MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders - Futures Only, January 23, 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 : 27,161: 6,241 1,565 311 15,987 16,597 22,539 18,473: 4,622 8,688
Old : 27,161: 6,241 1,565 311 15,987 16,597 22,539 18,473: 4,622 8,688
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 16, 2007 :
: 1,261: 588 56 5 439 895 1,032 956: 229 305
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.0 5.8 1.1 58.9 61.1 83.0 68.0: 17.0 32.0
Old : 100.0: 23.0 5.8 1.1 58.9 61.1 83.0 68.0: 17.0 32.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 50: 14 6 7 21 19 38 29:
Old : 50: 14 6 7 21 19 38 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 : 38.3 35.5 54.5 53.4 38.3 35.2 54.2 52.4
Old : 38.3 35.5 54.5 53.4 38.3 35.2 54.2 52.4
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 23, 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 : 170,825: 32,328 24,834 35,817 77,442 80,048 145,587 140,699: 25,238 30,126
Old : 164,646: 29,155 25,180 35,093 77,279 75,470 141,527 135,743: 23,119 28,903
Other: 6,179: 3,896 377 1 163 4,578 4,060 4,956: 2,119 1,223
: : :
: : Changes in Commitments from: January 16, 2007 :
: -2,131: -1,377 851 -1,264 -211 -116 -2,852 -529: 721 -1,602
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.9 14.5 21.0 45.3 46.9 85.2 82.4: 14.8 17.6
Old : 100.0: 17.7 15.3 21.3 46.9 45.8 86.0 82.4: 14.0 17.6
Other: 100.0: 63.1 6.1 0.0 2.6 74.1 65.7 80.2: 34.3 19.8
: : :
:# Traders : Number of Traders in Each Category :
All : 213: 68 71 86 35 42 155 164:
Old : 212: 67 74 85 34 42 152 164:
Other: 48: 19 8 1 5 18 25 26:
:----------------------------------------------------------------------------------------------------
: 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 : 27.3 32.1 39.8 38.9 27.3 29.0 37.4 34.5
Old : 28.3 32.0 41.3 38.9 28.3 29.7 38.7 34.9
Other: 42.8 52.6 54.6 69.2 42.8 52.6 54.6 69.2
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders - Futures Only, January 23, 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 : 257,867: 64,581 30,378 57,153 112,231 113,257 233,965 200,788: 23,902 57,079
Old : 257,867: 64,581 30,378 57,153 112,231 113,257 233,965 200,788: 23,902 57,079
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 16, 2007 :
: -3,636: -59 -556 -3,355 919 3,644 -2,495 -267: -1,141 -3,369
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.0 11.8 22.2 43.5 43.9 90.7 77.9: 9.3 22.1
Old : 100.0: 25.0 11.8 22.2 43.5 43.9 90.7 77.9: 9.3 22.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 334: 77 73 92 66 140 213 266:
Old : 334: 77 73 92 66 140 213 266:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.4 11.9 36.4 19.5 24.3 9.0 34.9 14.2
Old : 24.4 11.9 36.4 19.5 24.3 9.0 34.9 14.2
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 23, 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 : 6,623: 2,558 3,612 439 1,753 901 4,750 4,952: 1,873 1,671
Old : 6,623: 2,558 3,612 439 1,753 901 4,750 4,952: 1,873 1,671
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 16, 2007 :
: 702: 561 1,178 -159 244 -203 646 816: 56 -114
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.6 54.5 6.6 26.5 13.6 71.7 74.8: 28.3 25.2
Old : 100.0: 38.6 54.5 6.6 26.5 13.6 71.7 74.8: 28.3 25.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 71: 26 25 6 11 11 38 42:
Old : 71: 26 25 6 11 11 38 42:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.2 24.3 43.2 39.1 29.2 24.3 41.3 39.1
Old : 29.2 24.3 43.2 39.1 29.2 24.3 41.3 39.1
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 23, 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 : 30,903: 8,652 8,853 2,886 13,295 6,099 24,833 17,838: 6,070 13,065
Old : 30,903: 8,652 8,853 2,886 13,295 6,099 24,833 17,838: 6,070 13,065
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 16, 2007 :
: 1,519: 930 529 234 614 445 1,778 1,208: -259 311
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.0 28.6 9.3 43.0 19.7 80.4 57.7: 19.6 42.3
Old : 100.0: 28.0 28.6 9.3 43.0 19.7 80.4 57.7: 19.6 42.3
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 : 140: 28 46 23 40 39 86 95:
Old : 140: 28 46 23 40 39 86 95:
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 : 16.0 10.2 26.8 17.7 15.7 9.7 26.5 16.0
Old : 16.0 10.2 26.8 17.7 15.7 9.7 26.5 16.0
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 23, 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 : 152,395: 22,471 100,328 2,108 98,006 20,880 122,585 123,316: 29,810 29,079
Old : 152,395: 22,471 100,328 2,108 98,006 20,880 122,585 123,316: 29,810 29,079
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 16, 2007 :
: -43: 441 -669 47 -1,993 853 -1,505 231: 1,462 -274
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.7 65.8 1.4 64.3 13.7 80.4 80.9: 19.6 19.1
Old : 100.0: 14.7 65.8 1.4 64.3 13.7 80.4 80.9: 19.6 19.1
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 : 97: 22 42 2 21 19 44 62:
Old : 97: 22 42 2 21 19 44 62:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.6 29.1 57.2 39.3 44.6 29.1 56.2 39.3
Old : 45.6 29.1 57.2 39.3 44.6 29.1 56.2 39.3
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 23, 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 : 83,065: 5,290 49,371 36 67,899 15,298 73,225 64,705: 9,840 18,360
Old : 83,065: 5,290 49,371 36 67,899 15,298 73,225 64,705: 9,840 18,360
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 16, 2007 :
: -738: -1,186 647 0 1,941 529 755 1,176: -1,493 -1,914
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.4 59.4 0.0 81.7 18.4 88.2 77.9: 11.8 22.1
Old : 100.0: 6.4 59.4 0.0 81.7 18.4 88.2 77.9: 11.8 22.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 51: 8 27 1 12 7 20 35:
Old : 51: 8 27 1 12 7 20 35:
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 : 68.3 33.0 78.8 50.3 68.3 33.0 78.8 50.3
Old : 68.3 33.0 78.8 50.3 68.3 33.0 78.8 50.3
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 23, 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 : 90,420: 45,335 27,230 507 39,490 57,303 85,332 85,040: 5,088 5,380
Old : 90,420: 45,335 27,230 507 39,490 57,303 85,332 85,040: 5,088 5,380
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 16, 2007 :
: -331: -4,285 4,110 -201 3,295 -6,715 -1,191 -2,806: 860 2,475
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.1 30.1 0.6 43.7 63.4 94.4 94.0: 5.6 6.0
Old : 100.0: 50.1 30.1 0.6 43.7 63.4 94.4 94.0: 5.6 6.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 79: 30 23 2 19 13 50 37:
Old : 79: 30 23 2 19 13 50 37:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.4 62.3 65.7 78.2 38.9 51.4 50.2 63.0
Old : 54.4 62.3 65.7 78.2 38.9 51.4 50.2 63.0
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 23, 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 : 163,961: 109,941 15,213 0 15,408 127,877 125,349 143,090: 38,612 20,871
Old : 163,961: 109,941 15,213 0 15,408 127,877 125,349 143,090: 38,612 20,871
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 16, 2007 :
: 13,270: 13,277 2,867 -275 -713 10,871 12,289 13,463: 981 -193
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.1 9.3 0.0 9.4 78.0 76.5 87.3: 23.5 12.7
Old : 100.0: 67.1 9.3 0.0 9.4 78.0 76.5 87.3: 23.5 12.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 75: 36 12 0 9 20 45 32:
Old : 75: 36 12 0 9 20 45 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 : 34.7 44.8 49.4 63.3 34.7 44.8 49.4 63.3
Old : 34.7 44.8 49.4 63.3 34.7 44.8 49.4 63.3
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 23, 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 : 344,998: 52,200 217,060 1,786 246,414 85,624 300,400 304,470: 44,598 40,528
Old : 344,998: 52,200 217,060 1,786 246,414 85,624 300,400 304,470: 44,598 40,528
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 16, 2007 :
: 36,258: -3,831 22,883 -202 40,265 15,802 36,232 38,483: 26 -2,225
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.1 62.9 0.5 71.4 24.8 87.1 88.3: 12.9 11.7
Old : 100.0: 15.1 62.9 0.5 71.4 24.8 87.1 88.3: 12.9 11.7
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 : 131: 31 64 4 27 17 62 81:
Old : 131: 31 64 4 27 17 62 81:
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 : 54.6 32.3 67.8 50.2 52.3 32.2 62.6 46.6
Old : 54.6 32.3 67.8 50.2 52.3 32.2 62.6 46.6
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 23, 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 : 169,518: 77,516 16,506 1,793 34,954 115,543 114,263 133,842: 55,255 35,676
Old : 169,518: 77,516 16,506 1,793 34,954 115,543 114,263 133,842: 55,255 35,676
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 16, 2007 :
: 4,924: 10,034 2,566 -240 3,633 7,038 13,427 9,364: -8,503 -4,440
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.7 9.7 1.1 20.6 68.2 67.4 79.0: 32.6 21.0
Old : 100.0: 45.7 9.7 1.1 20.6 68.2 67.4 79.0: 32.6 21.0
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 : 130: 63 23 13 30 27 98 58:
Old : 130: 63 23 13 30 27 98 58:
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 : 16.6 50.5 23.5 59.8 16.5 49.0 23.3 58.3
Old : 16.6 50.5 23.5 59.8 16.5 49.0 23.3 58.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
Commitments of Traders - Futures Only, January 23, 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 : 18,687: 11,450 1,255 0 4,745 16,429 16,195 17,684: 2,492 1,003
Old : 18,687: 11,450 1,255 0 4,745 16,429 16,195 17,684: 2,492 1,003
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 16, 2007 :
: -1,301: -2,582 624 0 572 -2,000 -2,010 -1,376: 709 75
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.3 6.7 0.0 25.4 87.9 86.7 94.6: 13.3 5.4
Old : 100.0: 61.3 6.7 0.0 25.4 87.9 86.7 94.6: 13.3 5.4
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 : 37: 16 4 0 11 9 27 13:
Old : 37: 16 4 0 11 9 27 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 : 50.7 78.9 63.9 90.4 47.4 77.1 59.8 86.4
Old : 50.7 78.9 63.9 90.4 47.4 77.1 59.8 86.4
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 23, 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 : 9,726,962: 617,232 821,613 1,086,026 7,072,694 6,476,440 8,775,952 8,384,079: 951,010 1,342,883
Old : 9,726,962: 617,232 821,613 1,086,026 7,072,694 6,476,440 8,775,952 8,384,079: 951,010 1,342,883
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 16, 2007 :
: 29,545: 98,707 122,499 -42,620 11,698 -54,586 67,785 25,293: -38,240 4,252
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.3 8.4 11.2 72.7 66.6 90.2 86.2: 9.8 13.8
Old : 100.0: 6.3 8.4 11.2 72.7 66.6 90.2 86.2: 9.8 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 : 292: 58 58 86 135 155 237 266:
Old : 292: 58 58 86 135 155 237 266:
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 17.0 47.9 27.3 37.6 13.0 42.2 20.8
Old : 39.3 17.0 47.9 27.3 37.6 13.0 42.2 20.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
Commitments of Traders - Futures Only, January 23, 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 : 636,740: 65,312 48,389 3,415 431,116 475,535 499,843 527,339: 136,897 109,401
Old : 636,740: 65,312 48,389 3,415 431,116 475,535 499,843 527,339: 136,897 109,401
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 16, 2007 :
: -2,018: 2,332 -3,572 -2,789 6,564 5,426 6,107 -935: -8,125 -1,083
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.3 7.6 0.5 67.7 74.7 78.5 82.8: 21.5 17.2
Old : 100.0: 10.3 7.6 0.5 67.7 74.7 78.5 82.8: 21.5 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 : 185: 41 34 17 81 53 130 96:
Old : 185: 41 34 17 81 53 130 96:
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 29.9 28.8 42.3 21.2 29.9 28.2 42.1
Old : 21.3 29.9 28.8 42.3 21.2 29.9 28.2 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 23, 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 : 1,664,762: 356,626 282,212 27,755 941,573 1,224,841 1,325,954 1,534,808: 338,808 129,954
Old : 1,664,762: 356,626 282,212 27,755 941,573 1,224,841 1,325,954 1,534,808: 338,808 129,954
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 16, 2007 :
: 17,187: -16,965 49,614 -10,571 46,562 -14,065 19,026 24,978: -1,839 -7,791
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.4 17.0 1.7 56.6 73.6 79.6 92.2: 20.4 7.8
Old : 100.0: 21.4 17.0 1.7 56.6 73.6 79.6 92.2: 20.4 7.8
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 : 243: 75 59 24 72 65 160 135:
Old : 243: 75 59 24 72 65 160 135:
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 29.0 30.6 45.6 14.0 25.5 22.9 38.0
Old : 19.6 29.0 30.6 45.6 14.0 25.5 22.9 38.0
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 23, 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 : 7,873: 1,027 0 3 3,861 5,612 4,891 5,615: 2,982 2,258
Old : 7,873: 1,027 0 3 3,861 5,612 4,891 5,615: 2,982 2,258
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 16, 2007 :
: 101: -211 0 3 205 -265 -3 -262: 104 363
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.0 0.0 0.0 49.0 71.3 62.1 71.3: 37.9 28.7
Old : 100.0: 13.0 0.0 0.0 49.0 71.3 62.1 71.3: 37.9 28.7
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 : 21: 2 0 1 11 10 13 11:
Old : 21: 2 0 1 11 10 13 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 : 35.9 48.9 51.1 66.2 35.9 46.6 51.0 63.8
Old : 35.9 48.9 51.1 66.2 35.9 46.6 51.0 63.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
Commitments of Traders - Futures Only, January 23, 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 : 73,366: 10,801 33,306 498 49,947 35,878 61,246 69,682: 12,120 3,684
Old : 73,366: 10,801 33,306 498 49,947 35,878 61,246 69,682: 12,120 3,684
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 16, 2007 :
: -841: -649 -155 -26 444 -823 -231 -1,004: -610 163
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.7 45.4 0.7 68.1 48.9 83.5 95.0: 16.5 5.0
Old : 100.0: 14.7 45.4 0.7 68.1 48.9 83.5 95.0: 16.5 5.0
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 : 73: 10 14 2 31 25 43 40:
Old : 73: 10 14 2 31 25 43 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 : 32.3 48.3 53.7 65.3 31.6 47.8 52.0 64.7
Old : 32.3 48.3 53.7 65.3 31.6 47.8 52.0 64.7
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 23, 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 : 3,485: 1,483 2,445 0 1,992 1,030 3,475 3,475: 10 10
Old : 3,485: 1,483 2,445 0 1,992 1,030 3,475 3,475: 10 10
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 16, 2007 :
: 905: 73 995 0 827 200 900 1,195: 5 -290
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.6 70.2 0.0 57.2 29.6 99.7 99.7: 0.3 0.3
Old : 100.0: 42.6 70.2 0.0 57.2 29.6 99.7 99.7: 0.3 0.3
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 : 20: 4 5 0 9 6 13 11:
Old : 20: 4 5 0 9 6 13 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 : 64.7 79.3 90.4 96.0 59.8 77.3 81.8 85.9
Old : 64.7 79.3 90.4 96.0 59.8 77.3 81.8 85.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
Commitments of Traders - Futures Only, January 23, 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 : 49,927: 13,517 11,258 16 26,047 32,992 39,580 44,266: 10,347 5,661
Old : 49,927: 13,517 11,258 16 26,047 32,992 39,580 44,266: 10,347 5,661
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 16, 2007 :
: 3,620: -39 1,332 3 3,673 3,421 3,637 4,756: -17 -1,136
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.1 22.5 0.0 52.2 66.1 79.3 88.7: 20.7 11.3
Old : 100.0: 27.1 22.5 0.0 52.2 66.1 79.3 88.7: 20.7 11.3
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 : 74: 18 14 3 24 23 44 39:
Old : 74: 18 14 3 24 23 44 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 : 35.0 37.9 52.0 55.0 35.0 37.9 51.0 54.6
Old : 35.0 37.9 52.0 55.0 35.0 37.9 51.0 54.6
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 23, 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 : 385,115: 145,827 113,980 6,896 194,506 232,801 347,229 353,677: 37,886 31,438
Old : 385,115: 145,827 113,980 6,896 194,506 232,801 347,229 353,677: 37,886 31,438
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 16, 2007 :
: 7,310: 1,507 2,818 2,020 720 187 4,247 5,025: 3,063 2,285
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.9 29.6 1.8 50.5 60.4 90.2 91.8: 9.8 8.2
Old : 100.0: 37.9 29.6 1.8 50.5 60.4 90.2 91.8: 9.8 8.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 234: 87 55 11 56 49 149 109:
Old : 234: 87 55 11 56 49 149 109:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.6 25.7 40.5 43.3 26.4 25.0 36.8 42.6
Old : 29.6 25.7 40.5 43.3 26.4 25.0 36.8 42.6
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 23, 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 : 127,566: 86,840 9,592 0 11,257 108,961 98,097 118,553: 29,469 9,013
Old : 127,566: 86,840 9,592 0 11,257 108,961 98,097 118,553: 29,469 9,013
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 16, 2007 :
: 5,921: 13,335 2,843 -32 -6,241 5,065 7,062 7,876: -1,141 -1,955
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.1 7.5 0.0 8.8 85.4 76.9 92.9: 23.1 7.1
Old : 100.0: 68.1 7.5 0.0 8.8 85.4 76.9 92.9: 23.1 7.1
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 : 72: 40 11 0 10 14 50 25:
Old : 72: 40 11 0 10 14 50 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.7 67.3 41.8 81.2 29.7 67.2 41.8 80.7
Old : 29.7 67.3 41.8 81.2 29.7 67.2 41.8 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 23, 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 : 31,655: 1,582 5,519 24 25,265 18,172 26,871 23,715: 4,784 7,940
Old : 31,655: 1,582 5,519 24 25,265 18,172 26,871 23,715: 4,784 7,940
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 16, 2007 :
: 2,594: -3 317 24 3,115 2,605 3,136 2,946: -542 -352
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.0 17.4 0.1 79.8 57.4 84.9 74.9: 15.1 25.1
Old : 100.0: 5.0 17.4 0.1 79.8 57.4 84.9 74.9: 15.1 25.1
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 : 54: 2 13 2 26 21 30 34:
Old : 54: 2 13 2 26 21 30 34:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.7 29.4 60.1 47.8 43.3 29.4 59.5 47.8
Old : 43.7 29.4 60.1 47.8 43.3 29.4 59.5 47.8
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 23, 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 : 368,905: 66,470 123,217 1,162 267,100 225,496 334,732 349,875: 34,173 19,030
Old : 368,905: 66,470 123,217 1,162 267,100 225,496 334,732 349,875: 34,173 19,030
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 16, 2007 :
: 4,642: -4,754 4,322 -1,546 11,682 -1,558 5,382 1,218: -740 3,424
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.0 33.4 0.3 72.4 61.1 90.7 94.8: 9.3 5.2
Old : 100.0: 18.0 33.4 0.3 72.4 61.1 90.7 94.8: 9.3 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 : 203: 38 70 7 50 67 91 141:
Old : 203: 38 70 7 50 67 91 141:
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 : 47.2 26.6 58.1 38.8 46.3 25.1 57.1 37.0
Old : 47.2 26.6 58.1 38.8 46.3 25.1 57.1 37.0
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 23, 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 : 45,442: 10,931 14,399 130 24,903 22,609 35,964 37,138: 9,478 8,304
Old : 45,442: 10,931 14,399 130 24,903 22,609 35,964 37,138: 9,478 8,304
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 16, 2007 :
: 1,037: 249 1,827 80 288 -1,178 617 729: 420 308
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.1 31.7 0.3 54.8 49.8 79.1 81.7: 20.9 18.3
Old : 100.0: 24.1 31.7 0.3 54.8 49.8 79.1 81.7: 20.9 18.3
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 : 68: 21 18 1 13 19 35 37:
Old : 68: 21 18 1 13 19 35 37:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.5 41.3 52.5 53.4 38.5 37.2 50.5 49.1
Old : 38.5 41.3 52.5 53.4 38.5 37.2 50.5 49.1
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 23, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NIKKEI INDEX X 500 YEN) :
: : :
All : 35,585: 6,952 2,162 630 19,929 28,757 27,511 31,549: 8,074 4,036
Old : 35,585: 6,952 2,162 630 19,929 28,757 27,511 31,549: 8,074 4,036
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 16, 2007 :
: 1,382: 274 219 209 158 1,919 641 2,347: 741 -965
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.5 6.1 1.8 56.0 80.8 77.3 88.7: 22.7 11.3
Old : 100.0: 19.5 6.1 1.8 56.0 80.8 77.3 88.7: 22.7 11.3
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 : 50: 15 5 2 16 16 32 22:
Old : 50: 15 5 2 16 16 32 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 : 33.1 67.6 48.0 74.9 29.0 59.6 42.8 66.3
Old : 33.1 67.6 48.0 74.9 29.0 59.6 42.8 66.3
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 23, 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 : 20,182: 5,109 1,849 41 14,517 17,342 19,667 19,232: 515 950
Old : 20,182: 5,109 1,849 41 14,517 17,342 19,667 19,232: 515 950
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 16, 2007 :
: -2,374: 418 -76 0 -848 -1,709 -430 -1,785: -1,944 -589
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.3 9.2 0.2 71.9 85.9 97.4 95.3: 2.6 4.7
Old : 100.0: 25.3 9.2 0.2 71.9 85.9 97.4 95.3: 2.6 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 : 27: 7 9 1 8 4 15 14:
Old : 27: 7 9 1 8 4 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 : 81.2 89.7 91.7 92.7 81.0 89.7 91.5 92.7
Old : 81.2 89.7 91.7 92.7 81.0 89.7 91.5 92.7
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 23, 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 : 46,783: 4,421 11,752 2,056 24,075 27,558 30,552 41,366: 16,231 5,417
Old : 46,783: 4,421 11,752 2,056 24,075 27,558 30,552 41,366: 16,231 5,417
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 16, 2007 :
: -5,348: -3,568 -954 -149 -641 -712 -4,358 -1,815: -990 -3,533
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.5 25.1 4.4 51.5 58.9 65.3 88.4: 34.7 11.6
Old : 100.0: 9.5 25.1 4.4 51.5 58.9 65.3 88.4: 34.7 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 : 56: 9 14 7 25 27 37 45:
Old : 56: 9 14 7 25 27 37 45:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.9 33.4 40.5 48.2 17.8 24.8 25.8 35.2
Old : 26.9 33.4 40.5 48.2 17.8 24.8 25.8 35.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 26, 2007