MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 30, 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 : 39,471: 3,801 1,855 6,391 22,033 20,421 32,226 28,668: 7,245 10,804
Old : 39,471: 3,801 1,855 6,391 22,033 20,421 32,226 28,668: 7,245 10,804
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 23, 2007 :
: 3,880: 775 -87 877 1,066 2,899 2,718 3,690: 1,162 190
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.6 4.7 16.2 55.8 51.7 81.6 72.6: 18.4 27.4
Old : 100.0: 9.6 4.7 16.2 55.8 51.7 81.6 72.6: 18.4 27.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 57: 15 6 10 28 25 46 38:
Old : 57: 15 6 10 28 25 46 38:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.2 28.0 51.1 47.3 34.7 26.5 43.4 38.6
Old : 38.2 28.0 51.1 47.3 34.7 26.5 43.4 38.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 30, 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 : 187,011: 36,442 22,230 44,304 80,398 90,452 161,144 156,986: 25,866 30,025
Old : 179,960: 32,872 23,185 43,221 80,261 84,676 156,353 151,082: 23,606 28,878
Other: 7,051: 4,654 128 0 137 5,776 4,791 5,904: 2,260 1,147
: : :
: : Changes in Commitments from: January 23, 2007 :
: 9,942: 4,356 -1,171 4,516 1,442 8,051 10,314 11,397: -372 -1,455
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.5 11.9 23.7 43.0 48.4 86.2 83.9: 13.8 16.1
Old : 100.0: 18.3 12.9 24.0 44.6 47.1 86.9 84.0: 13.1 16.0
Other: 100.0: 66.0 1.8 0.0 1.9 81.9 67.9 83.7: 32.1 16.3
: : :
:# Traders : Number of Traders in Each Category :
All : 220: 75 67 96 40 41 179 160:
Old : 219: 73 71 95 39 41 176 160:
Other: 50: 24 5 1 3 19 27 25:
:----------------------------------------------------------------------------------------------------
: 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 32.6 37.6 39.9 24.8 28.3 34.1 33.5
Old : 26.2 32.2 39.1 39.3 25.7 29.0 35.3 33.5
Other: 41.2 62.2 51.8 77.0 41.2 62.2 51.8 77.0
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE Code-056641
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 30, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 1,427: 345 200 189 333 119 867 508: 560 919
Old : 1,427: 345 200 189 333 119 867 508: 560 919
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 23, 2007 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.2 14.0 13.3 23.3 8.3 60.8 35.6: 39.2 64.4
Old : 100.0: 24.2 14.0 13.3 23.3 8.3 60.8 35.6: 39.2 64.4
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 : 22: 10 5 6 4 2 19 10:
Old : 22: 10 5 6 4 2 19 10:
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 : 27.1 20.5 40.3 31.5 25.6 16.7 37.9 21.0
Old : 27.1 20.5 40.3 31.5 25.6 16.7 37.9 21.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 30, 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 : 274,851: 64,927 24,141 67,338 117,481 120,753 249,746 212,232: 25,105 62,618
Old : 274,851: 64,927 24,141 67,338 117,481 120,753 249,746 212,232: 25,105 62,618
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 23, 2007 :
: -3,843: -865 2,073 -4,442 1,999 -1,030 -3,308 -3,398: -535 -445
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.6 8.8 24.5 42.7 43.9 90.9 77.2: 9.1 22.8
Old : 100.0: 23.6 8.8 24.5 42.7 43.9 90.9 77.2: 9.1 22.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 348: 98 63 104 89 147 250 276:
Old : 348: 98 63 104 89 147 250 276:
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 : 22.7 12.4 34.1 20.7 22.7 9.4 32.9 14.5
Old : 22.7 12.4 34.1 20.7 22.7 9.4 32.9 14.5
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 30, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 110,000 BOARD FEET) :
: : :
All : 7,884: 2,450 3,950 990 2,053 1,052 5,493 5,993: 2,391 1,891
Old : 7,884: 2,450 3,950 990 2,053 1,052 5,493 5,993: 2,391 1,891
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 23, 2007 :
: 896: 32 327 330 205 84 567 740: 329 155
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.1 50.1 12.6 26.0 13.3 69.7 76.0: 30.3 24.0
Old : 100.0: 31.1 50.1 12.6 26.0 13.3 69.7 76.0: 30.3 24.0
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 : 75: 26 28 12 13 13 42 51:
Old : 75: 26 28 12 13 13 42 51:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.8 21.0 38.6 35.1 24.8 21.0 36.1 34.9
Old : 24.8 21.0 38.6 35.1 24.8 21.0 36.1 34.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 30, 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 : 33,150: 9,622 8,206 3,889 13,743 6,929 27,254 19,025: 5,896 14,126
Old : 33,150: 9,622 8,206 3,889 13,743 6,929 27,254 19,025: 5,896 14,126
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 23, 2007 :
: -518: 883 137 -738 90 219 235 -381: -754 -137
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.0 24.8 11.7 41.5 20.9 82.2 57.4: 17.8 42.6
Old : 100.0: 29.0 24.8 11.7 41.5 20.9 82.2 57.4: 17.8 42.6
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 : 147: 33 39 24 49 47 98 100:
Old : 147: 33 39 24 49 47 98 100:
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 : 14.9 9.4 25.2 16.2 14.7 9.1 25.0 14.9
Old : 14.9 9.4 25.2 16.2 14.7 9.1 25.0 14.9
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 30, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF CAD 100,000) :
: : :
All : 156,040: 21,403 92,468 7,191 95,740 24,809 124,334 124,468: 31,706 31,572
Old : 156,040: 21,403 92,468 7,191 95,740 24,809 124,334 124,468: 31,706 31,572
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 23, 2007 :
: -5,487: -805 -7,868 1,070 -3,950 1,598 -3,685 -5,199: -1,801 -287
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.7 59.3 4.6 61.4 15.9 79.7 79.8: 20.3 20.2
Old : 100.0: 13.7 59.3 4.6 61.4 15.9 79.7 79.8: 20.3 20.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 95: 22 41 10 22 22 49 68:
Old : 95: 22 41 10 22 22 49 68:
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 : 42.9 25.8 54.1 35.9 41.5 25.8 52.6 35.9
Old : 42.9 25.8 54.1 35.9 41.5 25.8 52.6 35.9
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 30, 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 : 102,875: 6,767 65,370 1,108 84,609 17,411 92,484 83,890: 10,391 18,985
Old : 102,875: 6,767 65,370 1,108 84,609 17,411 92,484 83,890: 10,391 18,985
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 23, 2007 :
: 17,161: 971 15,983 399 15,878 899 17,248 17,281: -88 -120
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.6 63.5 1.1 82.2 16.9 89.9 81.5: 10.1 18.5
Old : 100.0: 6.6 63.5 1.1 82.2 16.9 89.9 81.5: 10.1 18.5
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 : 58: 9 30 4 15 9 25 42:
Old : 58: 9 30 4 15 9 25 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 : 67.1 36.4 78.3 53.0 67.1 36.4 76.6 53.0
Old : 67.1 36.4 78.3 53.0 67.1 36.4 76.6 53.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 30, 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 : 95,737: 40,595 30,080 509 50,023 61,307 91,127 91,896: 4,610 3,841
Old : 95,737: 40,595 30,080 509 50,023 61,307 91,127 91,896: 4,610 3,841
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 23, 2007 :
: 5,311: -4,740 2,850 2 10,533 4,004 5,795 6,856: -484 -1,545
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.4 31.4 0.5 52.3 64.0 95.2 96.0: 4.8 4.0
Old : 100.0: 42.4 31.4 0.5 52.3 64.0 95.2 96.0: 4.8 4.0
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 : 88: 32 28 2 19 14 52 43:
Old : 88: 32 28 2 19 14 52 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 : 53.3 61.7 66.7 80.7 38.7 52.7 52.1 67.0
Old : 53.3 61.7 66.7 80.7 38.7 52.7 52.1 67.0
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 30, 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 : 153,464: 87,690 9,846 3,749 24,049 115,544 115,488 129,138: 37,977 24,326
Old : 153,464: 87,690 9,846 3,749 24,049 115,544 115,488 129,138: 37,977 24,326
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 23, 2007 :
: -17,291: -22,204 -4,447 453 7,325 -14,074 -14,425 -18,068: -2,866 777
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.1 6.4 2.4 15.7 75.3 75.3 84.1: 24.7 15.9
Old : 100.0: 57.1 6.4 2.4 15.7 75.3 75.3 84.1: 24.7 15.9
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 : 76: 38 9 9 13 22 54 37:
Old : 76: 38 9 9 13 22 54 37:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.7 46.6 44.7 63.0 30.7 46.3 44.6 62.7
Old : 30.7 46.6 44.7 63.0 30.7 46.3 44.6 62.7
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 30, 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 : 375,821: 35,910 215,746 13,896 278,739 105,472 328,545 335,114: 47,276 40,707
Old : 375,821: 35,910 215,746 13,896 278,739 105,472 328,545 335,114: 47,276 40,707
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 23, 2007 :
: 1,389: -10,041 -1,383 1,345 10,167 2,766 1,471 2,728: -82 -1,339
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.6 57.4 3.7 74.2 28.1 87.4 89.2: 12.6 10.8
Old : 100.0: 9.6 57.4 3.7 74.2 28.1 87.4 89.2: 12.6 10.8
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 : 132: 27 70 18 26 21 65 97:
Old : 132: 27 70 18 26 21 65 97:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.2 30.0 68.5 49.0 50.7 29.9 60.8 43.1
Old : 56.2 30.0 68.5 49.0 50.7 29.9 60.8 43.1
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 30, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF EUR 125,000) :
: : :
All : 203,153: 83,790 22,397 18,443 42,491 120,242 144,724 161,082: 58,429 42,071
Old : 203,153: 83,790 22,397 18,443 42,491 120,242 144,724 161,082: 58,429 42,071
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 23, 2007 :
: 5,719: 8,148 6,382 350 -511 -2,252 7,988 4,481: -2,269 1,238
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.2 11.0 9.1 20.9 59.2 71.2 79.3: 28.8 20.7
Old : 100.0: 41.2 11.0 9.1 20.9 59.2 71.2 79.3: 28.8 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 : 142: 72 28 38 35 29 120 82:
Old : 142: 72 28 38 35 29 120 82:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.8 41.7 26.1 52.4 18.3 40.6 24.6 49.7
Old : 18.8 41.7 26.1 52.4 18.3 40.6 24.6 49.7
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 30, 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 : 18,000: 8,758 637 0 7,489 16,413 16,247 17,050: 1,753 950
Old : 18,000: 8,758 637 0 7,489 16,413 16,247 17,050: 1,753 950
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 23, 2007 :
: -687: -2,692 -618 0 2,744 -16 52 -634: -739 -53
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.7 3.5 0.0 41.6 91.2 90.3 94.7: 9.7 5.3
Old : 100.0: 48.7 3.5 0.0 41.6 91.2 90.3 94.7: 9.7 5.3
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 : 38: 17 3 0 11 10 28 13:
Old : 38: 17 3 0 11 10 28 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 : 47.2 79.5 64.5 89.6 43.6 77.7 60.5 85.7
Old : 47.2 79.5 64.5 89.6 43.6 77.7 60.5 85.7
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 30, 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 : 39,119: 9,996 3,070 2,700 22,760 29,952 35,456 35,722: 3,663 3,397
Old : 39,119: 9,996 3,070 2,700 22,760 29,952 35,456 35,722: 3,663 3,397
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 23, 2007 :
: -17,429: -2,178 3,070 1,267 -15,187 -20,262 -16,098 -15,925: -1,331 -1,504
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.6 7.8 6.9 58.2 76.6 90.6 91.3: 9.4 8.7
Old : 100.0: 25.6 7.8 6.9 58.2 76.6 90.6 91.3: 9.4 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 : 20: 4 1 1 10 12 15 13:
Old : 20: 4 1 1 10 12 15 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 : 41.2 72.7 70.4 83.1 38.2 64.1 61.8 70.4
Old : 41.2 72.7 70.4 83.1 38.2 64.1 61.8 70.4
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 30, 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 :15,612,701: 562,259 920,990 4,493,909 9,502,055 8,733,904 14,558,223 14,148,803: 1,054,478 1,463,898
Old :15,612,701: 562,259 920,990 4,493,909 9,502,055 8,733,904 14,558,223 14,148,803: 1,054,478 1,463,898
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 23, 2007 :
: 642,848: 88,433 84,592 357,530 188,819 178,192 634,782 620,313: 8,066 22,535
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.6 5.9 28.8 60.9 55.9 93.2 90.6: 6.8 9.4
Old : 100.0: 3.6 5.9 28.8 60.9 55.9 93.2 90.6: 6.8 9.4
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 : 331: 80 64 112 165 175 293 309:
Old : 331: 80 64 112 165 175 293 309:
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 12.7 37.6 23.0 23.9 8.6 27.8 13.4
Old : 27.7 12.7 37.6 23.0 23.9 8.6 27.8 13.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 30, 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 : 708,651: 64,005 47,036 46,406 454,254 492,103 564,665 585,545: 143,986 123,106
Old : 708,651: 64,005 47,036 46,406 454,254 492,103 564,665 585,545: 143,986 123,106
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 23, 2007 :
: 9,805: -2,415 740 7,645 8,764 4,646 13,994 13,031: -4,188 -3,225
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.0 6.6 6.5 64.1 69.4 79.7 82.6: 20.3 17.4
Old : 100.0: 9.0 6.6 6.5 64.1 69.4 79.7 82.6: 20.3 17.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 216: 47 55 70 89 62 181 143:
Old : 216: 47 55 70 89 62 181 143:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.2 26.6 26.1 38.3 19.0 26.6 25.4 38.2
Old : 19.2 26.6 26.1 38.3 19.0 26.6 25.4 38.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 30, 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 : 1,734,903: 348,366 306,989 70,113 978,884 1,223,791 1,397,363 1,600,893: 337,539 134,010
Old : 1,734,903: 348,366 306,989 70,113 978,884 1,223,791 1,397,363 1,600,893: 337,539 134,010
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 23, 2007 :
: 17,709: -5,182 30,191 -1,333 29,240 -7,326 22,725 21,531: -5,016 -3,822
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.1 17.7 4.0 56.4 70.5 80.5 92.3: 19.5 7.7
Old : 100.0: 20.1 17.7 4.0 56.4 70.5 80.5 92.3: 19.5 7.7
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 : 273: 75 85 72 75 72 197 182:
Old : 273: 75 85 72 75 72 197 182:
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 : 22.3 29.0 33.6 42.8 15.9 24.7 25.4 34.4
Old : 22.3 29.0 33.6 42.8 15.9 24.7 25.4 34.4
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 30, 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 : 7,998: 1,403 0 3 3,848 5,612 5,254 5,615: 2,744 2,383
Old : 7,998: 1,403 0 3 3,848 5,612 5,254 5,615: 2,744 2,383
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 23, 2007 :
: 125: 376 0 0 -13 0 363 0: -238 125
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.5 0.0 0.0 48.1 70.2 65.7 70.2: 34.3 29.8
Old : 100.0: 17.5 0.0 0.0 48.1 70.2 65.7 70.2: 34.3 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 : 22: 3 0 1 11 10 14 11:
Old : 22: 3 0 1 11 10 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 : 35.5 48.2 51.8 65.2 35.4 45.8 51.8 62.8
Old : 35.5 48.2 51.8 65.2 35.4 45.8 51.8 62.8
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 30, 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 : 74,837: 11,430 34,075 498 50,753 37,165 62,681 71,738: 12,156 3,099
Old : 74,837: 11,430 34,075 498 50,753 37,165 62,681 71,738: 12,156 3,099
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 23, 2007 :
: 1,471: 629 769 0 806 1,287 1,435 2,056: 36 -585
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.3 45.5 0.7 67.8 49.7 83.8 95.9: 16.2 4.1
Old : 100.0: 15.3 45.5 0.7 67.8 49.7 83.8 95.9: 16.2 4.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 74: 10 14 2 32 25 44 40:
Old : 74: 10 14 2 32 25 44 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 : 32.4 48.2 53.7 66.2 31.8 48.0 52.1 65.9
Old : 32.4 48.2 53.7 66.2 31.8 48.0 52.1 65.9
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 30, 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 : 6,433: 1,756 2,853 1,754 2,922 1,825 6,433 6,433: -0 -0
Old : 6,433: 1,756 2,853 1,754 2,922 1,825 6,433 6,433: -0 -0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 23, 2007 :
: 1,916: 294 409 990 642 527 1,926 1,926: -10 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.3 44.3 27.3 45.4 28.4 100.0 100.0: -0.0 -0.0
Old : 100.0: 27.3 44.3 27.3 45.4 28.4 100.0 100.0: -0.0 -0.0
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 : 22: 5 6 7 9 8 19 16:
Old : 22: 5 6 7 9 8 19 16:
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 : 48.3 66.2 72.4 89.8 40.4 45.6 57.1 57.4
Old : 48.3 66.2 72.4 89.8 40.4 45.6 57.1 57.4
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 30, 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 : 52,251: 13,054 10,175 630 27,243 34,382 40,928 45,187: 11,323 7,063
Old : 52,251: 13,054 10,175 630 27,243 34,382 40,928 45,187: 11,323 7,063
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 23, 2007 :
: 2,000: -463 -1,075 505 1,110 1,310 1,152 740: 848 1,261
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.0 19.5 1.2 52.1 65.8 78.3 86.5: 21.7 13.5
Old : 100.0: 25.0 19.5 1.2 52.1 65.8 78.3 86.5: 21.7 13.5
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 : 76: 17 15 7 27 25 48 43:
Old : 76: 17 15 7 27 25 48 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 : 35.0 42.1 49.8 58.6 34.9 41.9 49.3 57.6
Old : 35.0 42.1 49.8 58.6 34.9 41.9 49.3 57.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 30, 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 : 337,302: 129,892 125,379 6,741 164,316 174,216 300,948 306,336: 36,354 30,966
Old : 337,302: 129,892 125,379 6,741 164,316 174,216 300,948 306,336: 36,354 30,966
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 23, 2007 :
: -53,151: -16,191 11,748 -4,050 -31,071 -60,055 -51,312 -52,357: -1,839 -794
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.5 37.2 2.0 48.7 51.6 89.2 90.8: 10.8 9.2
Old : 100.0: 38.5 37.2 2.0 48.7 51.6 89.2 90.8: 10.8 9.2
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 : 229: 84 55 20 56 47 153 109:
Old : 229: 84 55 20 56 47 153 109:
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 : 19.7 22.4 32.2 39.8 16.2 21.0 28.5 37.7
Old : 19.7 22.4 32.2 39.8 16.2 21.0 28.5 37.7
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 30, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF AUD 100,000) :
: : :
All : 116,822: 70,099 5,915 826 18,993 98,533 89,918 105,274: 26,904 11,548
Old : 116,822: 70,099 5,915 826 18,993 98,533 89,918 105,274: 26,904 11,548
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 23, 2007 :
: -11,335: -16,741 -3,740 750 7,736 -10,428 -8,255 -13,418: -3,080 2,082
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.0 5.1 0.7 16.3 84.3 77.0 90.1: 23.0 9.9
Old : 100.0: 60.0 5.1 0.7 16.3 84.3 77.0 90.1: 23.0 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 : 60: 33 8 3 10 13 44 23:
Old : 60: 33 8 3 10 13 44 23:
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 : 29.3 67.6 40.5 80.7 29.3 67.5 40.3 79.1
Old : 29.3 67.6 40.5 80.7 29.3 67.5 40.3 79.1
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 30, 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 : 32,770: 1,827 5,349 24 26,218 19,693 28,069 25,066: 4,701 7,704
Old : 32,770: 1,827 5,349 24 26,218 19,693 28,069 25,066: 4,701 7,704
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 23, 2007 :
: 1,110: 245 -171 0 952 1,521 1,197 1,350: -87 -240
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.6 16.3 0.1 80.0 60.1 85.7 76.5: 14.3 23.5
Old : 100.0: 5.6 16.3 0.1 80.0 60.1 85.7 76.5: 14.3 23.5
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 : 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 : 44.6 30.1 62.2 48.7 44.2 30.1 61.6 48.7
Old : 44.6 30.1 62.2 48.7 44.2 30.1 61.6 48.7
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 30, 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 : 380,202: 69,037 126,958 6,550 271,590 224,631 347,177 358,138: 33,025 22,064
Old : 380,202: 69,037 126,958 6,550 271,590 224,631 347,177 358,138: 33,025 22,064
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 23, 2007 :
: 6,909: 2,003 3,747 3,009 3,580 -1,781 8,592 4,975: -1,684 1,934
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.2 33.4 1.7 71.4 59.1 91.3 94.2: 8.7 5.8
Old : 100.0: 18.2 33.4 1.7 71.4 59.1 91.3 94.2: 8.7 5.8
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 : 237: 44 97 49 50 70 135 175:
Old : 237: 44 97 49 50 70 135 175:
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 : 46.3 26.0 57.5 37.7 45.6 24.4 56.8 35.8
Old : 46.3 26.0 57.5 37.7 45.6 24.4 56.8 35.8
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 30, 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 : 47,498: 10,780 15,544 70 27,239 22,599 38,089 38,213: 9,409 9,285
Old : 47,498: 10,780 15,544 70 27,239 22,599 38,089 38,213: 9,409 9,285
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 23, 2007 :
: 2,044: -151 1,145 -60 2,336 -10 2,125 1,075: -81 969
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.7 32.7 0.1 57.3 47.6 80.2 80.5: 19.8 19.5
Old : 100.0: 22.7 32.7 0.1 57.3 47.6 80.2 80.5: 19.8 19.5
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 : 78: 25 21 3 16 21 43 43:
Old : 78: 25 21 3 16 21 43 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 : 38.8 40.1 52.3 51.0 38.4 35.5 49.6 46.1
Old : 38.8 40.1 52.3 51.0 38.4 35.5 49.6 46.1
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 30, 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 : 37,813: 8,248 3,328 633 21,590 29,166 30,471 33,127: 7,342 4,686
Old : 37,813: 8,248 3,328 633 21,590 29,166 30,471 33,127: 7,342 4,686
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 23, 2007 :
: 2,228: 1,296 1,166 3 1,661 409 2,960 1,578: -732 650
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.8 8.8 1.7 57.1 77.1 80.6 87.6: 19.4 12.4
Old : 100.0: 21.8 8.8 1.7 57.1 77.1 80.6 87.6: 19.4 12.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 55: 16 7 2 18 16 35 24:
Old : 55: 16 7 2 18 16 35 24:
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 : 31.9 64.9 46.7 73.5 28.2 56.5 41.2 65.1
Old : 31.9 64.9 46.7 73.5 28.2 56.5 41.2 65.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GOLDMAN-SACHS COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 30, 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 : 19,971: 5,104 1,709 277 14,324 17,134 19,705 19,120: 266 851
Old : 19,971: 5,104 1,709 277 14,324 17,134 19,705 19,120: 266 851
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 23, 2007 :
: -211: -5 -140 236 -193 -208 38 -112: -249 -99
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.6 8.6 1.4 71.7 85.8 98.7 95.7: 1.3 4.3
Old : 100.0: 25.6 8.6 1.4 71.7 85.8 98.7 95.7: 1.3 4.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 7 9 2 7 2 15 12:
Old : 25: 7 9 2 7 2 15 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 : 81.8 89.9 92.6 93.8 81.6 88.9 92.4 92.7
Old : 81.8 89.9 92.6 93.8 81.6 88.9 92.4 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 30, 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 : 45,446: 5,197 11,947 1,988 25,052 26,188 32,237 40,123: 13,209 5,323
Old : 45,446: 5,197 11,947 1,988 25,052 26,188 32,237 40,123: 13,209 5,323
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 23, 2007 :
: -1,337: 776 195 -68 977 -1,370 1,685 -1,243: -3,022 -94
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.4 26.3 4.4 55.1 57.6 70.9 88.3: 29.1 11.7
Old : 100.0: 11.4 26.3 4.4 55.1 57.6 70.9 88.3: 29.1 11.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 56: 8 15 6 24 28 35 46:
Old : 56: 8 15 6 24 28 35 46:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.7 30.9 42.0 46.8 18.4 24.3 28.6 35.3
Old : 27.7 30.9 42.0 46.8 18.4 24.3 28.6 35.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 2, 2007