MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 3, 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 : 40,674: 3,608 664 6,669 23,459 23,616 33,736 30,949: 6,938 9,726
Old : 40,674: 3,608 664 6,669 23,459 23,616 33,736 30,949: 6,938 9,726
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 27, 2007 :
: -2,996: -740 -488 -585 -891 -1,061 -2,216 -2,135: -780 -862
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.9 1.6 16.4 57.7 58.1 82.9 76.1: 17.1 23.9
Old : 100.0: 8.9 1.6 16.4 57.7 58.1 82.9 76.1: 17.1 23.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 60: 13 8 12 29 27 48 41:
Old : 60: 13 8 12 29 27 48 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 : 36.1 28.3 51.0 45.3 35.5 26.4 44.3 40.3
Old : 36.1 28.3 51.0 45.3 35.5 26.4 44.3 40.3
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, April 3, 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 : 185,403: 32,805 21,320 46,748 81,101 90,282 160,654 158,351: 24,748 27,052
Old : 168,854: 25,391 25,040 41,453 80,846 78,616 147,690 145,108: 21,164 23,745
Other: 16,549: 12,076 942 634 255 11,666 12,965 13,242: 3,584 3,307
: : :
: : Changes in Commitments from: March 27, 2007 :
: -917: 1,935 834 1,335 -1,333 -2,613 1,937 -444: -2,854 -473
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.7 11.5 25.2 43.7 48.7 86.7 85.4: 13.3 14.6
Old : 100.0: 15.0 14.8 24.5 47.9 46.6 87.5 85.9: 12.5 14.1
Other: 100.0: 73.0 5.7 3.8 1.5 70.5 78.3 80.0: 21.7 20.0
: : :
:# Traders : Number of Traders in Each Category :
All : 192: 71 60 75 33 36 140 144:
Old : 190: 64 66 73 33 36 137 143:
Other: 60: 28 9 10 5 22 36 38:
:----------------------------------------------------------------------------------------------------
: 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 32.7 36.7 41.0 25.3 29.9 34.7 35.7
Old : 27.7 33.6 39.9 41.0 27.7 31.8 37.5 37.0
Other: 46.8 45.6 59.9 60.9 46.1 45.0 59.1 60.3
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 3, 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 : 333,492: 75,109 32,221 102,175 125,991 135,373 303,276 269,769: 30,215 63,722
Old : 333,492: 75,109 32,221 102,175 125,991 135,373 303,276 269,769: 30,215 63,722
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 27, 2007 :
: 1,726: 439 2,212 -1,065 3,727 1,381 3,101 2,528: -1,376 -802
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.5 9.7 30.6 37.8 40.6 90.9 80.9: 9.1 19.1
Old : 100.0: 22.5 9.7 30.6 37.8 40.6 90.9 80.9: 9.1 19.1
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 : 361: 119 53 111 99 143 286 268:
Old : 361: 119 53 111 99 143 286 268:
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 14.9 30.1 24.3 19.3 12.2 27.7 17.7
Old : 19.3 14.9 30.1 24.3 19.3 12.2 27.7 17.7
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, April 3, 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 : 9,521: 2,476 4,014 1,615 2,382 1,576 6,473 7,206: 3,047 2,315
Old : 9,521: 2,476 4,014 1,615 2,382 1,576 6,473 7,206: 3,047 2,315
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 27, 2007 :
: 931: -13 266 622 -80 -101 529 787: 402 144
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.0 42.2 17.0 25.0 16.6 68.0 75.7: 32.0 24.3
Old : 100.0: 26.0 42.2 17.0 25.0 16.6 68.0 75.7: 32.0 24.3
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 : 88: 27 32 17 17 19 53 64:
Old : 88: 27 32 17 17 19 53 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 : 23.2 21.1 35.3 32.1 23.2 20.5 32.4 29.9
Old : 23.2 21.1 35.3 32.1 23.2 20.5 32.4 29.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 3, 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 : 34,239: 9,658 3,843 5,724 12,428 10,605 27,810 20,171: 6,429 14,067
Old : 34,239: 9,658 3,843 5,724 12,428 10,605 27,810 20,171: 6,429 14,067
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 27, 2007 :
: -2,765: 270 -614 -1,479 -1,067 -235 -2,277 -2,329: -488 -436
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.2 11.2 16.7 36.3 31.0 81.2 58.9: 18.8 41.1
Old : 100.0: 28.2 11.2 16.7 36.3 31.0 81.2 58.9: 18.8 41.1
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: 49 16 32 42 58 111 96:
Old : 155: 49 16 32 42 58 111 96:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 13.4 12.1 23.5 20.1 12.4 9.8 22.1 15.7
Old : 13.4 12.1 23.5 20.1 12.4 9.8 22.1 15.7
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, April 3, 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 : 122,221: 21,925 58,271 6,100 62,000 31,134 90,024 95,504: 32,197 26,717
Old : 122,221: 21,925 58,271 6,100 62,000 31,134 90,024 95,504: 32,197 26,717
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 27, 2007 :
: -1,074: -2,882 624 537 -1,616 645 -3,961 1,806: 2,886 -2,881
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.9 47.7 5.0 50.7 25.5 73.7 78.1: 26.3 21.9
Old : 100.0: 17.9 47.7 5.0 50.7 25.5 73.7 78.1: 26.3 21.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 83: 15 38 12 21 20 43 63:
Old : 83: 15 38 12 21 20 43 63:
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 : 40.9 18.1 50.3 31.7 38.8 18.1 48.1 31.6
Old : 40.9 18.1 50.3 31.7 38.8 18.1 48.1 31.6
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, April 3, 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 : 62,886: 10,350 37,525 2,306 31,223 10,506 43,879 50,337: 19,007 12,549
Old : 62,886: 10,350 37,525 2,306 31,223 10,506 43,879 50,337: 19,007 12,549
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 27, 2007 :
: 5,038: -8,696 7,393 257 12,639 -3,512 4,200 4,138: 839 901
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.5 59.7 3.7 49.6 16.7 69.8 80.0: 30.2 20.0
Old : 100.0: 16.5 59.7 3.7 49.6 16.7 69.8 80.0: 30.2 20.0
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 : 50: 12 23 4 7 11 21 36:
Old : 50: 12 23 4 7 11 21 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 : 42.2 34.9 54.1 47.5 40.6 34.8 50.4 46.2
Old : 42.2 34.9 54.1 47.5 40.6 34.8 50.4 46.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 3, 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 : 73,103: 23,449 21,666 654 40,465 45,591 64,568 67,911: 8,535 5,192
Old : 73,103: 23,449 21,666 654 40,465 45,591 64,568 67,911: 8,535 5,192
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 27, 2007 :
: 1,412: -3,269 -1,508 0 -192 1,547 -3,461 39: 4,873 1,373
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.1 29.6 0.9 55.4 62.4 88.3 92.9: 11.7 7.1
Old : 100.0: 32.1 29.6 0.9 55.4 62.4 88.3 92.9: 11.7 7.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 79: 34 20 1 13 15 47 36:
Old : 79: 34 20 1 13 15 47 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 : 48.5 60.3 61.7 73.7 48.5 59.6 61.7 71.8
Old : 48.5 60.3 61.7 73.7 48.5 59.6 61.7 71.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 3, 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 : 134,113: 73,219 15,703 7,237 21,000 87,797 101,456 110,737: 32,657 23,376
Old : 134,113: 73,219 15,703 7,237 21,000 87,797 101,456 110,737: 32,657 23,376
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 27, 2007 :
: 12,791: 10,156 -3,260 1,244 995 11,334 12,395 9,318: 396 3,473
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.6 11.7 5.4 15.7 65.5 75.6 82.6: 24.4 17.4
Old : 100.0: 54.6 11.7 5.4 15.7 65.5 75.6 82.6: 24.4 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 : 88: 42 16 13 16 24 63 48:
Old : 88: 42 16 13 16 24 63 48:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.0 36.0 39.2 50.9 28.0 35.9 39.1 50.6
Old : 28.0 36.0 39.2 50.9 28.0 35.9 39.1 50.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 3, 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 : 256,700: 30,776 100,892 15,694 164,773 100,515 211,243 217,101: 45,457 39,598
Old : 256,700: 30,776 100,892 15,694 164,773 100,515 211,243 217,101: 45,457 39,598
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 27, 2007 :
: 18,837: -1,069 15,354 1,001 15,265 -5,719 15,197 10,636: 3,640 8,201
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.0 39.3 6.1 64.2 39.2 82.3 84.6: 17.7 15.4
Old : 100.0: 12.0 39.3 6.1 64.2 39.2 82.3 84.6: 17.7 15.4
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 : 117: 34 46 18 31 21 73 77:
Old : 117: 34 46 18 31 21 73 77:
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 : 37.3 35.1 52.4 50.7 37.1 30.8 50.2 46.3
Old : 37.3 35.1 52.4 50.7 37.1 30.8 50.2 46.3
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, April 3, 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 : 231,632: 113,764 21,126 22,518 29,372 150,866 165,654 194,509: 65,978 37,122
Old : 231,632: 113,764 21,126 22,518 29,372 150,866 165,654 194,509: 65,978 37,122
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 27, 2007 :
: 6,078: 992 295 1,120 -386 5,252 1,726 6,667: 4,352 -589
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.1 9.1 9.7 12.7 65.1 71.5 84.0: 28.5 16.0
Old : 100.0: 49.1 9.1 9.7 12.7 65.1 71.5 84.0: 28.5 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 : 148: 72 35 28 28 30 112 81:
Old : 148: 72 35 28 28 30 112 81:
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 : 21.0 38.6 30.0 54.3 20.4 37.6 27.4 50.2
Old : 21.0 38.6 30.0 54.3 20.4 37.6 27.4 50.2
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, April 3, 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 : 27,025: 23,361 836 0 1,912 24,441 25,273 25,277: 1,752 1,748
Old : 27,025: 23,361 836 0 1,912 24,441 25,273 25,277: 1,752 1,748
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 27, 2007 :
: -586: -463 -200 0 -105 -83 -568 -283: -18 -303
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.4 3.1 0.0 7.1 90.4 93.5 93.5: 6.5 6.5
Old : 100.0: 86.4 3.1 0.0 7.1 90.4 93.5 93.5: 6.5 6.5
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 : 35: 17 1 0 6 15 23 16:
Old : 35: 17 1 0 6 15 23 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 : 65.4 58.6 78.1 79.2 65.4 58.1 77.6 78.4
Old : 65.4 58.6 78.1 79.2 65.4 58.1 77.6 78.4
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, April 3, 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 : 76,257: 14,108 6,364 475 57,351 67,367 71,934 74,206: 4,323 2,051
Old : 76,257: 14,108 6,364 475 57,351 67,367 71,934 74,206: 4,323 2,051
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 27, 2007 :
: 4,461: 3,665 -224 0 816 5,501 4,481 5,277: -20 -816
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.5 8.3 0.6 75.2 88.3 94.3 97.3: 5.7 2.7
Old : 100.0: 18.5 8.3 0.6 75.2 88.3 94.3 97.3: 5.7 2.7
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 : 29: 5 1 1 17 16 22 18:
Old : 29: 5 1 1 17 16 22 18:
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 : 45.4 61.6 70.4 84.9 43.8 48.7 59.8 68.2
Old : 45.4 61.6 70.4 84.9 43.8 48.7 59.8 68.2
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, April 3, 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 :16,585,944: 877,712 538,273 5,067,833 9,469,435 9,599,423 15,414,980 15,205,529: 1,170,964 1,380,415
Old :16,585,944: 877,712 538,273 5,067,833 9,469,435 9,599,423 15,414,980 15,205,529: 1,170,964 1,380,415
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 27, 2007 :
: 161,851: 122,314 67,188 -68,284 75,987 117,951 130,016 116,854: 31,835 44,997
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.3 3.2 30.6 57.1 57.9 92.9 91.7: 7.1 8.3
Old : 100.0: 5.3 3.2 30.6 57.1 57.9 92.9 91.7: 7.1 8.3
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 : 333: 70 72 122 166 173 298 312:
Old : 333: 70 72 122 166 173 298 312:
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 : 26.8 12.8 38.5 24.0 22.1 8.7 26.3 14.4
Old : 26.8 12.8 38.5 24.0 22.1 8.7 26.3 14.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 3, 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 : 782,900: 73,191 35,706 102,505 468,744 474,334 644,439 612,545: 138,461 170,356
Old : 782,900: 73,191 35,706 102,505 468,744 474,334 644,439 612,545: 138,461 170,356
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 27, 2007 :
: 29,254: 7,032 -190 5,680 19,287 20,889 31,998 26,380: -2,745 2,874
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.3 4.6 13.1 59.9 60.6 82.3 78.2: 17.7 21.8
Old : 100.0: 9.3 4.6 13.1 59.9 60.6 82.3 78.2: 17.7 21.8
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 : 218: 60 44 74 91 63 189 143:
Old : 218: 60 44 74 91 63 189 143:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.5 25.3 27.8 34.6 17.2 25.3 25.2 34.0
Old : 18.5 25.3 27.8 34.6 17.2 25.3 25.2 34.0
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, April 3, 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 : 1,975,478: 296,197 637,937 103,244 1,066,901 1,060,374 1,466,342 1,801,555: 509,136 173,923
Old : 1,975,478: 296,197 637,937 103,244 1,066,901 1,060,374 1,466,342 1,801,555: 509,136 173,923
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 27, 2007 :
: 135,474: 5,549 62,551 4,668 90,669 59,459 100,886 126,678: 34,588 8,795
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.0 32.3 5.2 54.0 53.7 74.2 91.2: 25.8 8.8
Old : 100.0: 15.0 32.3 5.2 54.0 53.7 74.2 91.2: 25.8 8.8
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 : 306: 70 111 71 85 87 206 218:
Old : 306: 70 111 71 85 87 206 218:
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 : 15.9 20.9 25.5 31.8 12.0 14.5 20.5 24.1
Old : 15.9 20.9 25.5 31.8 12.0 14.5 20.5 24.1
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, April 3, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 400 INDEX X $500) :
: : :
All : 7,388: 1,021 0 0 3,968 5,457 4,989 5,457: 2,399 1,931
Old : 7,388: 1,021 0 0 3,968 5,457 4,989 5,457: 2,399 1,931
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 27, 2007 :
: -66: 53 0 0 -135 -689 -82 -689: 16 623
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.8 0.0 0.0 53.7 73.9 67.5 73.9: 32.5 26.1
Old : 100.0: 13.8 0.0 0.0 53.7 73.9 67.5 73.9: 32.5 26.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 2 0 0 11 9 13 9:
Old : 20: 2 0 0 11 9 13 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 : 39.0 51.6 56.6 71.0 39.0 51.6 56.6 69.8
Old : 39.0 51.6 56.6 71.0 39.0 51.6 56.6 69.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 3, 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 : 87,723: 10,652 25,988 0 65,340 57,346 75,992 83,334: 11,731 4,389
Old : 87,723: 10,652 25,988 0 65,340 57,346 75,992 83,334: 11,731 4,389
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 27, 2007 :
: 3,015: 812 -3,489 -257 -1,354 7,619 -799 3,873: 3,814 -858
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.1 29.6 0.0 74.5 65.4 86.6 95.0: 13.4 5.0
Old : 100.0: 12.1 29.6 0.0 74.5 65.4 86.6 95.0: 13.4 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 : 88: 15 14 0 37 35 52 49:
Old : 88: 15 14 0 37 35 52 49:
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 : 31.6 48.2 51.7 68.8 31.1 48.1 50.6 68.6
Old : 31.6 48.2 51.7 68.8 31.1 48.1 50.6 68.6
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, April 3, 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 : 46,797: 5,541 14,245 289 33,770 24,324 39,599 38,857: 7,198 7,940
Old : 46,797: 5,541 14,245 289 33,770 24,324 39,599 38,857: 7,198 7,940
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 27, 2007 :
: -982: -436 320 16 594 -741 175 -405: -1,157 -577
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.8 30.4 0.6 72.2 52.0 84.6 83.0: 15.4 17.0
Old : 100.0: 11.8 30.4 0.6 72.2 52.0 84.6 83.0: 15.4 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 : 76: 12 20 6 27 26 42 49:
Old : 76: 12 20 6 27 26 42 49:
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 42.0 55.3 55.3 39.6 41.8 55.0 55.1
Old : 39.9 42.0 55.3 55.3 39.6 41.8 55.0 55.1
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, April 3, 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 : 360,013: 89,343 138,133 9,937 228,489 192,122 327,770 340,193: 32,243 19,820
Old : 360,013: 89,343 138,133 9,937 228,489 192,122 327,770 340,193: 32,243 19,820
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 27, 2007 :
: 19,622: 23,683 1,921 2,811 -19,643 12,523 6,851 17,255: 12,772 2,368
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.8 38.4 2.8 63.5 53.4 91.0 94.5: 9.0 5.5
Old : 100.0: 24.8 38.4 2.8 63.5 53.4 91.0 94.5: 9.0 5.5
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 : 212: 75 56 15 47 50 133 110:
Old : 212: 75 56 15 47 50 133 110:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.4 26.1 47.0 41.3 34.1 25.3 44.2 40.4
Old : 36.4 26.1 47.0 41.3 34.1 25.3 44.2 40.4
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, April 3, 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 : 123,462: 87,842 5,972 1,520 4,687 103,507 94,049 110,999: 29,413 12,463
Old : 123,462: 87,842 5,972 1,520 4,687 103,507 94,049 110,999: 29,413 12,463
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 27, 2007 :
: 1,892: -657 -1,930 8 918 3,157 269 1,235: 1,623 656
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.1 4.8 1.2 3.8 83.8 76.2 89.9: 23.8 10.1
Old : 100.0: 71.1 4.8 1.2 3.8 83.8 76.2 89.9: 23.8 10.1
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: 50 8 3 10 19 60 30:
Old : 80: 50 8 3 10 19 60 30:
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 : 25.8 44.4 37.4 68.3 25.8 44.3 37.4 68.1
Old : 25.8 44.4 37.4 68.3 25.8 44.3 37.4 68.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE Code-239741
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 3, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (RUSSEL 2000 INDEX X $500) :
: : :
All : 33,383: 1,434 6,859 0 27,532 20,892 28,967 27,751: 4,417 5,632
Old : 33,383: 1,434 6,859 0 27,532 20,892 28,967 27,751: 4,417 5,632
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 27, 2007 :
: 775: 390 -696 0 213 1,112 603 416: 172 359
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.3 20.5 0.0 82.5 62.6 86.8 83.1: 13.2 16.9
Old : 100.0: 4.3 20.5 0.0 82.5 62.6 86.8 83.1: 13.2 16.9
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 : 55: 4 16 1 23 20 27 37:
Old : 55: 4 16 1 23 20 27 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 : 62.6 35.6 72.1 48.6 62.6 35.5 72.1 48.6
Old : 62.6 35.6 72.1 48.6 62.6 35.5 72.1 48.6
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, April 3, 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 : 432,636: 66,652 195,697 12,717 335,165 204,106 414,535 412,520: 18,101 20,116
Old : 432,636: 66,652 195,697 12,717 335,165 204,106 414,535 412,520: 18,101 20,116
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 27, 2007 :
: 5,410: 5,005 1,548 303 40 4,184 5,347 6,035: 63 -626
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.4 45.2 2.9 77.5 47.2 95.8 95.4: 4.2 4.6
Old : 100.0: 15.4 45.2 2.9 77.5 47.2 95.8 95.4: 4.2 4.6
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 : 241: 38 106 50 49 69 131 181:
Old : 241: 38 106 50 49 69 131 181:
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 : 51.2 23.2 68.5 34.1 50.8 19.9 64.4 29.2
Old : 51.2 23.2 68.5 34.1 50.8 19.9 64.4 29.2
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, April 3, 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 : 51,172: 9,454 17,379 258 31,007 18,859 40,719 36,497: 10,453 14,675
Old : 51,172: 9,454 17,379 258 31,007 18,859 40,719 36,497: 10,453 14,675
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 27, 2007 :
: 1,524: -2,974 -624 -18 4,119 691 1,127 49: 397 1,475
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.5 34.0 0.5 60.6 36.9 79.6 71.3: 20.4 28.7
Old : 100.0: 18.5 34.0 0.5 60.6 36.9 79.6 71.3: 20.4 28.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 79: 20 19 5 21 25 43 47:
Old : 79: 20 19 5 21 25 43 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 : 34.3 31.6 53.4 42.2 30.3 30.3 49.1 39.5
Old : 34.3 31.6 53.4 42.2 30.3 30.3 49.1 39.5
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, April 3, 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 : 47,209: 20,085 2,017 635 18,232 23,810 38,952 26,462: 8,257 20,747
Old : 47,209: 20,085 2,017 635 18,232 23,810 38,952 26,462: 8,257 20,747
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 27, 2007 :
: -1,311: -5,287 42 418 2,903 1,559 -1,966 2,019: 655 -3,330
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.5 4.3 1.3 38.6 50.4 82.5 56.1: 17.5 43.9
Old : 100.0: 42.5 4.3 1.3 38.6 50.4 82.5 56.1: 17.5 43.9
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 : 59: 18 7 3 19 16 38 25:
Old : 59: 18 7 3 19 16 38 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 : 38.4 33.1 53.9 43.3 38.4 33.1 52.1 42.2
Old : 38.4 33.1 53.9 43.3 38.4 33.1 52.1 42.2
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, April 3, 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 : 20,759: 5,430 1,469 280 14,116 17,943 19,826 19,692: 933 1,067
Old : 20,759: 5,430 1,469 280 14,116 17,943 19,826 19,692: 933 1,067
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 27, 2007 :
: 45: 204 -361 -26 -157 348 21 -39: 24 84
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.2 7.1 1.3 68.0 86.4 95.5 94.9: 4.5 5.1
Old : 100.0: 26.2 7.1 1.3 68.0 86.4 95.5 94.9: 4.5 5.1
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 : 27: 10 5 2 9 5 21 10:
Old : 27: 10 5 2 9 5 21 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 : 70.5 88.7 86.8 93.5 70.5 87.8 86.8 91.8
Old : 70.5 88.7 86.8 93.5 70.5 87.8 86.8 91.8
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, April 3, 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 : 49,938: 2,871 11,165 3,591 21,079 28,574 27,541 43,330: 22,397 6,608
Old : 49,938: 2,871 11,165 3,591 21,079 28,574 27,541 43,330: 22,397 6,608
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 27, 2007 :
: -3,015: -631 636 252 449 1,545 70 2,433: -3,085 -5,448
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.7 22.4 7.2 42.2 57.2 55.2 86.8: 44.8 13.2
Old : 100.0: 5.7 22.4 7.2 42.2 57.2 55.2 86.8: 44.8 13.2
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 : 56: 5 20 7 21 26 33 46:
Old : 56: 5 20 7 21 26 33 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 : 23.6 30.3 37.2 45.1 19.1 27.0 29.0 39.6
Old : 23.6 30.3 37.2 45.1 19.1 27.0 29.0 39.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated April 6, 2007