MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 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 : 40,273: 3,961 1,456 6,657 22,795 22,267 33,413 30,379: 6,860 9,894
Old : 40,273: 3,961 1,456 6,657 22,795 22,267 33,413 30,379: 6,860 9,894
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 6, 2007 :
: 1,039: 666 103 449 -210 312 905 863: 134 175
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.8 3.6 16.5 56.6 55.3 83.0 75.4: 17.0 24.6
Old : 100.0: 9.8 3.6 16.5 56.6 55.3 83.0 75.4: 17.0 24.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 61: 15 8 13 28 26 49 41:
Old : 61: 15 8 13 28 26 49 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 : 34.7 28.0 49.3 46.0 34.3 25.9 44.2 39.8
Old : 34.7 28.0 49.3 46.0 34.3 25.9 44.2 39.8
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, March 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 : 186,559: 35,418 17,213 43,081 80,845 97,928 159,345 158,223: 27,214 28,336
Old : 173,898: 29,529 19,342 40,174 80,699 88,400 150,402 147,915: 23,496 25,983
Other: 12,660: 8,632 614 165 146 9,529 8,943 10,308: 3,717 2,353
: : :
: : Changes in Commitments from: March 6, 2007 :
: -1,447: 1,809 -2,083 1,123 -3,442 971 -510 11: -937 -1,458
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.0 9.2 23.1 43.3 52.5 85.4 84.8: 14.6 15.2
Old : 100.0: 17.0 11.1 23.1 46.4 50.8 86.5 85.1: 13.5 14.9
Other: 100.0: 68.2 4.8 1.3 1.2 75.3 70.6 81.4: 29.4 18.6
: : :
:# Traders : Number of Traders in Each Category :
All : 207: 82 49 82 33 42 165 140:
Old : 206: 77 57 81 33 42 163 140:
Other: 60: 32 4 8 4 23 36 35:
:----------------------------------------------------------------------------------------------------
: 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 : 25.3 35.6 36.3 44.0 25.3 32.2 34.5 38.1
Old : 27.1 36.2 38.9 44.2 27.1 34.1 36.4 38.6
Other: 45.9 52.1 57.2 67.6 45.9 51.9 57.2 67.4
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE Code-056641
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 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 : 1,501: 469 247 114 234 276 817 637: 684 864
Old : 1,500: 469 248 113 234 276 816 637: 684 863
Other: 1: 1 0 0 0 0 1 0: 0 1
: : :
: : Changes in Commitments from: March 6, 2007 :
: 74: 131 -9 -32 -9 24 90 -17: -16 91
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.2 16.5 7.6 15.6 18.4 54.4 42.4: 45.6 57.6
Old : 100.0: 31.3 16.5 7.5 15.6 18.4 54.4 42.5: 45.6 57.5
Other: 100.0: 100.0 0.0 0.0 0.0 0.0 100.0 0.0: 0.0 100.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 10 6 3 3 4 16 10:
Old : 21: 10 6 3 3 4 16 10:
Other: 1: 1 0 0 0 0 1 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 : 26.5 29.6 39.3 39.4 25.6 26.8 36.2 31.2
Old : 26.5 29.6 39.3 39.5 25.6 26.9 36.3 31.3
Other: 100.0 0.0 100.0 0.0 100.0 0.0 100.0 0.0
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 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 : 331,580: 78,054 27,494 97,071 126,350 140,125 301,475 264,689: 30,105 66,891
Old : 331,580: 78,054 27,494 97,071 126,350 140,125 301,475 264,689: 30,105 66,891
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 6, 2007 :
: 20,535: 2,255 518 19,874 -1,739 77 20,390 20,469: 145 66
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.5 8.3 29.3 38.1 42.3 90.9 79.8: 9.1 20.2
Old : 100.0: 23.5 8.3 29.3 38.1 42.3 90.9 79.8: 9.1 20.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 367: 124 63 102 97 147 280 270:
Old : 367: 124 63 102 97 147 280 270:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.2 13.6 30.2 21.9 19.2 11.6 27.3 17.3
Old : 19.2 13.6 30.2 21.9 19.2 11.6 27.3 17.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 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 : 7,874: 2,436 3,371 902 2,209 1,517 5,547 5,790: 2,326 2,084
Old : 7,874: 2,436 3,371 902 2,209 1,517 5,547 5,790: 2,326 2,084
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 6, 2007 :
: 549: -49 3 156 315 362 422 521: 127 28
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.9 42.8 11.5 28.1 19.3 70.5 73.5: 29.5 26.5
Old : 100.0: 30.9 42.8 11.5 28.1 19.3 70.5 73.5: 29.5 26.5
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 : 74: 21 28 10 16 17 42 53:
Old : 74: 21 28 10 16 17 42 53:
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 21.8 41.1 34.9 26.8 20.6 38.2 31.4
Old : 27.4 21.8 41.1 34.9 26.8 20.6 38.2 31.4
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, March 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 : 37,825: 9,878 4,407 7,712 13,259 10,773 30,850 22,892: 6,975 14,932
Old : 37,825: 9,878 4,407 7,712 13,259 10,773 30,850 22,892: 6,975 14,932
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 6, 2007 :
: -1,447: -511 -111 -237 -447 195 -1,196 -153: -252 -1,294
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.1 11.7 20.4 35.1 28.5 81.6 60.5: 18.4 39.5
Old : 100.0: 26.1 11.7 20.4 35.1 28.5 81.6 60.5: 18.4 39.5
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 : 152: 42 19 37 50 58 117 102:
Old : 152: 42 19 37 50 58 117 102:
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 : 13.4 11.3 23.3 19.2 13.4 10.8 23.0 15.9
Old : 13.4 11.3 23.3 19.2 13.4 10.8 23.0 15.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 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 : 165,898: 15,178 89,987 9,249 112,570 36,345 136,997 135,581: 28,901 30,317
Old : 165,898: 15,178 89,987 9,249 112,570 36,345 136,997 135,581: 28,901 30,317
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 6, 2007 :
: -1,552: -6,627 -6,573 1,726 6,323 2,449 1,422 -2,399: -2,974 846
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.1 54.2 5.6 67.9 21.9 82.6 81.7: 17.4 18.3
Old : 100.0: 9.1 54.2 5.6 67.9 21.9 82.6 81.7: 17.4 18.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 98: 17 42 11 28 25 52 72:
Old : 98: 17 42 11 28 25 52 72:
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 25.2 57.3 36.6 42.1 25.2 53.8 35.1
Old : 44.9 25.2 57.3 36.6 42.1 25.2 53.8 35.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 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 : 92,596: 14,864 39,718 3,319 56,113 36,341 74,296 79,379: 18,300 13,217
Old : 92,596: 14,864 39,718 3,319 56,113 36,341 74,296 79,379: 18,300 13,217
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 6, 2007 :
: 4,070: -1,858 1,342 818 5,873 1,871 4,834 4,031: -763 39
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.1 42.9 3.6 60.6 39.2 80.2 85.7: 19.8 14.3
Old : 100.0: 16.1 42.9 3.6 60.6 39.2 80.2 85.7: 19.8 14.3
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 : 56: 16 19 4 15 15 34 36:
Old : 56: 16 19 4 15 15 34 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 : 44.0 42.9 55.3 56.9 43.9 37.0 52.6 49.5
Old : 44.0 42.9 55.3 56.9 43.9 37.0 52.6 49.5
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, March 13, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF MXN 500,000) :
: : :
All : 113,307: 28,319 42,847 2,509 78,849 63,348 109,677 108,704: 3,630 4,603
Old : 113,307: 28,319 42,847 2,509 78,849 63,348 109,677 108,704: 3,630 4,603
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 6, 2007 :
: 11,222: -2,492 -3,558 758 12,615 13,608 10,880 10,808: 342 414
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.0 37.8 2.2 69.6 55.9 96.8 95.9: 3.2 4.1
Old : 100.0: 25.0 37.8 2.2 69.6 55.9 96.8 95.9: 3.2 4.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 94: 22 46 8 18 13 44 65:
Old : 94: 22 46 8 18 13 44 65:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.6 56.5 69.9 67.3 33.4 32.5 47.7 41.3
Old : 53.6 56.5 69.9 67.3 33.4 32.5 47.7 41.3
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, March 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 : 166,863: 50,093 29,225 5,407 80,964 109,240 136,464 143,872: 30,399 22,991
Old : 166,863: 50,093 29,225 5,407 80,964 109,240 136,464 143,872: 30,399 22,991
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 6, 2007 :
: 5,017: -7,040 -262 -243 12,792 5,057 5,508 4,552: -491 465
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.0 17.5 3.2 48.5 65.5 81.8 86.2: 18.2 13.8
Old : 100.0: 30.0 17.5 3.2 48.5 65.5 81.8 86.2: 18.2 13.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 82: 27 23 12 20 22 53 52:
Old : 82: 27 23 12 20 22 53 52:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.7 42.1 49.7 56.1 33.2 38.9 48.9 52.3
Old : 33.7 42.1 49.7 56.1 33.2 38.9 48.9 52.3
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, March 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 : 316,980: 33,920 92,077 17,439 209,724 163,472 261,082 272,987: 55,899 43,993
Old : 316,980: 33,920 92,077 17,439 209,724 163,472 261,082 272,987: 55,899 43,993
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 6, 2007 :
: -7,266: 8,286 -2,444 -5,699 -19,245 -5,623 -16,658 -13,766: 9,392 6,500
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.7 29.0 5.5 66.2 51.6 82.4 86.1: 17.6 13.9
Old : 100.0: 10.7 29.0 5.5 66.2 51.6 82.4 86.1: 17.6 13.9
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 : 123: 35 48 24 32 25 82 82:
Old : 123: 35 48 24 32 25 82 82:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.1 36.4 51.9 49.6 38.5 29.3 47.7 41.9
Old : 39.1 36.4 51.9 49.6 38.5 29.3 47.7 41.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 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 : 239,563: 111,876 16,108 15,384 51,713 174,506 178,973 205,998: 60,590 33,565
Old : 239,563: 111,876 16,108 15,384 51,713 174,506 178,973 205,998: 60,590 33,565
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 6, 2007 :
: 7,420: 7,770 -947 -6,018 5,260 13,456 7,012 6,490: 408 930
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.7 6.7 6.4 21.6 72.8 74.7 86.0: 25.3 14.0
Old : 100.0: 46.7 6.7 6.4 21.6 72.8 74.7 86.0: 25.3 14.0
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 : 142: 67 29 32 34 35 118 80:
Old : 142: 67 29 32 34 35 118 80:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.4 43.9 28.0 56.9 17.1 39.8 23.3 49.7
Old : 20.4 43.9 28.0 56.9 17.1 39.8 23.3 49.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 13, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF NZD 100,000) :
: : :
All : 23,442: 15,091 329 181 6,233 21,442 21,505 21,952: 1,937 1,490
Old : 23,442: 15,091 329 181 6,233 21,442 21,505 21,952: 1,937 1,490
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 6, 2007 :
: 2,283: 687 214 76 1,765 2,202 2,528 2,492: -245 -209
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.4 1.4 0.8 26.6 91.5 91.7 93.6: 8.3 6.4
Old : 100.0: 64.4 1.4 0.8 26.6 91.5 91.7 93.6: 8.3 6.4
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 : 35: 14 2 2 8 17 22 21:
Old : 35: 14 2 2 8 17 22 21:
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 : 57.9 66.0 70.4 81.7 51.0 63.2 63.4 73.5
Old : 57.9 66.0 70.4 81.7 51.0 63.2 63.4 73.5
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, March 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) :
: : :
All : 67,181: 10,371 2,247 1,537 52,073 61,414 63,981 65,198: 3,200 1,983
Old : 67,181: 10,371 2,247 1,537 52,073 61,414 63,981 65,198: 3,200 1,983
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 6, 2007 :
: 12,827: -999 1,212 1,536 11,382 10,608 11,919 13,356: 908 -529
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.4 3.3 2.3 77.5 91.4 95.2 97.0: 4.8 3.0
Old : 100.0: 15.4 3.3 2.3 77.5 91.4 95.2 97.0: 4.8 3.0
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 : 21: 5 1 2 13 12 19 14:
Old : 21: 5 1 2 13 12 19 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.7 71.8 75.4 93.2 52.2 61.0 67.0 78.3
Old : 56.7 71.8 75.4 93.2 52.2 61.0 67.0 78.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 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) :
: : :
All :18,670,674: 998,890 478,465 5,549,845 10,851,913 11,159,542 17,400,648 17,187,852: 1,270,026 1,482,821
Old :18,670,674: 998,890 478,465 5,549,845 10,851,913 11,159,542 17,400,648 17,187,852: 1,270,026 1,482,821
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 6, 2007 :
: 768,302: -18,540 60,790 502,825 245,653 213,757 729,938 777,372: 38,364 -9,071
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.4 2.6 29.7 58.1 59.8 93.2 92.1: 6.8 7.9
Old : 100.0: 5.4 2.6 29.7 58.1 59.8 93.2 92.1: 6.8 7.9
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 : 342: 62 80 124 179 184 315 319:
Old : 342: 62 80 124 179 184 315 319:
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 : 24.0 13.8 34.3 24.5 20.4 9.0 25.0 14.6
Old : 24.0 13.8 34.3 24.5 20.4 9.0 25.0 14.6
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, March 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 : 956,369: 67,308 63,615 152,467 536,994 573,779 756,770 789,861: 199,599 166,508
Old : 956,369: 67,308 63,615 152,467 536,994 573,779 756,770 789,861: 199,599 166,508
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 6, 2007 :
: 116,262: 2,784 5,579 31,972 53,538 50,864 88,294 88,416: 27,968 27,847
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.0 6.7 15.9 56.1 60.0 79.1 82.6: 20.9 17.4
Old : 100.0: 7.0 6.7 15.9 56.1 60.0 79.1 82.6: 20.9 17.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 226: 55 54 83 99 69 201 160:
Old : 226: 55 54 83 99 69 201 160:
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 21.4 21.1 30.8 14.0 20.8 19.1 30.0
Old : 14.9 21.4 21.1 30.8 14.0 20.8 19.1 30.0
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, March 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 : 2,857,325: 383,311 587,258 235,544 1,826,433 1,739,236 2,445,288 2,562,038: 412,038 295,287
Old : 2,857,325: 383,311 587,258 235,544 1,826,433 1,739,236 2,445,288 2,562,038: 412,038 295,287
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 6, 2007 :
: 618,036: 44,556 123,797 75,466 439,639 320,798 559,661 520,061: 58,375 97,975
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.4 20.6 8.2 63.9 60.9 85.6 89.7: 14.4 10.3
Old : 100.0: 13.4 20.6 8.2 63.9 60.9 85.6 89.7: 14.4 10.3
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 : 339: 93 115 114 106 98 260 266:
Old : 339: 93 115 114 106 98 260 266:
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 22.2 36.5 34.0 16.6 10.8 24.0 17.7
Old : 27.4 22.2 36.5 34.0 16.6 10.8 24.0 17.7
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, March 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 : 9,833: 1,028 0 0 5,533 7,755 6,561 7,755: 3,272 2,078
Old : 9,833: 1,028 0 0 5,533 7,755 6,561 7,755: 3,272 2,078
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 6, 2007 :
: 1,954: 41 0 0 1,692 2,051 1,733 2,051: 221 -97
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.5 0.0 0.0 56.3 78.9 66.7 78.9: 33.3 21.1
Old : 100.0: 10.5 0.0 0.0 56.3 78.9 66.7 78.9: 33.3 21.1
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 : 24: 2 0 0 16 13 18 13:
Old : 24: 2 0 0 16 13 18 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 : 29.8 44.6 46.2 64.7 28.6 32.8 40.8 49.0
Old : 29.8 44.6 46.2 64.7 28.6 32.8 40.8 49.0
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, March 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 : 96,521: 7,859 33,130 1,466 75,669 54,376 84,994 88,972: 11,527 7,549
Old : 96,521: 7,859 33,130 1,466 75,669 54,376 84,994 88,972: 11,527 7,549
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 6, 2007 :
: 17,834: -1,056 -489 1,015 16,219 13,890 16,178 14,416: 1,656 3,418
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.1 34.3 1.5 78.4 56.3 88.1 92.2: 11.9 7.8
Old : 100.0: 8.1 34.3 1.5 78.4 56.3 88.1 92.2: 11.9 7.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 86: 10 20 6 45 33 59 56:
Old : 86: 10 20 6 45 33 59 56:
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 : 28.0 36.6 45.5 54.7 27.6 34.1 43.5 48.6
Old : 28.0 36.6 45.5 54.7 27.6 34.1 43.5 48.6
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, March 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 : 76,258: 8,879 8,039 2,695 38,334 54,997 49,908 65,731: 26,350 10,527
Old : 76,258: 8,879 8,039 2,695 38,334 54,997 49,908 65,731: 26,350 10,527
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 6, 2007 :
: 18,086: -851 -505 2,461 10,132 12,754 11,743 14,711: 6,343 3,376
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.6 10.5 3.5 50.3 72.1 65.4 86.2: 34.6 13.8
Old : 100.0: 11.6 10.5 3.5 50.3 72.1 65.4 86.2: 34.6 13.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 81: 15 17 16 33 34 55 61:
Old : 81: 15 17 16 33 34 55 61:
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 : 24.3 32.7 37.8 47.5 22.9 29.8 28.3 39.4
Old : 24.3 32.7 37.8 47.5 22.9 29.8 28.3 39.4
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, March 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 : 618,839: 54,257 171,518 34,065 466,170 281,064 554,492 486,647: 64,347 132,192
Old : 618,839: 54,257 171,518 34,065 466,170 281,064 554,492 486,647: 64,347 132,192
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 6, 2007 :
: 162,652: -9,513 28,073 16,470 139,189 87,503 146,146 132,046: 16,505 30,606
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.8 27.7 5.5 75.3 45.4 89.6 78.6: 10.4 21.4
Old : 100.0: 8.8 27.7 5.5 75.3 45.4 89.6 78.6: 10.4 21.4
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 : 249: 58 99 37 69 63 150 176:
Old : 249: 58 99 37 69 63 150 176:
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 : 34.7 16.4 49.3 29.0 34.6 13.8 43.3 20.8
Old : 34.7 16.4 49.3 29.0 34.6 13.8 43.3 20.8
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, March 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 : 132,747: 52,654 4,585 3,118 52,390 112,726 108,162 120,429: 24,585 12,317
Old : 132,747: 52,654 4,585 3,118 52,390 112,726 108,162 120,429: 24,585 12,317
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 6, 2007 :
: 11,054: 6,790 -14,376 1,542 3,206 22,784 11,537 9,950: -484 1,104
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.7 3.5 2.3 39.5 84.9 81.5 90.7: 18.5 9.3
Old : 100.0: 39.7 3.5 2.3 39.5 84.9 81.5 90.7: 18.5 9.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 61: 32 7 7 11 17 45 29:
Old : 61: 32 7 7 11 17 45 29:
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 : 32.8 59.3 48.8 72.2 23.2 59.3 36.3 68.0
Old : 32.8 59.3 48.8 72.2 23.2 59.3 36.3 68.0
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, March 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 : 60,966: 1,756 5,961 532 49,023 44,098 51,311 50,591: 9,656 10,375
Old : 60,966: 1,756 5,961 532 49,023 44,098 51,311 50,591: 9,656 10,375
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 6, 2007 :
: 16,881: -27 590 532 12,487 10,522 12,992 11,644: 3,889 5,237
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.9 9.8 0.9 80.4 72.3 84.2 83.0: 15.8 17.0
Old : 100.0: 2.9 9.8 0.9 80.4 72.3 84.2 83.0: 15.8 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 : 61: 2 15 2 28 30 32 46:
Old : 61: 2 15 2 28 30 32 46:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.1 38.3 66.2 52.8 43.2 33.5 57.1 44.5
Old : 52.1 38.3 66.2 52.8 43.2 33.5 57.1 44.5
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, March 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 : 589,716: 62,428 195,395 24,333 471,177 323,696 557,938 543,424: 31,778 46,292
Old : 589,716: 62,428 195,395 24,333 471,177 323,696 557,938 543,424: 31,778 46,292
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 6, 2007 :
: 88,297: -2,028 16,174 8,961 69,190 49,358 76,124 74,492: 12,173 13,804
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.6 33.1 4.1 79.9 54.9 94.6 92.2: 5.4 7.8
Old : 100.0: 10.6 33.1 4.1 79.9 54.9 94.6 92.2: 5.4 7.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 255: 44 109 62 58 79 144 209:
Old : 255: 44 109 62 58 79 144 209:
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 : 39.9 24.2 62.8 34.4 37.8 19.6 55.6 28.9
Old : 39.9 24.2 62.8 34.4 37.8 19.6 55.6 28.9
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, March 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 : 45,686: 10,175 17,327 235 24,499 16,396 34,910 33,958: 10,776 11,728
Old : 45,686: 10,175 17,327 235 24,499 16,396 34,910 33,958: 10,776 11,728
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 6, 2007 :
: -24,334: -991 907 -11,692 -8,217 -12,438 -20,900 -23,223: -3,434 -1,111
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.3 37.9 0.5 53.6 35.9 76.4 74.3: 23.6 25.7
Old : 100.0: 22.3 37.9 0.5 53.6 35.9 76.4 74.3: 23.6 25.7
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 : 73: 22 19 5 17 20 42 41:
Old : 73: 22 19 5 17 20 42 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 : 34.0 35.5 48.0 47.6 34.0 35.5 47.0 47.0
Old : 34.0 35.5 48.0 47.6 34.0 35.5 47.0 47.0
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, March 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 JPY 500) :
: : :
All : 46,160: 20,563 1,731 263 15,358 18,774 36,184 20,768: 9,976 25,392
Old : 46,160: 20,563 1,731 263 15,358 18,774 36,184 20,768: 9,976 25,392
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 6, 2007 :
: -42,246: 9,471 -6,294 -9,574 -19,167 -18,668 -19,270 -34,536: -22,976 -7,710
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.5 3.8 0.6 33.3 40.7 78.4 45.0: 21.6 55.0
Old : 100.0: 44.5 3.8 0.6 33.3 40.7 78.4 45.0: 21.6 55.0
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 : 56: 24 5 3 15 13 39 21:
Old : 56: 24 5 3 15 13 39 21:
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 : 39.1 31.1 51.2 37.3 39.1 31.1 50.5 37.3
Old : 39.1 31.1 51.2 37.3 39.1 31.1 50.5 37.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GOLDMAN-SACHS COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 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 : 22,229: 6,437 2,138 126 14,373 18,555 20,936 20,819: 1,293 1,410
Old : 22,229: 6,437 2,138 126 14,373 18,555 20,936 20,819: 1,293 1,410
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 6, 2007 :
: 745: -74 179 -185 109 72 -150 66: 895 679
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.0 9.6 0.6 64.7 83.5 94.2 93.7: 5.8 6.3
Old : 100.0: 29.0 9.6 0.6 64.7 83.5 94.2 93.7: 5.8 6.3
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 : 28: 8 8 2 8 4 17 13:
Old : 28: 8 8 2 8 4 17 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 71.8 85.6 86.4 91.2 71.6 85.6 86.3 90.7
Old : 71.8 85.6 86.4 91.2 71.6 85.6 86.3 90.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE Code-597741
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 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 100,000,000) :
: : :
All : 64,983: 4,813 15,793 5,862 32,400 33,749 43,075 55,404: 21,908 9,579
Old : 64,983: 4,813 15,793 5,862 32,400 33,749 43,075 55,404: 21,908 9,579
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 6, 2007 :
: -2,751: 1,680 973 -366 2,193 870 3,507 1,477: -6,258 -4,228
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.4 24.3 9.0 49.9 51.9 66.3 85.3: 33.7 14.7
Old : 100.0: 7.4 24.3 9.0 49.9 51.9 66.3 85.3: 33.7 14.7
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 : 67: 9 22 14 29 28 49 55:
Old : 67: 9 22 14 29 28 49 55:
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 : 24.4 25.4 36.3 41.8 17.4 20.5 24.0 30.8
Old : 24.4 25.4 36.3 41.8 17.4 20.5 24.0 30.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 16, 2007