MILK - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 26, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 36,631: 2,669 1,982 5,981 22,826 18,045 31,476 26,008: 5,156 10,624
Old : 36,631: 2,669 1,982 5,981 22,826 18,045 31,476 26,008: 5,156 10,624
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 19, 2006 :
: 331: 150 -541 -44 -71 123 36 -461: 295 793
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.3 5.4 16.3 62.3 49.3 85.9 71.0: 14.1 29.0
Old : 100.0: 7.3 5.4 16.3 62.3 49.3 85.9 71.0: 14.1 29.0
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 : 54: 13 6 13 29 23 46 38:
Old : 54: 13 6 13 29 23 46 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 : 44.4 29.6 57.3 46.3 40.3 28.2 49.5 37.3
Old : 44.4 29.6 57.3 46.3 40.3 28.2 49.5 37.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 26, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 180,670: 29,351 14,939 40,852 86,634 92,340 156,837 148,131: 23,832 32,539
Old : 177,237: 27,901 15,783 39,973 86,526 89,735 154,400 145,491: 22,836 31,746
Other: 3,433: 2,329 35 0 108 2,605 2,437 2,640: 996 793
: : :
: : Changes in Commitments from: December 19, 2006 :
: 278: -1,117 1,564 1,714 -216 -1,964 382 1,315: -103 -1,036
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.2 8.3 22.6 48.0 51.1 86.8 82.0: 13.2 18.0
Old : 100.0: 15.7 8.9 22.6 48.8 50.6 87.1 82.1: 12.9 17.9
Other: 100.0: 67.8 1.0 0.0 3.1 75.9 71.0 76.9: 29.0 23.1
: : :
:# Traders : Number of Traders in Each Category :
All : 201: 54 53 77 41 46 146 155:
Old : 201: 53 56 77 40 46 145 155:
Other: 31: 11 3 0 3 15 14 18:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.4 32.4 41.6 39.8 29.4 29.7 39.6 35.1
Old : 30.0 32.6 42.5 39.8 30.0 30.1 40.2 34.9
Other: 56.5 49.9 66.7 67.5 56.5 49.9 66.7 67.3
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 26, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 246,338: 58,612 22,605 60,171 104,642 105,298 223,425 188,074: 22,913 58,265
Old : 246,338: 58,612 22,605 60,171 104,642 105,298 223,425 188,074: 22,913 58,265
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 19, 2006 :
: 6,251: 1,214 667 5,341 5 -413 6,560 5,595: -309 656
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.8 9.2 24.4 42.5 42.7 90.7 76.3: 9.3 23.7
Old : 100.0: 23.8 9.2 24.4 42.5 42.7 90.7 76.3: 9.3 23.7
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 : 318: 82 64 90 90 143 216 270:
Old : 318: 82 64 90 90 143 216 270:
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 : 22.2 11.2 34.3 18.8 22.2 9.1 32.4 14.1
Old : 22.2 11.2 34.3 18.8 22.2 9.1 32.4 14.1
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 26, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 110,000 BOARD FEET) :
: : :
All : 7,236: 1,858 3,121 793 2,002 1,446 4,653 5,360: 2,583 1,876
Old : 7,236: 1,858 3,121 793 2,002 1,446 4,653 5,360: 2,583 1,876
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 19, 2006 :
: -219: 12 64 -180 -307 -79 -474 -196: 255 -24
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.7 43.1 11.0 27.7 20.0 64.3 74.1: 35.7 25.9
Old : 100.0: 25.7 43.1 11.0 27.7 20.0 64.3 74.1: 35.7 25.9
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 : 68: 19 27 11 15 17 42 48:
Old : 68: 19 27 11 15 17 42 48:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.8 21.9 39.4 35.6 27.8 21.9 37.1 32.2
Old : 27.8 21.9 39.4 35.6 27.8 21.9 37.1 32.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 26, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50,000 POUNDS) :
: : :
All : 29,800: 7,003 7,087 4,299 11,964 5,348 23,267 16,734: 6,533 13,066
Old : 29,800: 7,003 7,087 4,299 11,964 5,348 23,267 16,734: 6,533 13,066
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 19, 2006 :
: -840: 101 -31 -1,213 214 106 -899 -1,139: 59 299
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.5 23.8 14.4 40.1 17.9 78.1 56.2: 21.9 43.8
Old : 100.0: 23.5 23.8 14.4 40.1 17.9 78.1 56.2: 21.9 43.8
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 : 122: 29 31 24 44 35 89 82:
Old : 122: 29 31 24 44 35 89 82:
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 : 15.8 12.9 26.3 20.3 14.7 11.4 25.1 16.8
Old : 15.8 12.9 26.3 20.3 14.7 11.4 25.1 16.8
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 26, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100,000 CANADIAN DOLLARS) :
: : :
All : 145,139: 22,011 87,774 4,795 90,865 21,585 117,670 114,154: 27,469 30,985
Old : 145,139: 22,011 87,774 4,795 90,865 21,585 117,670 114,154: 27,469 30,985
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 19, 2006 :
: -45,142: -5,221 3,193 -652 -28,550 -44,271 -34,423 -41,730: -10,719 -3,412
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.2 60.5 3.3 62.6 14.9 81.1 78.7: 18.9 21.3
Old : 100.0: 15.2 60.5 3.3 62.6 14.9 81.1 78.7: 18.9 21.3
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 : 78: 15 31 8 23 20 41 56:
Old : 78: 15 31 8 23 20 41 56:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.8 34.0 58.6 44.5 42.3 34.0 56.7 44.5
Old : 42.8 34.0 58.6 44.5 42.3 34.0 56.7 44.5
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 26, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 125,000 SWISS FRANCS) :
: : :
All : 58,874: 17,586 29,971 706 22,928 16,028 41,221 46,705: 17,653 12,169
Old : 58,874: 17,586 29,971 706 22,928 16,028 41,221 46,705: 17,653 12,169
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 19, 2006 :
: 2,484: -672 790 -1 5,887 -1,016 5,215 -226: -2,731 2,710
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.9 50.9 1.2 38.9 27.2 70.0 79.3: 30.0 20.7
Old : 100.0: 29.9 50.9 1.2 38.9 27.2 70.0 79.3: 30.0 20.7
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 : 50: 16 18 3 12 8 30 27:
Old : 50: 16 18 3 12 8 30 27:
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 44.8 45.9 60.6 28.8 44.7 45.9 60.0
Old : 28.8 44.8 45.9 60.6 28.8 44.7 45.9 60.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 26, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 500,000 MEXICAN PESOS) :
: : :
All : 95,525: 62,756 7,975 536 28,387 85,221 91,679 93,732: 3,846 1,793
Old : 95,525: 62,756 7,975 536 28,387 85,221 91,679 93,732: 3,846 1,793
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 19, 2006 :
: 14,707: -7,022 -1,800 536 21,935 39,979 15,449 38,715: -742 -24,008
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.7 8.3 0.6 29.7 89.2 96.0 98.1: 4.0 1.9
Old : 100.0: 65.7 8.3 0.6 29.7 89.2 96.0 98.1: 4.0 1.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 89: 51 12 2 15 16 67 29:
Old : 89: 51 12 2 15 16 67 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.4 73.2 64.3 86.0 38.1 52.9 45.8 64.6
Old : 56.4 73.2 64.3 86.0 38.1 52.9 45.8 64.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 26, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 62,500 POUNDS STERLING) :
: : :
All : 145,282: 85,728 11,386 3,353 21,750 115,900 110,832 130,639: 34,450 14,643
Old : 145,282: 85,728 11,386 3,353 21,750 115,900 110,832 130,639: 34,450 14,643
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 19, 2006 :
: -9,256: -12,216 -773 205 2,530 -6,163 -9,481 -6,731: 225 -2,525
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.0 7.8 2.3 15.0 79.8 76.3 89.9: 23.7 10.1
Old : 100.0: 59.0 7.8 2.3 15.0 79.8 76.3 89.9: 23.7 10.1
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: 39 15 10 14 19 59 38:
Old : 82: 39 15 10 14 19 59 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 : 30.3 49.0 42.3 66.5 30.3 48.5 42.3 66.1
Old : 30.3 49.0 42.3 66.5 30.3 48.5 42.3 66.1
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 26, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 12,500,000 JAPANESE YEN) :
: : :
All : 271,683: 55,279 160,709 5,998 167,366 68,376 228,643 235,084: 43,041 36,600
Old : 271,683: 55,279 160,709 5,998 167,366 68,376 228,643 235,084: 43,041 36,600
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 19, 2006 :
: 24,336: 6,541 19,255 937 14,214 2,018 21,691 22,210: 2,645 2,127
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.3 59.2 2.2 61.6 25.2 84.2 86.5: 15.8 13.5
Old : 100.0: 20.3 59.2 2.2 61.6 25.2 84.2 86.5: 15.8 13.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 116: 32 53 18 24 16 67 76:
Old : 116: 32 53 18 24 16 67 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 : 48.9 35.7 63.4 52.0 48.3 35.7 62.3 51.8
Old : 48.9 35.7 63.4 52.0 48.3 35.7 62.3 51.8
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 26, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 125,000 EUROS) :
: : :
All : 216,185: 100,199 20,796 18,825 29,805 145,621 148,829 185,242: 67,356 30,942
Old : 216,185: 100,199 20,796 18,825 29,805 145,621 148,829 185,242: 67,356 30,942
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 19, 2006 :
: -10,409: -10,679 2,513 -1,224 2,425 -6,316 -9,478 -5,028: -931 -5,381
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.3 9.6 8.7 13.8 67.4 68.8 85.7: 31.2 14.3
Old : 100.0: 46.3 9.6 8.7 13.8 67.4 68.8 85.7: 31.2 14.3
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 : 136: 64 32 40 30 26 114 78:
Old : 136: 64 32 40 30 26 114 78:
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 41.6 24.9 58.0 17.2 41.1 24.3 56.1
Old : 17.3 41.6 24.9 58.0 17.2 41.1 24.3 56.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 26, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF NZ$ 100,000) :
: : :
All : 21,961: 18,350 761 0 1,785 20,568 20,135 21,329: 1,826 632
Old : 21,961: 18,350 761 0 1,785 20,568 20,135 21,329: 1,826 632
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 19, 2006 :
: -479: -779 -479 0 95 -90 -684 -569: 205 90
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.6 3.5 0.0 8.1 93.7 91.7 97.1: 8.3 2.9
Old : 100.0: 83.6 3.5 0.0 8.1 93.7 91.7 97.1: 8.3 2.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 20 2 0 6 12 26 14:
Old : 37: 20 2 0 6 12 26 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 66.0 76.3 75.1 88.7 66.0 74.3 75.1 86.7
Old : 66.0 76.3 75.1 88.7 66.0 74.3 75.1 86.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 26, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $1,000,000 FACE VALUE) :
: : :
All :14,012,970: 504,862 487,726 3,821,163 8,642,328 8,338,599 12,968,352 12,647,487: 1,044,618 1,365,483
Old :14,012,970: 504,862 487,726 3,821,163 8,642,328 8,338,599 12,968,352 12,647,487: 1,044,618 1,365,483
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 19, 2006 :
: 122,961: 1,247 -7,211 44,843 98,001 72,974 144,091 110,607: -21,130 12,354
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.6 3.5 27.3 61.7 59.5 92.5 90.3: 7.5 9.7
Old : 100.0: 3.6 3.5 27.3 61.7 59.5 92.5 90.3: 7.5 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 : 302: 60 61 107 154 161 274 279:
Old : 302: 60 61 107 154 161 274 279:
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 13.8 38.5 23.0 26.2 8.8 28.8 13.8
Old : 29.3 13.8 38.5 23.0 26.2 8.8 28.8 13.8
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 26, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 500 INDEX X $250.00) :
: : :
All : 693,766: 63,886 51,360 45,465 434,209 475,475 543,559 572,299: 150,207 121,467
Old : 693,766: 63,886 51,360 45,465 434,209 475,475 543,559 572,299: 150,207 121,467
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 19, 2006 :
: -2,279: -4,050 941 2,874 965 -981 -211 2,835: -2,068 -5,114
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.2 7.4 6.6 62.6 68.5 78.3 82.5: 21.7 17.5
Old : 100.0: 9.2 7.4 6.6 62.6 68.5 78.3 82.5: 21.7 17.5
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 : 213: 42 56 68 83 64 176 140:
Old : 213: 42 56 68 83 64 176 140:
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 26.6 26.7 38.3 19.7 26.6 26.4 38.2
Old : 19.7 26.6 26.7 38.3 19.7 26.6 26.4 38.2
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, December 26, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($50 X S&P 500 INDEX) :
: : :
All : 1,564,547: 298,854 213,397 82,848 874,612 1,147,323 1,256,314 1,443,567: 308,233 120,980
Old : 1,564,547: 298,854 213,397 82,848 874,612 1,147,323 1,256,314 1,443,567: 308,233 120,980
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 19, 2006 :
: -467: -49,876 -20,639 10,004 19,954 22,682 -19,918 12,047: 19,451 -12,514
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.1 13.6 5.3 55.9 73.3 80.3 92.3: 19.7 7.7
Old : 100.0: 19.1 13.6 5.3 55.9 73.3 80.3 92.3: 19.7 7.7
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 : 265: 76 75 68 76 68 192 171:
Old : 265: 76 75 68 76 68 192 171:
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 : 21.3 29.6 33.1 46.0 17.0 28.2 25.9 41.5
Old : 21.3 29.6 33.1 46.0 17.0 28.2 25.9 41.5
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 26, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 400 INDEX X $100) :
: : :
All : 72,039: 12,754 35,397 374 47,856 34,020 60,984 69,791: 11,055 2,248
Old : 72,039: 12,754 35,397 374 47,856 34,020 60,984 69,791: 11,055 2,248
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 19, 2006 :
: 2,075: 758 1,741 0 482 851 1,240 2,592: 835 -517
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.7 49.1 0.5 66.4 47.2 84.7 96.9: 15.3 3.1
Old : 100.0: 17.7 49.1 0.5 66.4 47.2 84.7 96.9: 15.3 3.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 73: 11 9 2 32 29 45 39:
Old : 73: 11 9 2 32 29 45 39:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.2 52.2 53.8 70.1 31.6 52.1 52.1 69.5
Old : 32.2 52.2 53.8 70.1 31.6 52.1 52.1 69.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 26, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NASDAQ 100 INDEX X $100) :
: : :
All : 45,214: 7,676 11,156 127 23,872 28,196 31,675 39,479: 13,540 5,736
Old : 45,214: 7,676 11,156 127 23,872 28,196 31,675 39,479: 13,540 5,736
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 19, 2006 :
: -1,674: -2,529 -7 -20 -1,374 -599 -3,923 -626: 2,248 -1,048
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.0 24.7 0.3 52.8 62.4 70.1 87.3: 29.9 12.7
Old : 100.0: 17.0 24.7 0.3 52.8 62.4 70.1 87.3: 29.9 12.7
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 : 70: 13 15 4 27 23 42 40:
Old : 70: 13 15 4 27 23 42 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 : 29.2 39.1 40.7 53.5 27.9 38.9 39.3 52.9
Old : 29.2 39.1 40.7 53.5 27.9 38.9 39.3 52.9
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 26, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ( NASDAQ 100 STOCK INDEX X $20) :
: : :
All : 323,802: 115,436 99,384 8,496 167,881 168,304 291,813 276,184: 31,989 47,618
Old : 323,802: 115,436 99,384 8,496 167,881 168,304 291,813 276,184: 31,989 47,618
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 19, 2006 :
: 9,969: -23,748 16,384 -1,699 33,662 -13,666 8,215 1,019: 1,754 8,950
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.7 30.7 2.6 51.8 52.0 90.1 85.3: 9.9 14.7
Old : 100.0: 35.7 30.7 2.6 51.8 52.0 90.1 85.3: 9.9 14.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 200: 65 52 16 56 43 128 104:
Old : 200: 65 52 16 56 43 128 104:
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 : 29.2 28.1 39.9 44.8 27.6 27.2 37.4 40.8
Old : 29.2 28.1 39.9 44.8 27.6 27.2 37.4 40.8
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 26, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100,000 AUSTRALIAN DOLLARS) :
: : :
All : 129,194: 92,051 7,042 32 7,440 115,522 99,523 122,597: 29,671 6,598
Old : 129,194: 92,051 7,042 32 7,440 115,522 99,523 122,597: 29,671 6,598
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 19, 2006 :
: -1,162: -3,492 373 -138 3,563 -1,941 -67 -1,706: -1,095 544
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.3 5.5 0.0 5.8 89.4 77.0 94.9: 23.0 5.1
Old : 100.0: 71.3 5.5 0.0 5.8 89.4 77.0 94.9: 23.0 5.1
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 : 64: 40 5 1 6 15 47 20:
Old : 64: 40 5 1 6 15 47 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.1 65.1 43.0 81.6 30.1 65.1 43.0 81.3
Old : 30.1 65.1 43.0 81.6 30.1 65.1 43.0 81.3
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 26, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (RUSSEL 2000 INDEX X $500) :
: : :
All : 24,086: 320 3,636 0 20,085 13,230 20,405 16,866: 3,681 7,220
Old : 24,086: 320 3,636 0 20,085 13,230 20,405 16,866: 3,681 7,220
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 19, 2006 :
: 756: 2 -18 0 1,082 1,021 1,084 1,003: -328 -247
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.3 15.1 0.0 83.4 54.9 84.7 70.0: 15.3 30.0
Old : 100.0: 1.3 15.1 0.0 83.4 54.9 84.7 70.0: 15.3 30.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 49: 1 11 0 22 21 23 32:
Old : 49: 1 11 0 22 21 23 32:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.6 28.7 65.4 40.1 51.3 28.7 65.1 40.1
Old : 51.6 28.7 65.4 40.1 51.3 28.7 65.1 40.1
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 26, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (RUSSEL 2000 INDEX X $100) :
: : :
All : 355,662: 68,699 118,223 6,965 249,869 214,621 325,532 339,809: 30,130 15,853
Old : 355,662: 68,699 118,223 6,965 249,869 214,621 325,532 339,809: 30,130 15,853
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 19, 2006 :
: 6,817: 6,048 449 -66 2,378 5,222 8,360 5,605: -1,543 1,212
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.3 33.2 2.0 70.3 60.3 91.5 95.5: 8.5 4.5
Old : 100.0: 19.3 33.2 2.0 70.3 60.3 91.5 95.5: 8.5 4.5
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 : 227: 44 93 49 44 67 129 168:
Old : 227: 44 93 49 44 67 129 168:
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 : 45.9 25.5 59.0 37.7 45.7 23.8 58.7 35.9
Old : 45.9 25.5 59.0 37.7 45.7 23.8 58.7 35.9
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 26, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NIKKEI INDEX X $5.00) :
: : :
All : 41,876: 10,019 10,873 1 23,683 24,497 33,702 35,370: 8,174 6,506
Old : 41,876: 10,019 10,873 1 23,683 24,497 33,702 35,370: 8,174 6,506
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 19, 2006 :
: -114: -41 631 0 730 924 689 1,556: -803 -1,670
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.9 26.0 0.0 56.6 58.5 80.5 84.5: 19.5 15.5
Old : 100.0: 23.9 26.0 0.0 56.6 58.5 80.5 84.5: 19.5 15.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 76: 21 20 2 17 23 39 44:
Old : 76: 21 20 2 17 23 39 44:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.3 32.4 53.5 49.6 42.3 32.4 53.5 48.5
Old : 42.3 32.4 53.5 49.6 42.3 32.4 53.5 48.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 26, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NIKKEI INDEX X 500 YEN) :
: : :
All : 32,413: 7,664 1,625 407 20,551 23,723 28,622 25,755: 3,791 6,658
Old : 32,413: 7,664 1,625 407 20,551 23,723 28,622 25,755: 3,791 6,658
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 19, 2006 :
: -968: 500 -273 43 11 -19 554 -249: -1,522 -719
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.6 5.0 1.3 63.4 73.2 88.3 79.5: 11.7 20.5
Old : 100.0: 23.6 5.0 1.3 63.4 73.2 88.3 79.5: 11.7 20.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 52: 17 4 2 20 12 38 17:
Old : 52: 17 4 2 20 12 38 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.0 65.2 45.8 71.4 29.0 62.1 44.4 67.5
Old : 29.0 65.2 45.8 71.4 29.0 62.1 44.4 67.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GOLDMAN-SACHS COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 26, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (GSCI X $250) :
: : :
All : 21,958: 6,580 1,846 41 14,967 18,920 21,588 20,807: 370 1,151
Old : 21,958: 6,580 1,846 41 14,967 18,920 21,588 20,807: 370 1,151
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 19, 2006 :
: 750: 140 191 0 688 260 828 451: -78 299
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.0 8.4 0.2 68.2 86.2 98.3 94.8: 1.7 5.2
Old : 100.0: 30.0 8.4 0.2 68.2 86.2 98.3 94.8: 1.7 5.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 6 6 1 10 4 16 11:
Old : 24: 6 6 1 10 4 16 11:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 80.6 91.5 90.3 94.2 80.4 91.5 90.0 94.2
Old : 80.6 91.5 90.3 94.2 80.4 91.5 90.0 94.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE Code-597741
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 26, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF Y100,000,000 FACE VALUE) :
: : :
All : 40,095: 4,263 7,091 2,093 22,259 26,583 28,615 35,767: 11,480 4,328
Old : 40,095: 4,263 7,091 2,093 22,259 26,583 28,615 35,767: 11,480 4,328
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 19, 2006 :
: 1,054: 5 690 -2 1,004 1,124 1,007 1,812: 47 -758
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.6 17.7 5.2 55.5 66.3 71.4 89.2: 28.6 10.8
Old : 100.0: 10.6 17.7 5.2 55.5 66.3 71.4 89.2: 28.6 10.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 50: 7 11 8 24 28 34 44:
Old : 50: 7 11 8 24 28 34 44:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.1 28.2 42.9 47.0 16.0 17.8 22.8 30.6
Old : 27.1 28.2 42.9 47.0 16.0 17.8 22.8 30.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 29, 2006