MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 1, 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 : 47,906: 5,127 715 8,862 25,214 27,706 39,203 37,283: 8,704 10,623
Old : 47,906: 5,127 715 8,862 25,214 27,706 39,203 37,283: 8,704 10,623
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 24, 2007 :
: 1,861: 197 -11 403 345 939 946 1,331: 915 529
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.7 1.5 18.5 52.6 57.8 81.8 77.8: 18.2 22.2
Old : 100.0: 10.7 1.5 18.5 52.6 57.8 81.8 77.8: 18.2 22.2
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 : 60: 20 4 14 27 26 49 42:
Old : 60: 20 4 14 27 26 49 42:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.8 31.1 49.3 47.5 33.9 28.4 42.1 41.4
Old : 34.8 31.1 49.3 47.5 33.9 28.4 42.1 41.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 1, 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 : 180,774: 31,984 21,850 43,552 80,877 89,968 156,412 155,369: 24,362 25,405
Old : 162,059: 25,349 26,397 37,104 78,815 76,541 141,269 140,042: 20,790 22,017
Other: 18,716: 11,803 621 1,279 2,061 13,427 15,144 15,327: 3,572 3,388
: : :
: : Changes in Commitments from: April 24, 2007 :
: -3,042: -5,446 -526 -2,921 3,698 528 -4,669 -2,919: 1,628 -122
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.7 12.1 24.1 44.7 49.8 86.5 85.9: 13.5 14.1
Old : 100.0: 15.6 16.3 22.9 48.6 47.2 87.2 86.4: 12.8 13.6
Other: 100.0: 63.1 3.3 6.8 11.0 71.7 80.9 81.9: 19.1 18.1
: : :
:# Traders : Number of Traders in Each Category :
All : 202: 83 46 82 35 39 157 148:
Old : 200: 76 58 78 34 39 151 147:
Other: 73: 37 8 14 10 24 49 44:
:----------------------------------------------------------------------------------------------------
: 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 33.9 36.1 42.8 25.8 31.7 34.8 37.8
Old : 28.7 35.0 40.1 42.9 28.7 33.5 38.6 39.1
Other: 40.1 43.5 54.2 61.3 38.4 35.5 47.9 53.3
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 1, 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 : 291,528: 64,640 28,888 82,338 118,093 126,839 265,070 238,065: 26,458 53,463
Old : 291,528: 64,640 28,888 82,338 118,093 126,839 265,070 238,065: 26,458 53,463
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 24, 2007 :
: -2,136: 1,189 2,023 -2,062 -881 -58 -1,754 -97: -382 -2,039
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.2 9.9 28.2 40.5 43.5 90.9 81.7: 9.1 18.3
Old : 100.0: 22.2 9.9 28.2 40.5 43.5 90.9 81.7: 9.1 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 : 320: 98 53 90 88 133 245 236:
Old : 320: 98 53 90 88 133 245 236:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.0 16.4 32.5 26.2 22.0 13.7 31.9 20.3
Old : 22.0 16.4 32.5 26.2 22.0 13.7 31.9 20.3
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, May 1, 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 : 9,037: 2,857 3,978 1,066 2,606 1,706 6,529 6,750: 2,508 2,287
Old : 9,037: 2,857 3,978 1,066 2,606 1,706 6,529 6,750: 2,508 2,287
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 24, 2007 :
: -367: 15 98 -234 116 -99 -103 -235: -264 -132
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.6 44.0 11.8 28.8 18.9 72.3 74.7: 27.7 25.3
Old : 100.0: 31.6 44.0 11.8 28.8 18.9 72.3 74.7: 27.7 25.3
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 : 78: 24 27 11 16 19 46 55:
Old : 78: 24 27 11 16 19 46 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 : 26.2 21.6 38.5 33.9 24.7 21.2 35.1 31.2
Old : 26.2 21.6 38.5 33.9 24.7 21.2 35.1 31.2
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, May 1, 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 : 26,751: 8,986 2,196 3,547 8,828 7,753 21,360 13,495: 5,391 13,256
Old : 26,751: 8,986 2,196 3,547 8,828 7,753 21,360 13,495: 5,391 13,256
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 24, 2007 :
: -2,891: -52 -214 -444 -1,562 -1,748 -2,058 -2,405: -833 -485
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.6 8.2 13.3 33.0 29.0 79.8 50.4: 20.2 49.6
Old : 100.0: 33.6 8.2 13.3 33.0 29.0 79.8 50.4: 20.2 49.6
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 : 145: 48 16 16 43 53 98 81:
Old : 145: 48 16 16 43 53 98 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 : 15.0 11.8 26.6 17.3 14.2 7.4 24.7 12.2
Old : 15.0 11.8 26.6 17.3 14.2 7.4 24.7 12.2
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, May 1, 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 : 155,016: 50,579 42,588 13,524 53,140 70,523 117,242 126,635: 37,774 28,382
Old : 155,016: 50,579 42,588 13,524 53,140 70,523 117,242 126,635: 37,774 28,382
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 24, 2007 :
: 20,379: 13,434 2,867 2,613 1,917 14,149 17,965 19,629: 2,414 749
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.6 27.5 8.7 34.3 45.5 75.6 81.7: 24.4 18.3
Old : 100.0: 32.6 27.5 8.7 34.3 45.5 75.6 81.7: 24.4 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 : 96: 27 36 13 22 22 59 61:
Old : 96: 27 36 13 22 22 59 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 : 33.6 23.9 43.0 39.2 29.7 23.6 37.3 36.9
Old : 33.6 23.9 43.0 39.2 29.7 23.6 37.3 36.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 1, 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 : 84,786: 16,556 47,924 2,722 48,193 20,997 67,470 71,643: 17,316 13,144
Old : 84,786: 16,556 47,924 2,722 48,193 20,997 67,470 71,643: 17,316 13,144
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 24, 2007 :
: 2,224: -6,599 8,387 261 10,555 -5,737 4,217 2,911: -1,992 -686
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.5 56.5 3.2 56.8 24.8 79.6 84.5: 20.4 15.5
Old : 100.0: 19.5 56.5 3.2 56.8 24.8 79.6 84.5: 20.4 15.5
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 : 62: 17 25 5 8 15 29 41:
Old : 62: 17 25 5 8 15 29 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 : 52.5 35.9 61.4 46.9 50.1 35.9 58.4 46.2
Old : 52.5 35.9 61.4 46.9 50.1 35.9 58.4 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, May 1, 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 : 107,568: 50,776 24,211 1,143 46,442 78,404 98,361 103,758: 9,207 3,810
Old : 107,568: 50,776 24,211 1,143 46,442 78,404 98,361 103,758: 9,207 3,810
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 24, 2007 :
: 26,764: 22,723 1,887 489 2,423 24,561 25,635 26,937: 1,129 -173
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.2 22.5 1.1 43.2 72.9 91.4 96.5: 8.6 3.5
Old : 100.0: 47.2 22.5 1.1 43.2 72.9 91.4 96.5: 8.6 3.5
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 : 96: 52 18 2 12 18 66 36:
Old : 96: 52 18 2 12 18 66 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 : 38.5 60.7 57.4 77.6 31.0 56.9 49.9 71.2
Old : 38.5 60.7 57.4 77.6 31.0 56.9 49.9 71.2
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, May 1, 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 : 156,292: 88,325 21,940 8,421 24,599 101,459 121,345 131,820: 34,947 24,472
Old : 156,292: 88,325 21,940 8,421 24,599 101,459 121,345 131,820: 34,947 24,472
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 24, 2007 :
: -3,171: -7,485 -1,913 753 3,031 -1,235 -3,701 -2,396: 530 -775
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.5 14.0 5.4 15.7 64.9 77.6 84.3: 22.4 15.7
Old : 100.0: 56.5 14.0 5.4 15.7 64.9 77.6 84.3: 22.4 15.7
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 : 95: 46 18 15 18 23 71 49:
Old : 95: 46 18 15 18 23 71 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 : 27.6 29.3 37.9 45.0 27.6 29.1 36.2 44.5
Old : 27.6 29.3 37.9 45.0 27.6 29.1 36.2 44.5
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, May 1, 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 : 313,623: 41,564 166,312 13,942 211,486 96,530 266,992 276,785: 46,631 36,838
Old : 313,623: 41,564 166,312 13,942 211,486 96,530 266,992 276,785: 46,631 36,838
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 24, 2007 :
: 45,426: 9,497 46,213 1,474 29,896 -4,327 40,867 43,360: 4,559 2,066
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.3 53.0 4.4 67.4 30.8 85.1 88.3: 14.9 11.7
Old : 100.0: 13.3 53.0 4.4 67.4 30.8 85.1 88.3: 14.9 11.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 135: 35 62 19 30 22 72 96:
Old : 135: 35 62 19 30 22 72 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 : 44.6 32.1 60.2 48.5 44.5 28.8 55.2 43.6
Old : 44.6 32.1 60.2 48.5 44.5 28.8 55.2 43.6
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, May 1, 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 : 278,271: 129,836 24,258 30,497 44,541 175,998 204,874 230,753: 73,396 47,517
Old : 278,271: 129,836 24,258 30,497 44,541 175,998 204,874 230,753: 73,396 47,517
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 24, 2007 :
: 7,405: -2,448 2,299 3,224 6,034 1,618 6,810 7,141: 596 264
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.7 8.7 11.0 16.0 63.2 73.6 82.9: 26.4 17.1
Old : 100.0: 46.7 8.7 11.0 16.0 63.2 73.6 82.9: 26.4 17.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 162: 72 42 36 32 39 124 97:
Old : 162: 72 42 36 32 39 124 97:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.4 33.4 28.9 47.6 18.6 31.1 26.2 43.2
Old : 19.4 33.4 28.9 47.6 18.6 31.1 26.2 43.2
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, May 1, 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 : 25,253: 18,777 1,254 0 3,592 22,385 22,369 23,639: 2,884 1,614
Old : 25,253: 18,777 1,254 0 3,592 22,385 22,369 23,639: 2,884 1,614
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 24, 2007 :
: -2,838: -4,024 -444 0 1,408 -2,304 -2,616 -2,748: -222 -90
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.4 5.0 0.0 14.2 88.6 88.6 93.6: 11.4 6.4
Old : 100.0: 74.4 5.0 0.0 14.2 88.6 88.6 93.6: 11.4 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 : 39: 18 3 0 9 13 27 16:
Old : 39: 18 3 0 9 13 27 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.5 63.3 66.2 83.8 49.7 62.6 65.3 83.2
Old : 50.5 63.3 66.2 83.8 49.7 62.6 65.3 83.2
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, May 1, 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 : 68,340: 12,617 0 209 52,636 65,495 65,462 65,704: 2,878 2,636
Old : 68,340: 12,617 0 209 52,636 65,495 65,462 65,704: 2,878 2,636
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 24, 2007 :
: 3,887: -794 0 89 5,925 3,516 5,220 3,605: -1,333 282
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.5 0.0 0.3 77.0 95.8 95.8 96.1: 4.2 3.9
Old : 100.0: 18.5 0.0 0.3 77.0 95.8 95.8 96.1: 4.2 3.9
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 : 25: 5 0 1 15 12 20 13:
Old : 25: 5 0 1 15 12 20 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.5 69.4 65.6 88.4 48.3 58.4 63.1 75.3
Old : 49.5 69.4 65.6 88.4 48.3 58.4 63.1 75.3
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, May 1, 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 :18,406,481: 1,036,996 835,961 5,436,597 10,548,847 10,423,673 17,022,439 16,696,230: 1,384,042 1,710,251
Old :18,406,481: 1,036,996 835,961 5,436,597 10,548,847 10,423,673 17,022,439 16,696,230: 1,384,042 1,710,251
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 24, 2007 :
: 669,774: 31,342 124,151 320,956 253,536 130,235 605,834 575,343: 63,940 94,432
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.6 4.5 29.5 57.3 56.6 92.5 90.7: 7.5 9.3
Old : 100.0: 5.6 4.5 29.5 57.3 56.6 92.5 90.7: 7.5 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 : 353: 79 76 137 175 178 322 333:
Old : 353: 79 76 137 175 178 322 333:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.7 13.6 37.2 23.8 21.7 8.0 26.4 13.9
Old : 25.7 13.6 37.2 23.8 21.7 8.0 26.4 13.9
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, May 1, 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 : 800,541: 66,666 55,388 107,053 482,390 473,573 656,110 636,014: 144,432 164,527
Old : 800,541: 66,666 55,388 107,053 482,390 473,573 656,110 636,014: 144,432 164,527
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 24, 2007 :
: 6,121: -602 15,641 6,149 185 -9,937 5,733 11,854: 388 -5,733
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.3 6.9 13.4 60.3 59.2 82.0 79.4: 18.0 20.6
Old : 100.0: 8.3 6.9 13.4 60.3 59.2 82.0 79.4: 18.0 20.6
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 : 211: 48 52 71 89 66 182 144:
Old : 211: 48 52 71 89 66 182 144:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.1 25.5 27.1 34.6 18.0 25.5 24.5 34.2
Old : 19.1 25.5 27.1 34.6 18.0 25.5 24.5 34.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 1, 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 : 2,094,069: 367,695 552,404 108,831 1,149,194 1,243,559 1,625,720 1,904,794: 468,349 189,275
Old : 2,094,069: 367,695 552,404 108,831 1,149,194 1,243,559 1,625,720 1,904,794: 468,349 189,275
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 24, 2007 :
: -39,193: 13,040 -88,562 786 -64,118 38,218 -50,292 -49,559: 11,099 10,366
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.6 26.4 5.2 54.9 59.4 77.6 91.0: 22.4 9.0
Old : 100.0: 17.6 26.4 5.2 54.9 59.4 77.6 91.0: 22.4 9.0
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 : 317: 76 109 77 90 95 214 233:
Old : 317: 76 109 77 90 95 214 233:
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 : 18.0 20.6 29.2 33.2 14.8 15.0 23.3 25.9
Old : 18.0 20.6 29.2 33.2 14.8 15.0 23.3 25.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-338741
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 1, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 400 INDEX X $500) :
: : :
All : 8,937: 917 0 57 5,249 6,598 6,223 6,655: 2,714 2,282
Old : 8,937: 917 0 57 5,249 6,598 6,223 6,655: 2,714 2,282
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 24, 2007 :
: 615: -114 0 57 572 448 515 505: 100 110
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.3 0.0 0.6 58.7 73.8 69.6 74.5: 30.4 25.5
Old : 100.0: 10.3 0.0 0.6 58.7 73.8 69.6 74.5: 30.4 25.5
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 : 21: 2 0 1 11 10 13 11:
Old : 21: 2 0 1 11 10 13 11:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.8 49.4 54.9 68.1 32.9 49.4 51.0 65.6
Old : 36.8 49.4 54.9 68.1 32.9 49.4 51.0 65.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 1, 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 : 91,590: 11,730 26,338 0 67,251 59,919 78,981 86,257: 12,609 5,333
Old : 91,590: 11,730 26,338 0 67,251 59,919 78,981 86,257: 12,609 5,333
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 24, 2007 :
: 1,763: -820 -543 0 2,534 2,247 1,714 1,704: 49 59
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.8 28.8 0.0 73.4 65.4 86.2 94.2: 13.8 5.8
Old : 100.0: 12.8 28.8 0.0 73.4 65.4 86.2 94.2: 13.8 5.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 88: 14 15 0 39 36 53 51:
Old : 88: 14 15 0 39 36 53 51:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.7 46.2 50.7 63.5 31.1 46.0 49.4 63.3
Old : 31.7 46.2 50.7 63.5 31.1 46.0 49.4 63.3
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, May 1, 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 : 55,040: 7,426 13,498 419 39,472 29,363 47,317 43,280: 7,724 11,761
Old : 55,040: 7,426 13,498 419 39,472 29,363 47,317 43,280: 7,724 11,761
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 24, 2007 :
: 186: -317 176 129 445 1,094 256 1,398: -71 -1,212
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.5 24.5 0.8 71.7 53.3 86.0 78.6: 14.0 21.4
Old : 100.0: 13.5 24.5 0.8 71.7 53.3 86.0 78.6: 14.0 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 : 76: 11 22 8 25 26 42 50:
Old : 76: 11 22 8 25 26 42 50:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.7 38.7 59.9 51.6 45.7 38.5 59.6 51.1
Old : 45.7 38.7 59.9 51.6 45.7 38.5 59.6 51.1
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, May 1, 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 : 469,735: 155,500 164,221 18,897 232,082 250,075 406,479 433,193: 63,256 36,542
Old : 469,735: 155,500 164,221 18,897 232,082 250,075 406,479 433,193: 63,256 36,542
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 24, 2007 :
: 32,155: 41,974 -15,224 4,471 -14,729 39,741 31,716 28,989: 440 3,167
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.1 35.0 4.0 49.4 53.2 86.5 92.2: 13.5 7.8
Old : 100.0: 33.1 35.0 4.0 49.4 53.2 86.5 92.2: 13.5 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 : 249: 96 59 19 52 58 160 124:
Old : 249: 96 59 19 52 58 160 124:
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 : 26.5 29.9 36.5 45.1 23.9 29.2 33.9 44.3
Old : 26.5 29.9 36.5 45.1 23.9 29.2 33.9 44.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 1, 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 : 110,105: 72,623 8,818 364 7,025 87,152 80,013 96,334: 30,092 13,770
Old : 110,105: 72,623 8,818 364 7,025 87,152 80,013 96,334: 30,092 13,770
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 24, 2007 :
: -15,118: -12,514 100 -9 -647 -14,759 -13,170 -14,668: -1,948 -449
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.0 8.0 0.3 6.4 79.2 72.7 87.5: 27.3 12.5
Old : 100.0: 66.0 8.0 0.3 6.4 79.2 72.7 87.5: 27.3 12.5
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 : 73: 42 9 3 11 18 53 30:
Old : 73: 42 9 3 11 18 53 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 : 20.3 40.7 31.2 60.7 20.3 40.5 31.2 59.5
Old : 20.3 40.7 31.2 60.7 20.3 40.5 31.2 59.5
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, May 1, 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 : 41,695: 2,791 6,459 0 34,770 30,818 37,561 37,277: 4,134 4,418
Old : 41,695: 2,791 6,459 0 34,770 30,818 37,561 37,277: 4,134 4,418
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 24, 2007 :
: -429: -1 283 0 1,314 1,832 1,313 2,115: -1,742 -2,544
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.7 15.5 0.0 83.4 73.9 90.1 89.4: 9.9 10.6
Old : 100.0: 6.7 15.5 0.0 83.4 73.9 90.1 89.4: 9.9 10.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 57: 4 17 0 22 21 26 38:
Old : 57: 4 17 0 22 21 26 38:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.7 44.3 74.2 59.3 61.8 44.3 72.3 59.3
Old : 63.7 44.3 74.2 59.3 61.8 44.3 72.3 59.3
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, May 1, 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 : 491,342: 69,834 222,148 12,468 385,948 231,014 468,250 465,630: 23,092 25,712
Old : 491,342: 69,834 222,148 12,468 385,948 231,014 468,250 465,630: 23,092 25,712
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 24, 2007 :
: 21,962: -3,891 8,569 2,190 24,943 11,640 23,243 22,400: -1,281 -438
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.2 45.2 2.5 78.5 47.0 95.3 94.8: 4.7 5.2
Old : 100.0: 14.2 45.2 2.5 78.5 47.0 95.3 94.8: 4.7 5.2
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 : 243: 39 105 49 50 72 131 184:
Old : 243: 39 105 49 50 72 131 184:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.4 22.4 64.8 33.1 46.3 18.2 61.2 28.2
Old : 46.4 22.4 64.8 33.1 46.3 18.2 61.2 28.2
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, May 1, 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 : 56,077: 9,805 19,110 533 35,481 22,735 45,819 42,378: 10,258 13,699
Old : 56,077: 9,805 19,110 533 35,481 22,735 45,819 42,378: 10,258 13,699
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 24, 2007 :
: 2,724: 426 1,124 -0 2,143 1,633 2,569 2,757: 155 -33
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.5 34.1 1.0 63.3 40.5 81.7 75.6: 18.3 24.4
Old : 100.0: 17.5 34.1 1.0 63.3 40.5 81.7 75.6: 18.3 24.4
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 : 93: 24 20 5 25 31 50 55:
Old : 93: 24 20 5 25 31 50 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 : 29.2 36.1 47.9 45.4 26.9 28.0 42.9 37.2
Old : 29.2 36.1 47.9 45.4 26.9 28.0 42.9 37.2
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, May 1, 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 : 55,722: 26,321 3,358 425 22,496 30,967 49,242 34,750: 6,480 20,972
Old : 55,722: 26,321 3,358 425 22,496 30,967 49,242 34,750: 6,480 20,972
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 24, 2007 :
: 2,511: 1,003 -60 122 1,560 2,048 2,685 2,110: -174 401
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.2 6.0 0.8 40.4 55.6 88.4 62.4: 11.6 37.6
Old : 100.0: 47.2 6.0 0.8 40.4 55.6 88.4 62.4: 11.6 37.6
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 : 70: 27 5 2 21 18 48 25:
Old : 70: 27 5 2 21 18 48 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.5 38.3 51.1 49.6 33.5 33.9 48.6 44.4
Old : 33.5 38.3 51.1 49.6 33.5 33.9 48.6 44.4
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, May 1, 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 : 20,297: 4,948 1,101 270 14,278 17,981 19,496 19,352: 801 945
Old : 20,297: 4,948 1,101 270 14,278 17,981 19,496 19,352: 801 945
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 24, 2007 :
: 104: 48 24 0 107 37 155 61: -51 43
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.4 5.4 1.3 70.3 88.6 96.1 95.3: 3.9 4.7
Old : 100.0: 24.4 5.4 1.3 70.3 88.6 96.1 95.3: 3.9 4.7
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 : 25: 10 5 1 8 3 19 8:
Old : 25: 10 5 1 8 3 19 8:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 68.6 91.4 85.6 95.3 68.6 89.4 85.6 93.3
Old : 68.6 91.4 85.6 95.3 68.6 89.4 85.6 93.3
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, May 1, 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 : 55,467: 3,141 16,493 4,305 21,797 25,383 29,243 46,181: 26,224 9,286
Old : 55,467: 3,141 16,493 4,305 21,797 25,383 29,243 46,181: 26,224 9,286
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 24, 2007 :
: 506: 50 998 91 549 -1,617 690 -528: -184 1,034
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.7 29.7 7.8 39.3 45.8 52.7 83.3: 47.3 16.7
Old : 100.0: 5.7 29.7 7.8 39.3 45.8 52.7 83.3: 47.3 16.7
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 : 59: 6 22 9 21 26 35 49:
Old : 59: 6 22 9 21 26 35 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 : 21.5 25.4 33.4 38.9 16.7 23.9 25.6 36.7
Old : 21.5 25.4 33.4 38.9 16.7 23.9 25.6 36.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated April 27, 2007