MILK - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 3, 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 : 37,149: 2,860 1,886 5,914 22,814 18,567 31,589 26,367: 5,560 10,782
Old : 37,149: 2,860 1,886 5,914 22,814 18,567 31,589 26,367: 5,560 10,782
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 26, 2006 :
: 518: 191 -96 -67 -11 523 113 360: 405 158
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.7 5.1 15.9 61.4 50.0 85.0 71.0: 15.0 29.0
Old : 100.0: 7.7 5.1 15.9 61.4 50.0 85.0 71.0: 15.0 29.0
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 : 54: 13 6 13 29 23 46 38:
Old : 54: 13 6 13 29 23 46 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 : 43.6 29.3 56.5 46.7 39.9 27.9 49.1 37.6
Old : 43.6 29.3 56.5 46.7 39.9 27.9 49.1 37.6
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 with Delta-adjusted Options and Futures Combined, January 3, 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 : 180,870: 28,618 20,235 40,981 86,367 85,555 155,966 146,771: 24,903 34,099
Old : 176,942: 26,621 20,783 40,338 86,259 82,607 153,218 143,729: 23,723 33,213
Other: 3,928: 2,640 94 0 108 2,948 2,748 3,042: 1,180 886
: : :
: : Changes in Commitments from: December 26, 2006 :
: 200: -733 5,296 129 -267 -6,785 -871 -1,360: 1,071 1,560
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.8 11.2 22.7 47.8 47.3 86.2 81.1: 13.8 18.9
Old : 100.0: 15.0 11.7 22.8 48.8 46.7 86.6 81.2: 13.4 18.8
Other: 100.0: 67.2 2.4 0.0 2.7 75.1 70.0 77.4: 30.0 22.6
: : :
:# Traders : Number of Traders in Each Category :
All : 202: 58 59 79 40 42 145 159:
Old : 202: 56 63 79 39 42 144 159:
Other: 34: 12 3 0 3 17 15 20:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.7 30.1 42.0 37.5 29.7 27.9 40.1 33.2
Old : 30.3 30.2 42.9 37.5 30.3 28.3 40.9 33.2
Other: 55.5 50.4 65.3 66.7 55.5 50.4 65.3 66.6
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 3, 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 : 267,023: 61,510 18,572 73,754 107,421 113,737 242,684 206,063: 24,339 60,961
Old : 267,023: 61,510 18,572 73,754 107,421 113,737 242,684 206,063: 24,339 60,961
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 26, 2006 :
: 20,685: 2,897 -4,032 13,583 2,779 8,439 19,259 17,989: 1,426 2,696
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.0 7.0 27.6 40.2 42.6 90.9 77.2: 9.1 22.8
Old : 100.0: 23.0 7.0 27.6 40.2 42.6 90.9 77.2: 9.1 22.8
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 : 325: 93 59 90 87 145 226 264:
Old : 325: 93 59 90 87 145 226 264:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.7 10.5 32.2 18.5 20.7 8.9 30.3 13.4
Old : 20.7 10.5 32.2 18.5 20.7 8.9 30.3 13.4
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 with Delta-adjusted Options and Futures Combined, January 3, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 110,000 BOARD FEET) :
: : :
All : 6,037: 1,797 2,884 436 1,621 1,215 3,854 4,535: 2,183 1,502
Old : 6,037: 1,797 2,884 436 1,621 1,215 3,854 4,535: 2,183 1,502
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 26, 2006 :
: -1,199: -61 -238 -356 -381 -231 -799 -825: -400 -374
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.8 47.8 7.2 26.9 20.1 63.8 75.1: 36.2 24.9
Old : 100.0: 29.8 47.8 7.2 26.9 20.1 63.8 75.1: 36.2 24.9
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 : 58: 18 23 8 9 13 32 40:
Old : 58: 18 23 8 9 13 32 40:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.7 24.3 44.5 40.0 32.7 24.0 44.0 36.9
Old : 32.7 24.3 44.5 40.0 32.7 24.0 44.0 36.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 3, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50,000 POUNDS) :
: : :
All : 30,462: 7,135 7,097 4,766 12,301 5,912 24,201 17,775: 6,261 12,687
Old : 30,462: 7,135 7,097 4,766 12,301 5,912 24,201 17,775: 6,261 12,687
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 26, 2006 :
: 662: 131 10 467 336 565 934 1,041: -273 -380
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.4 23.3 15.6 40.4 19.4 79.4 58.4: 20.6 41.6
Old : 100.0: 23.4 23.3 15.6 40.4 19.4 79.4 58.4: 20.6 41.6
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 : 132: 35 29 32 45 38 99 89:
Old : 132: 35 29 32 45 38 99 89:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 15.6 13.0 26.7 20.6 14.4 11.3 25.6 16.8
Old : 15.6 13.0 26.7 20.6 14.4 11.3 25.6 16.8
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 with Delta-adjusted Options and Futures Combined, January 3, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100,000 CANADIAN DOLLARS) :
: : :
All : 157,803: 24,404 97,851 5,164 97,626 22,120 127,194 125,135: 30,609 32,669
Old : 157,803: 24,404 97,851 5,164 97,626 22,120 127,194 125,135: 30,609 32,669
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 26, 2006 :
: 12,664: 2,394 10,077 369 6,761 535 9,524 10,980: 3,140 1,684
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.5 62.0 3.3 61.9 14.0 80.6 79.3: 19.4 20.7
Old : 100.0: 15.5 62.0 3.3 61.9 14.0 80.6 79.3: 19.4 20.7
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: 19 35 8 23 20 43 62:
Old : 85: 19 35 8 23 20 43 62:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.6 32.6 54.2 42.3 40.2 32.6 52.7 42.3
Old : 41.6 32.6 54.2 42.3 40.2 32.6 52.7 42.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 3, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 125,000 SWISS FRANCS) :
: : :
All : 66,805: 11,156 34,144 973 38,696 19,093 50,826 54,211: 15,979 12,594
Old : 66,805: 11,156 34,144 973 38,696 19,093 50,826 54,211: 15,979 12,594
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 26, 2006 :
: 7,931: -6,431 4,173 267 15,768 3,065 9,605 7,505: -1,674 425
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.7 51.1 1.5 57.9 28.6 76.1 81.1: 23.9 18.9
Old : 100.0: 16.7 51.1 1.5 57.9 28.6 76.1 81.1: 23.9 18.9
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 : 52: 15 18 4 13 11 29 32:
Old : 52: 15 18 4 13 11 29 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 : 44.6 37.5 57.5 53.8 44.6 37.5 57.4 53.1
Old : 44.6 37.5 57.5 53.8 44.6 37.5 57.4 53.1
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 with Delta-adjusted Options and Futures Combined, January 3, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 500,000 MEXICAN PESOS) :
: : :
All : 115,896: 83,250 15,377 500 27,677 98,545 111,427 114,422: 4,469 1,474
Old : 115,896: 83,250 15,377 500 27,677 98,545 111,427 114,422: 4,469 1,474
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 26, 2006 :
: 20,371: 20,494 7,402 -36 -710 13,324 19,748 20,690: 623 -319
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.8 13.3 0.4 23.9 85.0 96.1 98.7: 3.9 1.3
Old : 100.0: 71.8 13.3 0.4 23.9 85.0 96.1 98.7: 3.9 1.3
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 : 98: 56 15 1 14 18 71 33:
Old : 98: 56 15 1 14 18 71 33:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.0 64.5 67.1 82.9 44.9 49.5 52.0 64.8
Old : 59.0 64.5 67.1 82.9 44.9 49.5 52.0 64.8
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 with Delta-adjusted Options and Futures Combined, January 3, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 62,500 POUNDS STERLING) :
: : :
All : 142,587: 78,564 12,778 3,917 23,401 107,036 105,883 123,731: 36,705 18,857
Old : 142,587: 78,564 12,778 3,917 23,401 107,036 105,883 123,731: 36,705 18,857
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 26, 2006 :
: -2,695: -7,164 1,392 564 1,651 -8,865 -4,949 -6,909: 2,255 4,214
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.1 9.0 2.7 16.4 75.1 74.3 86.8: 25.7 13.2
Old : 100.0: 55.1 9.0 2.7 16.4 75.1 74.3 86.8: 25.7 13.2
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 : 76: 31 16 11 15 20 53 40:
Old : 76: 31 16 11 15 20 53 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 : 30.5 50.2 43.5 67.9 30.5 49.8 43.5 66.6
Old : 30.5 50.2 43.5 67.9 30.5 49.8 43.5 66.6
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 with Delta-adjusted Options and Futures Combined, January 3, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 12,500,000 JAPANESE YEN) :
: : :
All : 290,307: 54,540 173,664 6,181 184,932 70,029 245,653 249,874: 44,654 40,433
Old : 290,307: 54,540 173,664 6,181 184,932 70,029 245,653 249,874: 44,654 40,433
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 26, 2006 :
: 18,624: -739 12,955 183 17,566 1,653 17,010 14,790: 1,614 3,833
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.8 59.8 2.1 63.7 24.1 84.6 86.1: 15.4 13.9
Old : 100.0: 18.8 59.8 2.1 63.7 24.1 84.6 86.1: 15.4 13.9
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 : 127: 33 58 17 26 21 66 89:
Old : 127: 33 58 17 26 21 66 89:
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 : 49.0 34.3 62.5 47.6 48.5 34.3 61.4 47.3
Old : 49.0 34.3 62.5 47.6 48.5 34.3 61.4 47.3
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 with Delta-adjusted Options and Futures Combined, January 3, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 125,000 EUROS) :
: : :
All : 221,982: 96,946 19,998 20,594 34,997 144,192 152,536 184,783: 69,446 37,199
Old : 221,982: 96,946 19,998 20,594 34,997 144,192 152,536 184,783: 69,446 37,199
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 26, 2006 :
: 5,797: -3,253 -798 1,768 5,192 -1,430 3,707 -460: 2,090 6,257
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.7 9.0 9.3 15.8 65.0 68.7 83.2: 31.3 16.8
Old : 100.0: 43.7 9.0 9.3 15.8 65.0 68.7 83.2: 31.3 16.8
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 : 144: 68 33 41 33 27 120 82:
Old : 144: 68 33 41 33 27 120 82:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 15.4 38.7 22.0 53.4 15.3 37.4 21.5 50.6
Old : 15.4 38.7 22.0 53.4 15.3 37.4 21.5 50.6
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 with Delta-adjusted Options and Futures Combined, January 3, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF NZ$ 100,000) :
: : :
All : 22,855: 19,054 702 0 1,894 21,111 20,948 21,813: 1,907 1,042
Old : 22,855: 19,054 702 0 1,894 21,111 20,948 21,813: 1,907 1,042
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 26, 2006 :
: 894: 704 -59 0 109 543 813 484: 81 410
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.4 3.1 0.0 8.3 92.4 91.7 95.4: 8.3 4.6
Old : 100.0: 83.4 3.1 0.0 8.3 92.4 91.7 95.4: 8.3 4.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 38: 20 2 0 7 12 27 14:
Old : 38: 20 2 0 7 12 27 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 : 61.2 76.9 73.1 88.5 61.2 74.9 73.1 86.4
Old : 61.2 76.9 73.1 88.5 61.2 74.9 73.1 86.4
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 with Delta-adjusted Options and Futures Combined, January 3, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $3,000,000 FACE VALUE) :
: : :
All : 52,965: 10,119 825 628 36,462 47,164 47,209 48,617: 5,756 4,348
Old : 52,965: 10,119 825 628 36,462 47,164 47,209 48,617: 5,756 4,348
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 26, 2006 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.1 1.6 1.2 68.8 89.0 89.1 91.8: 10.9 8.2
Old : 100.0: 19.1 1.6 1.2 68.8 89.0 89.1 91.8: 10.9 8.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 5 1 1 12 11 17 13:
Old : 22: 5 1 1 12 11 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 : 52.3 77.7 68.9 88.2 48.2 70.1 62.5 78.5
Old : 52.3 77.7 68.9 88.2 48.2 70.1 62.5 78.5
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 with Delta-adjusted Options and Futures Combined, January 3, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $1,000,000 FACE VALUE) :
: : :
All :14,276,480: 490,849 636,610 3,859,195 8,927,171 8,411,516 13,277,215 12,907,322: 999,264 1,369,158
Old :14,276,480: 490,849 636,610 3,859,195 8,927,171 8,411,516 13,277,215 12,907,322: 999,264 1,369,158
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 26, 2006 :
: 263,510: -14,013 148,885 38,033 284,844 72,917 308,863 259,835: -45,353 3,675
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.4 4.5 27.0 62.5 58.9 93.0 90.4: 7.0 9.6
Old : 100.0: 3.4 4.5 27.0 62.5 58.9 93.0 90.4: 7.0 9.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 310: 64 62 108 156 165 277 287:
Old : 310: 64 62 108 156 165 277 287:
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 : 29.1 13.6 38.6 22.4 26.1 8.4 29.3 13.3
Old : 29.1 13.6 38.6 22.4 26.1 8.4 29.3 13.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 3, 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 : 699,363: 62,736 51,553 48,834 434,257 477,451 545,827 577,838: 153,536 121,524
Old : 699,363: 62,736 51,553 48,834 434,257 477,451 545,827 577,838: 153,536 121,524
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 26, 2006 :
: 5,597: -1,150 194 3,370 48 1,976 2,268 5,539: 3,329 58
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.0 7.4 7.0 62.1 68.3 78.0 82.6: 22.0 17.4
Old : 100.0: 9.0 7.4 7.0 62.1 68.3 78.0 82.6: 22.0 17.4
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 : 215: 44 58 72 85 62 180 143:
Old : 215: 44 58 72 85 62 180 143:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.5 26.7 26.2 38.4 19.5 26.7 25.9 38.2
Old : 19.5 26.7 26.2 38.4 19.5 26.7 25.9 38.2
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 with Delta-adjusted Options and Futures Combined, January 3, 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 : 1,601,806: 310,986 217,558 96,015 861,147 1,152,117 1,268,147 1,465,689: 333,658 136,117
Old : 1,601,806: 310,986 217,558 96,015 861,147 1,152,117 1,268,147 1,465,689: 333,658 136,117
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 26, 2006 :
: 37,259: 12,131 4,161 13,167 -13,465 4,794 11,833 22,122: 25,425 15,137
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.4 13.6 6.0 53.8 71.9 79.2 91.5: 20.8 8.5
Old : 100.0: 19.4 13.6 6.0 53.8 71.9 79.2 91.5: 20.8 8.5
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 : 271: 83 77 70 76 69 199 176:
Old : 271: 83 77 70 76 69 199 176:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.4 29.3 29.7 46.0 14.0 28.3 22.9 41.2
Old : 19.4 29.3 29.7 46.0 14.0 28.3 22.9 41.2
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 with Delta-adjusted Options and Futures Combined, January 3, 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 : 7,478: 1,289 0 0 3,379 5,369 4,668 5,369: 2,810 2,109
Old : 7,478: 1,289 0 0 3,379 5,369 4,668 5,369: 2,810 2,109
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 26, 2006 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.2 0.0 0.0 45.2 71.8 62.4 71.8: 37.6 28.2
Old : 100.0: 17.2 0.0 0.0 45.2 71.8 62.4 71.8: 37.6 28.2
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 : 20: 3 0 0 10 9 13 9:
Old : 20: 3 0 0 10 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 : 33.4 51.5 50.7 69.1 33.4 49.0 50.7 66.6
Old : 33.4 51.5 50.7 69.1 33.4 49.0 50.7 66.6
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 with Delta-adjusted Options and Futures Combined, January 3, 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 : 72,029: 10,320 35,302 530 49,504 33,148 60,354 68,980: 11,675 3,049
Old : 72,029: 10,320 35,302 530 49,504 33,148 60,354 68,980: 11,675 3,049
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 26, 2006 :
: -10: -2,434 -95 156 1,648 -872 -630 -811: 620 801
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.3 49.0 0.7 68.7 46.0 83.8 95.8: 16.2 4.2
Old : 100.0: 14.3 49.0 0.7 68.7 46.0 83.8 95.8: 16.2 4.2
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 : 70: 8 9 2 33 28 43 38:
Old : 70: 8 9 2 33 28 43 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 : 33.4 52.6 54.5 69.1 32.8 51.5 52.8 67.9
Old : 33.4 52.6 54.5 69.1 32.8 51.5 52.8 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 with Delta-adjusted Options and Futures Combined, January 3, 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 : 44,425: 6,420 9,889 93 23,499 28,106 30,012 38,088: 14,413 6,337
Old : 44,425: 6,420 9,889 93 23,499 28,106 30,012 38,088: 14,413 6,337
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 26, 2006 :
: -789: -1,256 -1,267 -33 -373 -90 -1,663 -1,390: 873 601
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.5 22.3 0.2 52.9 63.3 67.6 85.7: 32.4 14.3
Old : 100.0: 14.5 22.3 0.2 52.9 63.3 67.6 85.7: 32.4 14.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 68: 14 15 3 26 21 42 37:
Old : 68: 14 15 3 26 21 42 37:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.7 37.8 40.7 53.0 30.1 37.7 39.2 52.4
Old : 30.7 37.8 40.7 53.0 30.1 37.7 39.2 52.4
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 with Delta-adjusted Options and Futures Combined, January 3, 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 : 362,929: 118,164 113,706 8,929 204,405 167,326 331,498 289,961: 31,431 72,968
Old : 362,929: 118,164 113,706 8,929 204,405 167,326 331,498 289,961: 31,431 72,968
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 26, 2006 :
: 39,127: 2,729 14,322 433 36,524 -978 39,685 13,777: -559 25,350
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.6 31.3 2.5 56.3 46.1 91.3 79.9: 8.7 20.1
Old : 100.0: 32.6 31.3 2.5 56.3 46.1 91.3 79.9: 8.7 20.1
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 : 220: 71 61 20 59 44 141 114:
Old : 220: 71 61 20 59 44 141 114:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.6 25.7 44.4 38.9 31.8 23.3 41.4 35.1
Old : 32.6 25.7 44.4 38.9 31.8 23.3 41.4 35.1
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 with Delta-adjusted Options and Futures Combined, January 3, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100,000 AUSTRALIAN DOLLARS) :
: : :
All : 132,739: 97,410 8,644 38 5,058 115,664 102,506 124,347: 30,233 8,393
Old : 132,739: 97,410 8,644 38 5,058 115,664 102,506 124,347: 30,233 8,393
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 26, 2006 :
: 3,545: 5,359 1,602 6 -2,382 142 2,983 1,750: 562 1,795
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.4 6.5 0.0 3.8 87.1 77.2 93.7: 22.8 6.3
Old : 100.0: 73.4 6.5 0.0 3.8 87.1 77.2 93.7: 22.8 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 : 71: 44 8 1 6 14 51 22:
Old : 71: 44 8 1 6 14 51 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.4 64.0 43.0 79.3 31.4 64.0 43.0 79.0
Old : 31.4 64.0 43.0 79.3 31.4 64.0 43.0 79.0
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 with Delta-adjusted Options and Futures Combined, January 3, 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 : 24,270: 338 3,712 0 20,021 13,282 20,359 16,994: 3,911 7,276
Old : 24,270: 338 3,712 0 20,021 13,282 20,359 16,994: 3,911 7,276
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 26, 2006 :
: 184: 18 76 0 -64 52 -46 128: 230 56
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.4 15.3 0.0 82.5 54.7 83.9 70.0: 16.1 30.0
Old : 100.0: 1.4 15.3 0.0 82.5 54.7 83.9 70.0: 16.1 30.0
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 : 49: 1 11 0 22 21 23 32:
Old : 49: 1 11 0 22 21 23 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 : 51.2 28.4 64.9 40.0 50.9 28.4 64.6 40.0
Old : 51.2 28.4 64.9 40.0 50.9 28.4 64.6 40.0
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 with Delta-adjusted Options and Futures Combined, January 3, 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 : 355,683: 66,876 123,133 8,096 251,385 208,762 326,357 339,992: 29,326 15,691
Old : 355,683: 66,876 123,133 8,096 251,385 208,762 326,357 339,992: 29,326 15,691
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 26, 2006 :
: 21: -1,823 4,910 1,132 1,516 -5,859 824 183: -804 -162
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.8 34.6 2.3 70.7 58.7 91.8 95.6: 8.2 4.4
Old : 100.0: 18.8 34.6 2.3 70.7 58.7 91.8 95.6: 8.2 4.4
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 : 233: 40 99 46 47 70 126 176:
Old : 233: 40 99 46 47 70 126 176:
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 : 46.4 24.8 59.4 37.6 46.4 23.1 59.0 35.9
Old : 46.4 24.8 59.4 37.6 46.4 23.1 59.0 35.9
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 with Delta-adjusted Options and Futures Combined, January 3, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NIKKEI INDEX X $5.00) :
: : :
All : 44,700: 11,158 11,257 11 24,859 25,391 36,027 36,658: 8,673 8,042
Old : 44,700: 11,158 11,257 11 24,859 25,391 36,027 36,658: 8,673 8,042
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 26, 2006 :
: 2,824: 1,139 384 10 1,176 894 2,325 1,288: 499 1,536
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.0 25.2 0.0 55.6 56.8 80.6 82.0: 19.4 18.0
Old : 100.0: 25.0 25.2 0.0 55.6 56.8 80.6 82.0: 19.4 18.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 77: 23 18 3 17 24 42 43:
Old : 77: 23 18 3 17 24 42 43:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.9 36.0 52.0 52.9 40.8 36.0 52.0 51.9
Old : 40.9 36.0 52.0 52.9 40.8 36.0 52.0 51.9
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 with Delta-adjusted Options and Futures Combined, January 3, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NIKKEI INDEX X 500 YEN) :
: : :
All : 35,282: 5,872 1,171 266 19,916 24,162 26,054 25,599: 9,228 9,683
Old : 35,282: 5,872 1,171 266 19,916 24,162 26,054 25,599: 9,228 9,683
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 26, 2006 :
: 2,869: -1,792 -454 -141 -635 439 -2,568 -156: 5,437 3,025
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.6 3.3 0.8 56.4 68.5 73.8 72.6: 26.2 27.4
Old : 100.0: 16.6 3.3 0.8 56.4 68.5 73.8 72.6: 26.2 27.4
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 : 46: 13 4 1 19 11 33 15:
Old : 46: 13 4 1 19 11 33 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 : 25.3 62.8 40.0 68.0 25.2 58.6 38.9 63.1
Old : 25.3 62.8 40.0 68.0 25.2 58.6 38.9 63.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GOLDMAN-SACHS COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 3, 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 : 22,084: 6,582 2,347 41 14,982 18,711 21,605 21,099: 479 985
Old : 22,084: 6,582 2,347 41 14,982 18,711 21,605 21,099: 479 985
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 26, 2006 :
: 126: 2 501 0 15 -209 17 292: 109 -166
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.8 10.6 0.2 67.8 84.7 97.8 95.5: 2.2 4.5
Old : 100.0: 29.8 10.6 0.2 67.8 84.7 97.8 95.5: 2.2 4.5
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 : 24: 6 7 1 9 3 15 11:
Old : 24: 6 7 1 9 3 15 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 : 80.7 90.5 90.4 94.8 80.5 90.5 90.1 94.8
Old : 80.7 90.5 90.4 94.8 80.5 90.5 90.1 94.8
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 with Delta-adjusted Options and Futures Combined, January 3, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF Y100,000,000 FACE VALUE) :
: : :
All : 40,498: 4,438 7,552 2,038 21,833 27,006 28,309 36,596: 12,189 3,902
Old : 40,498: 4,438 7,552 2,038 21,833 27,006 28,309 36,596: 12,189 3,902
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 26, 2006 :
: 403: 175 461 -55 -426 423 -306 829: 709 -426
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.0 18.6 5.0 53.9 66.7 69.9 90.4: 30.1 9.6
Old : 100.0: 11.0 18.6 5.0 53.9 66.7 69.9 90.4: 30.1 9.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 50: 7 11 8 24 28 34 44:
Old : 50: 7 11 8 24 28 34 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 : 26.8 30.2 42.1 48.8 16.1 19.8 22.7 32.8
Old : 26.8 30.2 42.1 48.8 16.1 19.8 22.7 32.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 8, 2007