MILK - CHICAGO MERCANTILE EXCHANGE Code-052641 Commitments of Traders with Delta-adjusted Options and Futures Combined, January 16, 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 : 33,321: 2,764 1,684 4,953 19,938 16,526 27,655 23,163: 5,666 10,158 Old : 33,321: 2,764 1,684 4,953 19,938 16,526 27,655 23,163: 5,666 10,158 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 9, 2007 : : 1,246: -100 -335 560 1,018 943 1,478 1,169: -232 78 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 8.3 5.1 14.9 59.8 49.6 83.0 69.5: 17.0 30.5 Old : 100.0: 8.3 5.1 14.9 59.8 49.6 83.0 69.5: 17.0 30.5 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 : 50: 12 6 9 25 22 40 34: Old : 50: 12 6 9 25 22 40 34: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 40.0 28.9 54.3 47.8 38.2 28.3 48.6 39.4 Old : 40.0 28.9 54.3 47.8 38.2 28.3 48.6 39.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642 Commitments of Traders with Delta-adjusted Options and Futures Combined, January 16, 2007 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 40,000 POUNDS) : : : : All : 179,403: 33,271 22,701 41,144 79,434 82,319 153,849 146,165: 25,554 33,238 Old : 173,818: 30,518 23,036 40,420 79,291 78,286 150,229 141,743: 23,589 32,075 Other: 5,585: 3,477 389 0 143 4,033 3,620 4,422: 1,965 1,163 : : : : : Changes in Commitments from: January 9, 2007 : : 2,013: 3,994 -1,384 4,458 -6,991 -416 1,460 2,657: 552 -645 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 18.5 12.7 22.9 44.3 45.9 85.8 81.5: 14.2 18.5 Old : 100.0: 17.6 13.3 23.3 45.6 45.0 86.4 81.5: 13.6 18.5 Other: 100.0: 62.3 7.0 0.0 2.6 72.2 64.8 79.2: 35.2 20.8 : : : :# Traders : Number of Traders in Each Category : All : 212: 66 68 83 39 43 152 167: Old : 212: 68 70 82 38 43 150 167: Other: 39: 13 7 0 4 17 17 24: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 26.6 31.1 39.3 37.8 26.6 27.5 36.6 32.2 Old : 27.5 31.1 40.5 37.6 27.5 28.2 37.6 32.8 Other: 44.5 53.5 58.2 67.3 44.5 53.5 58.2 67.3 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642 Commitments of Traders with Delta-adjusted Options and Futures Combined, January 16, 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 : 283,809: 66,267 22,141 75,534 114,976 118,824 256,777 216,499: 27,032 67,310 Old : 283,809: 66,267 22,141 75,534 114,976 118,824 256,777 216,499: 27,032 67,310 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 9, 2007 : : 7,458: 2,736 2,339 2,941 3,071 597 8,747 5,877: -1,289 1,581 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 23.3 7.8 26.6 40.5 41.9 90.5 76.3: 9.5 23.7 Old : 100.0: 23.3 7.8 26.6 40.5 41.9 90.5 76.3: 9.5 23.7 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 : 356: 99 66 106 91 148 257 282: Old : 356: 99 66 106 91 148 257 282: 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 : 21.9 11.0 33.3 18.7 21.9 9.0 31.5 13.3 Old : 21.9 11.0 33.3 18.7 21.9 9.0 31.5 13.3 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 16, 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 : 6,212: 1,904 2,442 757 1,566 1,176 4,226 4,375: 1,986 1,837 Old : 6,212: 1,904 2,442 757 1,566 1,176 4,226 4,375: 1,986 1,837 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 9, 2007 : : -24: -110 4 155 130 -441 175 -282: -199 258 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 30.6 39.3 12.2 25.2 18.9 68.0 70.4: 32.0 29.6 Old : 100.0: 30.6 39.3 12.2 25.2 18.9 68.0 70.4: 32.0 29.6 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 : 61: 19 24 10 7 14 31 43: Old : 61: 19 24 10 7 14 31 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 : 31.3 22.3 45.1 35.3 31.3 22.3 42.2 33.5 Old : 31.3 22.3 45.1 35.3 31.3 22.3 42.2 33.5 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 16, 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 : 32,528: 7,814 7,554 4,513 13,095 6,191 25,421 18,258: 7,106 14,270 Old : 32,528: 7,814 7,554 4,513 13,095 6,191 25,421 18,258: 7,106 14,270 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 9, 2007 : : 1,955: 375 163 210 698 318 1,283 690: 672 1,264 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 24.0 23.2 13.9 40.3 19.0 78.2 56.1: 21.8 43.9 Old : 100.0: 24.0 23.2 13.9 40.3 19.0 78.2 56.1: 21.8 43.9 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 : 139: 35 39 28 45 39 98 94: Old : 139: 35 39 28 45 39 98 94: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 14.8 9.2 25.0 16.2 13.9 8.3 24.1 14.3 Old : 14.8 9.2 25.0 16.2 13.9 8.3 24.1 14.3 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 16, 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 : 160,904: 21,853 100,999 5,576 101,501 22,126 128,930 128,702: 31,974 32,202 Old : 160,904: 21,853 100,999 5,576 101,501 22,126 128,930 128,702: 31,974 32,202 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 9, 2007 : : -2,873: 1,423 -4,545 166 -5,044 2,033 -3,455 -2,346: 581 -527 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 13.6 62.8 3.5 63.1 13.8 80.1 80.0: 19.9 20.0 Old : 100.0: 13.6 62.8 3.5 63.1 13.8 80.1 80.0: 19.9 20.0 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 : 97: 20 46 7 22 21 45 71: Old : 97: 20 46 7 22 21 45 71: 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 : 45.1 25.3 56.6 34.8 44.0 25.3 55.5 34.8 Old : 45.1 25.3 56.6 34.8 44.0 25.3 55.5 34.8 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 16, 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 : 85,561: 6,798 48,745 399 66,441 15,467 73,637 64,611: 11,924 20,950 Old : 85,561: 6,798 48,745 399 66,441 15,467 73,637 64,611: 11,924 20,950 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 9, 2007 : : 3,231: -1,100 647 -142 5,807 -2,339 4,566 -1,834: -1,335 5,064 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 7.9 57.0 0.5 77.7 18.1 86.1 75.5: 13.9 24.5 Old : 100.0: 7.9 57.0 0.5 77.7 18.1 86.1 75.5: 13.9 24.5 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: 9 23 1 13 8 22 32: Old : 49: 9 23 1 13 8 22 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 : 64.6 32.3 75.4 48.2 64.5 32.3 74.9 48.1 Old : 64.6 32.3 75.4 48.2 64.5 32.3 74.9 48.1 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 16, 2007 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 500,000 MEXICAN PESOS) : : : : All : 90,757: 49,620 23,120 708 36,195 64,018 86,523 87,846: 4,234 2,911 Old : 90,757: 49,620 23,120 708 36,195 64,018 86,523 87,846: 4,234 2,911 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 9, 2007 : : -3,072: -2,960 -1,594 -6 -369 -1,361 -3,335 -2,961: 263 -111 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 54.7 25.5 0.8 39.9 70.5 95.3 96.8: 4.7 3.2 Old : 100.0: 54.7 25.5 0.8 39.9 70.5 95.3 96.8: 4.7 3.2 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 : 83: 32 23 2 19 14 52 38: Old : 83: 32 23 2 19 14 52 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 : 53.5 59.9 64.9 81.1 37.4 50.4 48.9 65.7 Old : 53.5 59.9 64.9 81.1 37.4 50.4 48.9 65.7 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 16, 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 : 155,935: 96,221 11,309 3,466 17,194 118,455 116,881 133,229: 39,055 22,706 Old : 155,935: 96,221 11,309 3,466 17,194 118,455 116,881 133,229: 39,055 22,706 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 9, 2007 : : 19,446: 27,367 1,262 966 -11,041 16,562 17,292 18,789: 2,153 656 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 61.7 7.3 2.2 11.0 76.0 75.0 85.4: 25.0 14.6 Old : 100.0: 61.7 7.3 2.2 11.0 76.0 75.0 85.4: 25.0 14.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 73: 35 10 9 12 21 51 36: Old : 73: 35 10 9 12 21 51 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 : 33.5 45.9 48.3 62.1 33.5 45.8 48.3 61.6 Old : 33.5 45.9 48.3 62.1 33.5 45.8 48.3 61.6 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 16, 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 : 318,157: 54,711 194,327 6,769 209,077 72,199 270,557 273,295: 47,600 44,862 Old : 318,157: 54,711 194,327 6,769 209,077 72,199 270,557 273,295: 47,600 44,862 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 9, 2007 : : 22,428: 1,088 16,604 505 24,098 3,083 25,691 20,192: -3,264 2,235 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 17.2 61.1 2.1 65.7 22.7 85.0 85.9: 15.0 14.1 Old : 100.0: 17.2 61.1 2.1 65.7 22.7 85.0 85.9: 15.0 14.1 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 : 126: 32 59 15 26 20 66 86: Old : 126: 32 59 15 26 20 66 86: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 54.4 33.6 66.4 49.4 53.4 33.6 65.3 49.1 Old : 54.4 33.6 66.4 49.4 53.4 33.6 65.3 49.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741 Commitments of Traders with Delta-adjusted Options and Futures Combined, January 16, 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 : 190,188: 65,998 14,401 16,324 38,176 114,993 120,498 145,718: 69,691 44,470 Old : 190,188: 65,998 14,401 16,324 38,176 114,993 120,498 145,718: 69,691 44,470 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 9, 2007 : : -15,120: -26,021 -4,160 2,661 4,005 -23,101 -19,355 -24,600: 4,235 9,480 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 34.7 7.6 8.6 20.1 60.5 63.4 76.6: 36.6 23.4 Old : 100.0: 34.7 7.6 8.6 20.1 60.5 63.4 76.6: 36.6 23.4 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 : 132: 60 28 38 35 29 112 78: Old : 132: 60 28 38 35 29 112 78: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 14.0 41.9 20.7 51.1 13.9 40.7 19.9 48.9 Old : 14.0 41.9 20.7 51.1 13.9 40.7 19.9 48.9 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 with Delta-adjusted Options and Futures Combined, January 16, 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 : 19,988: 14,032 631 0 4,173 18,429 18,205 19,060: 1,783 928 Old : 19,988: 14,032 631 0 4,173 18,429 18,205 19,060: 1,783 928 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 9, 2007 : : -452: -1,251 -34 0 873 -375 -378 -409: -74 -43 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 70.2 3.2 0.0 20.9 92.2 91.1 95.4: 8.9 4.6 Old : 100.0: 70.2 3.2 0.0 20.9 92.2 91.1 95.4: 8.9 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 : 35: 17 2 0 10 9 27 11: Old : 35: 17 2 0 10 9 27 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 : 55.7 80.7 69.2 92.5 54.1 74.6 66.4 86.3 Old : 55.7 80.7 69.2 92.5 54.1 74.6 66.4 86.3 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 16, 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 : 56,548: 12,174 0 1,433 37,947 50,214 51,554 51,647: 4,994 4,901 Old : 56,548: 12,174 0 1,433 37,947 50,214 51,554 51,647: 4,994 4,901 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 9, 2007 : : 2,016: -287 0 1,159 618 1,519 1,490 2,678: 526 -662 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 21.5 0.0 2.5 67.1 88.8 91.2 91.3: 8.8 8.7 Old : 100.0: 21.5 0.0 2.5 67.1 88.8 91.2 91.3: 8.8 8.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 25: 7 0 2 14 11 21 13: Old : 25: 7 0 2 14 11 21 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 : 44.6 78.6 63.4 87.7 42.5 77.4 60.8 82.3 Old : 44.6 78.6 63.4 87.7 42.5 77.4 60.8 82.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741 Commitments of Traders with Delta-adjusted Options and Futures Combined, January 16, 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 :14,490,949: 367,068 695,784 3,877,202 9,165,238 8,487,873 13,409,508 13,060,859: 1,081,441 1,430,090 Old :14,490,949: 367,068 695,784 3,877,202 9,165,238 8,487,873 13,409,508 13,060,859: 1,081,441 1,430,090 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 9, 2007 : : 234,419: 5,169 55,128 43,133 116,688 92,069 164,990 190,330: 69,429 44,089 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 2.5 4.8 26.8 63.2 58.6 92.5 90.1: 7.5 9.9 Old : 100.0: 2.5 4.8 26.8 63.2 58.6 92.5 90.1: 7.5 9.9 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 : 312: 72 61 108 159 167 280 291: Old : 312: 72 61 108 159 167 280 291: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 28.4 13.6 37.7 22.5 25.5 8.4 28.6 13.5 Old : 28.4 13.6 37.7 22.5 25.5 8.4 28.6 13.5 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 16, 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 : 718,035: 64,284 49,779 51,469 443,599 485,782 559,352 587,030: 158,683 131,004 Old : 718,035: 64,284 49,779 51,469 443,599 485,782 559,352 587,030: 158,683 131,004 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 9, 2007 : : 7,132: 531 -5,024 -990 3,570 -897 3,111 -6,911: 4,021 14,043 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 9.0 6.9 7.2 61.8 67.7 77.9 81.8: 22.1 18.2 Old : 100.0: 9.0 6.9 7.2 61.8 67.7 77.9 81.8: 22.1 18.2 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 : 226: 53 58 79 90 64 192 154: Old : 226: 53 58 79 90 64 192 154: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 18.8 26.7 25.3 37.8 18.7 26.7 24.9 37.7 Old : 18.8 26.7 25.3 37.8 18.7 26.7 24.9 37.7 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 16, 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 : 1,746,075: 368,768 229,107 117,506 913,811 1,250,345 1,400,085 1,596,958: 345,990 149,117 Old : 1,746,075: 368,768 229,107 117,506 913,811 1,250,345 1,400,085 1,596,958: 345,990 149,117 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 9, 2007 : : 69,640: 43,092 3,285 12,074 -11,338 51,830 43,828 67,189: 25,812 2,451 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 21.1 13.1 6.7 52.3 71.6 80.2 91.5: 19.8 8.5 Old : 100.0: 21.1 13.1 6.7 52.3 71.6 80.2 91.5: 19.8 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 : 281: 81 87 81 78 69 211 185: Old : 281: 81 87 81 78 69 211 185: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 18.5 28.5 28.7 45.1 13.3 26.1 22.2 38.4 Old : 18.5 28.5 28.7 45.1 13.3 26.1 22.2 38.4 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 16, 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 : 7,772: 1,238 0 0 3,656 5,877 4,894 5,877: 2,878 1,895 Old : 7,772: 1,238 0 0 3,656 5,877 4,894 5,877: 2,878 1,895 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 9, 2007 : : 79: -39 0 0 -2 143 -41 143: 120 -64 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 15.9 0.0 0.0 47.0 75.6 63.0 75.6: 37.0 24.4 Old : 100.0: 15.9 0.0 0.0 47.0 75.6 63.0 75.6: 37.0 24.4 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 : 23: 3 0 0 11 11 14 11: Old : 23: 3 0 0 11 11 14 11: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 31.7 49.6 48.5 67.6 31.7 47.2 48.5 65.2 Old : 31.7 49.6 48.5 67.6 31.7 47.2 48.5 65.2 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 16, 2007 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (S&P 400 INDEX X $100) : : : : All : 74,207: 11,450 33,461 524 49,503 36,701 61,477 70,686: 12,730 3,521 Old : 74,207: 11,450 33,461 524 49,503 36,701 61,477 70,686: 12,730 3,521 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 9, 2007 : : 829: 1,310 -1,524 -6 -2,759 2,266 -1,455 736: 2,284 93 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 15.4 45.1 0.7 66.7 49.5 82.8 95.3: 17.2 4.7 Old : 100.0: 15.4 45.1 0.7 66.7 49.5 82.8 95.3: 17.2 4.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 70: 10 11 2 32 24 44 36: Old : 70: 10 11 2 32 24 44 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 : 32.6 49.4 53.4 66.5 31.9 48.8 51.8 66.0 Old : 32.6 49.4 53.4 66.5 31.9 48.8 51.8 66.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NEW YORK HDD - CHICAGO MERCANTILE EXCHANGE Code-16264H Commitments of Traders with Delta-adjusted Options and Futures Combined, January 16, 2007 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CME HDD INDEX X $20) : : : : All : 3,997: 1,398 1,495 901 1,556 1,209 3,855 3,605: 142 391 Old : 3,997: 1,398 1,495 901 1,556 1,209 3,855 3,605: 142 391 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 9, 2007 : : 1,032: 173 135 333 526 331 1,032 798: -1 233 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 35.0 37.4 22.6 38.9 30.2 96.5 90.2: 3.5 9.8 Old : 100.0: 35.0 37.4 22.6 38.9 30.2 96.5 90.2: 3.5 9.8 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 : 23: 6 6 4 8 8 17 15: Old : 23: 6 6 4 8 8 17 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 : 51.5 64.9 78.4 81.1 43.6 35.2 56.8 49.8 Old : 51.5 64.9 78.4 81.1 43.6 35.2 56.8 49.8 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 16, 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 : 46,919: 13,562 9,831 287 22,495 29,686 36,344 39,804: 10,575 7,115 Old : 46,919: 13,562 9,831 287 22,495 29,686 36,344 39,804: 10,575 7,115 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 9, 2007 : : 1,419: 6,071 -1,070 93 -1,040 1,115 5,124 138: -3,705 1,281 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 28.9 21.0 0.6 47.9 63.3 77.5 84.8: 22.5 15.2 Old : 100.0: 28.9 21.0 0.6 47.9 63.3 77.5 84.8: 22.5 15.2 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 : 75: 19 15 6 26 23 47 42: Old : 75: 19 15 6 26 23 47 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 : 33.3 37.9 45.5 53.2 33.3 37.5 45.3 52.5 Old : 33.3 37.9 45.5 53.2 33.3 37.5 45.3 52.5 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 16, 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 : 384,749: 143,630 111,500 9,951 196,091 233,401 349,672 354,852: 35,077 29,897 Old : 384,749: 143,630 111,500 9,951 196,091 233,401 349,672 354,852: 35,077 29,897 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 9, 2007 : : 41,904: 31,632 27,368 -765 9,503 45,271 40,370 71,874: 1,533 -29,971 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 37.3 29.0 2.6 51.0 60.7 90.9 92.2: 9.1 7.8 Old : 100.0: 37.3 29.0 2.6 51.0 60.7 90.9 92.2: 9.1 7.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 243: 83 62 25 65 49 165 119: Old : 243: 83 62 25 65 49 165 119: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 28.4 27.9 40.7 46.8 26.6 26.6 36.9 43.4 Old : 28.4 27.9 40.7 46.8 26.6 26.6 36.9 43.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741 Commitments of Traders with Delta-adjusted Options and Futures Combined, January 16, 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 : 122,119: 73,505 6,789 76 17,509 103,901 91,089 110,766: 31,030 11,352 Old : 122,119: 73,505 6,789 76 17,509 103,901 91,089 110,766: 31,030 11,352 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 9, 2007 : : 5,362: 11,527 -5,343 -740 -9,345 9,488 1,442 3,405: 3,919 1,956 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 60.2 5.6 0.1 14.3 85.1 74.6 90.7: 25.4 9.3 Old : 100.0: 60.2 5.6 0.1 14.3 85.1 74.6 90.7: 25.4 9.3 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 : 64: 36 6 2 11 15 48 22: Old : 64: 36 6 2 11 15 48 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 : 25.2 69.1 36.3 80.8 25.2 69.0 36.3 80.4 Old : 25.2 69.1 36.3 80.8 25.2 69.0 36.3 80.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE Code-239741 Commitments of Traders with Delta-adjusted Options and Futures Combined, January 16, 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 : 29,067: 1,585 5,203 0 22,151 15,567 23,736 20,770: 5,330 8,297 Old : 29,067: 1,585 5,203 0 22,151 15,567 23,736 20,770: 5,330 8,297 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 9, 2007 : : 2,103: 758 -159 0 628 964 1,386 805: 717 1,298 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 5.5 17.9 0.0 76.2 53.6 81.7 71.5: 18.3 28.5 Old : 100.0: 5.5 17.9 0.0 76.2 53.6 81.7 71.5: 18.3 28.5 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 : 51: 2 12 0 24 20 26 32: Old : 51: 2 12 0 24 20 26 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 : 43.9 27.6 59.0 43.6 43.7 27.6 58.8 43.6 Old : 43.9 27.6 59.0 43.6 43.7 27.6 58.8 43.6 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 16, 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 : 372,680: 70,483 117,388 9,633 256,960 228,580 337,076 355,601: 35,605 17,079 Old : 372,680: 70,483 117,388 9,633 256,960 228,580 337,076 355,601: 35,605 17,079 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 9, 2007 : : 11,790: 3,522 -1,247 1,137 5,890 14,277 10,550 14,167: 1,241 -2,377 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 18.9 31.5 2.6 68.9 61.3 90.4 95.4: 9.6 4.6 Old : 100.0: 18.9 31.5 2.6 68.9 61.3 90.4 95.4: 9.6 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 : 248: 54 95 56 51 74 148 182: Old : 248: 54 95 56 51 74 148 182: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 45.4 26.1 55.2 37.5 44.9 24.1 54.4 35.4 Old : 45.4 26.1 55.2 37.5 44.9 24.1 54.4 35.4 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 16, 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 : 44,417: 10,690 12,572 51 24,619 23,799 35,359 36,421: 9,058 7,996 Old : 44,417: 10,690 12,572 51 24,619 23,799 35,359 36,421: 9,058 7,996 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 9, 2007 : : 628: -345 1,792 40 542 -1,300 237 532: 391 96 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 24.1 28.3 0.1 55.4 53.6 79.6 82.0: 20.4 18.0 Old : 100.0: 24.1 28.3 0.1 55.4 53.6 79.6 82.0: 20.4 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 : 76: 25 17 3 16 23 43 41: Old : 76: 25 17 3 16 23 43 41: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 39.3 38.9 51.7 53.8 39.3 38.5 50.2 50.2 Old : 39.3 38.9 51.7 53.8 39.3 38.5 50.2 50.2 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 16, 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 : 34,203: 6,678 1,943 421 19,771 26,838 26,870 29,202: 7,333 5,001 Old : 34,203: 6,678 1,943 421 19,771 26,838 26,870 29,202: 7,333 5,001 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 9, 2007 : : -2,004: 132 -350 -121 -546 1,031 -535 560: -1,469 -2,564 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 19.5 5.7 1.2 57.8 78.5 78.6 85.4: 21.4 14.6 Old : 100.0: 19.5 5.7 1.2 57.8 78.5 78.6 85.4: 21.4 14.6 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 : 47: 13 6 1 17 13 31 19: Old : 47: 13 6 1 17 13 31 19: 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 : 31.0 68.6 45.7 76.3 27.6 61.3 41.4 68.0 Old : 31.0 68.6 45.7 76.3 27.6 61.3 41.4 68.0 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 16, 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 : 22,556: 4,691 1,925 41 15,365 19,051 20,097 21,017: 2,459 1,539 Old : 22,556: 4,691 1,925 41 15,365 19,051 20,097 21,017: 2,459 1,539 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 9, 2007 : : 49: -1,486 -885 -29 -362 211 -1,877 -703: 1,926 752 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 20.8 8.5 0.2 68.1 84.5 89.1 93.2: 10.9 6.8 Old : 100.0: 20.8 8.5 0.2 68.1 84.5 89.1 93.2: 10.9 6.8 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 : 27: 8 8 1 9 3 17 12: Old : 27: 8 8 1 9 3 17 12: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 65.8 88.5 80.5 91.9 65.6 88.5 80.3 91.9 Old : 65.8 88.5 80.5 91.9 65.6 88.5 80.3 91.9 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 16, 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 : 52,131: 7,989 12,706 2,205 24,716 28,270 34,910 43,181: 17,221 8,950 Old : 52,131: 7,989 12,706 2,205 24,716 28,270 34,910 43,181: 17,221 8,950 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 9, 2007 : : 9,844: 3,594 5,092 182 2,462 642 6,238 5,916: 3,606 3,928 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 15.3 24.4 4.2 47.4 54.2 67.0 82.8: 33.0 17.2 Old : 100.0: 15.3 24.4 4.2 47.4 54.2 67.0 82.8: 33.0 17.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 58: 9 14 9 26 29 39 48: Old : 58: 9 14 9 26 29 39 48: 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 : 25.6 32.2 41.7 46.4 19.0 24.3 28.0 34.2 Old : 25.6 32.2 41.7 46.4 19.0 24.3 28.0 34.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 19, 2007