MILK - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders - Futures Only, January 9, 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 : 24,894: 5,284 1,512 274 14,605 14,823 20,163 16,609: 4,731 8,285
Old : 24,894: 5,284 1,512 274 14,605 14,823 20,163 16,609: 4,731 8,285
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 3, 2007 :
: -3,825: -1,030 -315 -331 -2,775 -2,595 -4,136 -3,241: 311 -584
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.2 6.1 1.1 58.7 59.5 81.0 66.7: 19.0 33.3
Old : 100.0: 21.2 6.1 1.1 58.7 59.5 81.0 66.7: 19.0 33.3
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 : 46: 13 5 7 20 17 35 27:
Old : 46: 13 5 7 20 17 35 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 : 37.6 36.6 53.5 52.8 37.6 35.8 53.2 51.8
Old : 37.6 36.6 53.5 52.8 37.6 35.8 53.2 51.8
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 9, 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 : 170,646: 29,423 24,923 32,791 84,482 80,743 146,696 138,457: 23,950 32,189
Old : 165,913: 26,987 25,649 31,952 84,374 77,131 143,313 134,732: 22,600 31,181
Other: 4,733: 3,263 101 12 108 3,612 3,383 3,725: 1,350 1,008
: : :
: : Changes in Commitments from: January 3, 2007 :
: -3,520: 783 4,261 -5,055 102 -2,776 -4,170 -3,570: 650 50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.2 14.6 19.2 49.5 47.3 86.0 81.1: 14.0 18.9
Old : 100.0: 16.3 15.5 19.3 50.9 46.5 86.4 81.2: 13.6 18.8
Other: 100.0: 68.9 2.1 0.3 2.3 76.3 71.5 78.7: 28.5 21.3
: : :
:# Traders : Number of Traders in Each Category :
All : 206: 58 75 73 30 40 136 160:
Old : 206: 56 80 72 29 40 134 160:
Other: 35: 14 3 2 3 16 17 21:
:----------------------------------------------------------------------------------------------------
: 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 30.9 44.2 38.6 30.9 27.8 41.9 33.1
Old : 31.8 30.8 45.4 38.4 31.8 28.4 43.0 33.5
Other: 50.5 55.9 64.0 69.4 50.5 55.9 64.0 69.3
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders - Futures Only, January 9, 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 : 255,284: 62,042 27,638 58,868 107,842 109,440 228,752 195,946: 26,532 59,338
Old : 255,284: 62,042 27,638 58,868 107,842 109,440 228,752 195,946: 26,532 59,338
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 3, 2007 :
: 8,686: 2,330 2,208 -2,399 4,673 4,020 4,604 3,829: 4,082 4,857
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.3 10.8 23.1 42.2 42.9 89.6 76.8: 10.4 23.2
Old : 100.0: 24.3 10.8 23.1 42.2 42.9 89.6 76.8: 10.4 23.2
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 : 316: 75 70 87 71 141 205 259:
Old : 316: 75 70 87 71 141 205 259:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.6 11.0 34.7 18.2 22.6 8.3 32.9 13.5
Old : 22.6 11.0 34.7 18.2 22.6 8.3 32.9 13.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
Commitments of Traders - Futures Only, January 9, 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 : 5,972: 2,066 2,453 461 1,406 1,531 3,933 4,445: 2,039 1,527
Old : 5,972: 2,066 2,453 461 1,406 1,531 3,933 4,445: 2,039 1,527
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 3, 2007 :
: 177: 189 -435 158 -181 390 166 113: 11 64
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.6 41.1 7.7 23.5 25.6 65.9 74.4: 34.1 25.6
Old : 100.0: 34.6 41.1 7.7 23.5 25.6 65.9 74.4: 34.1 25.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 61: 22 22 6 8 14 36 36:
Old : 61: 22 22 6 8 14 36 36:
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 24.5 45.7 40.3 32.9 24.3 44.3 37.4
Old : 32.9 24.5 45.7 40.3 32.9 24.3 44.3 37.4
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 9, 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 : 28,093: 7,344 8,166 2,730 12,196 5,441 22,270 16,337: 5,823 11,756
Old : 28,093: 7,344 8,166 2,730 12,196 5,441 22,270 16,337: 5,823 11,756
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 3, 2007 :
: -35: 365 281 -573 39 -42 -169 -334: 134 299
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.1 29.1 9.7 43.4 19.4 79.3 58.2: 20.7 41.8
Old : 100.0: 26.1 29.1 9.7 43.4 19.4 79.3 58.2: 20.7 41.8
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 : 124: 25 33 24 41 37 88 80:
Old : 124: 25 33 24 41 37 88 80:
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 : 17.1 14.3 29.2 21.9 15.7 12.9 27.7 19.8
Old : 17.1 14.3 29.2 21.9 15.7 12.9 27.7 19.8
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 - Futures Only, January 9, 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 : 155,922: 20,637 105,543 1,991 105,129 18,080 127,757 125,614: 28,165 30,308
Old : 155,922: 20,637 105,543 1,991 105,129 18,080 127,757 125,614: 28,165 30,308
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 3, 2007 :
: 7,278: -2,946 7,692 86 8,866 -657 6,006 7,121: 1,272 157
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.2 67.7 1.3 67.4 11.6 81.9 80.6: 18.1 19.4
Old : 100.0: 13.2 67.7 1.3 67.4 11.6 81.9 80.6: 18.1 19.4
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 : 88: 19 38 2 21 16 41 55:
Old : 88: 19 38 2 21 16 41 55:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.3 34.2 60.4 44.4 47.4 34.2 59.5 44.4
Old : 48.3 34.2 60.4 44.4 47.4 34.2 59.5 44.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
Commitments of Traders - Futures Only, January 9, 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 : 80,925: 7,698 48,069 243 60,189 17,343 68,130 65,655: 12,795 15,270
Old : 80,925: 7,698 48,069 243 60,189 17,343 68,130 65,655: 12,795 15,270
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 3, 2007 :
: 16,193: -3,582 13,991 67 22,108 -1,193 18,593 12,865: -2,400 3,328
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.5 59.4 0.3 74.4 21.4 84.2 81.1: 15.8 18.9
Old : 100.0: 9.5 59.4 0.3 74.4 21.4 84.2 81.1: 15.8 18.9
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 : 50: 11 21 3 14 7 27 29:
Old : 50: 11 21 3 14 7 27 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 : 62.1 43.7 72.8 58.4 62.1 43.7 72.8 58.0
Old : 62.1 43.7 72.8 58.4 62.1 43.7 72.8 58.0
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 - Futures Only, January 9, 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 : 93,823: 52,580 24,714 714 36,564 65,379 89,858 90,807: 3,965 3,016
Old : 93,823: 52,580 24,714 714 36,564 65,379 89,858 90,807: 3,965 3,016
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 3, 2007 :
: -22,070: -30,670 9,337 214 8,887 -33,166 -21,569 -23,615: -501 1,545
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.0 26.3 0.8 39.0 69.7 95.8 96.8: 4.2 3.2
Old : 100.0: 56.0 26.3 0.8 39.0 69.7 95.8 96.8: 4.2 3.2
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 : 89: 36 22 3 21 15 58 39:
Old : 89: 36 22 3 21 15 58 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 : 52.4 57.0 63.9 77.1 36.6 46.3 48.1 62.5
Old : 52.4 57.0 63.9 77.1 36.6 46.3 48.1 62.5
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 9, 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 : 132,731: 69,319 10,666 493 27,593 101,064 97,405 112,223: 35,326 20,508
Old : 132,731: 69,319 10,666 493 27,593 101,064 97,405 112,223: 35,326 20,508
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 3, 2007 :
: -4,486: -9,741 -3,237 103 5,334 -4,401 -4,304 -7,535: -182 3,049
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.2 8.0 0.4 20.8 76.1 73.4 84.5: 26.6 15.5
Old : 100.0: 52.2 8.0 0.4 20.8 76.1 73.4 84.5: 26.6 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 : 68: 28 10 3 18 15 48 26:
Old : 68: 28 10 3 18 15 48 26:
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 : 32.4 52.9 45.2 70.0 32.4 52.9 45.2 69.7
Old : 32.4 52.9 45.2 70.0 32.4 52.9 45.2 69.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
Commitments of Traders - Futures Only, January 9, 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 : 287,999: 54,341 177,684 2,475 182,880 66,875 239,696 247,034: 48,303 40,965
Old : 287,999: 54,341 177,684 2,475 182,880 66,875 239,696 247,034: 48,303 40,965
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 3, 2007 :
: 7,458: -478 4,273 737 565 -28 824 4,982: 6,634 2,476
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.9 61.7 0.9 63.5 23.2 83.2 85.8: 16.8 14.2
Old : 100.0: 18.9 61.7 0.9 63.5 23.2 83.2 85.8: 16.8 14.2
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 : 119: 29 56 7 25 17 59 75:
Old : 119: 29 56 7 25 17 59 75:
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 : 51.4 34.9 64.8 49.3 50.9 34.9 64.2 49.0
Old : 51.4 34.9 64.8 49.3 50.9 34.9 64.2 49.0
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 9, 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 : 183,293: 93,415 18,243 1,330 28,061 132,400 122,806 151,973: 60,487 31,320
Old : 183,293: 93,415 18,243 1,330 28,061 132,400 122,806 151,973: 60,487 31,320
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 3, 2007 :
: -6,319: -4,830 -2,546 182 1,555 -3,676 -3,093 -6,040: -3,226 -279
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.0 10.0 0.7 15.3 72.2 67.0 82.9: 33.0 17.1
Old : 100.0: 51.0 10.0 0.7 15.3 72.2 67.0 82.9: 33.0 17.1
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 : 127: 59 24 12 29 27 92 59:
Old : 127: 59 24 12 29 27 92 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 : 23.1 47.1 30.5 62.7 23.0 46.2 30.4 61.8
Old : 23.1 47.1 30.5 62.7 23.0 46.2 30.4 61.8
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 9, 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 : 20,440: 15,283 665 0 3,300 18,804 18,583 19,469: 1,857 971
Old : 20,440: 15,283 665 0 3,300 18,804 18,583 19,469: 1,857 971
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 3, 2007 :
: -2,415: -3,771 -37 0 1,406 -2,307 -2,365 -2,344: -50 -71
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.8 3.3 0.0 16.1 92.0 90.9 95.2: 9.1 4.8
Old : 100.0: 74.8 3.3 0.0 16.1 92.0 90.9 95.2: 9.1 4.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 17 2 0 9 9 26 11:
Old : 35: 17 2 0 9 9 26 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 : 57.2 80.9 67.9 92.5 57.2 77.2 66.8 88.7
Old : 57.2 80.9 67.9 92.5 57.2 77.2 66.8 88.7
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 9, 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 : 54,532: 12,461 0 274 37,329 48,695 50,064 48,969: 4,468 5,563
Old : 54,532: 12,461 0 274 37,329 48,695 50,064 48,969: 4,468 5,563
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 3, 2007 :
: 1,567: 2,342 -825 -354 867 1,531 2,855 352: -1,288 1,215
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.9 0.0 0.5 68.5 89.3 91.8 89.8: 8.2 10.2
Old : 100.0: 22.9 0.0 0.5 68.5 89.3 91.8 89.8: 8.2 10.2
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 : 23: 6 0 1 13 11 19 12:
Old : 23: 6 0 1 13 11 19 12:
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 : 48.3 77.1 66.5 87.3 45.6 71.9 62.7 78.6
Old : 48.3 77.1 66.5 87.3 45.6 71.9 62.7 78.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
Commitments of Traders - Futures Only, January 9, 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 : 9,575,931: 484,901 706,945 1,160,314 7,028,087 6,440,170 8,673,302 8,307,429: 902,629 1,268,502
Old : 9,575,931: 484,901 706,945 1,160,314 7,028,087 6,440,170 8,673,302 8,307,429: 902,629 1,268,502
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 3, 2007 :
: 12,110: -62,578 79,052 -73,357 121,459 -18,679 -14,476 -12,984: 26,586 25,094
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.1 7.4 12.1 73.4 67.3 90.6 86.8: 9.4 13.2
Old : 100.0: 5.1 7.4 12.1 73.4 67.3 90.6 86.8: 9.4 13.2
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 : 288: 58 56 87 139 158 241 265:
Old : 288: 58 56 87 139 158 241 265:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.7 15.9 49.2 26.2 39.2 12.8 43.5 20.2
Old : 40.7 15.9 49.2 26.2 39.2 12.8 43.5 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 9, 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 : 635,738: 64,096 54,326 7,765 422,357 472,135 494,218 534,226: 141,520 101,512
Old : 635,738: 64,096 54,326 7,765 422,357 472,135 494,218 534,226: 141,520 101,512
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 3, 2007 :
: 7,354: 1,960 752 102 4,873 8,772 6,935 9,626: 419 -2,272
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.1 8.5 1.2 66.4 74.3 77.7 84.0: 22.3 16.0
Old : 100.0: 10.1 8.5 1.2 66.4 74.3 77.7 84.0: 22.3 16.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 198: 44 40 19 80 53 135 103:
Old : 198: 44 40 19 80 53 135 103:
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 28.6 42.3 21.2 29.6 28.3 42.1
Old : 21.3 29.6 28.6 42.3 21.2 29.6 28.3 42.1
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 9, 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 : 1,584,567: 330,127 232,355 30,582 909,919 1,183,521 1,270,628 1,446,458: 313,939 138,109
Old : 1,584,567: 330,127 232,355 30,582 909,919 1,183,521 1,270,628 1,446,458: 313,939 138,109
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 3, 2007 :
: 66,203: 17,309 10,562 -287 62,906 46,007 79,928 56,282: -13,725 9,921
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.8 14.7 1.9 57.4 74.7 80.2 91.3: 19.8 8.7
Old : 100.0: 20.8 14.7 1.9 57.4 74.7 80.2 91.3: 19.8 8.7
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 : 244: 73 63 22 76 59 159 134:
Old : 244: 73 63 22 76 59 159 134:
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 30.2 31.4 48.3 14.8 29.1 24.2 42.5
Old : 20.5 30.2 31.4 48.3 14.8 29.1 24.2 42.5
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 9, 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 : 7,693: 1,277 0 0 3,658 5,734 4,935 5,734: 2,758 1,959
Old : 7,693: 1,277 0 0 3,658 5,734 4,935 5,734: 2,758 1,959
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 3, 2007 :
: 215: -12 0 0 279 365 267 365: -52 -150
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.6 0.0 0.0 47.5 74.5 64.1 74.5: 35.9 25.5
Old : 100.0: 16.6 0.0 0.0 47.5 74.5 64.1 74.5: 35.9 25.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 3 0 0 11 10 14 10:
Old : 22: 3 0 0 11 10 14 10:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.5 50.1 49.5 69.3 32.5 47.6 49.5 66.9
Old : 32.5 50.1 49.5 69.3 32.5 47.6 49.5 66.9
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 9, 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 : 73,378: 10,140 34,985 530 52,262 34,435 62,932 69,950: 10,446 3,428
Old : 73,378: 10,140 34,985 530 52,262 34,435 62,932 69,950: 10,446 3,428
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 3, 2007 :
: 1,349: -180 -317 0 2,758 1,287 2,578 970: -1,229 379
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.8 47.7 0.7 71.2 46.9 85.8 95.3: 14.2 4.7
Old : 100.0: 13.8 47.7 0.7 71.2 46.9 85.8 95.3: 14.2 4.7
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 : 69: 7 12 2 32 25 41 38:
Old : 69: 7 12 2 32 25 41 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 : 33.9 50.4 54.6 66.8 33.3 49.4 53.0 65.8
Old : 33.9 50.4 54.6 66.8 33.3 49.4 53.0 65.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NEW YORK HDD - CHICAGO MERCANTILE EXCHANGE Code-16264H
Commitments of Traders - Futures Only, January 9, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CME HDD INDEX X $20) :
: : :
All : 2,105: 1,225 1,331 0 825 674 2,050 2,005: 55 100
Old : 2,105: 1,225 1,331 0 825 674 2,050 2,005: 55 100
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 3, 2007 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.2 63.2 0.0 39.2 32.0 97.4 95.2: 2.6 4.8
Old : 100.0: 58.2 63.2 0.0 39.2 32.0 97.4 95.2: 2.6 4.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 5 6 0 4 6 9 12:
Old : 20: 5 6 0 4 6 9 12:
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 : 77.2 73.6 95.0 88.2 77.2 67.7 91.4 82.2
Old : 77.2 73.6 95.0 88.2 77.2 67.7 91.4 82.2
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 9, 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 : 45,101: 7,487 10,939 24 23,443 28,480 30,954 39,443: 14,147 5,658
Old : 45,101: 7,487 10,939 24 23,443 28,480 30,954 39,443: 14,147 5,658
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 3, 2007 :
: 913: 1,068 1,069 11 -38 395 1,041 1,475: -128 -562
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.6 24.3 0.1 52.0 63.1 68.6 87.5: 31.4 12.5
Old : 100.0: 16.6 24.3 0.1 52.0 63.1 68.6 87.5: 31.4 12.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 68: 13 16 4 24 20 39 39:
Old : 68: 13 16 4 24 20 39 39:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.7 39.0 44.0 52.9 33.7 38.9 42.5 52.5
Old : 33.7 39.0 44.0 52.9 33.7 38.9 42.5 52.5
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 9, 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 : 338,155: 112,770 84,809 6,765 185,358 187,222 304,893 278,796: 33,262 59,359
Old : 338,155: 112,770 84,809 6,765 185,358 187,222 304,893 278,796: 33,262 59,359
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 3, 2007 :
: -20,952: -5,687 -28,827 644 -18,032 20,448 -23,075 -7,735: 2,123 -13,217
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.3 25.1 2.0 54.8 55.4 90.2 82.4: 9.8 17.6
Old : 100.0: 33.3 25.1 2.0 54.8 55.4 90.2 82.4: 9.8 17.6
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 : 221: 79 54 14 56 44 145 102:
Old : 221: 79 54 14 56 44 145 102:
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 : 35.6 29.9 46.1 44.1 31.2 27.2 40.9 39.8
Old : 35.6 29.9 46.1 44.1 31.2 27.2 40.9 39.8
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 - Futures Only, January 9, 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 : 116,268: 61,978 12,100 771 26,843 94,404 89,592 107,275: 26,676 8,993
Old : 116,268: 61,978 12,100 771 26,843 94,404 89,592 107,275: 26,676 8,993
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 3, 2007 :
: -15,957: -35,432 3,513 771 21,785 -21,260 -12,876 -16,976: -3,081 1,019
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.3 10.4 0.7 23.1 81.2 77.1 92.3: 22.9 7.7
Old : 100.0: 53.3 10.4 0.7 23.1 81.2 77.1 92.3: 22.9 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 : 66: 35 9 2 13 13 49 23:
Old : 66: 35 9 2 13 13 49 23:
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 : 25.8 66.4 38.5 78.5 25.8 66.4 38.4 77.7
Old : 25.8 66.4 38.5 78.5 25.8 66.4 38.4 77.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE Code-239741
Commitments of Traders - Futures Only, January 9, 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 : 26,959: 827 5,361 0 21,522 14,603 22,349 19,964: 4,610 6,995
Old : 26,959: 827 5,361 0 21,522 14,603 22,349 19,964: 4,610 6,995
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 3, 2007 :
: 2,695: 489 1,650 0 1,502 1,321 1,991 2,971: 704 -276
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.1 19.9 0.0 79.8 54.2 82.9 74.1: 17.1 25.9
Old : 100.0: 3.1 19.9 0.0 79.8 54.2 82.9 74.1: 17.1 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 : 50: 2 11 0 23 21 25 32:
Old : 50: 2 11 0 23 21 25 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 : 48.0 28.3 61.6 42.4 47.8 28.3 61.4 42.4
Old : 48.0 28.3 61.6 42.4 47.8 28.3 61.4 42.4
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 9, 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 : 353,394: 68,271 120,537 1,833 249,798 212,679 319,902 335,049: 33,492 18,345
Old : 353,394: 68,271 120,537 1,833 249,798 212,679 319,902 335,049: 33,492 18,345
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 3, 2007 :
: 4,992: 374 -4,157 -126 -35 5,445 213 1,162: 4,779 3,830
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.3 34.1 0.5 70.7 60.2 90.5 94.8: 9.5 5.2
Old : 100.0: 19.3 34.1 0.5 70.7 60.2 90.5 94.8: 9.5 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 : 200: 33 71 5 46 70 82 143:
Old : 200: 33 71 5 46 70 82 143:
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 : 47.3 25.2 58.5 38.1 47.1 23.2 58.0 36.0
Old : 47.3 25.2 58.5 38.1 47.1 23.2 58.0 36.0
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 9, 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 : 43,777: 11,027 10,780 10 24,073 25,087 35,110 35,877: 8,667 7,900
Old : 43,777: 11,027 10,780 10 24,073 25,087 35,110 35,877: 8,667 7,900
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 3, 2007 :
: -911: -123 -477 0 -782 -292 -905 -769: -6 -142
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.2 24.6 0.0 55.0 57.3 80.2 82.0: 19.8 18.0
Old : 100.0: 25.2 24.6 0.0 55.0 57.3 80.2 82.0: 19.8 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 : 69: 21 14 1 15 22 37 36:
Old : 69: 21 14 1 15 22 37 36:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.2 37.7 51.6 53.3 39.2 35.7 50.3 49.8
Old : 39.2 37.7 51.6 53.3 39.2 35.7 50.3 49.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
Commitments of Traders - Futures Only, January 9, 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 : 36,207: 6,546 2,293 542 20,317 25,807 27,405 28,642: 8,802 7,565
Old : 36,207: 6,546 2,293 542 20,317 25,807 27,405 28,642: 8,802 7,565
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 3, 2007 :
: 925: 674 1,122 276 401 1,645 1,351 3,043: -426 -2,118
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.1 6.3 1.5 56.1 71.3 75.7 79.1: 24.3 20.9
Old : 100.0: 18.1 6.3 1.5 56.1 71.3 75.7 79.1: 24.3 20.9
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 : 51: 15 6 1 18 14 33 21:
Old : 51: 15 6 1 18 14 33 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.3 61.0 41.9 68.3 25.8 56.6 38.5 62.5
Old : 28.3 61.0 41.9 68.3 25.8 56.6 38.5 62.5
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 - Futures Only, January 9, 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 : 22,507: 6,177 2,810 70 15,727 18,840 21,974 21,720: 533 787
Old : 22,507: 6,177 2,810 70 15,727 18,840 21,974 21,720: 533 787
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 3, 2007 :
: 423: -405 463 29 745 129 369 621: 54 -198
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.4 12.5 0.3 69.9 83.7 97.6 96.5: 2.4 3.5
Old : 100.0: 27.4 12.5 0.3 69.9 83.7 97.6 96.5: 2.4 3.5
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 : 26: 6 9 2 9 3 15 14:
Old : 26: 6 9 2 9 3 15 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 : 75.8 89.7 88.3 94.6 75.6 89.7 88.0 94.6
Old : 75.8 89.7 88.3 94.6 75.6 89.7 88.0 94.6
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 9, 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 : 42,287: 4,395 7,614 2,023 22,254 27,628 28,672 37,265: 13,615 5,022
Old : 42,287: 4,395 7,614 2,023 22,254 27,628 28,672 37,265: 13,615 5,022
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 3, 2007 :
: 1,789: -43 62 -15 421 622 363 669: 1,426 1,120
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.4 18.0 4.8 52.6 65.3 67.8 88.1: 32.2 11.9
Old : 100.0: 10.4 18.0 4.8 52.6 65.3 67.8 88.1: 32.2 11.9
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 : 53: 6 12 8 25 30 35 46:
Old : 53: 6 12 8 25 30 35 46:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.7 29.0 40.6 46.6 16.1 19.2 23.5 31.0
Old : 25.7 29.0 40.6 46.6 16.1 19.2 23.5 31.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 12, 2007