MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders - Futures Only, March 13, 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 : 31,338: 7,799 1,277 478 17,579 21,315 25,856 23,070: 5,482 8,268
Old : 31,338: 7,799 1,277 478 17,579 21,315 25,856 23,070: 5,482 8,268
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 6, 2007 :
: 948: 994 186 -23 -80 563 891 726: 57 222
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.9 4.1 1.5 56.1 68.0 82.5 73.6: 17.5 26.4
Old : 100.0: 24.9 4.1 1.5 56.1 68.0 82.5 73.6: 17.5 26.4
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: 15 7 9 23 21 41 34:
Old : 55: 15 7 9 23 21 41 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 : 33.4 35.5 50.0 53.7 33.3 35.1 49.9 53.0
Old : 33.4 35.5 50.0 53.7 33.3 35.1 49.9 53.0
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, March 13, 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 : 178,823: 35,497 19,212 38,416 78,960 94,339 152,873 151,967: 25,950 26,856
Old : 166,506: 29,608 21,272 35,694 78,848 84,963 144,150 141,929: 22,356 24,577
Other: 12,317: 8,609 660 2 112 9,376 8,723 10,038: 3,594 2,279
: : :
: : Changes in Commitments from: March 6, 2007 :
: -1,993: 1,836 -1,329 458 -3,260 498 -966 -373: -1,027 -1,620
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.9 10.7 21.5 44.2 52.8 85.5 85.0: 14.5 15.0
Old : 100.0: 17.8 12.8 21.4 47.4 51.0 86.6 85.2: 13.4 14.8
Other: 100.0: 69.9 5.4 0.0 0.9 76.1 70.8 81.5: 29.2 18.5
: : :
:# Traders : Number of Traders in Each Category :
All : 203: 77 53 80 27 40 158 136:
Old : 202: 73 60 79 27 40 156 136:
Other: 56: 26 6 1 2 23 28 30:
:----------------------------------------------------------------------------------------------------
: 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 : 26.4 36.3 37.6 45.1 26.4 33.6 36.0 39.4
Old : 28.3 37.1 40.4 45.3 28.3 35.6 38.0 40.3
Other: 47.2 52.6 58.8 68.6 47.2 52.6 58.8 68.6
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE Code-056641
Commitments of Traders - Futures Only, March 13, 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 : 1,493: 469 247 114 234 276 817 637: 676 856
Old : 1,492: 469 248 113 234 276 816 637: 676 855
Other: 1: 1 0 0 0 0 1 0: 0 1
: : :
: : Changes in Commitments from: March 6, 2007 :
: 69: 131 -9 -32 -9 24 90 -17: -21 86
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.4 16.5 7.6 15.7 18.5 54.7 42.7: 45.3 57.3
Old : 100.0: 31.4 16.6 7.6 15.7 18.5 54.7 42.7: 45.3 57.3
Other: 100.0: 100.0 0.0 0.0 0.0 0.0 100.0 0.0: 0.0 100.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 10 6 3 3 4 16 10:
Old : 21: 10 6 3 3 4 16 10:
Other: 1: 1 0 0 0 0 1 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 : 26.7 29.7 39.5 39.7 25.7 27.0 36.4 31.3
Old : 26.6 29.8 39.5 39.7 25.7 27.0 36.5 31.4
Other: 100.0 0.0 100.0 0.0 100.0 0.0 100.0 0.0
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders - Futures Only, March 13, 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 : 299,316: 76,858 40,593 72,708 121,498 125,438 271,064 238,739: 28,252 60,577
Old : 299,316: 76,858 40,593 72,708 121,498 125,438 271,064 238,739: 28,252 60,577
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 6, 2007 :
: 14,295: 2,234 3,582 13,984 -1,988 -2,864 14,230 14,702: 65 -407
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.7 13.6 24.3 40.6 41.9 90.6 79.8: 9.4 20.2
Old : 100.0: 25.7 13.6 24.3 40.6 41.9 90.6 79.8: 9.4 20.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 350: 110 67 94 66 138 240 253:
Old : 350: 110 67 94 66 138 240 253:
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 12.9 33.5 21.2 21.3 10.7 30.3 16.6
Old : 21.3 12.9 33.5 21.2 21.3 10.7 30.3 16.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
Commitments of Traders - Futures Only, March 13, 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 : 7,562: 2,494 3,361 748 2,188 1,474 5,430 5,583: 2,132 1,979
Old : 7,562: 2,494 3,361 748 2,188 1,474 5,430 5,583: 2,132 1,979
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 6, 2007 :
: 520: -53 -2 151 313 348 411 497: 109 23
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.0 44.4 9.9 28.9 19.5 71.8 73.8: 28.2 26.2
Old : 100.0: 33.0 44.4 9.9 28.9 19.5 71.8 73.8: 28.2 26.2
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 : 73: 22 26 9 16 17 41 52:
Old : 73: 22 26 9 16 17 41 52:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.5 22.7 42.6 36.3 27.9 21.4 39.6 32.7
Old : 28.5 22.7 42.6 36.3 27.9 21.4 39.6 32.7
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, March 13, 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 : 34,341: 9,681 6,194 4,984 13,128 9,585 27,793 20,763: 6,548 13,578
Old : 34,341: 9,681 6,194 4,984 13,128 9,585 27,793 20,763: 6,548 13,578
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 6, 2007 :
: -1,505: -419 -57 -343 -457 167 -1,219 -233: -286 -1,272
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.2 18.0 14.5 38.2 27.9 80.9 60.5: 19.1 39.5
Old : 100.0: 28.2 18.0 14.5 38.2 27.9 80.9 60.5: 19.1 39.5
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 : 149: 36 22 30 40 56 101 98:
Old : 149: 36 22 30 40 56 101 98:
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 : 14.5 12.0 25.5 20.5 14.5 11.5 25.1 17.8
Old : 14.5 12.0 25.5 20.5 14.5 11.5 25.1 17.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
Commitments of Traders - Futures Only, March 13, 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 : 159,619: 15,758 89,897 6,134 110,907 35,249 132,799 131,280: 26,820 28,339
Old : 159,619: 15,758 89,897 6,134 110,907 35,249 132,799 131,280: 26,820 28,339
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 6, 2007 :
: 2,748: -5,827 -6,613 3,165 7,233 4,245 4,571 797: -1,823 1,951
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.9 56.3 3.8 69.5 22.1 83.2 82.2: 16.8 17.8
Old : 100.0: 9.9 56.3 3.8 69.5 22.1 83.2 82.2: 16.8 17.8
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 : 97: 18 40 6 25 25 48 67:
Old : 97: 18 40 6 25 25 48 67:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.6 26.2 58.9 37.5 43.7 26.2 55.9 36.5
Old : 46.6 26.2 58.9 37.5 43.7 26.2 55.9 36.5
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, March 13, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF CHF 125,000) :
: : :
All : 88,190: 15,012 39,903 1,308 54,571 34,412 70,891 75,623: 17,299 12,567
Old : 88,190: 15,012 39,903 1,308 54,571 34,412 70,891 75,623: 17,299 12,567
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 6, 2007 :
: 4,870: -1,847 1,177 1,168 5,989 2,333 5,310 4,678: -440 192
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.0 45.2 1.5 61.9 39.0 80.4 85.8: 19.6 14.2
Old : 100.0: 17.0 45.2 1.5 61.9 39.0 80.4 85.8: 19.6 14.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 55: 16 18 2 15 15 33 34:
Old : 55: 16 18 2 15 15 33 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 : 46.2 45.1 58.0 59.7 46.1 38.9 55.3 52.0
Old : 46.2 45.1 58.0 59.7 46.1 38.9 55.3 52.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
Commitments of Traders - Futures Only, March 13, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF MXN 500,000) :
: : :
All : 113,307: 28,319 42,847 2,509 78,849 63,348 109,677 108,704: 3,630 4,603
Old : 113,307: 28,319 42,847 2,509 78,849 63,348 109,677 108,704: 3,630 4,603
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 6, 2007 :
: 11,225: -2,491 -3,558 758 12,615 13,608 10,882 10,808: 343 417
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.0 37.8 2.2 69.6 55.9 96.8 95.9: 3.2 4.1
Old : 100.0: 25.0 37.8 2.2 69.6 55.9 96.8 95.9: 3.2 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 : 94: 22 46 8 18 13 44 65:
Old : 94: 22 46 8 18 13 44 65:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.6 56.5 69.9 67.3 33.4 32.5 47.7 41.3
Old : 53.6 56.5 69.9 67.3 33.4 32.5 47.7 41.3
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, March 13, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF GBP 62,500) :
: : :
All : 160,560: 49,742 29,339 2,402 79,416 107,339 131,560 139,080: 29,000 21,480
Old : 160,560: 49,742 29,339 2,402 79,416 107,339 131,560 139,080: 29,000 21,480
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 6, 2007 :
: 8,036: -7,477 -487 1,819 13,794 6,040 8,136 7,372: -100 664
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.0 18.3 1.5 49.5 66.9 81.9 86.6: 18.1 13.4
Old : 100.0: 31.0 18.3 1.5 49.5 66.9 81.9 86.6: 18.1 13.4
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 : 80: 25 23 5 19 21 48 46:
Old : 80: 25 23 5 19 21 48 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 : 34.4 43.7 50.8 58.2 34.4 40.4 50.5 54.3
Old : 34.4 43.7 50.8 58.2 34.4 40.4 50.5 54.3
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, March 13, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF JPY 12,500,000) :
: : :
All : 281,602: 38,194 91,047 5,287 185,748 143,512 229,229 239,846: 52,373 41,756
Old : 281,602: 38,194 91,047 5,287 185,748 143,512 229,229 239,846: 52,373 41,756
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 6, 2007 :
: 3,111: 7,715 -2,318 135 -16,664 -2,902 -8,814 -5,085: 11,925 8,196
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.6 32.3 1.9 66.0 51.0 81.4 85.2: 18.6 14.8
Old : 100.0: 13.6 32.3 1.9 66.0 51.0 81.4 85.2: 18.6 14.8
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 : 119: 35 45 14 29 23 72 74:
Old : 119: 35 45 14 29 23 72 74:
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 : 41.0 35.8 54.4 50.8 40.7 31.1 48.4 43.5
Old : 41.0 35.8 54.4 50.8 40.7 31.1 48.4 43.5
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, March 13, 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 : 216,699: 113,009 16,854 2,314 44,465 167,858 159,788 187,026: 56,911 29,673
Old : 216,699: 113,009 16,854 2,314 44,465 167,858 159,788 187,026: 56,911 29,673
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 6, 2007 :
: 15,380: 5,845 -1,631 -9 7,619 15,176 13,455 13,536: 1,925 1,844
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.2 7.8 1.1 20.5 77.5 73.7 86.3: 26.3 13.7
Old : 100.0: 52.2 7.8 1.1 20.5 77.5 73.7 86.3: 26.3 13.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 134: 66 23 17 29 32 101 67:
Old : 134: 66 23 17 29 32 101 67:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.5 48.5 30.9 62.5 19.0 44.0 25.8 55.2
Old : 22.5 48.5 30.9 62.5 19.0 44.0 25.8 55.2
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, March 13, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF NZD 100,000) :
: : :
All : 23,442: 15,091 329 181 6,233 21,442 21,505 21,952: 1,937 1,490
Old : 23,442: 15,091 329 181 6,233 21,442 21,505 21,952: 1,937 1,490
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 6, 2007 :
: 2,283: 687 214 76 1,765 2,202 2,528 2,492: -245 -209
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.4 1.4 0.8 26.6 91.5 91.7 93.6: 8.3 6.4
Old : 100.0: 64.4 1.4 0.8 26.6 91.5 91.7 93.6: 8.3 6.4
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 : 35: 14 2 2 8 17 22 21:
Old : 35: 14 2 2 8 17 22 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.9 66.0 70.4 81.7 51.0 63.2 63.4 73.5
Old : 57.9 66.0 70.4 81.7 51.0 63.2 63.4 73.5
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, March 13, 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) :
: : :
All : 67,181: 10,371 2,247 1,537 52,073 61,414 63,981 65,198: 3,200 1,983
Old : 67,181: 10,371 2,247 1,537 52,073 61,414 63,981 65,198: 3,200 1,983
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 6, 2007 :
: 12,827: -999 1,212 1,536 11,382 10,608 11,919 13,356: 908 -529
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.4 3.3 2.3 77.5 91.4 95.2 97.0: 4.8 3.0
Old : 100.0: 15.4 3.3 2.3 77.5 91.4 95.2 97.0: 4.8 3.0
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 : 21: 5 1 2 13 12 19 14:
Old : 21: 5 1 2 13 12 19 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 : 56.7 71.8 75.4 93.2 52.2 61.0 67.0 78.3
Old : 56.7 71.8 75.4 93.2 52.2 61.0 67.0 78.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
Commitments of Traders - Futures Only, March 13, 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) :
: : :
All :11,498,786: 915,746 474,111 1,452,310 8,006,631 8,235,604 10,374,687 10,162,025: 1,124,099 1,336,761
Old :11,498,786: 915,746 474,111 1,452,310 8,006,631 8,235,604 10,374,687 10,162,025: 1,124,099 1,336,761
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 6, 2007 :
: 342,203: -50,770 82,364 164,372 136,278 59,483 249,880 306,219: 92,323 35,984
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.0 4.1 12.6 69.6 71.6 90.2 88.4: 9.8 11.6
Old : 100.0: 8.0 4.1 12.6 69.6 71.6 90.2 88.4: 9.8 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 : 311: 63 57 96 156 179 268 288:
Old : 311: 63 57 96 156 179 268 288:
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 : 34.8 18.3 43.9 30.1 33.0 14.3 39.3 23.2
Old : 34.8 18.3 43.9 30.1 33.0 14.3 39.3 23.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
Commitments of Traders - Futures Only, March 13, 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 : 750,449: 61,133 60,513 19,070 504,660 537,378 584,863 616,961: 165,586 133,488
Old : 750,449: 61,133 60,513 19,070 504,660 537,378 584,863 616,961: 165,586 133,488
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 6, 2007 :
: 81,706: -2,433 2,934 9,719 48,170 44,240 55,456 56,893: 26,250 24,813
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.1 8.1 2.5 67.2 71.6 77.9 82.2: 22.1 17.8
Old : 100.0: 8.1 8.1 2.5 67.2 71.6 77.9 82.2: 22.1 17.8
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 : 204: 45 45 38 93 62 160 124:
Old : 204: 45 45 38 93 62 160 124:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.4 27.3 25.4 39.3 17.8 26.5 24.2 38.1
Old : 18.4 27.3 25.4 39.3 17.8 26.5 24.2 38.1
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, March 13, 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 : 2,700,111: 383,393 586,524 114,477 1,804,661 1,715,825 2,302,531 2,416,826: 397,580 283,285
Old : 2,700,111: 383,393 586,524 114,477 1,804,661 1,715,825 2,302,531 2,416,826: 397,580 283,285
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 6, 2007 :
: 598,753: 41,695 121,139 61,160 437,907 316,621 540,762 498,920: 57,991 99,833
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.2 21.7 4.2 66.8 63.5 85.3 89.5: 14.7 10.5
Old : 100.0: 14.2 21.7 4.2 66.8 63.5 85.3 89.5: 14.7 10.5
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 : 325: 80 116 58 96 95 207 238:
Old : 325: 80 116 58 96 95 207 238:
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 : 29.0 23.5 38.6 35.9 17.5 11.4 25.4 18.8
Old : 29.0 23.5 38.6 35.9 17.5 11.4 25.4 18.8
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, March 13, 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 : 9,833: 1,028 0 0 5,533 7,755 6,561 7,755: 3,272 2,078
Old : 9,833: 1,028 0 0 5,533 7,755 6,561 7,755: 3,272 2,078
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 6, 2007 :
: 1,954: 41 0 0 1,692 2,051 1,733 2,051: 221 -97
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.5 0.0 0.0 56.3 78.9 66.7 78.9: 33.3 21.1
Old : 100.0: 10.5 0.0 0.0 56.3 78.9 66.7 78.9: 33.3 21.1
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 : 24: 2 0 0 16 13 18 13:
Old : 24: 2 0 0 16 13 18 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 : 29.8 44.6 46.2 64.7 28.6 32.8 40.8 49.0
Old : 29.8 44.6 46.2 64.7 28.6 32.8 40.8 49.0
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, March 13, 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 : 96,521: 7,859 33,130 1,466 75,669 54,376 84,994 88,972: 11,527 7,549
Old : 96,521: 7,859 33,130 1,466 75,669 54,376 84,994 88,972: 11,527 7,549
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 6, 2007 :
: 17,834: -1,056 -489 1,015 16,219 13,890 16,178 14,416: 1,656 3,418
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.1 34.3 1.5 78.4 56.3 88.1 92.2: 11.9 7.8
Old : 100.0: 8.1 34.3 1.5 78.4 56.3 88.1 92.2: 11.9 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 : 86: 10 20 6 45 33 59 56:
Old : 86: 10 20 6 45 33 59 56:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.0 36.6 45.5 54.7 27.6 34.1 43.5 48.6
Old : 28.0 36.6 45.5 54.7 27.6 34.1 43.5 48.6
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, March 13, 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 : 75,766: 8,907 8,055 2,535 38,192 54,870 49,634 65,460: 26,132 10,306
Old : 75,766: 8,907 8,055 2,535 38,192 54,870 49,634 65,460: 26,132 10,306
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 6, 2007 :
: 18,159: -856 -508 2,489 10,148 12,755 11,781 14,736: 6,378 3,423
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.8 10.6 3.3 50.4 72.4 65.5 86.4: 34.5 13.6
Old : 100.0: 11.8 10.6 3.3 50.4 72.4 65.5 86.4: 34.5 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 : 78: 15 16 13 31 33 51 58:
Old : 78: 15 16 13 31 33 51 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 : 24.5 32.9 38.1 47.8 23.1 30.0 28.5 39.7
Old : 24.5 32.9 38.1 47.8 23.1 30.0 28.5 39.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
Commitments of Traders - Futures Only, March 13, 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 : 599,120: 52,695 177,321 19,005 463,804 271,217 535,504 467,543: 63,616 131,577
Old : 599,120: 52,695 177,321 19,005 463,804 271,217 535,504 467,543: 63,616 131,577
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 6, 2007 :
: 160,528: -10,500 28,905 15,119 139,467 85,841 144,086 129,865: 16,442 30,663
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.8 29.6 3.2 77.4 45.3 89.4 78.0: 10.6 22.0
Old : 100.0: 8.8 29.6 3.2 77.4 45.3 89.4 78.0: 10.6 22.0
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 : 248: 57 98 31 69 62 146 172:
Old : 248: 57 98 31 69 62 146 172:
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 : 35.8 16.9 51.0 29.9 35.7 14.3 44.8 21.6
Old : 35.8 16.9 51.0 29.9 35.7 14.3 44.8 21.6
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, March 13, 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 : 132,184: 52,719 4,612 2,905 52,390 112,672 108,014 120,189: 24,170 11,995
Old : 132,184: 52,719 4,612 2,905 52,390 112,672 108,014 120,189: 24,170 11,995
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 6, 2007 :
: 11,225: 6,748 -14,349 1,553 3,206 22,766 11,507 9,970: -282 1,255
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.9 3.5 2.2 39.6 85.2 81.7 90.9: 18.3 9.1
Old : 100.0: 39.9 3.5 2.2 39.6 85.2 81.7 90.9: 18.3 9.1
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 : 61: 31 8 4 11 17 44 27:
Old : 61: 31 8 4 11 17 44 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.0 59.6 49.0 72.5 23.3 59.6 36.5 68.3
Old : 33.0 59.6 49.0 72.5 23.3 59.6 36.5 68.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE Code-239741
Commitments of Traders - Futures Only, March 13, 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 : 60,957: 1,756 5,960 532 49,021 44,098 51,309 50,590: 9,648 10,367
Old : 60,957: 1,756 5,960 532 49,021 44,098 51,309 50,590: 9,648 10,367
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 6, 2007 :
: 16,881: -27 589 532 12,487 10,522 12,992 11,643: 3,889 5,238
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.9 9.8 0.9 80.4 72.3 84.2 83.0: 15.8 17.0
Old : 100.0: 2.9 9.8 0.9 80.4 72.3 84.2 83.0: 15.8 17.0
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 : 60: 2 13 2 28 30 32 45:
Old : 60: 2 13 2 28 30 32 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 : 52.1 38.3 66.2 52.8 43.2 33.5 57.1 44.5
Old : 52.1 38.3 66.2 52.8 43.2 33.5 57.1 44.5
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, March 13, 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 : 574,837: 62,580 196,246 12,885 469,536 320,778 545,001 529,909: 29,836 44,928
Old : 574,837: 62,580 196,246 12,885 469,536 320,778 545,001 529,909: 29,836 44,928
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 6, 2007 :
: 87,982: -1,308 16,737 8,038 69,277 49,172 76,007 73,947: 11,975 14,035
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.9 34.1 2.2 81.7 55.8 94.8 92.2: 5.2 7.8
Old : 100.0: 10.9 34.1 2.2 81.7 55.8 94.8 92.2: 5.2 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 : 227: 30 95 19 58 79 100 182:
Old : 227: 30 95 19 58 79 100 182:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.9 24.8 64.3 35.2 38.7 20.1 57.0 29.6
Old : 40.9 24.8 64.3 35.2 38.7 20.1 57.0 29.6
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, March 13, 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 : 45,675: 10,169 17,327 234 24,496 16,387 34,899 33,948: 10,776 11,727
Old : 45,675: 10,169 17,327 234 24,496 16,387 34,899 33,948: 10,776 11,727
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 6, 2007 :
: -24,329: -989 907 -11,691 -8,215 -12,433 -20,895 -23,217: -3,434 -1,112
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.3 37.9 0.5 53.6 35.9 76.4 74.3: 23.6 25.7
Old : 100.0: 22.3 37.9 0.5 53.6 35.9 76.4 74.3: 23.6 25.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 69: 18 19 2 16 19 36 38:
Old : 69: 18 19 2 16 19 36 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 : 34.0 35.5 48.0 47.6 34.0 35.5 47.0 47.0
Old : 34.0 35.5 48.0 47.6 34.0 35.5 47.0 47.0
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, March 13, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NIKKEI INDEX X JPY 500) :
: : :
All : 46,160: 20,563 1,731 263 15,358 18,774 36,184 20,768: 9,976 25,392
Old : 46,160: 20,563 1,731 263 15,358 18,774 36,184 20,768: 9,976 25,392
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 6, 2007 :
: -42,246: 9,471 -6,294 -9,574 -19,167 -18,668 -19,270 -34,536: -22,976 -7,710
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.5 3.8 0.6 33.3 40.7 78.4 45.0: 21.6 55.0
Old : 100.0: 44.5 3.8 0.6 33.3 40.7 78.4 45.0: 21.6 55.0
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 : 56: 24 5 3 15 13 39 21:
Old : 56: 24 5 3 15 13 39 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.1 31.1 51.2 37.3 39.1 31.1 50.5 37.3
Old : 39.1 31.1 51.2 37.3 39.1 31.1 50.5 37.3
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, March 13, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (GSCI X $250) :
: : :
All : 22,229: 6,437 2,138 126 14,373 18,555 20,936 20,819: 1,293 1,410
Old : 22,229: 6,437 2,138 126 14,373 18,555 20,936 20,819: 1,293 1,410
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 6, 2007 :
: 745: -74 179 -185 109 72 -150 66: 895 679
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.0 9.6 0.6 64.7 83.5 94.2 93.7: 5.8 6.3
Old : 100.0: 29.0 9.6 0.6 64.7 83.5 94.2 93.7: 5.8 6.3
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 : 28: 8 8 2 8 4 17 13:
Old : 28: 8 8 2 8 4 17 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 71.8 85.6 86.4 91.2 71.6 85.6 86.3 90.7
Old : 71.8 85.6 86.4 91.2 71.6 85.6 86.3 90.7
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, March 13, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF JPY 100,000,000) :
: : :
All : 64,983: 4,813 15,793 5,862 32,400 33,749 43,075 55,404: 21,908 9,579
Old : 64,983: 4,813 15,793 5,862 32,400 33,749 43,075 55,404: 21,908 9,579
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 6, 2007 :
: -2,751: 1,680 973 -366 2,193 870 3,507 1,477: -6,258 -4,228
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.4 24.3 9.0 49.9 51.9 66.3 85.3: 33.7 14.7
Old : 100.0: 7.4 24.3 9.0 49.9 51.9 66.3 85.3: 33.7 14.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 67: 9 22 14 29 28 49 55:
Old : 67: 9 22 14 29 28 49 55:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.4 25.4 36.3 41.8 17.4 20.5 24.0 30.8
Old : 24.4 25.4 36.3 41.8 17.4 20.5 24.0 30.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 16, 2007