MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders - Futures Only, January 30, 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 : 30,019: 7,247 1,644 475 16,791 19,173 24,513 21,292: 5,506 8,727
Old : 30,019: 7,247 1,644 475 16,791 19,173 24,513 21,292: 5,506 8,727
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 23, 2007 :
: 2,858: 1,006 79 164 804 2,576 1,974 2,819: 884 39
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.1 5.5 1.6 55.9 63.9 81.7 70.9: 18.3 29.1
Old : 100.0: 24.1 5.5 1.6 55.9 63.9 81.7 70.9: 18.3 29.1
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 : 53: 15 5 6 25 21 40 32:
Old : 53: 15 5 6 25 21 40 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 : 36.6 35.4 51.4 53.6 36.3 35.2 50.7 52.7
Old : 36.6 35.4 51.4 53.6 36.3 35.2 50.7 52.7
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 30, 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 : 179,687: 36,628 24,731 39,377 78,857 86,903 154,862 151,011: 24,825 28,676
Old : 172,637: 33,087 25,716 38,264 78,720 81,127 150,071 145,107: 22,566 27,530
Other: 7,050: 4,654 128 0 137 5,776 4,791 5,904: 2,259 1,146
: : :
: : Changes in Commitments from: January 23, 2007 :
: 8,862: 4,300 -103 3,560 1,415 6,855 9,275 10,312: -413 -1,450
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.4 13.8 21.9 43.9 48.4 86.2 84.0: 13.8 16.0
Old : 100.0: 19.2 14.9 22.2 45.6 47.0 86.9 84.1: 13.1 15.9
Other: 100.0: 66.0 1.8 0.0 1.9 81.9 68.0 83.7: 32.0 16.3
: : :
:# Traders : Number of Traders in Each Category :
All : 218: 73 69 90 33 39 168 156:
Old : 217: 71 73 89 32 39 165 156:
Other: 50: 24 5 0 3 19 27 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 : 25.9 33.1 38.7 40.7 25.8 29.4 35.5 34.5
Old : 26.9 32.8 40.3 40.0 26.8 30.3 36.8 34.9
Other: 41.2 62.2 51.9 77.0 41.2 62.2 51.9 77.0
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE Code-056641
Commitments of Traders - Futures Only, January 30, 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 : 1,391: 343 204 156 333 119 832 479: 559 912
Old : 1,391: 343 204 156 333 119 832 479: 559 912
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 23, 2007 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.7 14.7 11.2 23.9 8.6 59.8 34.4: 40.2 65.6
Old : 100.0: 24.7 14.7 11.2 23.9 8.6 59.8 34.4: 40.2 65.6
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 : 22: 10 5 5 4 2 18 10:
Old : 22: 10 5 5 4 2 18 10:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.8 20.3 41.3 31.4 26.3 17.1 38.9 21.9
Old : 27.8 20.3 41.3 31.4 26.3 17.1 38.9 21.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders - Futures Only, January 30, 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 : 254,118: 63,578 31,319 53,057 114,041 112,868 230,676 197,244: 23,442 56,874
Old : 254,118: 63,578 31,319 53,057 114,041 112,868 230,676 197,244: 23,442 56,874
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 23, 2007 :
: -3,749: -1,003 941 -4,096 1,810 -389 -3,289 -3,544: -460 -205
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.0 12.3 20.9 44.9 44.4 90.8 77.6: 9.2 22.4
Old : 100.0: 25.0 12.3 20.9 44.9 44.4 90.8 77.6: 9.2 22.4
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 : 326: 75 69 95 69 136 214 259:
Old : 326: 75 69 95 69 136 214 259:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.6 12.6 36.9 20.5 24.6 9.3 35.6 14.9
Old : 24.6 12.6 36.9 20.5 24.6 9.3 35.6 14.9
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 30, 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 : 7,469: 2,643 3,952 700 1,952 1,008 5,295 5,660: 2,174 1,809
Old : 7,469: 2,643 3,952 700 1,952 1,008 5,295 5,660: 2,174 1,809
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 23, 2007 :
: 846: 85 340 261 199 107 545 708: 301 138
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.4 52.9 9.4 26.1 13.5 70.9 75.8: 29.1 24.2
Old : 100.0: 35.4 52.9 9.4 26.1 13.5 70.9 75.8: 29.1 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 : 74: 25 27 9 13 11 40 47:
Old : 74: 25 27 9 13 11 40 47:
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 : 26.1 22.1 39.5 37.0 26.1 22.1 37.3 36.9
Old : 26.1 22.1 39.5 37.0 26.1 22.1 37.3 36.9
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 30, 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 : 31,174: 9,466 8,868 2,701 13,536 6,375 25,703 17,944: 5,471 13,230
Old : 31,174: 9,466 8,868 2,701 13,536 6,375 25,703 17,944: 5,471 13,230
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 23, 2007 :
: 271: 814 15 -185 241 276 870 106: -599 165
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.4 28.4 8.7 43.4 20.4 82.5 57.6: 17.5 42.4
Old : 100.0: 30.4 28.4 8.7 43.4 20.4 82.5 57.6: 17.5 42.4
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 : 146: 28 44 21 43 44 89 97:
Old : 146: 28 44 21 43 44 89 97:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 15.9 10.0 26.8 17.3 15.6 9.7 26.6 15.9
Old : 15.9 10.0 26.8 17.3 15.6 9.7 26.6 15.9
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 30, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF CAD 100,000) :
: : :
All : 146,376: 21,650 92,526 2,409 93,856 22,340 117,915 117,275: 28,461 29,101
Old : 146,376: 21,650 92,526 2,409 93,856 22,340 117,915 117,275: 28,461 29,101
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 23, 2007 :
: -6,019: -821 -7,802 301 -4,150 1,460 -4,670 -6,041: -1,349 22
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.8 63.2 1.6 64.1 15.3 80.6 80.1: 19.4 19.9
Old : 100.0: 14.8 63.2 1.6 64.1 15.3 80.6 80.1: 19.4 19.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 94: 23 39 3 19 20 43 61:
Old : 94: 23 39 3 19 20 43 61:
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 : 45.7 27.5 57.6 38.3 44.2 27.5 56.1 38.3
Old : 45.7 27.5 57.6 38.3 44.2 27.5 56.1 38.3
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 30, 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 : 99,642: 5,819 65,399 81 83,755 15,658 89,655 81,138: 9,987 18,504
Old : 99,642: 5,819 65,399 81 83,755 15,658 89,655 81,138: 9,987 18,504
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 23, 2007 :
: 16,577: 529 16,028 45 15,856 360 16,430 16,433: 147 144
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.8 65.6 0.1 84.1 15.7 90.0 81.4: 10.0 18.6
Old : 100.0: 5.8 65.6 0.1 84.1 15.7 90.0 81.4: 10.0 18.6
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: 8 29 2 14 9 23 39:
Old : 56: 8 29 2 14 9 23 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 : 69.3 37.5 78.6 54.7 69.2 37.5 78.5 54.7
Old : 69.3 37.5 78.6 54.7 69.2 37.5 78.5 54.7
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 30, 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 : 95,731: 40,595 30,080 509 50,023 61,307 91,127 91,896: 4,604 3,835
Old : 95,731: 40,595 30,080 509 50,023 61,307 91,127 91,896: 4,604 3,835
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 23, 2007 :
: 5,311: -4,740 2,850 2 10,533 4,004 5,795 6,856: -484 -1,545
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.4 31.4 0.5 52.3 64.0 95.2 96.0: 4.8 4.0
Old : 100.0: 42.4 31.4 0.5 52.3 64.0 95.2 96.0: 4.8 4.0
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 : 88: 32 28 2 19 14 52 43:
Old : 88: 32 28 2 19 14 52 43:
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 : 53.3 61.7 66.7 80.7 38.7 52.7 52.1 67.0
Old : 53.3 61.7 66.7 80.7 38.7 52.7 52.1 67.0
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 30, 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 : 146,660: 87,825 10,898 24 22,685 113,545 110,534 124,467: 36,126 22,193
Old : 146,660: 87,825 10,898 24 22,685 113,545 110,534 124,467: 36,126 22,193
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 23, 2007 :
: -17,301: -22,116 -4,315 24 7,277 -14,332 -14,815 -18,623: -2,486 1,322
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.9 7.4 0.0 15.5 77.4 75.4 84.9: 24.6 15.1
Old : 100.0: 59.9 7.4 0.0 15.5 77.4 75.4 84.9: 24.6 15.1
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 : 75: 35 11 2 12 21 49 32:
Old : 75: 35 11 2 12 21 49 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 : 32.2 48.8 46.8 65.8 32.2 48.5 46.7 65.5
Old : 32.2 48.8 46.8 65.8 32.2 48.5 46.7 65.5
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 30, 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 : 344,070: 42,579 215,584 1,705 255,656 87,884 299,940 305,173: 44,130 38,897
Old : 344,070: 42,579 215,584 1,705 255,656 87,884 299,940 305,173: 44,130 38,897
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 23, 2007 :
: -928: -9,621 -1,476 -81 9,242 2,260 -460 703: -468 -1,631
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.4 62.7 0.5 74.3 25.5 87.2 88.7: 12.8 11.3
Old : 100.0: 12.4 62.7 0.5 74.3 25.5 87.2 88.7: 12.8 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 : 129: 32 62 3 26 16 60 79:
Old : 129: 32 62 3 26 16 60 79:
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 32.8 68.6 50.7 53.2 32.7 63.5 47.1
Old : 55.7 32.8 68.6 50.7 53.2 32.7 63.5 47.1
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 30, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF EUR 125,000) :
: : :
All : 174,218: 85,505 22,926 1,525 34,053 112,355 121,083 136,806: 53,135 37,412
Old : 174,218: 85,505 22,926 1,525 34,053 112,355 121,083 136,806: 53,135 37,412
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 23, 2007 :
: 4,700: 7,989 6,420 -268 -901 -3,188 6,820 2,964: -2,120 1,736
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.1 13.2 0.9 19.5 64.5 69.5 78.5: 30.5 21.5
Old : 100.0: 49.1 13.2 0.9 19.5 64.5 69.5 78.5: 30.5 21.5
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 : 126: 60 26 15 28 25 96 58:
Old : 126: 60 26 15 28 25 96 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 : 22.0 48.6 29.3 58.8 21.4 47.3 28.8 57.5
Old : 22.0 48.6 29.3 58.8 21.4 47.3 28.8 57.5
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 30, 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 : 18,000: 8,758 637 0 7,489 16,413 16,247 17,050: 1,753 950
Old : 18,000: 8,758 637 0 7,489 16,413 16,247 17,050: 1,753 950
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 23, 2007 :
: -687: -2,692 -618 0 2,744 -16 52 -634: -739 -53
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.7 3.5 0.0 41.6 91.2 90.3 94.7: 9.7 5.3
Old : 100.0: 48.7 3.5 0.0 41.6 91.2 90.3 94.7: 9.7 5.3
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 : 38: 17 3 0 11 10 28 13:
Old : 38: 17 3 0 11 10 28 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 : 47.2 79.5 64.5 89.6 43.6 77.7 60.5 85.7
Old : 47.2 79.5 64.5 89.6 43.6 77.7 60.5 85.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE Code-032741
Commitments of Traders - Futures Only, January 30, 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 : 39,119: 9,996 3,070 2,700 22,760 29,952 35,456 35,722: 3,663 3,397
Old : 39,119: 9,996 3,070 2,700 22,760 29,952 35,456 35,722: 3,663 3,397
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 23, 2007 :
: -17,429: -2,178 3,070 1,267 -15,187 -20,262 -16,098 -15,925: -1,331 -1,504
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.6 7.8 6.9 58.2 76.6 90.6 91.3: 9.4 8.7
Old : 100.0: 25.6 7.8 6.9 58.2 76.6 90.6 91.3: 9.4 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 : 20: 4 1 1 10 12 15 13:
Old : 20: 4 1 1 10 12 15 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 : 41.2 72.7 70.4 83.1 38.2 64.1 61.8 70.4
Old : 41.2 72.7 70.4 83.1 38.2 64.1 61.8 70.4
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 30, 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 : 9,903,923: 691,270 903,741 1,110,695 7,157,866 6,542,461 8,959,831 8,556,897: 944,092 1,347,026
Old : 9,903,923: 691,270 903,741 1,110,695 7,157,866 6,542,461 8,959,831 8,556,897: 944,092 1,347,026
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 23, 2007 :
: 176,961: 74,038 82,128 24,669 85,172 66,021 183,879 172,818: -6,918 4,143
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.0 9.1 11.2 72.3 66.1 90.5 86.4: 9.5 13.6
Old : 100.0: 7.0 9.1 11.2 72.3 66.1 90.5 86.4: 9.5 13.6
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 : 298: 65 57 85 139 161 242 272:
Old : 298: 65 57 85 139 161 242 272:
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 : 38.9 17.0 49.0 27.5 37.2 13.6 43.0 21.3
Old : 38.9 17.0 49.0 27.5 37.2 13.6 43.0 21.3
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 30, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 500 INDEX X $250.00) :
: : :
All : 635,768: 62,585 49,398 4,088 437,497 478,568 504,170 532,054: 131,598 103,714
Old : 635,768: 62,585 49,398 4,088 437,497 478,568 504,170 532,054: 131,598 103,714
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 23, 2007 :
: -972: -2,727 1,009 673 6,381 3,033 4,327 4,715: -5,299 -5,687
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.8 7.8 0.6 68.8 75.3 79.3 83.7: 20.7 16.3
Old : 100.0: 9.8 7.8 0.6 68.8 75.3 79.3 83.7: 20.7 16.3
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 : 191: 46 34 18 81 53 136 96:
Old : 191: 46 34 18 81 53 136 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 29.6 28.8 42.7 21.2 29.6 28.3 42.6
Old : 21.3 29.6 28.8 42.7 21.2 29.6 28.3 42.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
Commitments of Traders - Futures Only, January 30, 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 : 1,669,513: 350,983 310,695 18,492 968,185 1,215,319 1,337,660 1,544,506: 331,853 125,007
Old : 1,669,513: 350,983 310,695 18,492 968,185 1,215,319 1,337,660 1,544,506: 331,853 125,007
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 23, 2007 :
: 4,751: -5,643 28,483 -9,263 26,612 -9,522 11,706 9,698: -6,955 -4,947
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.0 18.6 1.1 58.0 72.8 80.1 92.5: 19.9 7.5
Old : 100.0: 21.0 18.6 1.1 58.0 72.8 80.1 92.5: 19.9 7.5
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 : 250: 75 63 25 71 69 158 145:
Old : 250: 75 63 25 71 69 158 145:
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 : 23.2 30.1 34.9 44.5 16.5 25.7 26.4 35.7
Old : 23.2 30.1 34.9 44.5 16.5 25.7 26.4 35.7
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 30, 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 : 7,998: 1,403 0 3 3,848 5,612 5,254 5,615: 2,744 2,383
Old : 7,998: 1,403 0 3 3,848 5,612 5,254 5,615: 2,744 2,383
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 23, 2007 :
: 125: 376 0 0 -13 0 363 0: -238 125
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.5 0.0 0.0 48.1 70.2 65.7 70.2: 34.3 29.8
Old : 100.0: 17.5 0.0 0.0 48.1 70.2 65.7 70.2: 34.3 29.8
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 : 22: 3 0 1 11 10 14 11:
Old : 22: 3 0 1 11 10 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 : 35.5 48.2 51.8 65.2 35.4 45.8 51.8 62.8
Old : 35.5 48.2 51.8 65.2 35.4 45.8 51.8 62.8
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 30, 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 : 74,837: 11,430 34,075 498 50,753 37,165 62,681 71,738: 12,156 3,099
Old : 74,837: 11,430 34,075 498 50,753 37,165 62,681 71,738: 12,156 3,099
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 23, 2007 :
: 1,471: 629 769 0 806 1,287 1,435 2,056: 36 -585
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.3 45.5 0.7 67.8 49.7 83.8 95.9: 16.2 4.1
Old : 100.0: 15.3 45.5 0.7 67.8 49.7 83.8 95.9: 16.2 4.1
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 : 74: 10 14 2 32 25 44 40:
Old : 74: 10 14 2 32 25 44 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 : 32.4 48.2 53.7 66.2 31.8 48.0 52.1 65.9
Old : 32.4 48.2 53.7 66.2 31.8 48.0 52.1 65.9
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 30, 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 : 4,405: 1,626 2,820 495 2,284 1,090 4,405 4,405: 0 0
Old : 4,405: 1,626 2,820 495 2,284 1,090 4,405 4,405: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 23, 2007 :
: 920: 143 375 495 292 60 930 930: -10 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.9 64.0 11.2 51.9 24.7 100.0 100.0: 0.0 0.0
Old : 100.0: 36.9 64.0 11.2 51.9 24.7 100.0 100.0: 0.0 0.0
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 : 22: 4 6 3 8 7 15 14:
Old : 22: 4 6 3 8 7 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 : 59.3 75.2 87.6 89.6 57.0 67.3 79.0 78.3
Old : 59.3 75.2 87.6 89.6 57.0 67.3 79.0 78.3
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 30, 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 : 51,633: 13,039 10,186 397 27,134 34,280 40,570 44,863: 11,063 6,770
Old : 51,633: 13,039 10,186 397 27,134 34,280 40,570 44,863: 11,063 6,770
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 23, 2007 :
: 1,706: -478 -1,072 381 1,087 1,288 990 597: 716 1,109
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.3 19.7 0.8 52.6 66.4 78.6 86.9: 21.4 13.1
Old : 100.0: 25.3 19.7 0.8 52.6 66.4 78.6 86.9: 21.4 13.1
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: 16 14 4 25 23 44 38:
Old : 72: 16 14 4 25 23 44 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 : 35.3 42.5 50.2 59.2 35.3 42.5 49.9 58.3
Old : 35.3 42.5 50.2 59.2 35.3 42.5 49.9 58.3
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 30, 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 : 330,592: 128,940 125,456 2,377 163,290 172,245 294,607 300,078: 35,985 30,514
Old : 330,592: 128,940 125,456 2,377 163,290 172,245 294,607 300,078: 35,985 30,514
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 23, 2007 :
: -54,523: -16,887 11,476 -4,519 -31,216 -60,556 -52,622 -53,599: -1,901 -924
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.0 37.9 0.7 49.4 52.1 89.1 90.8: 10.9 9.2
Old : 100.0: 39.0 37.9 0.7 49.4 52.1 89.1 90.8: 10.9 9.2
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 : 227: 83 54 8 55 46 143 103:
Old : 227: 83 54 8 55 46 143 103:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.1 22.4 32.8 40.2 16.5 21.4 29.1 38.4
Old : 20.1 22.4 32.8 40.2 16.5 21.4 29.1 38.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
Commitments of Traders - Futures Only, January 30, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF AUD 100,000) :
: : :
All : 116,294: 70,120 5,915 717 18,993 98,520 89,830 105,152: 26,464 11,142
Old : 116,294: 70,120 5,915 717 18,993 98,520 89,830 105,152: 26,464 11,142
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 23, 2007 :
: -11,272: -16,720 -3,677 717 7,736 -10,441 -8,267 -13,401: -3,005 2,129
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.3 5.1 0.6 16.3 84.7 77.2 90.4: 22.8 9.6
Old : 100.0: 60.3 5.1 0.6 16.3 84.7 77.2 90.4: 22.8 9.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 60: 33 8 2 10 13 44 22:
Old : 60: 33 8 2 10 13 44 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 : 29.5 67.9 40.7 81.0 29.5 67.8 40.5 79.4
Old : 29.5 67.9 40.7 81.0 29.5 67.8 40.5 79.4
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 30, 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 : 32,764: 1,827 5,348 24 26,217 19,693 28,068 25,065: 4,696 7,699
Old : 32,764: 1,827 5,348 24 26,217 19,693 28,068 25,065: 4,696 7,699
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 23, 2007 :
: 1,109: 245 -171 0 952 1,521 1,197 1,350: -88 -241
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.6 16.3 0.1 80.0 60.1 85.7 76.5: 14.3 23.5
Old : 100.0: 5.6 16.3 0.1 80.0 60.1 85.7 76.5: 14.3 23.5
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 : 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 : 44.6 30.1 62.2 48.7 44.2 30.1 61.6 48.7
Old : 44.6 30.1 62.2 48.7 44.2 30.1 61.6 48.7
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 30, 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 : 371,603: 67,763 126,816 1,639 269,767 223,455 339,169 351,910: 32,434 19,693
Old : 371,603: 67,763 126,816 1,639 269,767 223,455 339,169 351,910: 32,434 19,693
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 23, 2007 :
: 2,698: 1,293 3,599 477 2,667 -2,041 4,437 2,035: -1,739 663
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.2 34.1 0.4 72.6 60.1 91.3 94.7: 8.7 5.3
Old : 100.0: 18.2 34.1 0.4 72.6 60.1 91.3 94.7: 8.7 5.3
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 : 201: 36 69 7 50 68 90 140:
Old : 201: 36 69 7 50 68 90 140:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.4 26.6 58.8 38.6 46.7 24.9 58.1 36.7
Old : 47.4 26.6 58.8 38.6 46.7 24.9 58.1 36.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
Commitments of Traders - Futures Only, January 30, 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 : 47,486: 10,773 15,544 69 27,235 22,588 38,077 38,201: 9,409 9,285
Old : 47,486: 10,773 15,544 69 27,235 22,588 38,077 38,201: 9,409 9,285
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 23, 2007 :
: 2,044: -158 1,145 -61 2,332 -21 2,113 1,063: -69 981
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.7 32.7 0.1 57.4 47.6 80.2 80.4: 19.8 19.6
Old : 100.0: 22.7 32.7 0.1 57.4 47.6 80.2 80.4: 19.8 19.6
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 : 73: 21 20 1 15 20 37 40:
Old : 73: 21 20 1 15 20 37 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 : 38.8 40.1 52.3 51.0 38.4 35.5 49.6 46.1
Old : 38.8 40.1 52.3 51.0 38.4 35.5 49.6 46.1
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 30, 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 : 37,813: 8,248 3,328 633 21,590 29,166 30,471 33,127: 7,342 4,686
Old : 37,813: 8,248 3,328 633 21,590 29,166 30,471 33,127: 7,342 4,686
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 23, 2007 :
: 2,228: 1,296 1,166 3 1,661 409 2,960 1,578: -732 650
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.8 8.8 1.7 57.1 77.1 80.6 87.6: 19.4 12.4
Old : 100.0: 21.8 8.8 1.7 57.1 77.1 80.6 87.6: 19.4 12.4
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 : 55: 16 7 2 18 16 35 24:
Old : 55: 16 7 2 18 16 35 24:
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 : 31.9 64.9 46.7 73.5 28.2 56.5 41.2 65.1
Old : 31.9 64.9 46.7 73.5 28.2 56.5 41.2 65.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GOLDMAN-SACHS COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
Commitments of Traders - Futures Only, January 30, 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 : 19,971: 5,104 1,709 277 14,324 17,134 19,705 19,120: 266 851
Old : 19,971: 5,104 1,709 277 14,324 17,134 19,705 19,120: 266 851
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 23, 2007 :
: -211: -5 -140 236 -193 -208 38 -112: -249 -99
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.6 8.6 1.4 71.7 85.8 98.7 95.7: 1.3 4.3
Old : 100.0: 25.6 8.6 1.4 71.7 85.8 98.7 95.7: 1.3 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 : 25: 7 9 2 7 2 15 12:
Old : 25: 7 9 2 7 2 15 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 : 81.8 89.9 92.6 93.8 81.6 88.9 92.4 92.7
Old : 81.8 89.9 92.6 93.8 81.6 88.9 92.4 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 30, 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 : 45,446: 5,197 11,947 1,988 25,052 26,188 32,237 40,123: 13,209 5,323
Old : 45,446: 5,197 11,947 1,988 25,052 26,188 32,237 40,123: 13,209 5,323
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 23, 2007 :
: -1,337: 776 195 -68 977 -1,370 1,685 -1,243: -3,022 -94
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.4 26.3 4.4 55.1 57.6 70.9 88.3: 29.1 11.7
Old : 100.0: 11.4 26.3 4.4 55.1 57.6 70.9 88.3: 29.1 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 : 56: 8 15 6 24 28 35 46:
Old : 56: 8 15 6 24 28 35 46:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.7 30.9 42.0 46.8 18.4 24.3 28.6 35.3
Old : 27.7 30.9 42.0 46.8 18.4 24.3 28.6 35.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 2, 2007