MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders - Futures Only, April 10, 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 : 32,876: 7,538 493 622 18,640 23,065 26,800 24,180: 6,076 8,696
Old : 32,876: 7,538 493 622 18,640 23,065 26,800 24,180: 6,076 8,696
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 3, 2007 :
: 1,217: 221 120 24 360 506 605 650: 612 567
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.9 1.5 1.9 56.7 70.2 81.5 73.5: 18.5 26.5
Old : 100.0: 22.9 1.5 1.9 56.7 70.2 81.5 73.5: 18.5 26.5
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 : 53: 15 3 8 24 22 40 32:
Old : 53: 15 3 8 24 22 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 : 35.2 37.2 51.7 54.7 35.0 36.8 51.3 54.2
Old : 35.2 37.2 51.7 54.7 35.0 36.8 51.3 54.2
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, April 10, 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 : 173,857: 33,687 22,814 38,556 78,015 87,849 150,258 149,219: 23,599 24,638
Old : 158,190: 26,185 26,007 34,113 77,813 76,592 138,111 136,712: 20,079 21,478
Other: 15,667: 11,389 694 556 202 11,257 12,147 12,507: 3,520 3,160
: : :
: : Changes in Commitments from: April 3, 2007 :
: -3,022: 872 543 -3,555 -838 798 -3,521 -2,214: 499 -808
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.4 13.1 22.2 44.9 50.5 86.4 85.8: 13.6 14.2
Old : 100.0: 16.6 16.4 21.6 49.2 48.4 87.3 86.4: 12.7 13.6
Other: 100.0: 72.7 4.4 3.5 1.3 71.9 77.5 79.8: 22.5 20.2
: : :
:# Traders : Number of Traders in Each Category :
All : 183: 58 60 62 27 37 128 129:
Old : 181: 56 62 61 27 36 125 128:
Other: 59: 22 13 2 3 23 26 37:
:----------------------------------------------------------------------------------------------------
: 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 : 26.8 34.1 38.7 43.1 26.8 32.6 36.9 38.5
Old : 29.4 36.3 41.7 43.6 29.4 34.6 39.9 40.3
Other: 49.3 44.3 62.4 61.8 48.5 44.3 61.0 61.3
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders - Futures Only, April 10, 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 : 294,301: 74,068 43,347 71,762 120,023 121,321 265,853 236,430: 28,448 57,871
Old : 294,301: 74,068 43,347 71,762 120,023 121,321 265,853 236,430: 28,448 57,871
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 3, 2007 :
: -4,181: -122 -3,627 -3,328 -892 2,655 -4,342 -4,300: 161 119
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.2 14.7 24.4 40.8 41.2 90.3 80.3: 9.7 19.7
Old : 100.0: 25.2 14.7 24.4 40.8 41.2 90.3 80.3: 9.7 19.7
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 : 347: 110 54 96 71 137 245 251:
Old : 347: 110 54 96 71 137 245 251:
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 : 21.7 15.5 32.8 23.7 21.7 12.7 31.3 18.0
Old : 21.7 15.5 32.8 23.7 21.7 12.7 31.3 18.0
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, April 10, 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 : 8,491: 2,531 3,993 1,043 2,364 1,422 5,938 6,458: 2,553 2,033
Old : 8,491: 2,531 3,993 1,043 2,364 1,422 5,938 6,458: 2,553 2,033
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 3, 2007 :
: -530: 8 -18 -338 46 -19 -284 -375: -246 -155
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.8 47.0 12.3 27.8 16.7 69.9 76.1: 30.1 23.9
Old : 100.0: 29.8 47.0 12.3 27.8 16.7 69.9 76.1: 30.1 23.9
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 : 84: 24 30 16 17 19 53 59:
Old : 84: 24 30 16 17 19 53 59:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.3 22.7 36.6 32.4 26.3 22.4 36.1 31.2
Old : 26.3 22.7 36.6 32.4 26.3 22.4 36.1 31.2
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, April 10, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50,000 POUNDS) :
: : :
All : 29,968: 9,907 4,375 2,173 11,524 9,897 23,604 16,445: 6,364 13,523
Old : 29,968: 9,907 4,375 2,173 11,524 9,897 23,604 16,445: 6,364 13,523
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 3, 2007 :
: -1,655: 521 -748 -1,661 -790 -36 -1,930 -2,445: 275 790
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.1 14.6 7.3 38.5 33.0 78.8 54.9: 21.2 45.1
Old : 100.0: 33.1 14.6 7.3 38.5 33.0 78.8 54.9: 21.2 45.1
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 : 147: 42 19 23 30 58 89 91:
Old : 147: 42 19 23 30 58 89 91:
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 : 13.9 10.3 24.9 17.9 13.7 9.4 24.4 16.1
Old : 13.9 10.3 24.9 17.9 13.7 9.4 24.4 16.1
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, April 10, 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 : 110,266: 23,062 38,626 2,729 56,080 43,876 81,871 85,231: 28,395 25,035
Old : 110,266: 23,062 38,626 2,729 56,080 43,876 81,871 85,231: 28,395 25,035
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 3, 2007 :
: -2,830: 994 -18,607 497 -3,160 14,737 -1,669 -3,373: -1,161 543
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.9 35.0 2.5 50.9 39.8 74.2 77.3: 25.8 22.7
Old : 100.0: 20.9 35.0 2.5 50.9 39.8 74.2 77.3: 25.8 22.7
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 : 85: 23 29 4 19 20 44 51:
Old : 85: 23 29 4 19 20 44 51:
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 : 41.4 20.6 51.1 33.1 38.5 20.6 48.3 33.0
Old : 41.4 20.6 51.1 33.1 38.5 20.6 48.3 33.0
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, April 10, 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 : 58,718: 13,453 36,659 12 31,840 10,012 45,305 46,683: 13,413 12,035
Old : 58,718: 13,453 36,659 12 31,840 10,012 45,305 46,683: 13,413 12,035
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 3, 2007 :
: 1,052: 3,159 -900 12 2,346 1,735 5,517 847: -4,465 205
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.9 62.4 0.0 54.2 17.1 77.2 79.5: 22.8 20.5
Old : 100.0: 22.9 62.4 0.0 54.2 17.1 77.2 79.5: 22.8 20.5
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 : 49: 16 19 1 5 12 21 32:
Old : 49: 16 19 1 5 12 21 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 : 52.2 37.1 63.9 49.1 50.6 37.1 62.2 49.1
Old : 52.2 37.1 63.9 49.1 50.6 37.1 62.2 49.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
Commitments of Traders - Futures Only, April 10, 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 : 75,108: 30,440 16,696 654 36,719 54,854 67,813 72,204: 7,295 2,904
Old : 75,108: 30,440 16,696 654 36,719 54,854 67,813 72,204: 7,295 2,904
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 3, 2007 :
: 2,006: 6,991 -4,970 0 -3,746 9,263 3,245 4,293: -1,239 -2,287
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.5 22.2 0.9 48.9 73.0 90.3 96.1: 9.7 3.9
Old : 100.0: 40.5 22.2 0.9 48.9 73.0 90.3 96.1: 9.7 3.9
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 : 80: 40 15 1 13 16 53 32:
Old : 80: 40 15 1 13 16 53 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 : 43.8 62.0 58.1 77.7 39.9 60.3 54.2 75.2
Old : 43.8 62.0 58.1 77.7 39.9 60.3 54.2 75.2
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, April 10, 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 : 120,468: 70,095 21,678 124 22,147 77,490 92,366 99,292: 28,102 21,176
Old : 120,468: 70,095 21,678 124 22,147 77,490 92,366 99,292: 28,102 21,176
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 3, 2007 :
: -2,464: -3,248 4,178 59 3,710 -6,548 521 -2,311: -2,985 -153
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.2 18.0 0.1 18.4 64.3 76.7 82.4: 23.3 17.6
Old : 100.0: 58.2 18.0 0.1 18.4 64.3 76.7 82.4: 23.3 17.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 79: 37 16 3 14 17 52 35:
Old : 79: 37 16 3 14 17 52 35:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.5 37.1 41.1 55.2 30.5 36.9 40.2 54.6
Old : 30.5 37.1 41.1 55.2 30.5 36.9 40.2 54.6
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, April 10, 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 : 230,370: 42,718 107,559 2,672 141,946 82,979 187,336 193,210: 43,034 37,160
Old : 230,370: 42,718 107,559 2,672 141,946 82,979 187,336 193,210: 43,034 37,160
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 3, 2007 :
: 8,622: 5,873 6,856 295 1,134 1,624 7,302 8,775: 1,320 -153
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.5 46.7 1.2 61.6 36.0 81.3 83.9: 18.7 16.1
Old : 100.0: 18.5 46.7 1.2 61.6 36.0 81.3 83.9: 18.7 16.1
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 : 112: 37 39 5 26 18 64 61:
Old : 112: 37 39 5 26 18 64 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 : 41.1 32.6 55.2 51.3 40.3 27.7 51.2 45.5
Old : 41.1 32.6 55.2 51.3 40.3 27.7 51.2 45.5
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, April 10, 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 : 212,087: 126,947 22,553 866 22,579 152,751 150,392 176,170: 61,695 35,917
Old : 212,087: 126,947 22,553 866 22,579 152,751 150,392 176,170: 61,695 35,917
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 3, 2007 :
: 13,719: 8,568 -748 206 4,254 9,413 13,028 8,871: 691 4,848
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.9 10.6 0.4 10.6 72.0 70.9 83.1: 29.1 16.9
Old : 100.0: 59.9 10.6 0.4 10.6 72.0 70.9 83.1: 29.1 16.9
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 : 142: 74 27 7 27 28 103 60:
Old : 142: 74 27 7 27 28 103 60:
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 : 22.8 46.0 32.1 60.5 22.8 44.7 32.1 58.9
Old : 22.8 46.0 32.1 60.5 22.8 44.7 32.1 58.9
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, April 10, 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 : 25,383: 21,068 1,001 0 1,916 22,835 22,984 23,836: 2,399 1,547
Old : 25,383: 21,068 1,001 0 1,916 22,835 22,984 23,836: 2,399 1,547
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 3, 2007 :
: -1,642: -2,293 165 0 4 -1,606 -2,289 -1,441: 647 -201
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.0 3.9 0.0 7.5 90.0 90.5 93.9: 9.5 6.1
Old : 100.0: 83.0 3.9 0.0 7.5 90.0 90.5 93.9: 9.5 6.1
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 : 33: 16 1 0 6 14 22 15:
Old : 33: 16 1 0 6 14 22 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.7 58.5 75.8 80.6 62.7 57.8 75.4 79.9
Old : 62.7 58.5 75.8 80.6 62.7 57.8 75.4 79.9
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, April 10, 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 : 78,840: 13,712 7,219 630 60,889 67,604 75,231 75,453: 3,609 3,387
Old : 78,840: 13,712 7,219 630 60,889 67,604 75,231 75,453: 3,609 3,387
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 3, 2007 :
: 2,583: -396 855 155 3,538 237 3,297 1,247: -714 1,336
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.4 9.2 0.8 77.2 85.7 95.4 95.7: 4.6 4.3
Old : 100.0: 17.4 9.2 0.8 77.2 85.7 95.4 95.7: 4.6 4.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 5 2 1 18 15 23 18:
Old : 29: 5 2 1 18 15 23 18:
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 : 45.9 61.7 70.0 84.5 44.7 48.5 59.6 67.7
Old : 45.9 61.7 70.0 84.5 44.7 48.5 59.6 67.7
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, April 10, 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 :10,436,033: 901,740 526,170 1,148,778 7,393,255 7,469,139 9,443,773 9,144,087: 992,260 1,291,946
Old :10,436,033: 901,740 526,170 1,148,778 7,393,255 7,469,139 9,443,773 9,144,087: 992,260 1,291,946
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 3, 2007 :
: 114,929: 200,619 42,548 -180,767 156,035 220,137 175,887 81,918: -60,958 33,011
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.6 5.0 11.0 70.8 71.6 90.5 87.6: 9.5 12.4
Old : 100.0: 8.6 5.0 11.0 70.8 71.6 90.5 87.6: 9.5 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 : 318: 64 62 95 152 168 266 287:
Old : 318: 64 62 95 152 168 266 287:
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 : 38.1 16.1 47.8 28.3 36.3 13.5 42.9 22.4
Old : 38.1 16.1 47.8 28.3 36.3 13.5 42.9 22.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
Commitments of Traders - Futures Only, April 10, 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 : 633,015: 56,332 31,658 2,319 450,487 455,524 509,138 489,501: 123,877 143,514
Old : 633,015: 56,332 31,658 2,319 450,487 455,524 509,138 489,501: 123,877 143,514
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 3, 2007 :
: 5,052: -4,343 -910 -125 6,077 1,668 1,609 633: 3,443 4,419
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.9 5.0 0.4 71.2 72.0 80.4 77.3: 19.6 22.7
Old : 100.0: 8.9 5.0 0.4 71.2 72.0 80.4 77.3: 19.6 22.7
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 : 192: 52 28 18 82 54 141 93:
Old : 192: 52 28 18 82 54 141 93:
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 : 22.9 31.6 33.1 42.4 21.9 31.6 32.1 42.3
Old : 22.9 31.6 33.1 42.4 21.9 31.6 32.1 42.3
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, April 10, 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 : 1,887,175: 301,481 626,479 29,530 1,079,771 1,083,339 1,410,782 1,739,348: 476,393 147,827
Old : 1,887,175: 301,481 626,479 29,530 1,079,771 1,083,339 1,410,782 1,739,348: 476,393 147,827
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 3, 2007 :
: 13,244: 1,791 -20,419 7,930 29,779 36,954 39,500 24,465: -26,256 -11,221
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.0 33.2 1.6 57.2 57.4 74.8 92.2: 25.2 7.8
Old : 100.0: 16.0 33.2 1.6 57.2 57.4 74.8 92.2: 25.2 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 : 290: 69 95 29 78 88 166 193:
Old : 290: 69 95 29 78 88 166 193:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.9 22.5 27.3 33.6 12.5 15.8 21.6 25.6
Old : 16.9 22.5 27.3 33.6 12.5 15.8 21.6 25.6
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, April 10, 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 : 7,717: 1,060 0 0 4,208 5,748 5,268 5,748: 2,449 1,969
Old : 7,717: 1,060 0 0 4,208 5,748 5,268 5,748: 2,449 1,969
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 3, 2007 :
: 329: 39 0 0 240 291 279 291: 50 38
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.7 0.0 0.0 54.5 74.5 68.3 74.5: 31.7 25.5
Old : 100.0: 13.7 0.0 0.0 54.5 74.5 68.3 74.5: 31.7 25.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 2 0 0 11 9 13 9:
Old : 20: 2 0 0 11 9 13 9:
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 : 38.1 52.1 54.9 71.7 38.1 52.1 54.9 69.5
Old : 38.1 52.1 54.9 71.7 38.1 52.1 54.9 69.5
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, April 10, 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 : 87,997: 11,585 25,564 0 64,866 56,895 76,451 82,459: 11,546 5,538
Old : 87,997: 11,585 25,564 0 64,866 56,895 76,451 82,459: 11,546 5,538
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 3, 2007 :
: 274: 933 -424 0 -474 -451 459 -875: -185 1,149
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.2 29.1 0.0 73.7 64.7 86.9 93.7: 13.1 6.3
Old : 100.0: 13.2 29.1 0.0 73.7 64.7 86.9 93.7: 13.1 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 : 83: 15 13 0 37 31 52 44:
Old : 83: 15 13 0 37 31 52 44:
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 : 32.1 47.2 51.9 68.1 31.6 47.1 50.8 67.9
Old : 32.1 47.2 51.9 68.1 31.6 47.1 50.8 67.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
Commitments of Traders - Futures Only, April 10, 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 : 48,724: 6,765 14,117 86 34,601 24,566 41,452 38,769: 7,272 9,955
Old : 48,724: 6,765 14,117 86 34,601 24,566 41,452 38,769: 7,272 9,955
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 3, 2007 :
: 2,557: 1,250 -160 0 1,028 348 2,278 188: 279 2,369
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.9 29.0 0.2 71.0 50.4 85.1 79.6: 14.9 20.4
Old : 100.0: 13.9 29.0 0.2 71.0 50.4 85.1 79.6: 14.9 20.4
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 : 68: 12 15 3 24 24 38 40:
Old : 68: 12 15 3 24 24 38 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 : 39.8 41.9 55.2 54.7 39.5 41.8 55.0 54.6
Old : 39.8 41.9 55.2 54.7 39.5 41.8 55.0 54.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
Commitments of Traders - Futures Only, April 10, 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 : 379,259: 74,384 149,764 2,590 260,138 207,133 337,112 359,487: 42,147 19,772
Old : 379,259: 74,384 149,764 2,590 260,138 207,133 337,112 359,487: 42,147 19,772
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 3, 2007 :
: 29,070: -14,100 12,744 -1,178 34,158 16,911 18,880 28,477: 10,190 593
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.6 39.5 0.7 68.6 54.6 88.9 94.8: 11.1 5.2
Old : 100.0: 19.6 39.5 0.7 68.6 54.6 88.9 94.8: 11.1 5.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 217: 68 61 10 48 54 124 117:
Old : 217: 68 61 10 48 54 124 117:
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 : 36.0 26.3 48.3 42.2 34.2 26.2 46.5 42.1
Old : 36.0 26.3 48.3 42.2 34.2 26.2 46.5 42.1
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, April 10, 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 : 117,562: 80,577 6,222 1,340 5,038 95,867 86,955 103,429: 30,607 14,133
Old : 117,562: 80,577 6,222 1,340 5,038 95,867 86,955 103,429: 30,607 14,133
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 3, 2007 :
: -4,307: -7,226 250 50 579 -7,227 -6,597 -6,927: 2,290 2,620
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.5 5.3 1.1 4.3 81.5 74.0 88.0: 26.0 12.0
Old : 100.0: 68.5 5.3 1.1 4.3 81.5 74.0 88.0: 26.0 12.0
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 : 74: 45 8 1 11 17 56 26:
Old : 74: 45 8 1 11 17 56 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.9 43.3 36.7 65.3 26.9 43.3 36.7 64.8
Old : 26.9 43.3 36.7 65.3 26.9 43.3 36.7 64.8
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, April 10, 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 : 33,572: 1,485 6,522 0 28,459 23,121 29,944 29,643: 3,628 3,929
Old : 33,572: 1,485 6,522 0 28,459 23,121 29,944 29,643: 3,628 3,929
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 3, 2007 :
: 193: 51 -336 0 928 2,229 979 1,893: -786 -1,700
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.4 19.4 0.0 84.8 68.9 89.2 88.3: 10.8 11.7
Old : 100.0: 4.4 19.4 0.0 84.8 68.9 89.2 88.3: 10.8 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 : 55: 3 15 0 24 21 27 36:
Old : 55: 3 15 0 24 21 27 36:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.3 38.9 71.7 51.9 62.3 38.8 71.7 51.8
Old : 62.3 38.9 71.7 51.9 62.3 38.8 71.7 51.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-239742
Commitments of Traders - Futures Only, April 10, 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 : 425,655: 66,835 201,899 2,356 337,571 205,010 406,762 409,265: 18,893 16,390
Old : 425,655: 66,835 201,899 2,356 337,571 205,010 406,762 409,265: 18,893 16,390
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 3, 2007 :
: 8,909: 2,938 7,412 -534 5,181 3,332 7,585 10,210: 1,324 -1,301
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.7 47.4 0.6 79.3 48.2 95.6 96.1: 4.4 3.9
Old : 100.0: 15.7 47.4 0.6 79.3 48.2 95.6 96.1: 4.4 3.9
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 : 214: 34 83 8 49 67 90 151:
Old : 214: 34 83 8 49 67 90 151:
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 : 52.2 24.3 70.1 35.1 51.5 20.4 65.5 29.9
Old : 52.2 24.3 70.1 35.1 51.5 20.4 65.5 29.9
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, April 10, 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 : 48,007: 9,920 15,861 240 27,620 18,145 37,780 34,246: 10,227 13,761
Old : 48,007: 9,920 15,861 240 27,620 18,145 37,780 34,246: 10,227 13,761
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 3, 2007 :
: -3,155: 472 -1,518 -17 -3,384 -706 -2,929 -2,241: -226 -914
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.7 33.0 0.5 57.5 37.8 78.7 71.3: 21.3 28.7
Old : 100.0: 20.7 33.0 0.5 57.5 37.8 78.7 71.3: 21.3 28.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 73: 18 16 2 18 25 37 42:
Old : 73: 18 16 2 18 25 37 42:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.2 31.7 50.8 43.4 32.2 29.4 47.3 39.4
Old : 32.2 31.7 50.8 43.4 32.2 29.4 47.3 39.4
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, April 10, 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 : 47,281: 21,054 1,515 271 17,656 27,071 38,981 28,857: 8,300 18,424
Old : 47,281: 21,054 1,515 271 17,656 27,071 38,981 28,857: 8,300 18,424
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 3, 2007 :
: 72: 969 -502 -364 -576 3,261 29 2,395: 43 -2,323
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.5 3.2 0.6 37.3 57.3 82.4 61.0: 17.6 39.0
Old : 100.0: 44.5 3.2 0.6 37.3 57.3 82.4 61.0: 17.6 39.0
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 : 58: 20 5 1 16 19 36 25:
Old : 58: 20 5 1 16 19 36 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.5 35.8 55.9 48.5 37.5 34.7 53.4 45.2
Old : 37.5 35.8 55.9 48.5 37.5 34.7 53.4 45.2
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, April 10, 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 : 21,320: 5,271 1,678 289 14,033 18,204 19,593 20,171: 1,727 1,149
Old : 21,320: 5,271 1,678 289 14,033 18,204 19,593 20,171: 1,727 1,149
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 3, 2007 :
: 561: -159 209 9 -83 261 -233 479: 794 82
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.7 7.9 1.4 65.8 85.4 91.9 94.6: 8.1 5.4
Old : 100.0: 24.7 7.9 1.4 65.8 85.4 91.9 94.6: 8.1 5.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 8 6 2 8 5 18 11:
Old : 25: 8 6 2 8 5 18 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 : 68.5 87.3 84.5 92.5 68.5 86.2 84.5 90.4
Old : 68.5 87.3 84.5 92.5 68.5 86.2 84.5 90.4
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, April 10, 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 : 50,840: 3,303 11,654 3,629 21,139 28,741 28,071 44,024: 22,769 6,816
Old : 50,840: 3,303 11,654 3,629 21,139 28,741 28,071 44,024: 22,769 6,816
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 3, 2007 :
: 902: 432 489 38 60 167 530 694: 372 208
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.5 22.9 7.1 41.6 56.5 55.2 86.6: 44.8 13.4
Old : 100.0: 6.5 22.9 7.1 41.6 56.5 55.2 86.6: 44.8 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 : 57: 5 20 7 21 27 33 47:
Old : 57: 5 20 7 21 27 33 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 : 23.7 29.9 36.7 45.3 19.3 27.5 29.5 39.9
Old : 23.7 29.9 36.7 45.3 19.3 27.5 29.5 39.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated April 13, 2007