MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 23, 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 : 35,591: 3,026 1,942 5,514 20,967 17,522 29,508 24,978: 6,084 10,613
Old : 35,591: 3,026 1,942 5,514 20,967 17,522 29,508 24,978: 6,084 10,613
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 16, 2007 :
: 2,270: 262 258 561 1,030 995 1,853 1,814: 417 456
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.5 5.5 15.5 58.9 49.2 82.9 70.2: 17.1 29.8
Old : 100.0: 8.5 5.5 15.5 58.9 49.2 82.9 70.2: 17.1 29.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 53: 15 6 9 24 22 42 34:
Old : 53: 15 6 9 24 22 42 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 : 39.8 28.2 53.8 47.4 38.0 26.6 48.0 38.4
Old : 39.8 28.2 53.8 47.4 38.0 26.6 48.0 38.4
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 23, 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 : 177,069: 32,086 23,400 39,788 78,956 82,401 150,831 145,589: 26,238 31,480
Old : 170,889: 28,903 23,736 39,074 78,793 77,823 146,771 140,633: 24,119 30,257
Other: 6,180: 3,896 378 1 163 4,578 4,060 4,957: 2,120 1,223
: : :
: : Changes in Commitments from: January 16, 2007 :
: -2,334: -1,184 699 -1,356 -478 81 -3,018 -575: 684 -1,759
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.1 13.2 22.5 44.6 46.5 85.2 82.2: 14.8 17.8
Old : 100.0: 16.9 13.9 22.9 46.1 45.5 85.9 82.3: 14.1 17.7
Other: 100.0: 63.0 6.1 0.0 2.6 74.1 65.7 80.2: 34.3 19.8
: : :
:# Traders : Number of Traders in Each Category :
All : 215: 71 68 90 42 43 165 166:
Old : 214: 70 71 89 41 43 162 166:
Other: 49: 19 9 1 5 18 25 27:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.3 31.5 38.8 38.1 26.3 28.0 36.1 33.4
Old : 27.3 31.3 40.2 38.0 27.2 28.6 37.3 33.6
Other: 42.8 52.6 54.6 69.2 42.8 52.6 54.6 69.2
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 23, 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 : 278,693: 65,793 22,068 71,779 115,481 121,783 253,054 215,630: 25,640 63,063
Old : 278,693: 65,793 22,068 71,779 115,481 121,783 253,054 215,630: 25,640 63,063
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 16, 2007 :
: -5,115: -474 -73 -3,754 505 2,959 -3,723 -868: -1,392 -4,247
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.6 7.9 25.8 41.4 43.7 90.8 77.4: 9.2 22.6
Old : 100.0: 23.6 7.9 25.8 41.4 43.7 90.8 77.4: 9.2 22.6
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 : 355: 99 68 105 87 149 252 282:
Old : 355: 99 68 105 87 149 252 282:
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 : 22.5 11.8 33.7 19.2 22.5 8.8 32.3 13.8
Old : 22.5 11.8 33.7 19.2 22.5 8.8 32.3 13.8
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 23, 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 : 6,989: 2,418 3,623 661 1,848 968 4,927 5,252: 2,062 1,736
Old : 6,989: 2,418 3,623 661 1,848 968 4,927 5,252: 2,062 1,736
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 16, 2007 :
: 776: 514 1,181 -97 282 -208 700 877: 76 -101
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.6 51.8 9.5 26.4 13.9 70.5 75.2: 29.5 24.8
Old : 100.0: 34.6 51.8 9.5 26.4 13.9 70.5 75.2: 29.5 24.8
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 : 71: 23 28 10 11 14 39 48:
Old : 71: 23 28 10 11 14 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 : 27.6 23.0 42.0 37.1 27.6 23.0 39.9 37.1
Old : 27.6 23.0 42.0 37.1 27.6 23.0 39.9 37.1
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 23, 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 : 33,669: 8,739 8,069 4,627 13,654 6,710 27,019 19,406: 6,650 14,263
Old : 33,669: 8,739 8,069 4,627 13,654 6,710 27,019 19,406: 6,650 14,263
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 16, 2007 :
: 1,141: 925 515 114 559 519 1,598 1,148: -457 -7
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.0 24.0 13.7 40.6 19.9 80.2 57.6: 19.8 42.4
Old : 100.0: 26.0 24.0 13.7 40.6 19.9 80.2 57.6: 19.8 42.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 148: 34 45 28 45 43 99 101:
Old : 148: 34 45 28 45 43 99 101:
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 : 14.6 9.3 24.6 16.3 14.4 8.9 24.3 14.6
Old : 14.6 9.3 24.6 16.3 14.4 8.9 24.3 14.6
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 23, 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 : 161,526: 22,208 100,336 6,120 99,690 23,210 128,019 129,667: 33,507 31,859
Old : 161,526: 22,208 100,336 6,120 99,690 23,210 128,019 129,667: 33,507 31,859
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 16, 2007 :
: 622: 356 -663 544 -1,811 1,084 -912 965: 1,534 -343
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.7 62.1 3.8 61.7 14.4 79.3 80.3: 20.7 19.7
Old : 100.0: 13.7 62.1 3.8 61.7 14.4 79.3 80.3: 20.7 19.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 98: 21 44 8 23 22 48 70:
Old : 98: 21 44 8 23 22 48 70:
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 : 43.0 27.5 54.0 37.1 42.0 27.5 53.0 37.1
Old : 43.0 27.5 54.0 37.1 42.0 27.5 53.0 37.1
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 23, 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 : 85,714: 5,795 49,387 709 68,730 16,512 75,235 66,609: 10,478 19,105
Old : 85,714: 5,795 49,387 709 68,730 16,512 75,235 66,609: 10,478 19,105
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 16, 2007 :
: 153: -1,002 642 311 2,290 1,045 1,598 1,997: -1,445 -1,845
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.8 57.6 0.8 80.2 19.3 87.8 77.7: 12.2 22.3
Old : 100.0: 6.8 57.6 0.8 80.2 19.3 87.8 77.7: 12.2 22.3
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 : 52: 9 27 3 12 7 21 37:
Old : 52: 9 27 3 12 7 21 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 : 66.2 32.0 77.0 48.8 66.2 32.0 76.4 48.7
Old : 66.2 32.0 77.0 48.8 66.2 32.0 76.4 48.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 23, 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 : 90,426: 45,335 27,230 507 39,490 57,303 85,332 85,040: 5,094 5,386
Old : 90,426: 45,335 27,230 507 39,490 57,303 85,332 85,040: 5,094 5,386
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 16, 2007 :
: -331: -4,285 4,110 -201 3,295 -6,715 -1,191 -2,806: 860 2,475
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.1 30.1 0.6 43.7 63.4 94.4 94.0: 5.6 6.0
Old : 100.0: 50.1 30.1 0.6 43.7 63.4 94.4 94.0: 5.6 6.0
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 : 79: 30 23 2 19 13 50 37:
Old : 79: 30 23 2 19 13 50 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 : 54.4 62.3 65.7 78.1 38.9 51.4 50.2 62.9
Old : 54.4 62.3 65.7 78.1 38.9 51.4 50.2 62.9
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 23, 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 : 170,756: 109,894 14,292 3,296 16,724 129,618 129,913 147,206: 40,842 23,549
Old : 170,756: 109,894 14,292 3,296 16,724 129,618 129,913 147,206: 40,842 23,549
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 16, 2007 :
: 14,820: 13,673 2,984 -170 -470 11,163 13,033 13,977: 1,788 843
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.4 8.4 1.9 9.8 75.9 76.1 86.2: 23.9 13.8
Old : 100.0: 64.4 8.4 1.9 9.8 75.9 76.1 86.2: 23.9 13.8
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 : 76: 39 10 8 11 20 53 35:
Old : 76: 39 10 8 11 20 53 35:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.3 43.0 47.5 60.8 33.3 43.0 47.5 60.8
Old : 33.3 43.0 47.5 60.8 33.3 43.0 47.5 60.8
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 23, 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 : 374,432: 45,951 217,129 12,551 268,572 102,706 327,074 332,386: 47,358 42,046
Old : 374,432: 45,951 217,129 12,551 268,572 102,706 327,074 332,386: 47,358 42,046
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 16, 2007 :
: 56,275: -8,760 22,802 5,783 59,495 30,506 56,518 59,091: -242 -2,816
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.3 58.0 3.4 71.7 27.4 87.4 88.8: 12.6 11.2
Old : 100.0: 12.3 58.0 3.4 71.7 27.4 87.4 88.8: 12.6 11.2
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 : 134: 31 67 17 28 21 68 96:
Old : 134: 31 67 17 28 21 68 96:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.4 29.8 68.1 48.3 49.8 29.7 60.2 42.9
Old : 55.4 29.8 68.1 48.3 49.8 29.7 60.2 42.9
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 23, 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 : 197,434: 75,641 16,014 18,093 43,002 122,494 136,736 156,601: 60,698 40,834
Old : 197,434: 75,641 16,014 18,093 43,002 122,494 136,736 156,601: 60,698 40,834
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 16, 2007 :
: 7,246: 9,644 1,613 1,768 4,826 7,501 16,238 10,883: -8,992 -3,636
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.3 8.1 9.2 21.8 62.0 69.3 79.3: 30.7 20.7
Old : 100.0: 38.3 8.1 9.2 21.8 62.0 69.3 79.3: 30.7 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 : 144: 68 30 38 37 30 123 80:
Old : 144: 68 30 38 37 30 123 80:
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 : 14.3 43.4 20.7 52.8 14.2 42.0 20.0 50.1
Old : 14.3 43.4 20.7 52.8 14.2 42.0 20.0 50.1
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 23, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF NZ$ 100,000) :
: : :
All : 18,687: 11,450 1,255 0 4,745 16,429 16,195 17,684: 2,492 1,003
Old : 18,687: 11,450 1,255 0 4,745 16,429 16,195 17,684: 2,492 1,003
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 16, 2007 :
: -1,301: -2,582 624 0 572 -2,000 -2,010 -1,376: 709 75
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.3 6.7 0.0 25.4 87.9 86.7 94.6: 13.3 5.4
Old : 100.0: 61.3 6.7 0.0 25.4 87.9 86.7 94.6: 13.3 5.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 16 4 0 11 9 27 13:
Old : 37: 16 4 0 11 9 27 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 : 50.7 78.9 63.9 90.4 47.4 77.1 59.8 86.4
Old : 50.7 78.9 63.9 90.4 47.4 77.1 59.8 86.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 23, 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 :14,969,852: 473,825 836,398 4,136,378 9,313,236 8,555,712 13,923,440 13,528,489: 1,046,412 1,441,363
Old :14,969,852: 473,825 836,398 4,136,378 9,313,236 8,555,712 13,923,440 13,528,489: 1,046,412 1,441,363
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 16, 2007 :
: 478,903: 106,758 140,615 259,176 147,998 67,839 513,932 467,630: -35,029 11,274
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.2 5.6 27.6 62.2 57.2 93.0 90.4: 7.0 9.6
Old : 100.0: 3.2 5.6 27.6 62.2 57.2 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 : 322: 73 64 114 160 168 287 301:
Old : 322: 73 64 114 160 168 287 301:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.7 13.5 37.2 23.0 24.7 8.3 28.3 13.2
Old : 27.7 13.5 37.2 23.0 24.7 8.3 28.3 13.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 23, 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 : 698,845: 66,420 46,296 38,761 445,490 487,457 550,671 572,514: 148,174 126,331
Old : 698,845: 66,420 46,296 38,761 445,490 487,457 550,671 572,514: 148,174 126,331
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 16, 2007 :
: -19,189: 2,137 -3,483 -12,708 1,890 1,674 -8,680 -14,516: -10,509 -4,673
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.5 6.6 5.5 63.7 69.8 78.8 81.9: 21.2 18.1
Old : 100.0: 9.5 6.6 5.5 63.7 69.8 78.8 81.9: 21.2 18.1
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 : 208: 43 52 67 89 61 175 138:
Old : 208: 43 52 67 89 61 175 138:
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 27.2 26.5 38.5 19.3 27.2 25.6 38.4
Old : 19.5 27.2 26.5 38.5 19.3 27.2 25.6 38.4
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 23, 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 : 1,717,194: 353,548 276,798 71,447 949,644 1,231,117 1,374,638 1,579,362: 342,555 137,832
Old : 1,717,194: 353,548 276,798 71,447 949,644 1,231,117 1,374,638 1,579,362: 342,555 137,832
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 16, 2007 :
: -28,881: -15,221 47,692 -46,060 35,833 -19,229 -25,447 -17,597: -3,434 -11,285
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.6 16.1 4.2 55.3 71.7 80.1 92.0: 19.9 8.0
Old : 100.0: 20.6 16.1 4.2 55.3 71.7 80.1 92.0: 19.9 8.0
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 : 262: 78 74 68 76 68 197 167:
Old : 262: 78 74 68 76 68 197 167:
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 : 19.0 28.1 29.6 44.3 13.5 24.7 22.2 36.8
Old : 19.0 28.1 29.6 44.3 13.5 24.7 22.2 36.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-338741
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 23, 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 : 7,873: 1,027 0 3 3,861 5,612 4,891 5,615: 2,982 2,258
Old : 7,873: 1,027 0 3 3,861 5,612 4,891 5,615: 2,982 2,258
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 16, 2007 :
: 101: -211 0 3 205 -265 -3 -262: 104 363
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.0 0.0 0.0 49.0 71.3 62.1 71.3: 37.9 28.7
Old : 100.0: 13.0 0.0 0.0 49.0 71.3 62.1 71.3: 37.9 28.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 2 0 1 11 10 13 11:
Old : 21: 2 0 1 11 10 13 11:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.9 48.9 51.1 66.2 35.9 46.6 51.0 63.8
Old : 35.9 48.9 51.1 66.2 35.9 46.6 51.0 63.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 23, 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 : 73,366: 10,801 33,306 498 49,947 35,878 61,246 69,682: 12,120 3,684
Old : 73,366: 10,801 33,306 498 49,947 35,878 61,246 69,682: 12,120 3,684
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 16, 2007 :
: -841: -649 -155 -26 444 -823 -231 -1,004: -610 163
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.7 45.4 0.7 68.1 48.9 83.5 95.0: 16.5 5.0
Old : 100.0: 14.7 45.4 0.7 68.1 48.9 83.5 95.0: 16.5 5.0
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 : 73: 10 14 2 31 25 43 40:
Old : 73: 10 14 2 31 25 43 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 : 32.3 48.3 53.7 65.3 31.6 47.8 52.0 64.7
Old : 32.3 48.3 53.7 65.3 31.6 47.8 52.0 64.7
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 23, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CME HDD INDEX X $20) :
: : :
All : 4,516: 1,462 2,444 764 2,280 1,298 4,506 4,506: 10 10
Old : 4,516: 1,462 2,444 764 2,280 1,298 4,506 4,506: 10 10
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 16, 2007 :
: 519: 64 949 -137 724 90 651 901: -132 -381
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.4 54.1 16.9 50.5 28.7 99.8 99.8: 0.2 0.2
Old : 100.0: 32.4 54.1 16.9 50.5 28.7 99.8 99.8: 0.2 0.2
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: 4 5 5 9 7 17 13:
Old : 20: 4 5 5 9 7 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 : 51.1 75.1 77.2 93.9 50.5 60.2 64.1 66.3
Old : 51.1 75.1 77.2 93.9 50.5 60.2 64.1 66.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 23, 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 : 50,250: 13,517 11,250 125 26,133 33,072 39,776 44,447: 10,475 5,803
Old : 50,250: 13,517 11,250 125 26,133 33,072 39,776 44,447: 10,475 5,803
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 16, 2007 :
: 3,331: -45 1,418 -161 3,638 3,386 3,431 4,643: -100 -1,312
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.9 22.4 0.2 52.0 65.8 79.2 88.5: 20.8 11.5
Old : 100.0: 26.9 22.4 0.2 52.0 65.8 79.2 88.5: 20.8 11.5
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 : 77: 18 16 6 26 25 47 44:
Old : 77: 18 16 6 26 25 47 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 : 34.8 37.8 51.7 54.7 34.8 37.7 50.6 54.2
Old : 34.8 37.8 51.7 54.7 34.8 37.7 50.6 54.2
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 23, 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 : 390,453: 146,082 113,631 10,791 195,387 234,270 352,260 358,693: 38,193 31,760
Old : 390,453: 146,082 113,631 10,791 195,387 234,270 352,260 358,693: 38,193 31,760
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 16, 2007 :
: 5,704: 2,452 2,132 840 -704 869 2,588 3,841: 3,116 1,863
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.4 29.1 2.8 50.0 60.0 90.2 91.9: 9.8 8.1
Old : 100.0: 37.4 29.1 2.8 50.0 60.0 90.2 91.9: 9.8 8.1
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 : 235: 87 56 19 57 50 153 116:
Old : 235: 87 56 19 57 50 153 116:
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 25.4 40.0 42.7 26.0 24.7 36.3 42.0
Old : 29.1 25.4 40.0 42.7 26.0 24.7 36.3 42.0
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 23, 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 : 128,157: 86,840 9,655 76 11,257 108,961 98,173 118,692: 29,984 9,466
Old : 128,157: 86,840 9,655 76 11,257 108,961 98,173 118,692: 29,984 9,466
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 16, 2007 :
: 6,038: 13,335 2,865 1 -6,252 5,060 7,084 7,925: -1,045 -1,887
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.8 7.5 0.1 8.8 85.0 76.6 92.6: 23.4 7.4
Old : 100.0: 67.8 7.5 0.1 8.8 85.0 76.6 92.6: 23.4 7.4
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 : 72: 40 11 1 10 14 51 25:
Old : 72: 40 11 1 10 14 51 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.5 67.0 41.6 80.9 29.5 66.9 41.6 80.3
Old : 29.5 67.0 41.6 80.9 29.5 66.9 41.6 80.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE Code-239741
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 23, 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 : 31,660: 1,582 5,520 24 25,266 18,172 26,872 23,716: 4,788 7,944
Old : 31,660: 1,582 5,520 24 25,266 18,172 26,872 23,716: 4,788 7,944
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 16, 2007 :
: 2,593: -3 317 24 3,115 2,605 3,136 2,946: -543 -353
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.0 17.4 0.1 79.8 57.4 84.9 74.9: 15.1 25.1
Old : 100.0: 5.0 17.4 0.1 79.8 57.4 84.9 74.9: 15.1 25.1
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 : 55: 2 14 2 26 21 30 35:
Old : 55: 2 14 2 26 21 30 35:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.7 29.4 60.1 47.8 43.3 29.4 59.5 47.8
Old : 43.7 29.4 60.1 47.8 43.3 29.4 59.5 47.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-239742
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 23, 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 : 373,294: 67,034 123,211 3,541 268,010 226,411 338,585 353,163: 34,709 20,131
Old : 373,294: 67,034 123,211 3,541 268,010 226,411 338,585 353,163: 34,709 20,131
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 16, 2007 :
: 614: -3,449 5,823 -6,092 11,050 -2,168 1,509 -2,438: -896 3,051
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.0 33.0 0.9 71.8 60.7 90.7 94.6: 9.3 5.4
Old : 100.0: 18.0 33.0 0.9 71.8 60.7 90.7 94.6: 9.3 5.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 229: 44 90 39 50 69 126 166:
Old : 229: 44 90 39 50 69 126 166:
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 : 46.7 26.4 57.5 38.4 45.7 24.7 56.4 36.6
Old : 46.7 26.4 57.5 38.4 45.7 24.7 56.4 36.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 23, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NIKKEI INDEX X $5.00) :
: : :
All : 45,454: 10,931 14,399 130 24,903 22,609 35,964 37,138: 9,490 8,316
Old : 45,454: 10,931 14,399 130 24,903 22,609 35,964 37,138: 9,490 8,316
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 16, 2007 :
: 1,036: 241 1,827 79 284 -1,190 605 717: 432 320
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.0 31.7 0.3 54.8 49.7 79.1 81.7: 20.9 18.3
Old : 100.0: 24.0 31.7 0.3 54.8 49.7 79.1 81.7: 20.9 18.3
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: 21 18 1 13 19 35 37:
Old : 68: 21 18 1 13 19 35 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 : 38.5 41.3 52.5 53.4 38.5 37.1 50.5 49.0
Old : 38.5 41.3 52.5 53.4 38.5 37.1 50.5 49.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 23, 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 : 35,585: 6,952 2,162 630 19,929 28,757 27,511 31,549: 8,074 4,036
Old : 35,585: 6,952 2,162 630 19,929 28,757 27,511 31,549: 8,074 4,036
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 16, 2007 :
: 1,382: 274 219 209 158 1,919 641 2,347: 741 -965
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.5 6.1 1.8 56.0 80.8 77.3 88.7: 22.7 11.3
Old : 100.0: 19.5 6.1 1.8 56.0 80.8 77.3 88.7: 22.7 11.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 50: 15 5 2 16 16 32 22:
Old : 50: 15 5 2 16 16 32 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 : 33.1 67.6 48.0 74.9 29.0 59.6 42.8 66.3
Old : 33.1 67.6 48.0 74.9 29.0 59.6 42.8 66.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GOLDMAN-SACHS COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 23, 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 : 20,182: 5,109 1,849 41 14,517 17,342 19,667 19,232: 515 950
Old : 20,182: 5,109 1,849 41 14,517 17,342 19,667 19,232: 515 950
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 16, 2007 :
: -2,374: 418 -76 0 -848 -1,709 -430 -1,785: -1,944 -589
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.3 9.2 0.2 71.9 85.9 97.4 95.3: 2.6 4.7
Old : 100.0: 25.3 9.2 0.2 71.9 85.9 97.4 95.3: 2.6 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 : 27: 7 9 1 8 4 15 14:
Old : 27: 7 9 1 8 4 15 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 81.2 89.7 91.7 92.7 81.0 89.7 91.5 92.7
Old : 81.2 89.7 91.7 92.7 81.0 89.7 91.5 92.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE Code-597741
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 23, 2007
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: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
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: : (CONTRACTS OF Y100,000,000 FACE VALUE) :
: : :
All : 46,783: 4,421 11,752 2,056 24,075 27,558 30,552 41,366: 16,231 5,417
Old : 46,783: 4,421 11,752 2,056 24,075 27,558 30,552 41,366: 16,231 5,417
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 16, 2007 :
: -5,348: -3,568 -954 -149 -641 -712 -4,358 -1,815: -990 -3,533
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.5 25.1 4.4 51.5 58.9 65.3 88.4: 34.7 11.6
Old : 100.0: 9.5 25.1 4.4 51.5 58.9 65.3 88.4: 34.7 11.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 56: 9 14 7 25 27 37 45:
Old : 56: 9 14 7 25 27 37 45:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.9 33.4 40.5 48.2 17.8 24.8 25.8 35.2
Old : 26.9 33.4 40.5 48.2 17.8 24.8 25.8 35.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 26, 2007