MILK - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders - Futures Only, January 3, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 28,719: 6,314 1,827 605 17,380 17,418 24,299 19,850: 4,420 8,869
Old : 28,719: 6,314 1,827 605 17,380 17,418 24,299 19,850: 4,420 8,869
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 26, 2006 :
: 574: 186 -95 -20 17 568 183 453: 391 121
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.0 6.4 2.1 60.5 60.6 84.6 69.1: 15.4 30.9
Old : 100.0: 22.0 6.4 2.1 60.5 60.6 84.6 69.1: 15.4 30.9
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 : 52: 12 7 12 25 20 42 34:
Old : 52: 12 7 12 25 20 42 34:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.3 36.5 55.9 51.6 41.3 35.8 55.3 50.3
Old : 41.3 36.5 55.9 51.6 41.3 35.8 55.3 50.3
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 - Futures Only, January 3, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 174,166: 28,640 20,662 37,846 84,380 83,519 150,866 142,027: 23,300 32,139
Old : 170,238: 26,643 21,211 37,203 84,272 80,571 148,118 138,985: 22,120 31,253
Other: 3,928: 2,640 94 0 108 2,948 2,748 3,042: 1,180 886
: : :
: : Changes in Commitments from: December 26, 2006 :
: -225: -516 4,716 336 -401 -6,456 -581 -1,404: 356 1,179
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.4 11.9 21.7 48.4 48.0 86.6 81.5: 13.4 18.5
Old : 100.0: 15.7 12.5 21.9 49.5 47.3 87.0 81.6: 13.0 18.4
Other: 100.0: 67.2 2.4 0.0 2.7 75.1 70.0 77.4: 30.0 22.6
: : :
:# Traders : Number of Traders in Each Category :
All : 199: 53 62 75 34 40 137 154:
Old : 199: 51 67 75 33 40 136 154:
Other: 34: 12 3 0 3 17 15 20:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.8 30.9 43.0 38.6 30.8 28.9 41.6 34.6
Old : 31.5 31.0 44.0 38.5 31.5 29.5 42.5 34.5
Other: 55.5 50.4 65.3 66.7 55.5 50.4 65.3 66.6
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders - Futures Only, January 3, 2007
-------------------------------------------------------------------------------------------------------------------
: 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 : 246,598: 59,712 25,430 61,267 103,169 105,420 224,148 192,117: 22,450 54,481
Old : 246,598: 59,712 25,430 61,267 103,169 105,420 224,148 192,117: 22,450 54,481
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 26, 2006 :
: 17,394: 2,128 -3,125 11,836 2,140 6,811 16,104 15,522: 1,290 1,872
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.2 10.3 24.8 41.8 42.7 90.9 77.9: 9.1 22.1
Old : 100.0: 24.2 10.3 24.8 41.8 42.7 90.9 77.9: 9.1 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 : 305: 76 65 81 63 134 188 248:
Old : 305: 76 65 81 63 134 188 248:
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 : 22.5 10.4 34.5 18.5 22.5 8.3 32.8 13.7
Old : 22.5 10.4 34.5 18.5 22.5 8.3 32.8 13.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
Commitments of Traders - Futures Only, January 3, 2007
-------------------------------------------------------------------------------------------------------------------
: 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 : 5,795: 1,877 2,888 303 1,587 1,141 3,767 4,332: 2,028 1,463
Old : 5,795: 1,877 2,888 303 1,587 1,141 3,767 4,332: 2,028 1,463
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 26, 2006 :
: -739: -254 -306 21 -238 -126 -471 -411: -268 -328
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.4 49.8 5.2 27.4 19.7 65.0 74.8: 35.0 25.2
Old : 100.0: 32.4 49.8 5.2 27.4 19.7 65.0 74.8: 35.0 25.2
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 : 58: 17 24 6 9 12 32 37:
Old : 58: 17 24 6 9 12 32 37:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.1 25.0 46.4 40.9 34.1 25.0 45.8 38.2
Old : 34.1 25.0 46.4 40.9 34.1 25.0 45.8 38.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
Commitments of Traders - Futures Only, January 3, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50,000 POUNDS) :
: : :
All : 28,128: 6,979 7,885 3,303 12,157 5,483 22,439 16,671: 5,689 11,457
Old : 28,128: 6,979 7,885 3,303 12,157 5,483 22,439 16,671: 5,689 11,457
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 26, 2006 :
: 883: 92 132 509 480 511 1,081 1,152: -198 -269
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.8 28.0 11.7 43.2 19.5 79.8 59.3: 20.2 40.7
Old : 100.0: 24.8 28.0 11.7 43.2 19.5 79.8 59.3: 20.2 40.7
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 : 126: 26 33 30 39 36 88 85:
Old : 126: 26 33 30 39 36 88 85:
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 : 16.9 14.1 28.9 22.3 15.6 12.3 27.7 18.2
Old : 16.9 14.1 28.9 22.3 15.6 12.3 27.7 18.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
Commitments of Traders - Futures Only, January 3, 2007
-------------------------------------------------------------------------------------------------------------------
: 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 : 148,644: 23,583 97,851 1,905 96,263 18,737 121,751 118,493: 26,893 30,151
Old : 148,644: 23,583 97,851 1,905 96,263 18,737 121,751 118,493: 26,893 30,151
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 26, 2006 :
: 11,681: 2,104 10,078 112 6,625 -227 8,841 9,963: 2,840 1,718
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.9 65.8 1.3 64.8 12.6 81.9 79.7: 18.1 20.3
Old : 100.0: 15.9 65.8 1.3 64.8 12.6 81.9 79.7: 18.1 20.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 84: 18 35 3 22 15 41 52:
Old : 84: 18 35 3 22 15 41 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 : 44.1 34.6 57.5 44.9 42.9 34.6 56.2 44.9
Old : 44.1 34.6 57.5 44.9 42.9 34.6 56.2 44.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
Commitments of Traders - Futures Only, January 3, 2007
-------------------------------------------------------------------------------------------------------------------
: 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 : 64,732: 11,280 34,078 176 38,081 18,536 49,537 52,790: 15,195 11,942
Old : 64,732: 11,280 34,078 176 38,081 18,536 49,537 52,790: 15,195 11,942
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 26, 2006 :
: 7,682: -6,334 4,179 161 15,569 2,967 9,396 7,307: -1,714 375
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.4 52.6 0.3 58.8 28.6 76.5 81.6: 23.5 18.4
Old : 100.0: 17.4 52.6 0.3 58.8 28.6 76.5 81.6: 23.5 18.4
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 : 50: 15 16 3 13 9 29 27:
Old : 50: 15 16 3 13 9 29 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 : 46.0 38.7 59.3 55.5 46.0 38.7 59.3 54.8
Old : 46.0 38.7 59.3 55.5 46.0 38.7 59.3 54.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
Commitments of Traders - Futures Only, January 3, 2007
-------------------------------------------------------------------------------------------------------------------
: 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 : 115,893: 83,250 15,377 500 27,677 98,545 111,427 114,422: 4,466 1,471
Old : 115,893: 83,250 15,377 500 27,677 98,545 111,427 114,422: 4,466 1,471
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 26, 2006 :
: 20,372: 20,494 7,402 -36 -710 13,324 19,748 20,690: 624 -318
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.8 13.3 0.4 23.9 85.0 96.1 98.7: 3.9 1.3
Old : 100.0: 71.8 13.3 0.4 23.9 85.0 96.1 98.7: 3.9 1.3
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 : 98: 56 15 1 14 18 71 33:
Old : 98: 56 15 1 14 18 71 33:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.0 64.5 67.1 82.9 44.9 49.5 52.0 64.8
Old : 59.0 64.5 67.1 82.9 44.9 49.5 52.0 64.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
Commitments of Traders - Futures Only, January 3, 2007
-------------------------------------------------------------------------------------------------------------------
: 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 : 137,217: 79,060 13,903 390 22,259 105,465 101,709 119,758: 35,508 17,459
Old : 137,217: 79,060 13,903 390 22,259 105,465 101,709 119,758: 35,508 17,459
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 26, 2006 :
: -3,072: -7,176 1,511 388 1,535 -9,134 -5,253 -7,235: 2,181 4,163
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.6 10.1 0.3 16.2 76.9 74.1 87.3: 25.9 12.7
Old : 100.0: 57.6 10.1 0.3 16.2 76.9 74.1 87.3: 25.9 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 : 74: 30 16 2 14 18 46 34:
Old : 74: 30 16 2 14 18 46 34:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.7 52.2 45.2 70.1 31.7 51.7 45.2 69.6
Old : 31.7 52.2 45.2 70.1 31.7 51.7 45.2 69.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
Commitments of Traders - Futures Only, January 3, 2007
-------------------------------------------------------------------------------------------------------------------
: 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 : 280,541: 54,819 173,411 1,738 182,315 66,903 238,872 242,052: 41,669 38,489
Old : 280,541: 54,819 173,411 1,738 182,315 66,903 238,872 242,052: 41,669 38,489
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 26, 2006 :
: 17,777: -810 12,868 81 17,285 1,475 16,556 14,424: 1,221 3,353
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.5 61.8 0.6 65.0 23.8 85.1 86.3: 14.9 13.7
Old : 100.0: 19.5 61.8 0.6 65.0 23.8 85.1 86.3: 14.9 13.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 122: 31 55 6 25 18 59 76:
Old : 122: 31 55 6 25 18 59 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 : 50.5 35.5 63.9 49.2 50.1 35.5 63.5 48.9
Old : 50.5 35.5 63.9 49.2 50.1 35.5 63.5 48.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
Commitments of Traders - Futures Only, January 3, 2007
-------------------------------------------------------------------------------------------------------------------
: 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 : 189,612: 98,245 20,789 1,148 26,506 136,076 125,899 158,013: 63,713 31,599
Old : 189,612: 98,245 20,789 1,148 26,506 136,076 125,899 158,013: 63,713 31,599
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 26, 2006 :
: 2,857: -2,714 -200 -640 4,107 -2,288 753 -3,128: 2,104 5,985
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.8 11.0 0.6 14.0 71.8 66.4 83.3: 33.6 16.7
Old : 100.0: 51.8 11.0 0.6 14.0 71.8 66.4 83.3: 33.6 16.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 132: 64 27 12 27 23 94 59:
Old : 132: 64 27 12 27 23 94 59:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.0 45.1 25.2 60.6 18.0 43.9 25.2 59.4
Old : 18.0 45.1 25.2 60.6 18.0 43.9 25.2 59.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
Commitments of Traders - Futures Only, January 3, 2007
-------------------------------------------------------------------------------------------------------------------
: 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 : 22,855: 19,054 702 0 1,894 21,111 20,948 21,813: 1,907 1,042
Old : 22,855: 19,054 702 0 1,894 21,111 20,948 21,813: 1,907 1,042
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 26, 2006 :
: 894: 704 -59 0 109 543 813 484: 81 410
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.4 3.1 0.0 8.3 92.4 91.7 95.4: 8.3 4.6
Old : 100.0: 83.4 3.1 0.0 8.3 92.4 91.7 95.4: 8.3 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 : 38: 20 2 0 7 12 27 14:
Old : 38: 20 2 0 7 12 27 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 : 61.2 76.9 73.1 88.5 61.2 74.9 73.1 86.4
Old : 61.2 76.9 73.1 88.5 61.2 74.9 73.1 86.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE Code-032741
Commitments of Traders - Futures Only, January 3, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $3,000,000 FACE VALUE) :
: : :
All : 52,965: 10,119 825 628 36,462 47,164 47,209 48,617: 5,756 4,348
Old : 52,965: 10,119 825 628 36,462 47,164 47,209 48,617: 5,756 4,348
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 26, 2006 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.1 1.6 1.2 68.8 89.0 89.1 91.8: 10.9 8.2
Old : 100.0: 19.1 1.6 1.2 68.8 89.0 89.1 91.8: 10.9 8.2
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 : 22: 5 1 1 12 11 17 13:
Old : 22: 5 1 1 12 11 17 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.3 77.7 68.9 88.2 48.2 70.1 62.5 78.5
Old : 52.3 77.7 68.9 88.2 48.2 70.1 62.5 78.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
Commitments of Traders - Futures Only, January 3, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $1,000,000 FACE VALUE) :
: : :
All : 9,563,821: 547,479 627,893 1,233,671 6,906,628 6,458,849 8,687,778 8,320,413: 876,043 1,243,408
Old : 9,563,821: 547,479 627,893 1,233,671 6,906,628 6,458,849 8,687,778 8,320,413: 876,043 1,243,408
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 26, 2006 :
: 260,863: -21,180 115,094 77,384 260,475 79,166 316,679 271,644: -55,816 -10,781
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.7 6.6 12.9 72.2 67.5 90.8 87.0: 9.2 13.0
Old : 100.0: 5.7 6.6 12.9 72.2 67.5 90.8 87.0: 9.2 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 : 279: 60 48 82 133 153 233 251:
Old : 279: 60 48 82 133 153 233 251:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.2 16.0 48.8 26.2 38.9 13.0 43.3 20.2
Old : 40.2 16.0 48.8 26.2 38.9 13.0 43.3 20.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
Commitments of Traders - Futures Only, January 3, 2007
-------------------------------------------------------------------------------------------------------------------
: 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 : 628,384: 62,136 53,574 7,663 417,484 463,363 487,283 524,600: 141,101 103,784
Old : 628,384: 62,136 53,574 7,663 417,484 463,363 487,283 524,600: 141,101 103,784
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 26, 2006 :
: 1,406: -944 663 952 -997 583 -989 2,198: 2,395 -792
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.9 8.5 1.2 66.4 73.7 77.5 83.5: 22.5 16.5
Old : 100.0: 9.9 8.5 1.2 66.4 73.7 77.5 83.5: 22.5 16.5
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 : 191: 44 36 20 79 51 135 97:
Old : 191: 44 36 20 79 51 135 97:
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 : 21.7 29.7 29.1 42.7 21.6 29.7 28.8 42.6
Old : 21.7 29.7 29.1 42.7 21.6 29.7 28.8 42.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
Commitments of Traders - Futures Only, January 3, 2007
-------------------------------------------------------------------------------------------------------------------
: 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 : 1,518,364: 312,818 221,793 30,869 847,013 1,137,514 1,190,700 1,390,176: 327,664 128,188
Old : 1,518,364: 312,818 221,793 30,869 847,013 1,137,514 1,190,700 1,390,176: 327,664 128,188
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 26, 2006 :
: 28,758: 13,941 5,220 3,927 -14,387 3,499 3,481 12,646: 25,277 16,112
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.6 14.6 2.0 55.8 74.9 78.4 91.6: 21.6 8.4
Old : 100.0: 20.6 14.6 2.0 55.8 74.9 78.4 91.6: 21.6 8.4
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 : 245: 75 60 22 72 65 156 138:
Old : 245: 75 60 22 72 65 156 138:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.5 30.9 31.3 48.5 14.8 29.9 24.1 43.5
Old : 20.5 30.9 31.3 48.5 14.8 29.9 24.1 43.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-338741
Commitments of Traders - Futures Only, January 3, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 400 INDEX X $500) :
: : :
All : 7,478: 1,289 0 0 3,379 5,369 4,668 5,369: 2,810 2,109
Old : 7,478: 1,289 0 0 3,379 5,369 4,668 5,369: 2,810 2,109
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 26, 2006 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.2 0.0 0.0 45.2 71.8 62.4 71.8: 37.6 28.2
Old : 100.0: 17.2 0.0 0.0 45.2 71.8 62.4 71.8: 37.6 28.2
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 : 20: 3 0 0 10 9 13 9:
Old : 20: 3 0 0 10 9 13 9:
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 : 33.4 51.5 50.7 69.1 33.4 49.0 50.7 66.6
Old : 33.4 51.5 50.7 69.1 33.4 49.0 50.7 66.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
Commitments of Traders - Futures Only, January 3, 2007
-------------------------------------------------------------------------------------------------------------------
: 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 : 72,029: 10,320 35,302 530 49,504 33,148 60,354 68,980: 11,675 3,049
Old : 72,029: 10,320 35,302 530 49,504 33,148 60,354 68,980: 11,675 3,049
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 26, 2006 :
: -10: -2,434 -95 156 1,648 -872 -630 -811: 620 801
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.3 49.0 0.7 68.7 46.0 83.8 95.8: 16.2 4.2
Old : 100.0: 14.3 49.0 0.7 68.7 46.0 83.8 95.8: 16.2 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 : 70: 8 9 2 33 28 43 38:
Old : 70: 8 9 2 33 28 43 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 : 33.4 52.6 54.5 69.1 32.8 51.5 52.8 67.9
Old : 33.4 52.6 54.5 69.1 32.8 51.5 52.8 67.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
Commitments of Traders - Futures Only, January 3, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NASDAQ 100 INDEX X $100) :
: : :
All : 44,188: 6,419 9,870 13 23,481 28,085 29,913 37,968: 14,275 6,220
Old : 44,188: 6,419 9,870 13 23,481 28,085 29,913 37,968: 14,275 6,220
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 26, 2006 :
: -696: -1,256 -1,248 -8 -367 -84 -1,631 -1,340: 935 644
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.5 22.3 0.0 53.1 63.6 67.7 85.9: 32.3 14.1
Old : 100.0: 14.5 22.3 0.0 53.1 63.6 67.7 85.9: 32.3 14.1
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 : 65: 13 13 2 25 20 40 34:
Old : 65: 13 13 2 25 20 40 34:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.9 37.9 40.9 53.1 30.3 37.8 39.4 52.7
Old : 30.9 37.9 40.9 53.1 30.3 37.8 39.4 52.7
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 - Futures Only, January 3, 2007
-------------------------------------------------------------------------------------------------------------------
: 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 : 359,107: 118,457 113,636 6,121 203,390 166,774 327,968 286,531: 31,139 72,576
Old : 359,107: 118,457 113,636 6,121 203,390 166,774 327,968 286,531: 31,139 72,576
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 26, 2006 :
: 38,208: 2,996 14,513 -473 36,231 -1,111 38,754 12,929: -546 25,279
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.0 31.6 1.7 56.6 46.4 91.3 79.8: 8.7 20.2
Old : 100.0: 33.0 31.6 1.7 56.6 46.4 91.3 79.8: 8.7 20.2
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 : 219: 71 60 15 59 44 138 111:
Old : 219: 71 60 15 59 44 138 111:
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 : 32.9 26.0 44.9 39.2 32.1 23.6 41.9 35.4
Old : 32.9 26.0 44.9 39.2 32.1 23.6 41.9 35.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
Commitments of Traders - Futures Only, January 3, 2007
-------------------------------------------------------------------------------------------------------------------
: 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 : 132,225: 97,410 8,587 0 5,058 115,664 102,468 124,251: 29,757 7,974
Old : 132,225: 97,410 8,587 0 5,058 115,664 102,468 124,251: 29,757 7,974
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 26, 2006 :
: 3,493: 5,359 1,571 0 -2,382 142 2,977 1,713: 516 1,780
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.7 6.5 0.0 3.8 87.5 77.5 94.0: 22.5 6.0
Old : 100.0: 73.7 6.5 0.0 3.8 87.5 77.5 94.0: 22.5 6.0
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 : 71: 44 8 0 6 14 50 22:
Old : 71: 44 8 0 6 14 50 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.6 64.2 43.2 79.7 31.6 64.2 43.2 79.3
Old : 31.6 64.2 43.2 79.7 31.6 64.2 43.2 79.3
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 - Futures Only, January 3, 2007
-------------------------------------------------------------------------------------------------------------------
: 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 : 24,264: 338 3,711 0 20,020 13,282 20,358 16,993: 3,906 7,271
Old : 24,264: 338 3,711 0 20,020 13,282 20,358 16,993: 3,906 7,271
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 26, 2006 :
: 184: 18 76 0 -64 52 -46 128: 230 56
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.4 15.3 0.0 82.5 54.7 83.9 70.0: 16.1 30.0
Old : 100.0: 1.4 15.3 0.0 82.5 54.7 83.9 70.0: 16.1 30.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 48: 1 10 0 22 21 23 31:
Old : 48: 1 10 0 22 21 23 31:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.2 28.4 64.9 40.0 50.9 28.4 64.6 40.0
Old : 51.2 28.4 64.9 40.0 50.9 28.4 64.6 40.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-239742
Commitments of Traders - Futures Only, January 3, 2007
-------------------------------------------------------------------------------------------------------------------
: 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 : 348,402: 67,897 124,694 1,959 249,833 207,234 319,689 333,887: 28,713 14,515
Old : 348,402: 67,897 124,694 1,959 249,833 207,234 319,689 333,887: 28,713 14,515
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 26, 2006 :
: -485: -1,213 5,596 6 1,603 -5,957 396 -355: -881 -130
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.5 35.8 0.6 71.7 59.5 91.8 95.8: 8.2 4.2
Old : 100.0: 19.5 35.8 0.6 71.7 59.5 91.8 95.8: 8.2 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 : 197: 33 70 4 47 68 82 140:
Old : 197: 33 70 4 47 68 82 140:
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 : 47.4 25.3 60.7 38.4 47.4 23.6 60.2 36.7
Old : 47.4 25.3 60.7 38.4 47.4 23.6 60.2 36.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
Commitments of Traders - Futures Only, January 3, 2007
-------------------------------------------------------------------------------------------------------------------
: 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 : 44,688: 11,150 11,257 10 24,855 25,379 36,015 36,646: 8,673 8,042
Old : 44,688: 11,150 11,257 10 24,855 25,379 36,015 36,646: 8,673 8,042
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 26, 2006 :
: 2,824: 1,139 384 10 1,176 894 2,325 1,288: 499 1,536
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.0 25.2 0.0 55.6 56.8 80.6 82.0: 19.4 18.0
Old : 100.0: 25.0 25.2 0.0 55.6 56.8 80.6 82.0: 19.4 18.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 72: 19 17 1 16 23 36 40:
Old : 72: 19 17 1 16 23 36 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 : 40.9 36.0 52.0 52.9 40.9 36.0 52.0 51.9
Old : 40.9 36.0 52.0 52.9 40.9 36.0 52.0 51.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
Commitments of Traders - Futures Only, January 3, 2007
-------------------------------------------------------------------------------------------------------------------
: 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 : 35,282: 5,872 1,171 266 19,916 24,162 26,054 25,599: 9,228 9,683
Old : 35,282: 5,872 1,171 266 19,916 24,162 26,054 25,599: 9,228 9,683
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 26, 2006 :
: 2,869: -1,792 -454 -141 -635 439 -2,568 -156: 5,437 3,025
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.6 3.3 0.8 56.4 68.5 73.8 72.6: 26.2 27.4
Old : 100.0: 16.6 3.3 0.8 56.4 68.5 73.8 72.6: 26.2 27.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 46: 13 4 1 19 11 33 15:
Old : 46: 13 4 1 19 11 33 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 : 25.3 62.8 40.0 68.0 25.2 58.6 38.9 63.1
Old : 25.3 62.8 40.0 68.0 25.2 58.6 38.9 63.1
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 - Futures Only, January 3, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (GSCI X $250) :
: : :
All : 22,084: 6,582 2,347 41 14,982 18,711 21,605 21,099: 479 985
Old : 22,084: 6,582 2,347 41 14,982 18,711 21,605 21,099: 479 985
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 26, 2006 :
: 126: 2 501 0 15 -209 17 292: 109 -166
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.8 10.6 0.2 67.8 84.7 97.8 95.5: 2.2 4.5
Old : 100.0: 29.8 10.6 0.2 67.8 84.7 97.8 95.5: 2.2 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 : 24: 6 7 1 9 3 15 11:
Old : 24: 6 7 1 9 3 15 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 : 80.7 90.5 90.4 94.8 80.5 90.5 90.1 94.8
Old : 80.7 90.5 90.4 94.8 80.5 90.5 90.1 94.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE Code-597741
Commitments of Traders - Futures Only, January 3, 2007
-------------------------------------------------------------------------------------------------------------------
: 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 : 40,498: 4,438 7,552 2,038 21,833 27,006 28,309 36,596: 12,189 3,902
Old : 40,498: 4,438 7,552 2,038 21,833 27,006 28,309 36,596: 12,189 3,902
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 26, 2006 :
: 403: 175 461 -55 -426 423 -306 829: 709 -426
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.0 18.6 5.0 53.9 66.7 69.9 90.4: 30.1 9.6
Old : 100.0: 11.0 18.6 5.0 53.9 66.7 69.9 90.4: 30.1 9.6
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 : 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 : 26.8 30.2 42.1 48.8 16.1 19.8 22.7 32.8
Old : 26.8 30.2 42.1 48.8 16.1 19.8 22.7 32.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 8, 2007