MILK - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 19, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 36,300: 2,519 2,524 6,024 22,896 17,921 31,440 26,469: 4,861 9,831
Old : 36,300: 2,519 2,524 6,024 22,896 17,921 31,440 26,469: 4,861 9,831
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 12, 2006 :
: 1,212: 459 -11 18 561 753 1,038 759: 174 453
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.9 7.0 16.6 63.1 49.4 86.6 72.9: 13.4 27.1
Old : 100.0: 6.9 7.0 16.6 63.1 49.4 86.6 72.9: 13.4 27.1
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 : 56: 12 8 13 30 23 47 39:
Old : 56: 12 8 13 30 23 47 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 : 43.8 29.9 56.6 46.7 39.5 28.3 48.6 37.5
Old : 43.8 29.9 56.6 46.7 39.5 28.3 48.6 37.5
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, December 19, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 180,391: 30,468 13,375 39,138 86,850 94,304 156,456 146,816: 23,936 33,575
Old : 177,615: 29,299 13,954 38,537 86,748 92,285 154,584 144,775: 23,032 32,840
Other: 2,776: 1,770 22 0 102 2,019 1,872 2,041: 904 735
: : :
: : Changes in Commitments from: December 12, 2006 :
: -13,630: -1,427 1,597 -7,845 -5,155 -3,408 -14,426 -9,655: 796 -3,975
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.9 7.4 21.7 48.1 52.3 86.7 81.4: 13.3 18.6
Old : 100.0: 16.5 7.9 21.7 48.8 52.0 87.0 81.5: 13.0 18.5
Other: 100.0: 63.8 0.8 0.0 3.7 72.7 67.4 73.5: 32.6 26.5
: : :
:# Traders : Number of Traders in Each Category :
All : 197: 58 53 75 41 45 146 148:
Old : 197: 57 54 75 41 45 146 148:
Other: 28: 9 2 0 2 15 11 17:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.6 32.7 41.9 40.2 29.6 30.0 39.7 35.5
Old : 30.1 32.9 42.5 40.3 30.1 30.3 40.2 35.5
Other: 58.8 42.8 65.8 63.1 58.8 42.8 65.8 63.1
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 19, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 240,088: 57,398 21,938 54,830 104,637 105,711 216,865 182,479: 23,223 57,609
Old : 240,088: 57,398 21,938 54,830 104,637 105,711 216,865 182,479: 23,223 57,609
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 12, 2006 :
: 1,172: 1,150 -2,086 311 744 2,986 2,205 1,212: -1,033 -40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.9 9.1 22.8 43.6 44.0 90.3 76.0: 9.7 24.0
Old : 100.0: 23.9 9.1 22.8 43.6 44.0 90.3 76.0: 9.7 24.0
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 : 317: 85 61 79 91 145 216 259:
Old : 317: 85 61 79 91 145 216 259:
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 : 22.9 11.1 34.9 18.9 22.9 9.4 33.3 14.5
Old : 22.9 11.1 34.9 18.9 22.9 9.4 33.3 14.5
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, December 19, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 110,000 BOARD FEET) :
: : :
All : 7,455: 1,845 3,058 973 2,309 1,525 5,127 5,555: 2,328 1,900
Old : 7,455: 1,845 3,058 973 2,309 1,525 5,127 5,555: 2,328 1,900
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 12, 2006 :
: -696: -434 55 -327 53 -121 -708 -393: 11 -303
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.8 41.0 13.1 31.0 20.5 68.8 74.5: 31.2 25.5
Old : 100.0: 24.8 41.0 13.1 31.0 20.5 68.8 74.5: 31.2 25.5
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 : 68: 21 24 11 16 18 39 52:
Old : 68: 21 24 11 16 18 39 52:
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 : 26.7 20.7 39.3 34.6 26.7 20.7 35.9 31.0
Old : 26.7 20.7 39.3 34.6 26.7 20.7 35.9 31.0
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, December 19, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50,000 POUNDS) :
: : :
All : 30,640: 6,903 7,119 5,513 11,750 5,242 24,166 17,873: 6,474 12,767
Old : 30,640: 6,903 7,119 5,513 11,750 5,242 24,166 17,873: 6,474 12,767
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 12, 2006 :
: -711: 211 45 76 -468 -241 -181 -120: -531 -591
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.5 23.2 18.0 38.4 17.1 78.9 58.3: 21.1 41.7
Old : 100.0: 22.5 23.2 18.0 38.4 17.1 78.9 58.3: 21.1 41.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 127: 31 32 27 45 39 94 86:
Old : 127: 31 32 27 45 39 94 86:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 15.4 14.0 25.9 21.7 14.1 11.3 23.6 16.6
Old : 15.4 14.0 25.9 21.7 14.1 11.3 23.6 16.6
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, December 19, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100,000 CANADIAN DOLLARS) :
: : :
All : 190,281: 27,232 84,581 5,447 119,414 65,856 152,093 155,884: 38,188 34,397
Old : 190,281: 27,232 84,581 5,447 119,414 65,856 152,093 155,884: 38,188 34,397
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 12, 2006 :
: 18,085: 887 6,400 -3,284 13,276 11,873 10,878 14,989: 7,207 3,096
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.3 44.5 2.9 62.8 34.6 79.9 81.9: 20.1 18.1
Old : 100.0: 14.3 44.5 2.9 62.8 34.6 79.9 81.9: 20.1 18.1
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 : 83: 18 28 9 28 26 49 60:
Old : 83: 18 28 9 28 26 49 60:
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 : 37.7 31.4 51.2 46.1 27.5 22.0 38.1 32.4
Old : 37.7 31.4 51.2 46.1 27.5 22.0 38.1 32.4
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, December 19, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 125,000 SWISS FRANCS) :
: : :
All : 56,391: 18,258 29,181 707 17,041 17,044 36,006 46,931: 20,385 9,459
Old : 56,391: 18,258 29,181 707 17,041 17,044 36,006 46,931: 20,385 9,459
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 12, 2006 :
: -37,878: -6,660 -5,551 -456 -28,156 -31,553 -35,272 -37,559: -2,606 -319
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.4 51.7 1.3 30.2 30.2 63.9 83.2: 36.1 16.8
Old : 100.0: 32.4 51.7 1.3 30.2 30.2 63.9 83.2: 36.1 16.8
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 : 48: 17 15 2 11 9 30 24:
Old : 48: 17 15 2 11 9 30 24:
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 : 24.7 45.8 38.6 65.6 24.7 45.7 38.6 65.2
Old : 24.7 45.8 38.6 65.6 24.7 45.7 38.6 65.2
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, December 19, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 500,000 MEXICAN PESOS) :
: : :
All : 80,817: 69,778 9,775 0 6,452 45,242 76,230 55,017: 4,587 25,800
Old : 80,817: 69,778 9,775 0 6,452 45,242 76,230 55,017: 4,587 25,800
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 12, 2006 :
: -28,036: 13,950 1,583 -1,472 -41,308 -51,074 -28,830 -50,963: 794 22,927
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.3 12.1 0.0 8.0 56.0 94.3 68.1: 5.7 31.9
Old : 100.0: 86.3 12.1 0.0 8.0 56.0 94.3 68.1: 5.7 31.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 89: 53 12 0 11 13 64 25:
Old : 89: 53 12 0 11 13 64 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.5 46.0 61.7 57.2 51.5 46.0 61.7 57.2
Old : 51.5 46.0 61.7 57.2 51.5 46.0 61.7 57.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 19, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 62,500 POUNDS STERLING) :
: : :
All : 154,538: 97,945 12,159 3,148 19,220 122,063 120,313 137,370: 34,225 17,168
Old : 154,538: 97,945 12,159 3,148 19,220 122,063 120,313 137,370: 34,225 17,168
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 12, 2006 :
: -31,714: -5,334 -11,784 -2,702 -20,379 -15,544 -28,416 -30,030: -3,299 -1,685
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.4 7.9 2.0 12.4 79.0 77.9 88.9: 22.1 11.1
Old : 100.0: 63.4 7.9 2.0 12.4 79.0 77.9 88.9: 22.1 11.1
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 : 82: 42 13 9 12 19 57 38:
Old : 82: 42 13 9 12 19 57 38:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.2 46.4 46.7 65.2 34.2 46.4 46.7 65.2
Old : 34.2 46.4 46.7 65.2 34.2 46.4 46.7 65.2
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, December 19, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 12,500,000 JAPANESE YEN) :
: : :
All : 247,347: 48,738 141,455 5,061 153,152 66,358 206,951 212,874: 40,396 34,473
Old : 247,347: 48,738 141,455 5,061 153,152 66,358 206,951 212,874: 40,396 34,473
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 12, 2006 :
: -50,516: -873 35,212 -2,540 -38,831 -86,910 -42,244 -54,238: -8,272 3,722
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.7 57.2 2.0 61.9 26.8 83.7 86.1: 16.3 13.9
Old : 100.0: 19.7 57.2 2.0 61.9 26.8 83.7 86.1: 16.3 13.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 110: 32 44 17 27 18 67 71:
Old : 110: 32 44 17 27 18 67 71:
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 : 48.9 39.5 63.3 55.0 48.6 39.5 62.3 54.8
Old : 48.9 39.5 63.3 55.0 48.6 39.5 62.3 54.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 19, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 125,000 EUROS) :
: : :
All : 226,593: 110,878 18,283 20,049 27,380 151,938 158,307 190,270: 68,287 36,323
Old : 226,593: 110,878 18,283 20,049 27,380 151,938 158,307 190,270: 68,287 36,323
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 12, 2006 :
: -38,196: -1,191 3,479 -2,885 -28,466 -31,537 -32,543 -30,943: -5,653 -7,253
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.9 8.1 8.8 12.1 67.1 69.9 84.0: 30.1 16.0
Old : 100.0: 48.9 8.1 8.8 12.1 67.1 69.9 84.0: 30.1 16.0
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 : 138: 69 30 38 28 27 116 76:
Old : 138: 69 30 38 28 27 116 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 : 15.9 42.5 23.3 57.4 15.8 42.2 23.0 55.3
Old : 15.9 42.5 23.3 57.4 15.8 42.2 23.0 55.3
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, December 19, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF NZ$ 100,000) :
: : :
All : 22,440: 19,129 1,240 0 1,690 20,658 20,819 21,898: 1,621 542
Old : 22,440: 19,129 1,240 0 1,690 20,658 20,819 21,898: 1,621 542
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 12, 2006 :
: 175: 1,697 375 0 -944 331 753 706: -578 -531
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.2 5.5 0.0 7.5 92.1 92.8 97.6: 7.2 2.4
Old : 100.0: 85.2 5.5 0.0 7.5 92.1 92.8 97.6: 7.2 2.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 39: 21 3 0 6 12 27 15:
Old : 39: 21 3 0 6 12 27 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 66.8 74.3 75.6 86.0 66.8 72.9 75.6 84.6
Old : 66.8 74.3 75.6 86.0 66.8 72.9 75.6 84.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 19, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $1,000,000 FACE VALUE) :
: : :
All :13,890,009: 503,615 494,936 3,776,319 8,544,327 8,265,625 12,824,261 12,536,880: 1,065,748 1,353,129
Old :13,890,009: 503,615 494,936 3,776,319 8,544,327 8,265,625 12,824,261 12,536,880: 1,065,748 1,353,129
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 12, 2006 :
:-4,847,341: -363,021 -56,088 -2,669,426 -1,665,226 -2,037,193 -4,697,673 -4,762,707: -149,668 -84,634
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.6 3.6 27.2 61.5 59.5 92.3 90.3: 7.7 9.7
Old : 100.0: 3.6 3.6 27.2 61.5 59.5 92.3 90.3: 7.7 9.7
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 : 301: 63 58 109 153 163 276 280:
Old : 301: 63 58 109 153 163 276 280:
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 : 29.3 13.7 38.6 22.9 26.3 8.8 28.8 13.9
Old : 29.3 13.7 38.6 22.9 26.3 8.8 28.8 13.9
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, December 19, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 500 INDEX X $250.00) :
: : :
All : 696,045: 67,936 50,418 42,590 433,244 476,456 543,770 569,465: 152,275 126,581
Old : 696,045: 67,936 50,418 42,590 433,244 476,456 543,770 569,465: 152,275 126,581
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 12, 2006 :
: -194,291: -9,593 11,172 -53,969 -88,229 -92,100 -151,791 -134,897: -42,500 -59,394
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.8 7.2 6.1 62.2 68.5 78.1 81.8: 21.9 18.2
Old : 100.0: 9.8 7.2 6.1 62.2 68.5 78.1 81.8: 21.9 18.2
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 : 210: 46 52 66 82 63 175 136:
Old : 210: 46 52 66 82 63 175 136:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.7 27.3 26.7 38.9 19.6 27.3 26.3 38.8
Old : 19.7 27.3 26.7 38.9 19.6 27.3 26.3 38.8
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, December 19, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($50 X S&P 500 INDEX) :
: : :
All : 1,565,014: 348,730 234,035 72,844 854,658 1,124,641 1,276,232 1,431,520: 288,782 133,494
Old : 1,565,014: 348,730 234,035 72,844 854,658 1,124,641 1,276,232 1,431,520: 288,782 133,494
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 12, 2006 :
: -927,136: -157,673 -164,046 -107,471 -410,038 -543,084 -675,182 -814,602: -251,954 -112,534
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.3 15.0 4.7 54.6 71.9 81.5 91.5: 18.5 8.5
Old : 100.0: 22.3 15.0 4.7 54.6 71.9 81.5 91.5: 18.5 8.5
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 : 271: 77 80 68 75 68 195 173:
Old : 271: 77 80 68 75 68 195 173:
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 : 21.2 28.3 33.0 44.1 16.9 26.9 25.8 39.8
Old : 21.2 28.3 33.0 44.1 16.9 26.9 25.8 39.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 19, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 400 INDEX X $100) :
: : :
All : 69,964: 11,996 33,656 374 47,374 33,169 59,744 67,199: 10,220 2,765
Old : 69,964: 11,996 33,656 374 47,374 33,169 59,744 67,199: 10,220 2,765
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 12, 2006 :
: -31,860: 383 2,032 -2,071 -27,192 -26,216 -28,880 -26,255: -2,980 -5,605
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.1 48.1 0.5 67.7 47.4 85.4 96.0: 14.6 4.0
Old : 100.0: 17.1 48.1 0.5 67.7 47.4 85.4 96.0: 14.6 4.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 70: 10 10 2 30 27 42 38:
Old : 70: 10 10 2 30 27 42 38:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.8 51.3 55.3 69.2 32.2 51.3 53.6 68.8
Old : 32.8 51.3 55.3 69.2 32.2 51.3 53.6 68.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 19, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NASDAQ 100 INDEX X $100) :
: : :
All : 46,889: 10,205 11,163 146 25,246 28,795 35,597 40,104: 11,291 6,784
Old : 46,889: 10,205 11,163 146 25,246 28,795 35,597 40,104: 11,291 6,784
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 12, 2006 :
: -39,989: -3,431 6,194 -5,455 -33,269 -12,924 -42,155 -12,184: 2,166 -27,805
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.8 23.8 0.3 53.8 61.4 75.9 85.5: 24.1 14.5
Old : 100.0: 21.8 23.8 0.3 53.8 61.4 75.9 85.5: 24.1 14.5
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 : 73: 17 15 4 26 22 45 39:
Old : 73: 17 15 4 26 22 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 : 33.9 37.6 44.6 52.3 33.9 37.4 44.5 51.7
Old : 33.9 37.6 44.6 52.3 33.9 37.4 44.5 51.7
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, December 19, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ( NASDAQ 100 STOCK INDEX X $20) :
: : :
All : 313,833: 139,184 82,999 10,195 134,219 181,970 283,597 275,165: 30,236 38,669
Old : 313,833: 139,184 82,999 10,195 134,219 181,970 283,597 275,165: 30,236 38,669
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 12, 2006 :
: -299,188: -19,595 -87,190 -26,977 -102,888 -180,592 -149,460 -294,760: -149,728 -4,428
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.3 26.4 3.2 42.8 58.0 90.4 87.7: 9.6 12.3
Old : 100.0: 44.3 26.4 3.2 42.8 58.0 90.4 87.7: 9.6 12.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 202: 72 45 17 55 44 133 100:
Old : 202: 72 45 17 55 44 133 100:
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 : 22.8 30.3 34.3 49.4 21.4 30.1 32.2 46.3
Old : 22.8 30.3 34.3 49.4 21.4 30.1 32.2 46.3
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, December 19, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100,000 AUSTRALIAN DOLLARS) :
: : :
All : 130,356: 95,543 6,669 170 3,877 117,463 99,590 124,302: 30,766 6,054
Old : 130,356: 95,543 6,669 170 3,877 117,463 99,590 124,302: 30,766 6,054
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 12, 2006 :
: -40,973: 3,518 -4,469 -4,443 -36,875 -28,018 -37,800 -36,930: -3,173 -4,043
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.3 5.1 0.1 3.0 90.1 76.4 95.4: 23.6 4.6
Old : 100.0: 73.3 5.1 0.1 3.0 90.1 76.4 95.4: 23.6 4.6
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 : 60: 38 4 2 4 16 43 21:
Old : 60: 38 4 2 4 16 43 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.5 65.1 43.9 81.3 31.5 65.1 43.9 80.9
Old : 31.5 65.1 43.9 81.3 31.5 65.1 43.9 80.9
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, December 19, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (RUSSEL 2000 INDEX X $500) :
: : :
All : 23,330: 318 3,654 0 19,003 12,209 19,321 15,863: 4,009 7,468
Old : 23,330: 318 3,654 0 19,003 12,209 19,321 15,863: 4,009 7,468
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 12, 2006 :
: -23,928: -4,337 -46 -854 -17,428 -16,710 -22,619 -17,610: -1,308 -6,317
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.4 15.7 0.0 81.5 52.3 82.8 68.0: 17.2 32.0
Old : 100.0: 1.4 15.7 0.0 81.5 52.3 82.8 68.0: 17.2 32.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 46: 1 11 0 21 19 22 30:
Old : 46: 1 11 0 21 19 22 30:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.5 29.6 65.1 41.3 52.2 29.6 64.8 41.3
Old : 52.5 29.6 65.1 41.3 52.2 29.6 64.8 41.3
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, December 19, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (RUSSEL 2000 INDEX X $100) :
: : :
All : 348,845: 62,651 117,775 7,031 247,491 209,399 317,173 334,204: 31,672 14,641
Old : 348,845: 62,651 117,775 7,031 247,491 209,399 317,173 334,204: 31,672 14,641
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 12, 2006 :
: -128,574: 8,222 -17,321 -8,083 -93,469 -86,175 -93,330 -111,578: -35,244 -16,996
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.0 33.8 2.0 70.9 60.0 90.9 95.8: 9.1 4.2
Old : 100.0: 18.0 33.8 2.0 70.9 60.0 90.9 95.8: 9.1 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 : 222: 43 86 48 46 66 126 163:
Old : 222: 43 86 48 46 66 126 163:
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 : 46.1 25.9 59.7 38.2 46.1 24.2 59.4 36.5
Old : 46.1 25.9 59.7 38.2 46.1 24.2 59.4 36.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 19, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NIKKEI INDEX X $5.00) :
: : :
All : 41,991: 10,060 10,242 1 22,953 23,572 33,014 33,815: 8,977 8,176
Old : 41,991: 10,060 10,242 1 22,953 23,572 33,014 33,815: 8,977 8,176
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 12, 2006 :
: 2,690: 1,088 -426 0 833 2,409 1,921 1,983: 770 707
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.0 24.4 0.0 54.7 56.1 78.6 80.5: 21.4 19.5
Old : 100.0: 24.0 24.4 0.0 54.7 56.1 78.6 80.5: 21.4 19.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 74: 22 18 2 16 23 38 43:
Old : 74: 22 18 2 16 23 38 43:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.5 32.5 53.1 47.9 41.5 32.5 53.1 46.8
Old : 41.5 32.5 53.1 47.9 41.5 32.5 53.1 46.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 19, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NIKKEI INDEX X 500 YEN) :
: : :
All : 33,381: 7,164 1,898 364 20,540 23,742 28,068 26,004: 5,313 7,377
Old : 33,381: 7,164 1,898 364 20,540 23,742 28,068 26,004: 5,313 7,377
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 12, 2006 :
: 5,431: 363 1,573 144 4,372 2,318 4,879 4,035: 552 1,396
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.5 5.7 1.1 61.5 71.1 84.1 77.9: 15.9 22.1
Old : 100.0: 21.5 5.7 1.1 61.5 71.1 84.1 77.9: 15.9 22.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 49: 17 5 2 18 10 36 16:
Old : 49: 17 5 2 18 10 36 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.8 64.8 46.6 70.4 28.6 62.1 43.5 67.1
Old : 28.8 64.8 46.6 70.4 28.6 62.1 43.5 67.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GOLDMAN-SACHS COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 19, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (GSCI X $250) :
: : :
All : 21,208: 6,440 1,655 41 14,279 18,660 20,760 20,356: 448 852
Old : 21,208: 6,440 1,655 41 14,279 18,660 20,760 20,356: 448 852
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 12, 2006 :
: -699: -434 -91 0 -5 -390 -439 -481: -260 -218
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.4 7.8 0.2 67.3 88.0 97.9 96.0: 2.1 4.0
Old : 100.0: 30.4 7.8 0.2 67.3 88.0 97.9 96.0: 2.1 4.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 5 5 1 9 4 14 10:
Old : 21: 5 5 1 9 4 14 10:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 83.4 93.2 92.4 95.6 83.2 93.2 92.2 95.4
Old : 83.4 93.2 92.4 95.6 83.2 93.2 92.2 95.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE Code-597741
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 19, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF Y100,000,000 FACE VALUE) :
: : :
All : 39,041: 4,258 6,401 2,095 21,255 25,459 27,608 33,955: 11,433 5,086
Old : 39,041: 4,258 6,401 2,095 21,255 25,459 27,608 33,955: 11,433 5,086
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 12, 2006 :
: -17,090: -1,603 -4,222 -1,246 -12,973 -12,215 -15,822 -17,683: -1,268 593
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.9 16.4 5.4 54.4 65.2 70.7 87.0: 29.3 13.0
Old : 100.0: 10.9 16.4 5.4 54.4 65.2 70.7 87.0: 29.3 13.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 47: 6 10 7 23 26 32 40:
Old : 47: 6 10 7 23 26 32 40:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.8 28.1 44.0 47.2 17.3 17.8 24.9 30.2
Old : 27.8 28.1 44.0 47.2 17.3 17.8 24.9 30.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 22, 2006