MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641 Commitments of Traders with Delta-adjusted Options and Futures Combined, February 13, 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 : 39,852: 3,843 1,705 6,651 21,878 21,079 32,371 29,435: 7,480 10,417 Old : 39,852: 3,843 1,705 6,651 21,878 21,079 32,371 29,435: 7,480 10,417 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 6, 2007 : : 1,578: 354 -87 116 516 1,381 986 1,411: 592 167 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 9.6 4.3 16.7 54.9 52.9 81.2 73.9: 18.8 26.1 Old : 100.0: 9.6 4.3 16.7 54.9 52.9 81.2 73.9: 18.8 26.1 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 : 59: 17 6 11 27 25 47 39: Old : 59: 17 6 11 27 25 47 39: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 36.2 27.4 49.9 46.3 33.0 25.7 42.3 38.4 Old : 36.2 27.4 49.9 46.3 33.0 25.7 42.3 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, February 13, 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 : 191,615: 36,183 21,940 47,267 81,258 93,802 164,709 163,010: 26,906 28,605 Old : 183,161: 32,231 23,131 45,740 81,011 86,990 158,983 155,862: 24,178 27,300 Other: 8,454: 5,475 332 4 247 6,812 5,726 7,148: 2,728 1,306 : : : : : Changes in Commitments from: February 6, 2007 : : 3,798: 540 913 1,682 1,628 2,945 3,850 5,540: -52 -1,743 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 18.9 11.5 24.7 42.4 49.0 86.0 85.1: 14.0 14.9 Old : 100.0: 17.6 12.6 25.0 44.2 47.5 86.8 85.1: 13.2 14.9 Other: 100.0: 64.8 3.9 0.0 2.9 80.6 67.7 84.6: 32.3 15.4 : : : :# Traders : Number of Traders in Each Category : All : 224: 91 60 92 39 40 184 153: Old : 224: 90 62 91 38 40 182 153: Other: 53: 25 9 1 4 15 30 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 : 24.5 33.8 36.5 41.4 24.5 29.4 33.3 34.8 Old : 25.6 33.8 38.2 41.6 25.6 30.5 34.5 35.1 Other: 40.4 60.2 51.2 75.0 40.4 60.2 51.2 75.0 FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE Code-056641 Commitments of Traders with Delta-adjusted Options and Futures Combined, February 13, 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 : 1,599: 519 146 106 214 176 839 428: 760 1,171 Old : 1,599: 519 146 106 214 176 839 428: 760 1,171 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 6, 2007 : : -13: 99 -49 -85 -82 -2 -68 -136: 55 123 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 32.5 9.1 6.6 13.4 11.0 52.5 26.8: 47.5 73.2 Old : 100.0: 32.5 9.1 6.6 13.4 11.0 52.5 26.8: 47.5 73.2 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: 11 3 2 3 4 16 8: Old : 20: 11 3 2 3 4 16 8: 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 : 24.6 17.6 37.0 26.8 24.6 15.9 35.4 18.0 Old : 24.6 17.6 37.0 26.8 24.6 15.9 35.4 18.0 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, February 13, 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 : 293,311: 72,463 26,533 66,596 125,566 134,514 264,625 227,643: 28,686 65,669 Old : 293,311: 72,463 26,533 66,596 125,566 134,514 264,625 227,643: 28,686 65,669 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 6, 2007 : : 8,488: 2,892 293 1,625 4,002 7,830 8,520 9,748: -32 -1,260 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 24.7 9.0 22.7 42.8 45.9 90.2 77.6: 9.8 22.4 Old : 100.0: 24.7 9.0 22.7 42.8 45.9 90.2 77.6: 9.8 22.4 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 : 383: 116 65 106 103 157 283 287: Old : 383: 116 65 106 103 157 283 287: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 21.4 12.7 32.3 21.3 21.4 10.5 30.9 16.1 Old : 21.4 12.7 32.3 21.3 21.4 10.5 30.9 16.1 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, February 13, 2007 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 110,000 BOARD FEET) : : : : All : 8,305: 2,304 3,868 979 2,535 1,424 5,818 6,270: 2,487 2,035 Old : 8,305: 2,304 3,868 979 2,535 1,424 5,818 6,270: 2,487 2,035 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 6, 2007 : : -913: -277 -318 -473 85 127 -665 -665: -247 -248 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 27.7 46.6 11.8 30.5 17.1 70.1 75.5: 29.9 24.5 Old : 100.0: 27.7 46.6 11.8 30.5 17.1 70.1 75.5: 29.9 24.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 82: 26 29 12 17 19 48 57: Old : 82: 26 29 12 17 19 48 57: 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 : 24.2 21.0 37.2 33.9 24.2 21.0 34.1 33.1 Old : 24.2 21.0 37.2 33.9 24.2 21.0 34.1 33.1 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, February 13, 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 : 38,363: 11,790 7,316 6,747 13,428 8,697 31,966 22,760: 6,398 15,604 Old : 38,363: 11,790 7,316 6,747 13,428 8,697 31,966 22,760: 6,398 15,604 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 6, 2007 : : 2,305: 1,376 -982 2,052 -1,211 835 2,216 1,904: 88 400 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 30.7 19.1 17.6 35.0 22.7 83.3 59.3: 16.7 40.7 Old : 100.0: 30.7 19.1 17.6 35.0 22.7 83.3 59.3: 16.7 40.7 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 : 152: 41 30 40 44 48 111 106: Old : 152: 41 30 40 44 48 111 106: 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 16.1 14.3 8.6 23.7 13.6 Old : 14.9 9.4 25.2 16.1 14.3 8.6 23.7 13.6 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, February 13, 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 : 148,312: 19,839 77,541 4,762 90,965 34,046 115,566 116,349: 32,746 31,963 Old : 148,312: 19,839 77,541 4,762 90,965 34,046 115,566 116,349: 32,746 31,963 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 6, 2007 : : -16,618: 200 -23,035 -1,801 -11,726 7,774 -13,327 -17,062: -3,291 444 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 13.4 52.3 3.2 61.3 23.0 77.9 78.4: 22.1 21.6 Old : 100.0: 13.4 52.3 3.2 61.3 23.0 77.9 78.4: 22.1 21.6 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 : 92: 18 41 9 21 25 45 69: Old : 92: 18 41 9 21 25 45 69: 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 : 44.0 24.1 54.2 33.7 42.1 24.1 51.9 33.7 Old : 44.0 24.1 54.2 33.7 42.1 24.1 51.9 33.7 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, February 13, 2007 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF CHF 125,000) : : : : All : 111,499: 7,080 70,108 1,311 92,401 19,785 100,792 91,204: 10,706 20,295 Old : 111,499: 7,080 70,108 1,311 92,401 19,785 100,792 91,204: 10,706 20,295 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 6, 2007 : : 14,349: -2,707 17,794 -189 16,457 -5,679 13,562 11,926: 786 2,422 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 6.3 62.9 1.2 82.9 17.7 90.4 81.8: 9.6 18.2 Old : 100.0: 6.3 62.9 1.2 82.9 17.7 90.4 81.8: 9.6 18.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 57: 9 29 2 14 11 24 41: Old : 57: 9 29 2 14 11 24 41: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 72.5 40.2 82.0 54.3 72.4 40.2 79.8 54.2 Old : 72.5 40.2 82.0 54.3 72.4 40.2 79.8 54.2 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, February 13, 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 : 91,265: 42,247 20,840 126 43,154 66,867 85,527 87,833: 5,738 3,432 Old : 91,265: 42,247 20,840 126 43,154 66,867 85,527 87,833: 5,738 3,432 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 6, 2007 : : -1,895: -1,790 -6,483 126 -946 2,548 -2,610 -3,809: 715 1,914 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 46.3 22.8 0.1 47.3 73.3 93.7 96.2: 6.3 3.8 Old : 100.0: 46.3 22.8 0.1 47.3 73.3 93.7 96.2: 6.3 3.8 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: 32 20 1 15 14 47 35: Old : 76: 32 20 1 15 14 47 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 : 46.2 69.5 62.4 85.1 30.1 58.4 45.9 68.8 Old : 46.2 69.5 62.4 85.1 30.1 58.4 45.9 68.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742 Commitments of Traders with Delta-adjusted Options and Futures Combined, February 13, 2007 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF GBP 62,500) : : : : All : 155,966: 66,626 17,676 2,909 49,544 109,966 119,080 130,551: 36,887 25,415 Old : 155,966: 66,626 17,676 2,909 49,544 109,966 119,080 130,551: 36,887 25,415 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 6, 2007 : : -13,955: -39,839 5,420 -2,021 27,494 -20,223 -14,365 -16,824: 410 2,868 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 42.7 11.3 1.9 31.8 70.5 76.3 83.7: 23.7 16.3 Old : 100.0: 42.7 11.3 1.9 31.8 70.5 76.3 83.7: 23.7 16.3 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 : 81: 31 21 8 18 19 54 43: Old : 81: 31 21 8 18 19 54 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 : 34.3 44.5 49.0 61.1 34.2 44.2 48.4 59.6 Old : 34.3 44.5 49.0 61.1 34.2 44.2 48.4 59.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741 Commitments of Traders with Delta-adjusted Options and Futures Combined, February 13, 2007 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF JPY 12,500,000) : : : : All : 393,428: 37,279 210,995 13,748 291,557 127,611 342,585 352,355: 50,843 41,073 Old : 393,428: 37,279 210,995 13,748 291,557 127,611 342,585 352,355: 50,843 41,073 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 6, 2007 : : 44,211: 3,588 41,162 -2,066 37,538 2,238 39,060 41,334: 5,151 2,877 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 9.5 53.6 3.5 74.1 32.4 87.1 89.6: 12.9 10.4 Old : 100.0: 9.5 53.6 3.5 74.1 32.4 87.1 89.6: 12.9 10.4 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 : 137: 27 72 22 27 24 71 101: Old : 137: 27 72 22 27 24 71 101: 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 : 56.4 30.9 67.1 49.3 51.1 30.7 59.6 44.0 Old : 56.4 30.9 67.1 49.3 51.1 30.7 59.6 44.0 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, February 13, 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 : 211,628: 103,026 20,775 15,723 34,602 139,002 153,351 175,501: 58,277 36,127 Old : 211,628: 103,026 20,775 15,723 34,602 139,002 153,351 175,501: 58,277 36,127 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 6, 2007 : : -1,497: 30,277 -7,243 -3,826 -26,284 12,954 166 1,885: -1,663 -3,382 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 48.7 9.8 7.4 16.4 65.7 72.5 82.9: 27.5 17.1 Old : 100.0: 48.7 9.8 7.4 16.4 65.7 72.5 82.9: 27.5 17.1 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 : 140: 69 29 35 32 28 117 76: Old : 140: 69 29 35 32 28 117 76: 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 45.2 25.7 55.5 18.5 44.1 24.6 53.1 Old : 19.0 45.2 25.7 55.5 18.5 44.1 24.6 53.1 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, February 13, 2007 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF NZ$ 100,000) : : : : All : 19,219: 12,894 421 0 4,378 17,707 17,272 18,128: 1,947 1,091 Old : 19,219: 12,894 421 0 4,378 17,707 17,272 18,128: 1,947 1,091 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 6, 2007 : : 893: 2,302 -50 0 -1,395 870 907 820: -14 73 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 67.1 2.2 0.0 22.8 92.1 89.9 94.3: 10.1 5.7 Old : 100.0: 67.1 2.2 0.0 22.8 92.1 89.9 94.3: 10.1 5.7 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 : 36: 17 2 0 8 13 25 15: Old : 36: 17 2 0 8 13 25 15: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 49.3 76.7 67.5 87.3 49.3 75.7 67.3 85.3 Old : 49.3 76.7 67.5 87.3 49.3 75.7 67.3 85.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE Code-032741 Commitments of Traders with Delta-adjusted Options and Futures Combined, February 13, 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 : 49,494: 10,335 5,820 0 34,019 39,618 44,354 45,438: 5,140 4,056 Old : 49,494: 10,335 5,820 0 34,019 39,618 44,354 45,438: 5,140 4,056 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 6, 2007 : : 5,982: 568 2,750 -2,700 7,080 5,482 4,948 5,532: 1,034 450 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 20.9 11.8 0.0 68.7 80.0 89.6 91.8: 10.4 8.2 Old : 100.0: 20.9 11.8 0.0 68.7 80.0 89.6 91.8: 10.4 8.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 23: 3 1 0 12 16 15 17: Old : 23: 3 1 0 12 16 15 17: 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 : 41.5 67.2 70.5 81.1 37.7 66.6 59.5 72.8 Old : 41.5 67.2 70.5 81.1 37.7 66.6 59.5 72.8 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, February 13, 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 :16,282,862: 802,079 1,102,109 4,615,599 9,841,200 9,152,701 15,258,878 14,870,409: 1,023,984 1,412,453 Old :16,282,862: 802,079 1,102,109 4,615,599 9,841,200 9,152,701 15,258,878 14,870,409: 1,023,984 1,412,453 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 6, 2007 : : 351,562: 66,613 75,394 103,549 238,196 213,366 408,359 392,310: -56,797 -40,748 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 4.9 6.8 28.3 60.4 56.2 93.7 91.3: 6.3 8.7 Old : 100.0: 4.9 6.8 28.3 60.4 56.2 93.7 91.3: 6.3 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 : 342: 79 72 112 170 179 299 317: Old : 342: 79 72 112 170 179 299 317: 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 : 27.2 13.4 38.6 24.0 24.4 8.6 28.6 14.0 Old : 27.2 13.4 38.6 24.0 24.4 8.6 28.6 14.0 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, February 13, 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 : 724,467: 70,926 48,325 53,687 455,008 499,290 579,621 601,302: 144,846 123,165 Old : 724,467: 70,926 48,325 53,687 455,008 499,290 579,621 601,302: 144,846 123,165 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 6, 2007 : : 10,914: 1,422 3,434 1,096 4,421 -1,819 6,939 2,712: 3,975 8,202 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 9.8 6.7 7.4 62.8 68.9 80.0 83.0: 20.0 17.0 Old : 100.0: 9.8 6.7 7.4 62.8 68.9 80.0 83.0: 20.0 17.0 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 : 227: 53 61 75 87 66 189 153: Old : 227: 53 61 75 87 66 189 153: 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 26.0 25.8 37.5 18.8 26.0 25.0 37.3 Old : 19.0 26.0 25.8 37.5 18.8 26.0 25.0 37.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A Commitments of Traders with Delta-adjusted Options and Futures Combined, February 13, 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 : 1,872,251: 402,716 343,158 102,354 1,037,120 1,294,494 1,542,189 1,740,006: 330,062 132,245 Old : 1,872,251: 402,716 343,158 102,354 1,037,120 1,294,494 1,542,189 1,740,006: 330,062 132,245 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 6, 2007 : : 61,683: 5,406 12,421 6,434 10,744 44,787 22,585 63,642: 39,098 -1,959 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 21.5 18.3 5.5 55.4 69.1 82.4 92.9: 17.6 7.1 Old : 100.0: 21.5 18.3 5.5 55.4 69.1 82.4 92.9: 17.6 7.1 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 : 298: 86 92 87 81 78 224 200: Old : 298: 86 92 87 81 78 224 200: 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 28.3 32.3 41.4 15.9 22.2 24.6 31.9 Old : 22.5 28.3 32.3 41.4 15.9 22.2 24.6 31.9 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, February 13, 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 : 8,221: 1,428 0 3 3,880 5,748 5,311 5,751: 2,910 2,470 Old : 8,221: 1,428 0 3 3,880 5,748 5,311 5,751: 2,910 2,470 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 6, 2007 : : 269: -4 0 0 24 135 20 135: 249 134 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 17.4 0.0 0.0 47.2 69.9 64.6 70.0: 35.4 30.0 Old : 100.0: 17.4 0.0 0.0 47.2 69.9 64.6 70.0: 35.4 30.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 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 46.9 51.2 64.8 35.4 44.6 51.2 62.5 Old : 35.5 46.9 51.2 64.8 35.4 44.6 51.2 62.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A Commitments of Traders with Delta-adjusted Options and Futures Combined, February 13, 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 : 78,559: 13,504 36,201 371 51,675 38,039 65,550 74,611: 13,009 3,948 Old : 78,559: 13,504 36,201 371 51,675 38,039 65,550 74,611: 13,009 3,948 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 6, 2007 : : 2,424: 480 870 0 613 1,623 1,093 2,493: 1,331 -69 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 17.2 46.1 0.5 65.8 48.4 83.4 95.0: 16.6 5.0 Old : 100.0: 17.2 46.1 0.5 65.8 48.4 83.4 95.0: 16.6 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 : 77: 11 16 2 33 25 46 42: Old : 77: 11 16 2 33 25 46 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 : 31.2 47.7 51.7 66.1 30.6 47.3 50.3 65.7 Old : 31.2 47.7 51.7 66.1 30.6 47.3 50.3 65.7 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, February 13, 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 : 52,210: 12,623 10,248 193 28,227 35,920 41,043 46,361: 11,167 5,850 Old : 52,210: 12,623 10,248 193 28,227 35,920 41,043 46,361: 11,167 5,850 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 6, 2007 : : 2,720: -364 821 -40 1,627 1,602 1,222 2,383: 1,498 338 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 24.2 19.6 0.4 54.1 68.8 78.6 88.8: 21.4 11.2 Old : 100.0: 24.2 19.6 0.4 54.1 68.8 78.6 88.8: 21.4 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 : 79: 18 16 6 28 26 49 45: Old : 79: 18 16 6 28 26 49 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 : 39.6 40.0 51.7 57.5 39.5 39.8 51.4 56.0 Old : 39.6 40.0 51.7 57.5 39.5 39.8 51.4 56.0 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, February 13, 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 : 369,016: 116,280 156,693 11,546 207,213 161,737 335,038 329,977: 33,977 39,039 Old : 369,016: 116,280 156,693 11,546 207,213 161,737 335,038 329,977: 33,977 39,039 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 6, 2007 : : 24,829: 1,524 7,654 -184 28,144 13,262 29,484 20,731: -4,655 4,098 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 31.5 42.5 3.1 56.2 43.8 90.8 89.4: 9.2 10.6 Old : 100.0: 31.5 42.5 3.1 56.2 43.8 90.8 89.4: 9.2 10.6 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 : 240: 79 73 26 56 46 152 128: Old : 240: 79 73 26 56 46 152 128: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 20.0 22.3 35.2 36.9 18.2 20.9 32.1 33.6 Old : 20.0 22.3 35.2 36.9 18.2 20.9 32.1 33.6 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, February 13, 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 : 115,763: 69,996 5,128 53 20,776 98,218 90,825 103,399: 24,938 12,364 Old : 115,763: 69,996 5,128 53 20,776 98,218 90,825 103,399: 24,938 12,364 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 6, 2007 : : -2,505: -790 -4,440 -783 -2,599 1,492 -4,172 -3,732: 1,667 1,226 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 60.5 4.4 0.0 17.9 84.8 78.5 89.3: 21.5 10.7 Old : 100.0: 60.5 4.4 0.0 17.9 84.8 78.5 89.3: 21.5 10.7 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 : 64: 37 7 2 11 13 48 22: Old : 64: 37 7 2 11 13 48 22: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 28.2 67.6 39.1 81.0 28.2 67.5 38.9 79.0 Old : 28.2 67.6 39.1 81.0 28.2 67.5 38.9 79.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE Code-239741 Commitments of Traders with Delta-adjusted Options and Futures Combined, February 13, 2007 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (RUSSEL 2000 INDEX X $500) : : : : All : 33,855: 1,932 4,348 24 27,628 22,872 29,584 27,244: 4,270 6,611 Old : 33,855: 1,932 4,348 24 27,628 22,872 29,584 27,244: 4,270 6,611 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 6, 2007 : : 1,324: 11 -268 0 1,015 1,782 1,026 1,514: 298 -190 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 5.7 12.8 0.1 81.6 67.6 87.4 80.5: 12.6 19.5 Old : 100.0: 5.7 12.8 0.1 81.6 67.6 87.4 80.5: 12.6 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 : 54: 2 13 2 24 23 28 36: Old : 54: 2 13 2 24 23 28 36: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 47.9 34.4 67.0 53.0 47.5 34.4 66.4 53.0 Old : 47.9 34.4 67.0 53.0 47.5 34.4 66.4 53.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-239742 Commitments of Traders with Delta-adjusted Options and Futures Combined, February 13, 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 : 393,212: 71,453 136,337 9,760 281,120 229,630 362,333 375,727: 30,879 17,485 Old : 393,212: 71,453 136,337 9,760 281,120 229,630 362,333 375,727: 30,879 17,485 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 6, 2007 : : 3,165: -1,404 2,410 1,714 4,062 2,663 4,372 6,786: -1,207 -3,622 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 18.2 34.7 2.5 71.5 58.4 92.1 95.6: 7.9 4.4 Old : 100.0: 18.2 34.7 2.5 71.5 58.4 92.1 95.6: 7.9 4.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 253: 45 110 54 53 70 144 188: Old : 253: 45 110 54 53 70 144 188: 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 : 44.9 25.4 57.7 36.9 44.4 23.6 56.8 34.4 Old : 44.9 25.4 57.7 36.9 44.4 23.6 56.8 34.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741 Commitments of Traders with Delta-adjusted Options and Futures Combined, February 13, 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 : 49,648: 11,195 16,327 646 27,030 22,301 38,871 39,274: 10,777 10,374 Old : 49,648: 11,195 16,327 646 27,030 22,301 38,871 39,274: 10,777 10,374 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 6, 2007 : : 1,016: 1,061 1,742 557 531 -326 2,149 1,973: -1,133 -957 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 22.5 32.9 1.3 54.4 44.9 78.3 79.1: 21.7 20.9 Old : 100.0: 22.5 32.9 1.3 54.4 44.9 78.3 79.1: 21.7 20.9 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 : 83: 26 21 7 17 23 46 48: Old : 83: 26 21 7 17 23 46 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 : 36.3 39.1 49.7 48.4 36.2 34.6 47.2 44.0 Old : 36.3 39.1 49.7 48.4 36.2 34.6 47.2 44.0 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, February 13, 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 : 42,349: 8,748 4,169 652 22,485 34,697 31,885 39,518: 10,464 2,831 Old : 42,349: 8,748 4,169 652 22,485 34,697 31,885 39,518: 10,464 2,831 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 6, 2007 : : 2,748: 75 270 105 503 3,239 683 3,614: 2,065 -866 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 20.7 9.8 1.5 53.1 81.9 75.3 93.3: 24.7 6.7 Old : 100.0: 20.7 9.8 1.5 53.1 81.9 75.3 93.3: 24.7 6.7 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 : 57: 15 9 2 17 17 32 28: Old : 57: 15 9 2 17 17 32 28: 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 63.6 42.6 74.9 24.1 57.6 37.0 66.5 Old : 27.1 63.6 42.6 74.9 24.1 57.6 37.0 66.5 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, February 13, 2007 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (GSCI X $250) : : : : All : 22,857: 5,192 2,225 305 15,744 19,101 21,241 21,631: 1,616 1,226 Old : 22,857: 5,192 2,225 305 15,744 19,101 21,241 21,631: 1,616 1,226 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 6, 2007 : : 1,264: -604 86 29 1,271 1,069 696 1,184: 568 80 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 22.7 9.7 1.3 68.9 83.6 92.9 94.6: 7.1 5.4 Old : 100.0: 22.7 9.7 1.3 68.9 83.6 92.9 94.6: 7.1 5.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 27: 8 7 3 10 5 20 13: Old : 27: 8 7 3 10 5 20 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 : 66.9 86.3 79.9 92.7 66.8 82.0 78.6 86.1 Old : 66.9 86.3 79.9 92.7 66.8 82.0 78.6 86.1 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, February 13, 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 : 47,722: 4,857 13,333 2,471 24,253 27,299 31,581 43,103: 16,141 4,619 Old : 47,722: 4,857 13,333 2,471 24,253 27,299 31,581 43,103: 16,141 4,619 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 6, 2007 : : 1,477: -150 1,441 541 -477 334 -86 2,316: 1,563 -839 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 10.2 27.9 5.2 50.8 57.2 66.2 90.3: 33.8 9.7 Old : 100.0: 10.2 27.9 5.2 50.8 57.2 66.2 90.3: 33.8 9.7 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 : 57: 8 17 8 24 27 37 47: Old : 57: 8 17 8 24 27 37 47: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 26.6 30.5 40.4 46.7 16.2 24.7 24.6 34.9 Old : 26.6 30.5 40.4 46.7 16.2 24.7 24.6 34.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 16, 2007