MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 20, 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 : 41,822: 3,728 1,697 7,041 22,608 21,574 33,378 30,313: 8,444 11,509
Old : 41,822: 3,728 1,697 7,041 22,608 21,574 33,378 30,313: 8,444 11,509
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 13, 2007 :
: 1,970: -114 -8 390 731 495 1,007 878: 963 1,092
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.9 4.1 16.8 54.1 51.6 79.8 72.5: 20.2 27.5
Old : 100.0: 8.9 4.1 16.8 54.1 51.6 79.8 72.5: 20.2 27.5
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 : 57: 16 6 11 26 23 45 37:
Old : 57: 16 6 11 26 23 45 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 : 35.3 27.2 49.1 45.6 32.8 24.8 41.8 37.4
Old : 35.3 27.2 49.1 45.6 32.8 24.8 41.8 37.4
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 20, 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 : 191,816: 37,871 22,212 46,762 81,282 94,476 165,916 163,450: 25,900 28,366
Old : 181,852: 33,163 23,660 44,771 80,839 86,700 158,774 155,130: 23,078 26,721
Other: 9,964: 6,695 539 4 443 7,776 7,142 8,319: 2,822 1,645
: : :
: : Changes in Commitments from: February 13, 2007 :
: 201: 1,688 272 -505 24 673 1,207 440: -1,006 -239
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.7 11.6 24.4 42.4 49.3 86.5 85.2: 13.5 14.8
Old : 100.0: 18.2 13.0 24.6 44.5 47.7 87.3 85.3: 12.7 14.7
Other: 100.0: 67.2 5.4 0.0 4.4 78.0 71.7 83.5: 28.3 16.5
: : :
:# Traders : Number of Traders in Each Category :
All : 223: 84 60 89 37 43 180 151:
Old : 222: 80 66 87 35 43 176 151:
Other: 54: 23 7 1 6 19 30 27:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.7 33.5 36.6 41.1 24.7 29.3 33.7 35.2
Old : 26.1 33.7 38.6 41.3 26.1 30.6 35.1 35.8
Other: 46.4 55.8 55.5 70.2 46.4 54.8 55.5 69.2
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE Code-056641
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 20, 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 : 1,534: 497 205 70 196 231 763 506: 772 1,029
Old : 1,534: 497 205 70 196 231 763 506: 772 1,029
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 13, 2007 :
: -65: -22 59 -36 -18 55 -76 78: 12 -142
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.4 13.4 4.5 12.8 15.1 49.7 33.0: 50.3 67.0
Old : 100.0: 32.4 13.4 4.5 12.8 15.1 49.7 33.0: 50.3 67.0
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 : 20: 11 5 3 2 3 15 9:
Old : 20: 11 5 3 2 3 15 9:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.7 24.6 37.7 32.5 25.7 24.2 37.7 27.0
Old : 25.7 24.6 37.7 32.5 25.7 24.2 37.7 27.0
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 20, 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 : 294,636: 75,100 27,944 65,688 125,215 135,164 266,003 228,796: 28,634 65,840
Old : 294,636: 75,100 27,944 65,688 125,215 135,164 266,003 228,796: 28,634 65,840
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 13, 2007 :
: 1,325: 2,637 1,411 -908 -351 650 1,377 1,154: -52 171
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.5 9.5 22.3 42.5 45.9 90.3 77.7: 9.7 22.3
Old : 100.0: 25.5 9.5 22.3 42.5 45.9 90.3 77.7: 9.7 22.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 377: 106 73 101 108 163 279 287:
Old : 377: 106 73 101 108 163 279 287:
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 12.5 32.4 20.9 21.4 10.2 30.8 15.7
Old : 21.4 12.5 32.4 20.9 21.4 10.2 30.8 15.7
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 20, 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 : 7,419: 2,208 3,619 608 2,230 1,328 5,046 5,555: 2,373 1,864
Old : 7,419: 2,208 3,619 608 2,230 1,328 5,046 5,555: 2,373 1,864
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 13, 2007 :
: -886: -96 -249 -371 -305 -96 -772 -715: -114 -171
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.8 48.8 8.2 30.1 17.9 68.0 74.9: 32.0 25.1
Old : 100.0: 29.8 48.8 8.2 30.1 17.9 68.0 74.9: 32.0 25.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 73: 21 28 6 16 19 40 50:
Old : 73: 21 28 6 16 19 40 50:
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 : 27.4 23.7 38.7 38.1 27.4 23.7 38.2 37.1
Old : 27.4 23.7 38.7 38.1 27.4 23.7 38.2 37.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 20, 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 : 38,569: 10,977 6,264 7,314 14,276 9,897 32,567 23,475: 6,002 15,094
Old : 38,569: 10,977 6,264 7,314 14,276 9,897 32,567 23,475: 6,002 15,094
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 13, 2007 :
: 206: -812 -1,051 567 847 1,200 601 715: -396 -510
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.5 16.2 19.0 37.0 25.7 84.4 60.9: 15.6 39.1
Old : 100.0: 28.5 16.2 19.0 37.0 25.7 84.4 60.9: 15.6 39.1
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 : 155: 42 31 38 47 50 115 106:
Old : 155: 42 31 38 47 50 115 106:
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 10.8 26.0 17.5 13.1 8.6 23.1 13.3
Old : 14.9 10.8 26.0 17.5 13.1 8.6 23.1 13.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 20, 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 : 149,925: 17,519 83,674 4,886 94,091 30,316 116,496 118,877: 33,430 31,048
Old : 149,925: 17,519 83,674 4,886 94,091 30,316 116,496 118,877: 33,430 31,048
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 13, 2007 :
: 1,613: -2,321 6,133 125 3,126 -3,730 930 2,528: 683 -915
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.7 55.8 3.3 62.8 20.2 77.7 79.3: 22.3 20.7
Old : 100.0: 11.7 55.8 3.3 62.8 20.2 77.7 79.3: 22.3 20.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 85: 16 38 11 22 21 44 64:
Old : 85: 16 38 11 22 21 44 64:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.8 23.6 55.1 35.2 44.1 23.6 53.3 35.2
Old : 45.8 23.6 55.1 35.2 44.1 23.6 53.3 35.2
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 20, 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 : 104,059: 5,952 60,944 1,769 82,161 24,767 89,882 87,480: 14,177 16,578
Old : 104,059: 5,952 60,944 1,769 82,161 24,767 89,882 87,480: 14,177 16,578
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 13, 2007 :
: -7,440: -1,128 -9,164 458 -10,241 4,982 -10,911 -3,724: 3,471 -3,716
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.7 58.6 1.7 79.0 23.8 86.4 84.1: 13.6 15.9
Old : 100.0: 5.7 58.6 1.7 79.0 23.8 86.4 84.1: 13.6 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 : 56: 10 26 3 13 13 24 41:
Old : 56: 10 26 3 13 13 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 : 69.1 43.4 78.3 57.0 69.0 43.3 76.2 56.8
Old : 69.1 43.4 78.3 57.0 69.0 43.3 76.2 56.8
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 20, 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 : 99,342: 46,411 28,793 126 48,139 67,091 94,676 96,010: 4,666 3,332
Old : 99,342: 46,411 28,793 126 48,139 67,091 94,676 96,010: 4,666 3,332
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 13, 2007 :
: 8,077: 4,164 7,953 0 4,985 224 9,149 8,177: -1,072 -100
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.7 29.0 0.1 48.5 67.5 95.3 96.6: 4.7 3.4
Old : 100.0: 46.7 29.0 0.1 48.5 67.5 95.3 96.6: 4.7 3.4
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 : 79: 29 23 1 16 16 45 40:
Old : 79: 29 23 1 16 16 45 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 : 51.5 65.1 67.0 81.5 37.9 54.6 52.1 67.5
Old : 51.5 65.1 67.0 81.5 37.9 54.6 52.1 67.5
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 20, 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 : 153,729: 74,882 15,125 2,875 40,648 110,960 118,405 128,960: 35,324 24,768
Old : 153,729: 74,882 15,125 2,875 40,648 110,960 118,405 128,960: 35,324 24,768
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 13, 2007 :
: -2,238: 8,255 -2,552 -34 -8,896 995 -675 -1,591: -1,563 -647
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.7 9.8 1.9 26.4 72.2 77.0 83.9: 23.0 16.1
Old : 100.0: 48.7 9.8 1.9 26.4 72.2 77.0 83.9: 23.0 16.1
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 : 80: 40 12 9 16 21 57 41:
Old : 80: 40 12 9 16 21 57 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 : 32.9 46.6 48.4 62.5 32.8 45.5 47.7 61.4
Old : 32.9 46.6 48.4 62.5 32.8 45.5 47.7 61.4
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 20, 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 : 365,950: 35,159 158,379 16,006 260,560 152,717 311,725 327,102: 54,225 38,848
Old : 365,950: 35,159 158,379 16,006 260,560 152,717 311,725 327,102: 54,225 38,848
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 13, 2007 :
: -27,478: -2,120 -52,616 2,257 -30,997 25,106 -30,860 -25,253: 3,382 -2,225
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.6 43.3 4.4 71.2 41.7 85.2 89.4: 14.8 10.6
Old : 100.0: 9.6 43.3 4.4 71.2 41.7 85.2 89.4: 14.8 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 : 129: 34 61 24 25 23 76 91:
Old : 129: 34 61 24 25 23 76 91:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.7 35.4 63.9 48.7 47.0 31.8 56.4 42.0
Old : 52.7 35.4 63.9 48.7 47.0 31.8 56.4 42.0
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 20, 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 : 230,785: 114,991 17,092 19,140 36,552 158,124 170,683 194,356: 60,101 36,428
Old : 230,785: 114,991 17,092 19,140 36,552 158,124 170,683 194,356: 60,101 36,428
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 13, 2007 :
: 19,157: 11,966 -3,684 3,417 1,950 19,122 17,332 18,855: 1,824 301
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.8 7.4 8.3 15.8 68.5 74.0 84.2: 26.0 15.8
Old : 100.0: 49.8 7.4 8.3 15.8 68.5 74.0 84.2: 26.0 15.8
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 : 145: 77 27 37 32 26 123 76:
Old : 145: 77 27 37 32 26 123 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 : 19.5 46.7 25.8 57.6 19.3 45.8 24.8 55.9
Old : 19.5 46.7 25.8 57.6 19.3 45.8 24.8 55.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 20, 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 : 21,969: 16,240 372 0 3,363 20,441 19,603 20,813: 2,366 1,156
Old : 21,969: 16,240 372 0 3,363 20,441 19,603 20,813: 2,366 1,156
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 13, 2007 :
: 2,750: 3,346 -49 0 -1,015 2,734 2,331 2,685: 419 65
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.9 1.7 0.0 15.3 93.0 89.2 94.7: 10.8 5.3
Old : 100.0: 73.9 1.7 0.0 15.3 93.0 89.2 94.7: 10.8 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 : 39: 19 2 0 8 14 27 16:
Old : 39: 19 2 0 8 14 27 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 : 52.3 71.0 69.2 84.5 52.3 70.3 69.2 81.7
Old : 52.3 71.0 69.2 84.5 52.3 70.3 69.2 81.7
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, February 20, 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 : 67,147: 11,387 6,389 0 50,871 55,222 62,258 61,611: 4,889 5,536
Old : 67,147: 11,387 6,389 0 50,871 55,222 62,258 61,611: 4,889 5,536
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 13, 2007 :
: 17,653: 1,052 569 0 16,852 15,604 17,904 16,173: -251 1,480
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.0 9.5 0.0 75.8 82.2 92.7 91.8: 7.3 8.2
Old : 100.0: 17.0 9.5 0.0 75.8 82.2 92.7 91.8: 7.3 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: 4 1 0 13 14 17 15:
Old : 23: 4 1 0 13 14 17 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.6 67.1 73.0 86.4 44.9 58.7 62.3 71.5
Old : 48.6 67.1 73.0 86.4 44.9 58.7 62.3 71.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 20, 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 :16,117,011: 821,184 828,539 4,423,219 9,834,256 9,475,798 15,078,659 14,727,557: 1,038,351 1,389,454
Old :16,117,011: 821,184 828,539 4,423,219 9,834,256 9,475,798 15,078,659 14,727,557: 1,038,351 1,389,454
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 13, 2007 :
: -165,852: 19,105 -273,570 -192,380 -6,944 323,097 -180,219 -142,852: 14,367 -22,999
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.1 5.1 27.4 61.0 58.8 93.6 91.4: 6.4 8.6
Old : 100.0: 5.1 5.1 27.4 61.0 58.8 93.6 91.4: 6.4 8.6
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 : 333: 77 64 113 171 178 296 312:
Old : 333: 77 64 113 171 178 296 312:
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 : 27.4 13.4 38.5 23.9 24.4 9.3 28.7 15.0
Old : 27.4 13.4 38.5 23.9 24.4 9.3 28.7 15.0
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 20, 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 : 719,948: 68,744 46,149 49,395 454,597 496,186 572,735 591,730: 147,213 128,218
Old : 719,948: 68,744 46,149 49,395 454,597 496,186 572,735 591,730: 147,213 128,218
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 13, 2007 :
: -4,520: -2,183 -2,176 -4,293 -411 -3,103 -6,886 -9,572: 2,366 5,053
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.5 6.4 6.9 63.1 68.9 79.6 82.2: 20.4 17.8
Old : 100.0: 9.5 6.4 6.9 63.1 68.9 79.6 82.2: 20.4 17.8
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 : 216: 48 54 69 87 64 179 144:
Old : 216: 48 54 69 87 64 179 144:
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 : 19.3 26.3 26.1 37.8 19.1 26.3 25.4 37.6
Old : 19.3 26.3 26.1 37.8 19.1 26.3 25.4 37.6
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 20, 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 : 1,942,229: 420,514 406,981 84,937 1,076,280 1,311,267 1,581,731 1,803,184: 360,498 139,045
Old : 1,942,229: 420,514 406,981 84,937 1,076,280 1,311,267 1,581,731 1,803,184: 360,498 139,045
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 13, 2007 :
: 69,978: 17,799 63,823 -17,417 39,160 16,773 39,542 63,178: 30,436 6,799
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.7 21.0 4.4 55.4 67.5 81.4 92.8: 18.6 7.2
Old : 100.0: 21.7 21.0 4.4 55.4 67.5 81.4 92.8: 18.6 7.2
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 : 287: 76 90 75 82 76 207 192:
Old : 287: 76 90 75 82 76 207 192:
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 27.1 31.5 40.5 14.8 21.5 22.9 32.1
Old : 22.3 27.1 31.5 40.5 14.8 21.5 22.9 32.1
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 20, 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 : 8,208: 1,407 0 0 3,864 5,746 5,271 5,746: 2,937 2,462
Old : 8,208: 1,407 0 0 3,864 5,746 5,271 5,746: 2,937 2,462
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 13, 2007 :
: -13: -21 0 -3 -16 -2 -40 -5: 27 -8
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.1 0.0 0.0 47.1 70.0 64.2 70.0: 35.8 30.0
Old : 100.0: 17.1 0.0 0.0 47.1 70.0 64.2 70.0: 35.8 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 0 11 10 14 10:
Old : 22: 3 0 0 11 10 14 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 : 35.1 47.0 50.9 64.9 35.1 44.7 50.9 62.6
Old : 35.1 47.0 50.9 64.9 35.1 44.7 50.9 62.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 20, 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 : 79,334: 13,530 36,276 371 52,446 38,685 66,347 75,332: 12,987 4,002
Old : 79,334: 13,530 36,276 371 52,446 38,685 66,347 75,332: 12,987 4,002
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 13, 2007 :
: 775: 26 75 0 771 646 797 721: -22 54
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.1 45.7 0.5 66.1 48.8 83.6 95.0: 16.4 5.0
Old : 100.0: 17.1 45.7 0.5 66.1 48.8 83.6 95.0: 16.4 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 : 78: 10 14 2 36 28 48 43:
Old : 78: 10 14 2 36 28 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 : 31.1 48.7 51.5 66.8 30.4 48.3 50.2 66.5
Old : 31.1 48.7 51.5 66.8 30.4 48.3 50.2 66.5
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 20, 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 : 51,183: 14,962 5,363 259 25,832 39,377 41,053 44,999: 10,130 6,184
Old : 51,183: 14,962 5,363 259 25,832 39,377 41,053 44,999: 10,130 6,184
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 13, 2007 :
: -1,027: 2,339 -4,885 66 -2,395 3,457 10 -1,362: -1,037 335
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.2 10.5 0.5 50.5 76.9 80.2 87.9: 19.8 12.1
Old : 100.0: 29.2 10.5 0.5 50.5 76.9 80.2 87.9: 19.8 12.1
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 : 76: 18 12 6 26 29 46 45:
Old : 76: 18 12 6 26 29 46 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 : 40.0 42.7 52.4 58.2 40.0 42.7 51.6 56.8
Old : 40.0 42.7 52.4 58.2 40.0 42.7 51.6 56.8
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 20, 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 : 374,427: 146,015 167,643 10,854 181,111 164,059 337,980 342,556: 36,447 31,871
Old : 374,427: 146,015 167,643 10,854 181,111 164,059 337,980 342,556: 36,447 31,871
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 13, 2007 :
: 5,411: 29,735 10,949 -692 -26,102 2,321 2,942 12,579: 2,470 -7,168
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.0 44.8 2.9 48.4 43.8 90.3 91.5: 9.7 8.5
Old : 100.0: 39.0 44.8 2.9 48.4 43.8 90.3 91.5: 9.7 8.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 249: 90 74 27 56 45 163 129:
Old : 249: 90 74 27 56 45 163 129:
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 : 18.6 23.8 30.6 38.2 16.2 22.9 27.3 36.3
Old : 18.6 23.8 30.6 38.2 16.2 22.9 27.3 36.3
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 20, 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 : 124,300: 76,535 6,957 123 19,611 105,236 96,269 112,315: 28,031 11,985
Old : 124,300: 76,535 6,957 123 19,611 105,236 96,269 112,315: 28,031 11,985
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 13, 2007 :
: 8,537: 6,539 1,829 70 -1,165 7,018 5,444 8,917: 3,093 -379
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.6 5.6 0.1 15.8 84.7 77.4 90.4: 22.6 9.6
Old : 100.0: 61.6 5.6 0.1 15.8 84.7 77.4 90.4: 22.6 9.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 67: 37 9 2 10 15 48 25:
Old : 67: 37 9 2 10 15 48 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.9 66.0 39.7 78.3 26.9 65.9 39.0 76.6
Old : 26.9 66.0 39.7 78.3 26.9 65.9 39.0 76.6
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 20, 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 : 35,724: 1,948 4,406 17 29,521 25,568 31,486 29,991: 4,238 5,733
Old : 35,724: 1,948 4,406 17 29,521 25,568 31,486 29,991: 4,238 5,733
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 13, 2007 :
: 1,869: 16 58 -7 1,893 2,696 1,902 2,747: -33 -877
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.5 12.3 0.0 82.6 71.6 88.1 84.0: 11.9 16.0
Old : 100.0: 5.5 12.3 0.0 82.6 71.6 88.1 84.0: 11.9 16.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 54: 2 12 1 24 24 27 36:
Old : 54: 2 12 1 24 24 27 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 : 50.2 38.1 68.9 55.7 49.8 38.1 68.3 55.7
Old : 50.2 38.1 68.9 55.7 49.8 38.1 68.3 55.7
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, February 20, 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 : 408,966: 73,034 162,786 9,918 301,561 216,547 384,513 389,251: 24,453 19,716
Old : 408,966: 73,034 162,786 9,918 301,561 216,547 384,513 389,251: 24,453 19,716
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 13, 2007 :
: 15,755: 1,581 26,449 158 20,441 -13,083 22,180 13,524: -6,425 2,231
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.9 39.8 2.4 73.7 52.9 94.0 95.2: 6.0 4.8
Old : 100.0: 17.9 39.8 2.4 73.7 52.9 94.0 95.2: 6.0 4.8
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 : 255: 47 110 48 53 70 144 184:
Old : 255: 47 110 48 53 70 144 184:
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 : 44.1 26.8 59.0 37.6 43.7 25.2 58.5 35.8
Old : 44.1 26.8 59.0 37.6 43.7 25.2 58.5 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, February 20, 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 : 53,352: 12,304 17,258 59 29,757 24,458 42,119 41,775: 11,232 11,576
Old : 53,352: 12,304 17,258 59 29,757 24,458 42,119 41,775: 11,232 11,576
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 13, 2007 :
: 3,704: 1,109 931 -587 2,727 2,158 3,249 2,502: 455 1,202
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.1 32.3 0.1 55.8 45.8 78.9 78.3: 21.1 21.7
Old : 100.0: 23.1 32.3 0.1 55.8 45.8 78.9 78.3: 21.1 21.7
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 : 84: 27 21 8 20 21 50 47:
Old : 84: 27 21 8 20 21 50 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 : 37.1 39.9 49.0 50.2 37.0 36.6 47.7 46.9
Old : 37.1 39.9 49.0 50.2 37.0 36.6 47.7 46.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 20, 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 : 44,654: 9,590 4,391 774 25,161 34,375 35,525 39,540: 9,129 5,114
Old : 44,654: 9,590 4,391 774 25,161 34,375 35,525 39,540: 9,129 5,114
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 13, 2007 :
: 2,305: 842 222 122 2,676 -322 3,640 22: -1,335 2,283
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.5 9.8 1.7 56.3 77.0 79.6 88.5: 20.4 11.5
Old : 100.0: 21.5 9.8 1.7 56.3 77.0 79.6 88.5: 20.4 11.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 59: 17 9 2 18 16 35 27:
Old : 59: 17 9 2 18 16 35 27:
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 : 28.5 62.4 43.4 72.9 24.5 54.9 38.4 64.9
Old : 28.5 62.4 43.4 72.9 24.5 54.9 38.4 64.9
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 20, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (GSCI X $250) :
: : :
All : 20,175: 5,534 1,505 311 14,159 17,799 20,004 19,615: 171 560
Old : 20,175: 5,534 1,505 311 14,159 17,799 20,004 19,615: 171 560
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 13, 2007 :
: -2,682: 342 -720 6 -1,585 -1,302 -1,237 -2,016: -1,445 -666
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.4 7.5 1.5 70.2 88.2 99.2 97.2: 0.8 2.8
Old : 100.0: 27.4 7.5 1.5 70.2 88.2 99.2 97.2: 0.8 2.8
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 : 25: 8 6 2 7 4 16 11:
Old : 25: 8 6 2 7 4 16 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 : 77.7 90.1 91.1 95.8 77.5 89.7 90.9 94.5
Old : 77.7 90.1 91.1 95.8 77.5 89.7 90.9 94.5
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 20, 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 : 56,480: 5,041 15,005 4,291 28,194 30,168 37,526 49,464: 18,954 7,016
Old : 56,480: 5,041 15,005 4,291 28,194 30,168 37,526 49,464: 18,954 7,016
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 13, 2007 :
: 8,758: 184 1,672 1,820 3,941 2,869 5,945 6,361: 2,813 2,397
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.9 26.6 7.6 49.9 53.4 66.4 87.6: 33.6 12.4
Old : 100.0: 8.9 26.6 7.6 49.9 53.4 66.4 87.6: 33.6 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 : 70: 10 20 12 29 28 48 54:
Old : 70: 10 20 12 29 28 48 54:
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 : 23.0 26.1 35.6 41.5 14.3 22.1 21.3 31.5
Old : 23.0 26.1 35.6 41.5 14.3 22.1 21.3 31.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 23, 2007