MILK - CHICAGO MERCANTILE EXCHANGE Code-052641 Commitments of Traders - Futures Only, January 16, 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 : 25,900: 5,653 1,509 306 15,548 15,702 21,507 17,517: 4,393 8,383 Old : 25,900: 5,653 1,509 306 15,548 15,702 21,507 17,517: 4,393 8,383 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 9, 2007 : : 1,006: 369 -3 32 943 879 1,344 908: -338 98 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 21.8 5.8 1.2 60.0 60.6 83.0 67.6: 17.0 32.4 Old : 100.0: 21.8 5.8 1.2 60.0 60.6 83.0 67.6: 17.0 32.4 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 : 48: 13 5 7 22 18 37 28: Old : 48: 13 5 7 22 18 37 28: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 38.7 37.0 55.1 53.9 38.7 36.2 54.8 52.9 Old : 38.7 37.0 55.1 53.9 38.7 36.2 54.8 52.9 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 16, 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 : 172,956: 33,705 23,983 37,081 77,653 80,164 148,439 141,228: 24,517 31,728 Old : 167,371: 30,952 24,318 36,357 77,510 76,131 144,819 136,806: 22,552 30,565 Other: 5,585: 3,477 389 0 143 4,033 3,620 4,422: 1,965 1,163 : : : : : Changes in Commitments from: January 9, 2007 : : 2,310: 4,282 -940 4,290 -6,829 -579 1,743 2,771: 567 -461 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 19.5 13.9 21.4 44.9 46.3 85.8 81.7: 14.2 18.3 Old : 100.0: 18.5 14.5 21.7 46.3 45.5 86.5 81.7: 13.5 18.3 Other: 100.0: 62.3 7.0 0.0 2.6 72.2 64.8 79.2: 35.2 20.8 : : : :# Traders : Number of Traders in Each Category : All : 210: 65 69 80 32 42 145 163: Old : 210: 67 71 79 31 42 143 163: Other: 39: 13 7 0 4 17 17 24: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 27.6 31.9 40.3 38.9 27.6 28.5 37.9 33.5 Old : 28.5 31.9 41.6 38.6 28.5 29.3 39.1 34.1 Other: 44.5 53.5 58.2 67.3 44.5 53.5 58.2 67.3 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642 Commitments of Traders - Futures Only, January 16, 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 : 261,503: 64,640 30,934 60,508 111,312 109,613 236,460 201,055: 25,043 60,448 Old : 261,503: 64,640 30,934 60,508 111,312 109,613 236,460 201,055: 25,043 60,448 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 9, 2007 : : 6,219: 2,598 3,296 1,640 3,470 173 7,708 5,109: -1,489 1,110 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 24.7 11.8 23.1 42.6 41.9 90.4 76.9: 9.6 23.1 Old : 100.0: 24.7 11.8 23.1 42.6 41.9 90.4 76.9: 9.6 23.1 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 : 336: 79 74 97 70 138 221 268: Old : 336: 79 74 97 70 138 221 268: 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 : 23.8 11.1 36.1 18.4 23.8 8.6 34.2 13.6 Old : 23.8 11.1 36.1 18.4 23.8 8.6 34.2 13.6 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 16, 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 : 5,921: 1,997 2,434 598 1,509 1,104 4,104 4,136: 1,817 1,785 Old : 5,921: 1,997 2,434 598 1,509 1,104 4,104 4,136: 1,817 1,785 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 9, 2007 : : -51: -69 -19 137 103 -427 171 -309: -222 258 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 33.7 41.1 10.1 25.5 18.6 69.3 69.9: 30.7 30.1 Old : 100.0: 33.7 41.1 10.1 25.5 18.6 69.3 69.9: 30.7 30.1 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 : 60: 20 22 8 7 12 30 40: Old : 60: 20 22 8 7 12 30 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 : 32.8 23.4 47.2 36.7 32.8 23.4 44.4 34.8 Old : 32.8 23.4 47.2 36.7 32.8 23.4 44.4 34.8 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 16, 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 : 29,384: 7,722 8,324 2,652 12,681 5,654 23,055 16,630: 6,329 12,754 Old : 29,384: 7,722 8,324 2,652 12,681 5,654 23,055 16,630: 6,329 12,754 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 9, 2007 : : 1,291: 378 158 -78 485 213 785 293: 506 998 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 26.3 28.3 9.0 43.2 19.2 78.5 56.6: 21.5 43.4 Old : 100.0: 26.3 28.3 9.0 43.2 19.2 78.5 56.6: 21.5 43.4 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 : 132: 28 41 25 40 35 87 88: Old : 132: 28 41 25 40 35 87 88: 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 : 16.4 10.2 27.7 17.9 15.4 9.2 26.7 15.8 Old : 16.4 10.2 27.7 17.9 15.4 9.2 26.7 15.8 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 16, 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 : 152,438: 22,030 100,997 2,061 99,999 20,027 124,090 123,085: 28,348 29,353 Old : 152,438: 22,030 100,997 2,061 99,999 20,027 124,090 123,085: 28,348 29,353 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 9, 2007 : : -3,484: 1,393 -4,546 70 -5,130 1,947 -3,667 -2,529: 183 -955 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 14.5 66.3 1.4 65.6 13.1 81.4 80.7: 18.6 19.3 Old : 100.0: 14.5 66.3 1.4 65.6 13.1 81.4 80.7: 18.6 19.3 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 : 96: 20 45 2 19 19 40 65: Old : 96: 20 45 2 19 19 40 65: 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 : 47.6 26.7 59.8 36.8 46.5 26.7 58.6 36.8 Old : 47.6 26.7 59.8 36.8 46.5 26.7 58.6 36.8 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 16, 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 : 83,803: 6,476 48,724 36 65,958 14,769 72,470 63,529: 11,333 20,274 Old : 83,803: 6,476 48,724 36 65,958 14,769 72,470 63,529: 11,333 20,274 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 9, 2007 : : 2,878: -1,222 655 -207 5,769 -2,574 4,340 -2,126: -1,462 5,004 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 7.7 58.1 0.0 78.7 17.6 86.5 75.8: 13.5 24.2 Old : 100.0: 7.7 58.1 0.0 78.7 17.6 86.5 75.8: 13.5 24.2 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 : 48: 9 22 1 13 8 22 31: Old : 48: 9 22 1 13 8 22 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 : 65.9 33.0 76.2 49.2 65.9 33.0 76.1 49.1 Old : 65.9 33.0 76.2 49.2 65.9 33.0 76.1 49.1 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 16, 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 : 90,751: 49,620 23,120 708 36,195 64,018 86,523 87,846: 4,228 2,905 Old : 90,751: 49,620 23,120 708 36,195 64,018 86,523 87,846: 4,228 2,905 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 9, 2007 : : -3,072: -2,960 -1,594 -6 -369 -1,361 -3,335 -2,961: 263 -111 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 54.7 25.5 0.8 39.9 70.5 95.3 96.8: 4.7 3.2 Old : 100.0: 54.7 25.5 0.8 39.9 70.5 95.3 96.8: 4.7 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 : 83: 32 23 2 19 14 52 38: Old : 83: 32 23 2 19 14 52 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 : 53.5 60.0 64.9 81.1 37.4 50.4 48.9 65.7 Old : 53.5 60.0 64.9 81.1 37.4 50.4 48.9 65.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742 Commitments of Traders - Futures Only, January 16, 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 : 150,691: 96,664 12,346 275 16,121 117,006 113,060 129,627: 37,631 21,064 Old : 150,691: 96,664 12,346 275 16,121 117,006 113,060 129,627: 37,631 21,064 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 9, 2007 : : 17,960: 27,345 1,680 -218 -11,472 15,942 15,655 17,404: 2,305 556 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 64.1 8.2 0.2 10.7 77.6 75.0 86.0: 25.0 14.0 Old : 100.0: 64.1 8.2 0.2 10.7 77.6 75.0 86.0: 25.0 14.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 72: 33 11 1 10 21 44 32: Old : 72: 33 11 1 10 21 44 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 : 34.6 47.5 50.0 63.9 34.6 47.4 50.0 63.8 Old : 34.6 47.5 50.0 63.9 34.6 47.4 50.0 63.8 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 16, 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 : 308,740: 56,031 194,177 1,988 206,149 69,822 264,168 265,987: 44,572 42,753 Old : 308,740: 56,031 194,177 1,988 206,149 69,822 264,168 265,987: 44,572 42,753 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 9, 2007 : : 20,741: 1,690 16,493 -487 23,269 2,947 24,472 18,953: -3,731 1,788 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 18.1 62.9 0.6 66.8 22.6 85.6 86.2: 14.4 13.8 Old : 100.0: 18.1 62.9 0.6 66.8 22.6 85.6 86.2: 14.4 13.8 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 : 121: 31 55 4 25 16 59 72: Old : 121: 31 55 4 25 16 59 72: 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 : 55.5 34.6 67.9 50.9 55.1 34.6 67.5 50.6 Old : 55.5 34.6 67.9 50.9 55.1 34.6 67.5 50.6 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 16, 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 : 164,594: 67,482 13,940 2,033 31,321 108,505 100,836 124,478: 63,758 40,116 Old : 164,594: 67,482 13,940 2,033 31,321 108,505 100,836 124,478: 63,758 40,116 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 9, 2007 : : -18,699: -25,933 -4,303 703 3,260 -23,895 -21,970 -27,495: 3,271 8,796 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 41.0 8.5 1.2 19.0 65.9 61.3 75.6: 38.7 24.4 Old : 100.0: 41.0 8.5 1.2 19.0 65.9 61.3 75.6: 38.7 24.4 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 : 119: 54 23 14 28 26 88 57: Old : 119: 54 23 14 28 26 88 57: 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 : 16.1 48.4 23.2 57.4 16.0 47.0 23.0 56.0 Old : 16.1 48.4 23.2 57.4 16.0 47.0 23.0 56.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741 Commitments of Traders - Futures Only, January 16, 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 : 19,988: 14,032 631 0 4,173 18,429 18,205 19,060: 1,783 928 Old : 19,988: 14,032 631 0 4,173 18,429 18,205 19,060: 1,783 928 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 9, 2007 : : -452: -1,251 -34 0 873 -375 -378 -409: -74 -43 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 70.2 3.2 0.0 20.9 92.2 91.1 95.4: 8.9 4.6 Old : 100.0: 70.2 3.2 0.0 20.9 92.2 91.1 95.4: 8.9 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 : 35: 17 2 0 10 9 27 11: Old : 35: 17 2 0 10 9 27 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 : 55.7 80.7 69.2 92.5 54.1 74.6 66.4 86.3 Old : 55.7 80.7 69.2 92.5 54.1 74.6 66.4 86.3 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 16, 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 : 56,548: 12,174 0 1,433 37,947 50,214 51,554 51,647: 4,994 4,901 Old : 56,548: 12,174 0 1,433 37,947 50,214 51,554 51,647: 4,994 4,901 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 9, 2007 : : 2,016: -287 0 1,159 618 1,519 1,490 2,678: 526 -662 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 21.5 0.0 2.5 67.1 88.8 91.2 91.3: 8.8 8.7 Old : 100.0: 21.5 0.0 2.5 67.1 88.8 91.2 91.3: 8.8 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 : 25: 7 0 2 14 11 21 13: Old : 25: 7 0 2 14 11 21 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 : 44.6 78.6 63.4 87.7 42.5 77.4 60.8 82.3 Old : 44.6 78.6 63.4 87.7 42.5 77.4 60.8 82.3 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 16, 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 : 9,697,417: 518,525 699,114 1,128,646 7,060,996 6,531,026 8,708,167 8,358,786: 989,250 1,338,631 Old : 9,697,417: 518,525 699,114 1,128,646 7,060,996 6,531,026 8,708,167 8,358,786: 989,250 1,338,631 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 9, 2007 : : 121,486: 33,624 -7,831 -31,668 32,909 90,856 34,865 51,357: 86,621 70,129 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 5.3 7.2 11.6 72.8 67.3 89.8 86.2: 10.2 13.8 Old : 100.0: 5.3 7.2 11.6 72.8 67.3 89.8 86.2: 10.2 13.8 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 : 280: 63 49 77 134 157 230 254: Old : 280: 63 49 77 134 157 230 254: 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 16.4 48.2 26.8 37.6 12.7 41.6 20.4 Old : 39.2 16.4 48.2 26.8 37.6 12.7 41.6 20.4 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 16, 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 : 638,758: 62,980 51,961 6,204 424,552 470,109 493,736 528,274: 145,022 110,484 Old : 638,758: 62,980 51,961 6,204 424,552 470,109 493,736 528,274: 145,022 110,484 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 9, 2007 : : 3,020: -1,116 -2,365 -1,561 2,195 -2,026 -482 -5,952: 3,502 8,972 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 9.9 8.1 1.0 66.5 73.6 77.3 82.7: 22.7 17.3 Old : 100.0: 9.9 8.1 1.0 66.5 73.6 77.3 82.7: 22.7 17.3 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 : 195: 42 41 18 82 52 134 102: Old : 195: 42 41 18 82 52 134 102: 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 : 21.1 30.0 28.3 42.5 21.0 30.0 28.0 42.4 Old : 21.1 30.0 28.3 42.5 21.0 30.0 28.0 42.4 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 16, 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 : 1,647,575: 373,591 232,598 38,326 895,011 1,238,906 1,306,928 1,509,830: 340,647 137,745 Old : 1,647,575: 373,591 232,598 38,326 895,011 1,238,906 1,306,928 1,509,830: 340,647 137,745 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 9, 2007 : : 63,008: 43,464 243 7,744 -14,908 55,385 36,300 63,372: 26,708 -364 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 22.7 14.1 2.3 54.3 75.2 79.3 91.6: 20.7 8.4 Old : 100.0: 22.7 14.1 2.3 54.3 75.2 79.3 91.6: 20.7 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 : 251: 80 59 26 74 64 166 137: Old : 251: 80 59 26 74 64 166 137: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 19.6 30.2 30.4 47.8 14.1 27.7 23.5 40.7 Old : 19.6 30.2 30.4 47.8 14.1 27.7 23.5 40.7 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 16, 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 : 7,772: 1,238 0 0 3,656 5,877 4,894 5,877: 2,878 1,895 Old : 7,772: 1,238 0 0 3,656 5,877 4,894 5,877: 2,878 1,895 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 9, 2007 : : 79: -39 0 0 -2 143 -41 143: 120 -64 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 15.9 0.0 0.0 47.0 75.6 63.0 75.6: 37.0 24.4 Old : 100.0: 15.9 0.0 0.0 47.0 75.6 63.0 75.6: 37.0 24.4 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 : 23: 3 0 0 11 11 14 11: Old : 23: 3 0 0 11 11 14 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 : 31.7 49.6 48.5 67.6 31.7 47.2 48.5 65.2 Old : 31.7 49.6 48.5 67.6 31.7 47.2 48.5 65.2 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 16, 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 : 74,207: 11,450 33,461 524 49,503 36,701 61,477 70,686: 12,730 3,521 Old : 74,207: 11,450 33,461 524 49,503 36,701 61,477 70,686: 12,730 3,521 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 9, 2007 : : 829: 1,310 -1,524 -6 -2,759 2,266 -1,455 736: 2,284 93 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 15.4 45.1 0.7 66.7 49.5 82.8 95.3: 17.2 4.7 Old : 100.0: 15.4 45.1 0.7 66.7 49.5 82.8 95.3: 17.2 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 : 70: 10 11 2 32 24 44 36: Old : 70: 10 11 2 32 24 44 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 : 32.6 49.4 53.4 66.5 31.9 48.8 51.8 66.0 Old : 32.6 49.4 53.4 66.5 31.9 48.8 51.8 66.0 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 16, 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 : 2,580: 1,410 1,450 0 1,165 830 2,575 2,280: 5 300 Old : 2,580: 1,410 1,450 0 1,165 830 2,575 2,280: 5 300 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 9, 2007 : : 475: 185 119 0 340 156 525 275: -50 200 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 54.7 56.2 0.0 45.2 32.2 99.8 88.4: 0.2 11.6 Old : 100.0: 54.7 56.2 0.0 45.2 32.2 99.8 88.4: 0.2 11.6 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 : 23: 6 6 0 6 6 12 12: Old : 23: 6 6 0 6 6 12 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 : 64.9 63.0 91.1 80.4 64.9 57.2 86.2 72.7 Old : 64.9 63.0 91.1 80.4 64.9 57.2 86.2 72.7 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 16, 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 : 46,307: 13,556 9,926 13 22,374 29,571 35,943 39,510: 10,364 6,797 Old : 46,307: 13,556 9,926 13 22,374 29,571 35,943 39,510: 10,364 6,797 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 9, 2007 : : 1,206: 6,069 -1,013 -11 -1,069 1,091 4,989 67: -3,783 1,139 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 29.3 21.4 0.0 48.3 63.9 77.6 85.3: 22.4 14.7 Old : 100.0: 29.3 21.4 0.0 48.3 63.9 77.6 85.3: 22.4 14.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 70: 17 13 3 24 21 43 36: Old : 70: 17 13 3 24 21 43 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 : 33.7 38.1 46.0 53.7 33.7 38.1 45.9 53.3 Old : 33.7 38.1 46.0 53.7 33.7 38.1 45.9 53.3 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 16, 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 : 377,805: 144,320 111,162 4,876 193,786 232,614 342,982 348,652: 34,823 29,153 Old : 377,805: 144,320 111,162 4,876 193,786 232,614 342,982 348,652: 34,823 29,153 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 9, 2007 : : 39,650: 31,550 26,353 -1,889 8,428 45,392 38,089 69,856: 1,561 -30,206 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 38.2 29.4 1.3 51.3 61.6 90.8 92.3: 9.2 7.7 Old : 100.0: 38.2 29.4 1.3 51.3 61.6 90.8 92.3: 9.2 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 : 242: 84 60 14 64 49 158 113: Old : 242: 84 60 14 64 49 158 113: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 28.9 28.4 41.5 47.6 27.1 27.1 37.6 44.6 Old : 28.9 28.4 41.5 47.6 27.1 27.1 37.6 44.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741 Commitments of Traders - Futures Only, January 16, 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 : 121,645: 73,505 6,749 32 17,498 103,896 91,035 110,677: 30,610 10,968 Old : 121,645: 73,505 6,749 32 17,498 103,896 91,035 110,677: 30,610 10,968 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 9, 2007 : : 5,377: 11,527 -5,351 -739 -9,345 9,492 1,443 3,402: 3,934 1,975 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 60.4 5.5 0.0 14.4 85.4 74.8 91.0: 25.2 9.0 Old : 100.0: 60.4 5.5 0.0 14.4 85.4 74.8 91.0: 25.2 9.0 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 : 64: 36 6 1 11 15 47 22: Old : 64: 36 6 1 11 15 47 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 : 25.3 69.4 36.5 81.1 25.3 69.3 36.5 80.7 Old : 25.3 69.4 36.5 81.1 25.3 69.3 36.5 80.7 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 16, 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 : 29,061: 1,585 5,202 0 22,150 15,567 23,735 20,769: 5,326 8,292 Old : 29,061: 1,585 5,202 0 22,150 15,567 23,735 20,769: 5,326 8,292 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 9, 2007 : : 2,102: 758 -159 0 628 964 1,386 805: 716 1,297 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 5.5 17.9 0.0 76.2 53.6 81.7 71.5: 18.3 28.5 Old : 100.0: 5.5 17.9 0.0 76.2 53.6 81.7 71.5: 18.3 28.5 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 : 50: 2 11 0 24 20 26 31: Old : 50: 2 11 0 24 20 26 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 : 43.9 27.6 59.0 43.6 43.7 27.6 58.8 43.6 Old : 43.9 27.6 59.0 43.6 43.7 27.6 58.8 43.6 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 16, 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 : 364,263: 71,224 118,895 2,708 255,418 227,054 329,350 348,657: 34,913 15,606 Old : 364,263: 71,224 118,895 2,708 255,418 227,054 329,350 348,657: 34,913 15,606 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 9, 2007 : : 10,869: 2,953 -1,642 875 5,620 14,375 9,448 13,608: 1,421 -2,739 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 19.6 32.6 0.7 70.1 62.3 90.4 95.7: 9.6 4.3 Old : 100.0: 19.6 32.6 0.7 70.1 62.3 90.4 95.7: 9.6 4.3 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 : 204: 42 64 7 50 71 96 138: Old : 204: 42 64 7 50 71 96 138: 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 : 46.5 26.7 56.4 38.4 45.9 24.6 55.7 36.3 Old : 46.5 26.7 56.4 38.4 45.9 24.6 55.7 36.3 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 16, 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 : 44,405: 10,682 12,572 50 24,615 23,787 35,347 36,409: 9,058 7,996 Old : 44,405: 10,682 12,572 50 24,615 23,787 35,347 36,409: 9,058 7,996 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 9, 2007 : : 628: -345 1,792 40 542 -1,300 237 532: 391 96 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 24.1 28.3 0.1 55.4 53.6 79.6 82.0: 20.4 18.0 Old : 100.0: 24.1 28.3 0.1 55.4 53.6 79.6 82.0: 20.4 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 : 71: 21 16 1 15 22 37 38: Old : 71: 21 16 1 15 22 37 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 : 39.3 38.9 51.7 53.8 39.3 38.5 50.2 50.2 Old : 39.3 38.9 51.7 53.8 39.3 38.5 50.2 50.2 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 16, 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 : 34,203: 6,678 1,943 421 19,771 26,838 26,870 29,202: 7,333 5,001 Old : 34,203: 6,678 1,943 421 19,771 26,838 26,870 29,202: 7,333 5,001 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 9, 2007 : : -2,004: 132 -350 -121 -546 1,031 -535 560: -1,469 -2,564 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 19.5 5.7 1.2 57.8 78.5 78.6 85.4: 21.4 14.6 Old : 100.0: 19.5 5.7 1.2 57.8 78.5 78.6 85.4: 21.4 14.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 47: 13 6 1 17 13 31 19: Old : 47: 13 6 1 17 13 31 19: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 31.0 68.6 45.7 76.3 27.6 61.3 41.4 68.0 Old : 31.0 68.6 45.7 76.3 27.6 61.3 41.4 68.0 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 16, 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 : 22,556: 4,691 1,925 41 15,365 19,051 20,097 21,017: 2,459 1,539 Old : 22,556: 4,691 1,925 41 15,365 19,051 20,097 21,017: 2,459 1,539 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 9, 2007 : : 49: -1,486 -885 -29 -362 211 -1,877 -703: 1,926 752 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 20.8 8.5 0.2 68.1 84.5 89.1 93.2: 10.9 6.8 Old : 100.0: 20.8 8.5 0.2 68.1 84.5 89.1 93.2: 10.9 6.8 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 : 27: 8 8 1 9 3 17 12: Old : 27: 8 8 1 9 3 17 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 : 65.8 88.5 80.5 91.9 65.6 88.5 80.3 91.9 Old : 65.8 88.5 80.5 91.9 65.6 88.5 80.3 91.9 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 16, 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 : 52,131: 7,989 12,706 2,205 24,716 28,270 34,910 43,181: 17,221 8,950 Old : 52,131: 7,989 12,706 2,205 24,716 28,270 34,910 43,181: 17,221 8,950 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 9, 2007 : : 9,844: 3,594 5,092 182 2,462 642 6,238 5,916: 3,606 3,928 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 15.3 24.4 4.2 47.4 54.2 67.0 82.8: 33.0 17.2 Old : 100.0: 15.3 24.4 4.2 47.4 54.2 67.0 82.8: 33.0 17.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 58: 9 14 9 26 29 39 48: Old : 58: 9 14 9 26 29 39 48: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 25.6 32.2 41.7 46.4 19.0 24.3 28.0 34.2 Old : 25.6 32.2 41.7 46.4 19.0 24.3 28.0 34.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 19, 2007