 48,166 188,696 8,176 230,682 90,385 287,024 287,257: 39,260 39,026
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 17, 2006 :
: 23,226: -2,199 21,980 1,014 22,570 60 21,385 23,053: 1,842 173
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.8 57.8 2.5 70.7 27.7 88.0 88.0: 12.0 12.0
Old : 100.0: 14.8 57.8 2.5 70.7 27.7 88.0 88.0: 12.0 12.0
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 : 137: 31 66 16 30 24 69 98:
Old : 137: 31 66 16 30 24 69 98:
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 : 39.5 28.6 55.2 45.0 32.3 27.7 47.6 40.7
Old : 39.5 28.6 55.2 45.0 32.3 27.7 47.6 40.7
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 with Delta-adjusted Options and Futures Combined, October 24, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 125,000 EUROS) :
: : :
All : 182,181: 71,131 43,850 14,251 43,759 76,326 129,141 134,426: 53,040 47,755
Old : 182,181: 71,131 43,850 14,251 43,759 76,326 129,141 134,426: 53,040 47,755
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 17, 2006 :
: 3,940: 958 134 1,005 5,289 2,296 7,252 3,434: -3,312 506
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.0 24.1 7.8 24.0 41.9 70.9 73.8: 29.1 26.2
Old : 100.0: 39.0 24.1 7.8 24.0 41.9 70.9 73.8: 29.1 26.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 133: 53 36 34 32 32 98 89:
Old : 133: 53 36 34 32 32 98 89:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.0 26.6 27.8 37.1 17.6 25.3 26.1 35.0
Old : 18.0 26.6 27.8 37.1 17.6 25.3 26.1 35.0
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 with Delta-adjusted Options and Futures Combined, October 24, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF NZ$ 100,000) :
: : :
All : 21,403: 16,443 1,208 0 2,831 18,817 19,274 20,025: 2,129 1,378
Old : 21,403: 16,443 1,208 0 2,831 18,817 19,274 20,025: 2,129 1,378
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 17, 2006 :
: 1,644: 1,368 -65 0 328 1,584 1,696 1,519: -52 125
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.8 5.6 0.0 13.2 87.9 90.1 93.6: 9.9 6.4
Old : 100.0: 76.8 5.6 0.0 13.2 87.9 90.1 93.6: 9.9 6.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 12 6 0 8 11 20 17:
Old : 35: 12 6 0 8 11 20 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 70.4 66.2 79.4 84.7 70.4 65.1 79.4 83.2
Old : 70.4 66.2 79.4 84.7 70.4 65.1 79.4 83.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 24, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $1,000,000 FACE VALUE) :
: : :
All :16,803,708: 591,634 595,621 5,863,911 9,192,261 8,802,685 15,647,807 15,262,218: 1,155,901 1,541,491
Old :16,803,708: 591,634 595,621 5,863,911 9,192,261 8,802,685 15,647,807 15,262,218: 1,155,901 1,541,491
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 17, 2006 :
: 260,926: 20,471 109,112 81,837 132,917 -63,853 235,224 127,096: 25,701 133,830
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.5 3.5 34.9 54.7 52.4 93.1 90.8: 6.9 9.2
Old : 100.0: 3.5 3.5 34.9 54.7 52.4 93.1 90.8: 6.9 9.2
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 : 320: 70 62 117 160 167 290 295:
Old : 320: 70 62 117 160 167 290 295:
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 : 28.3 14.8 38.8 24.7 22.6 7.8 25.6 12.2
Old : 28.3 14.8 38.8 24.7 22.6 7.8 25.6 12.2
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 with Delta-adjusted Options and Futures Combined, October 24, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 500 INDEX X $250.00) :
: : :
All : 736,526: 77,700 29,921 64,027 443,464 469,240 585,190 563,187: 151,336 173,339
Old : 736,526: 77,700 29,921 64,027 443,464 469,240 585,190 563,187: 151,336 173,339
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 17, 2006 :
: -12,806: 306 -3,115 -16,208 2,474 6,295 -13,428 -13,028: 622 223
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.5 4.1 8.7 60.2 63.7 79.5 76.5: 20.5 23.5
Old : 100.0: 10.5 4.1 8.7 60.2 63.7 79.5 76.5: 20.5 23.5
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 : 214: 51 46 66 88 71 178 144:
Old : 214: 51 46 66 88 71 178 144:
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 : 17.2 20.2 24.2 32.2 17.1 20.2 23.6 32.2
Old : 17.2 20.2 24.2 32.2 17.1 20.2 23.6 32.2
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 with Delta-adjusted Options and Futures Combined, October 24, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($50 X S&P 500 INDEX) :
: : :
All : 1,702,703: 382,937 331,736 102,320 787,944 1,112,068 1,273,200 1,546,124: 429,503 156,579
Old : 1,702,703: 382,937 331,736 102,320 787,944 1,112,068 1,273,200 1,546,124: 429,503 156,579
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 17, 2006 :
: -523: 40,860 21,700 -36,843 -7,202 10,025 -3,185 -5,118: 2,662 4,595
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.5 19.5 6.0 46.3 65.3 74.8 90.8: 25.2 9.2
Old : 100.0: 22.5 19.5 6.0 46.3 65.3 74.8 90.8: 25.2 9.2
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 : 268: 80 72 60 77 80 189 180:
Old : 268: 80 72 60 77 80 189 180:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.8 27.2 28.2 41.1 14.2 23.5 23.2 35.0
Old : 17.8 27.2 28.2 41.1 14.2 23.5 23.2 35.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-338741
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 24, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 400 INDEX X $500) :
: : :
All : 8,536: 749 0 0 4,477 6,865 5,226 6,865: 3,310 1,671
Old : 8,536: 749 0 0 4,477 6,865 5,226 6,865: 3,310 1,671
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 17, 2006 :
: 175: 148 0 0 28 341 176 341: -1 -166
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.8 0.0 0.0 52.4 80.4 61.2 80.4: 38.8 19.6
Old : 100.0: 8.8 0.0 0.0 52.4 80.4 61.2 80.4: 38.8 19.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 2 0 0 10 13 12 13:
Old : 22: 2 0 0 10 13 12 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.6 50.4 54.8 69.6 38.6 50.0 54.8 69.3
Old : 38.6 50.4 54.8 69.6 38.6 50.0 54.8 69.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 24, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 400 INDEX X $100) :
: : :
All : 67,916: 7,319 31,539 27 51,135 33,071 58,481 64,637: 9,435 3,279
Old : 67,916: 7,319 31,539 27 51,135 33,071 58,481 64,637: 9,435 3,279
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 17, 2006 :
: 2,269: 293 1,911 0 1,416 522 1,709 2,433: 560 -164
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.8 46.4 0.0 75.3 48.7 86.1 95.2: 13.9 4.8
Old : 100.0: 10.8 46.4 0.0 75.3 48.7 86.1 95.2: 13.9 4.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 63: 12 7 1 27 24 40 31:
Old : 63: 12 7 1 27 24 40 31:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.7 52.5 56.3 70.7 39.2 52.5 54.8 70.6
Old : 40.7 52.5 56.3 70.7 39.2 52.5 54.8 70.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 24, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NASDAQ 100 INDEX X $100) :
: : :
All : 56,420: 11,068 8,948 626 35,047 32,385 46,741 41,959: 9,679 14,461
Old : 56,420: 11,068 8,948 626 35,047 32,385 46,741 41,959: 9,679 14,461
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 17, 2006 :
: 794: -308 -3,957 -214 179 3,785 -342 -386: 1,137 1,180
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.6 15.9 1.1 62.1 57.4 82.8 74.4: 17.2 25.6
Old : 100.0: 19.6 15.9 1.1 62.1 57.4 82.8 74.4: 17.2 25.6
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: 20 13 4 28 30 49 46:
Old : 82: 20 13 4 28 30 49 46:
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 : 39.5 30.2 52.2 42.8 36.2 29.7 48.8 41.4
Old : 39.5 30.2 52.2 42.8 36.2 29.7 48.8 41.4
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 with Delta-adjusted Options and Futures Combined, October 24, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ( NASDAQ 100 STOCK INDEX X $20) :
: : :
All : 434,676: 110,109 131,238 12,721 248,620 266,157 371,450 410,116: 63,226 24,561
Old : 434,676: 110,109 131,238 12,721 248,620 266,157 371,450 410,116: 63,226 24,561
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 17, 2006 :
: -63,943: 4,285 -3,952 -6,464 -44,924 -26,726 -47,103 -37,142: -16,840 -26,801
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.3 30.2 2.9 57.2 61.2 85.5 94.3: 14.5 5.7
Old : 100.0: 25.3 30.2 2.9 57.2 61.2 85.5 94.3: 14.5 5.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 221: 72 56 20 62 47 144 113:
Old : 221: 72 56 20 62 47 144 113:
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 : 32.5 35.8 43.6 55.2 32.5 34.0 42.4 51.6
Old : 32.5 35.8 43.6 55.2 32.5 34.0 42.4 51.6
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 with Delta-adjusted Options and Futures Combined, October 24, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100,000 AUSTRALIAN DOLLARS) :
: : :
All : 88,052: 61,738 5,339 62 2,506 72,762 64,306 78,163: 23,746 9,889
Old : 88,052: 61,738 5,339 62 2,506 72,762 64,306 78,163: 23,746 9,889
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 17, 2006 :
: 13,514: 12,711 -4,017 9 -1,685 16,228 11,035 12,220: 2,479 1,294
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.1 6.1 0.1 2.8 82.6 73.0 88.8: 27.0 11.2
Old : 100.0: 70.1 6.1 0.1 2.8 82.6 73.0 88.8: 27.0 11.2
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 : 50: 29 3 1 4 16 34 19:
Old : 50: 29 3 1 4 16 34 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.2 50.9 46.9 72.3 34.2 49.3 46.9 70.7
Old : 34.2 50.9 46.9 72.3 34.2 49.3 46.9 70.7
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 with Delta-adjusted Options and Futures Combined, October 24, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (RUSSEL 2000 INDEX X $500) :
: : :
All : 36,937: 3,033 3,777 2 29,150 20,519 32,185 24,298: 4,752 12,639
Old : 36,937: 3,033 3,777 2 29,150 20,519 32,185 24,298: 4,752 12,639
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 17, 2006 :
: 1,195: 1,432 -211 2 -250 1,135 1,184 926: 11 269
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.2 10.2 0.0 78.9 55.6 87.1 65.8: 12.9 34.2
Old : 100.0: 8.2 10.2 0.0 78.9 55.6 87.1 65.8: 12.9 34.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 56: 4 12 1 24 23 29 35:
Old : 56: 4 12 1 24 23 29 35:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.5 22.5 67.1 36.6 49.2 21.8 66.8 36.0
Old : 49.5 22.5 67.1 36.6 49.2 21.8 66.8 36.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-239742
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 24, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (RUSSEL 2000 INDEX X $100) :
: : :
All : 419,037: 56,518 117,546 5,424 301,531 279,019 363,473 401,989: 55,564 17,048
Old : 419,037: 56,518 117,546 5,424 301,531 279,019 363,473 401,989: 55,564 17,048
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 17, 2006 :
: -7,215: 10,275 -3,927 -2,465 -19,018 2,607 -11,208 -3,785: 3,993 -3,431
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.5 28.1 1.3 72.0 66.6 86.7 95.9: 13.3 4.1
Old : 100.0: 13.5 28.1 1.3 72.0 66.6 86.7 95.9: 13.3 4.1
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 : 205: 44 73 35 46 62 113 148:
Old : 205: 44 73 35 46 62 113 148:
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 : 48.5 26.7 59.7 39.8 48.0 25.1 58.9 38.2
Old : 48.5 26.7 59.7 39.8 48.0 25.1 58.9 38.2
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 with Delta-adjusted Options and Futures Combined, October 24, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NIKKEI INDEX X $5.00) :
: : :
All : 43,618: 9,891 14,363 553 22,065 22,583 32,509 37,500: 11,109 6,119
Old : 43,618: 9,891 14,363 553 22,065 22,583 32,509 37,500: 11,109 6,119
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 17, 2006 :
: -1,744: 373 -1,308 -60 -1,612 -278 -1,300 -1,647: -444 -97
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.7 32.9 1.3 50.6 51.8 74.5 86.0: 25.5 14.0
Old : 100.0: 22.7 32.9 1.3 50.6 51.8 74.5 86.0: 25.5 14.0
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 : 72: 20 21 5 14 21 35 46:
Old : 72: 20 21 5 14 21 35 46:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.9 33.4 48.4 50.5 36.9 30.9 48.3 48.0
Old : 36.9 33.4 48.4 50.5 36.9 30.9 48.3 48.0
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 with Delta-adjusted Options and Futures Combined, October 24, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NIKKEI INDEX X 500 YEN) :
: : :
All : 38,345: 15,830 3,421 0 15,388 14,116 31,218 17,537: 7,127 20,808
Old : 38,345: 15,830 3,421 0 15,388 14,116 31,218 17,537: 7,127 20,808
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 17, 2006 :
: -2,885: -216 282 -174 -455 1,114 -845 1,222: -2,040 -4,107
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.3 8.9 0.0 40.1 36.8 81.4 45.7: 18.6 54.3
Old : 100.0: 41.3 8.9 0.0 40.1 36.8 81.4 45.7: 18.6 54.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 50: 18 6 0 18 11 36 17:
Old : 50: 18 6 0 18 11 36 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.5 29.8 47.7 37.7 29.4 19.6 40.1 27.5
Old : 36.5 29.8 47.7 37.7 29.4 19.6 40.1 27.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GOLDMAN-SACHS COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 24, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (GSCI X $250) :
: : :
All : 20,594: 5,681 2,629 41 14,583 17,173 20,305 19,843: 289 751
Old : 20,594: 5,681 2,629 41 14,583 17,173 20,305 19,843: 289 751
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 17, 2006 :
: 300: 760 776 41 -148 -85 653 732: -353 -432
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.6 12.8 0.2 70.8 83.4 98.6 96.4: 1.4 3.6
Old : 100.0: 27.6 12.8 0.2 70.8 83.4 98.6 96.4: 1.4 3.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 5 6 1 8 4 13 11:
Old : 22: 5 6 1 8 4 13 11:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 82.0 89.9 93.5 95.5 81.8 89.9 93.2 95.5
Old : 82.0 89.9 93.5 95.5 81.8 89.9 93.2 95.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE Code-597741
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 24, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF Y100,000,000 FACE VALUE) :
: : :
All : 55,148: 4,674 9,897 3,527 27,141 33,699 35,342 47,123: 19,806 8,025
Old : 55,148: 4,674 9,897 3,527 27,141 33,699 35,342 47,123: 19,806 8,025
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 17, 2006 :
: -253: 197 -325 -50 1,597 1,394 1,744 1,019: -1,997 -1,272
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.5 17.9 6.4 49.2 61.1 64.1 85.4: 35.9 14.6
Old : 100.0: 8.5 17.9 6.4 49.2 61.1 64.1 85.4: 35.9 14.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 53: 4 11 7 28 31 36 45:
Old : 53: 4 11 7 28 31 36 45:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.3 27.8 41.7 45.6 21.1 21.5 28.6 34.0
Old : 27.3 27.8 41.7 45.6 21.1 21.5 28.6 34.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 27, 2006