MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders - Futures Only, February 6, 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 : 28,754: 7,011 1,534 453 16,030 18,456 23,494 20,443: 5,260 8,311
Old : 28,754: 7,011 1,534 453 16,030 18,456 23,494 20,443: 5,260 8,311
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 30, 2007 :
: -1,265: -236 -110 -22 -761 -717 -1,019 -849: -246 -416
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.4 5.3 1.6 55.7 64.2 81.7 71.1: 18.3 28.9
Old : 100.0: 24.4 5.3 1.6 55.7 64.2 81.7 71.1: 18.3 28.9
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 : 53: 15 6 5 23 20 39 30:
Old : 53: 15 6 5 23 20 39 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 : 35.2 34.8 49.6 53.1 35.0 34.6 48.7 52.4
Old : 35.2 34.8 49.6 53.1 35.0 34.6 48.7 52.4
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 - Futures Only, February 6, 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 : 179,705: 35,743 24,286 39,913 78,171 86,541 153,827 150,740: 25,878 28,965
Old : 172,163: 32,176 25,365 38,753 77,966 80,329 148,895 144,447: 23,268 27,716
Other: 7,542: 4,727 81 0 205 6,212 4,932 6,293: 2,610 1,249
: : :
: : Changes in Commitments from: January 30, 2007 :
: 18: -885 -445 536 -686 -362 -1,035 -271: 1,053 289
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.9 13.5 22.2 43.5 48.2 85.6 83.9: 14.4 16.1
Old : 100.0: 18.7 14.7 22.5 45.3 46.7 86.5 83.9: 13.5 16.1
Other: 100.0: 62.7 1.1 0.0 2.7 82.4 65.4 83.4: 34.6 16.6
: : :
:# Traders : Number of Traders in Each Category :
All : 225: 87 62 90 33 39 177 153:
Old : 224: 80 66 89 32 39 174 153:
Other: 48: 27 2 0 3 17 30 19:
:----------------------------------------------------------------------------------------------------
: 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 33.6 38.2 41.9 26.2 30.9 35.4 36.0
Old : 27.3 33.3 39.9 41.7 27.3 31.8 36.8 36.4
Other: 40.7 60.9 50.2 77.6 40.7 60.9 50.2 77.6
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE Code-056641
Commitments of Traders - Futures Only, February 6, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 1,608: 420 195 191 296 178 907 564: 701 1,044
Old : 1,608: 420 195 191 296 178 907 564: 701 1,044
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 30, 2007 :
: 217: 77 -9 35 -37 59 75 85: 142 132
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.1 12.1 11.9 18.4 11.1 56.4 35.1: 43.6 64.9
Old : 100.0: 26.1 12.1 11.9 18.4 11.1 56.4 35.1: 43.6 64.9
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 : 21: 9 5 5 5 4 19 10:
Old : 21: 9 5 5 5 4 19 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 : 24.7 19.9 36.9 31.0 24.7 15.2 36.1 20.0
Old : 24.7 19.9 36.9 31.0 24.7 15.2 36.1 20.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders - Futures Only, February 6, 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 : 268,561: 68,036 32,448 54,703 118,479 119,627 241,218 206,778: 27,343 61,783
Old : 268,561: 68,036 32,448 54,703 118,479 119,627 241,218 206,778: 27,343 61,783
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 30, 2007 :
: 14,443: 4,458 1,129 1,646 4,438 6,759 10,542 9,534: 3,901 4,909
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.3 12.1 20.4 44.1 44.5 89.8 77.0: 10.2 23.0
Old : 100.0: 25.3 12.1 20.4 44.1 44.5 89.8 77.0: 10.2 23.0
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 : 354: 95 65 98 80 147 243 271:
Old : 354: 95 65 98 80 147 243 271:
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 : 23.5 12.6 35.1 20.9 23.5 9.9 33.8 16.0
Old : 23.5 12.6 35.1 20.9 23.5 9.9 33.8 16.0
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 - Futures Only, February 6, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 110,000 BOARD FEET) :
: : :
All : 8,733: 2,803 4,188 1,107 2,324 1,254 6,234 6,549: 2,499 2,184
Old : 8,733: 2,803 4,188 1,107 2,324 1,254 6,234 6,549: 2,499 2,184
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 30, 2007 :
: 1,264: 160 236 407 372 246 939 889: 325 375
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.1 48.0 12.7 26.6 14.4 71.4 75.0: 28.6 25.0
Old : 100.0: 32.1 48.0 12.7 26.6 14.4 71.4 75.0: 28.6 25.0
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 : 84: 28 31 15 17 14 51 58:
Old : 84: 28 31 15 17 14 51 58:
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 : 23.1 19.6 35.5 32.6 23.0 19.6 32.5 32.5
Old : 23.1 19.6 35.5 32.6 23.0 19.6 32.5 32.5
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 - Futures Only, February 6, 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 : 33,872: 10,242 9,381 3,157 14,514 7,102 27,913 19,640: 5,959 14,232
Old : 33,872: 10,242 9,381 3,157 14,514 7,102 27,913 19,640: 5,959 14,232
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 30, 2007 :
: 2,698: 776 513 456 978 727 2,210 1,696: 488 1,002
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.2 27.7 9.3 42.8 21.0 82.4 58.0: 17.6 42.0
Old : 100.0: 30.2 27.7 9.3 42.8 21.0 82.4 58.0: 17.6 42.0
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 : 144: 27 38 23 44 47 89 97:
Old : 144: 27 38 23 44 47 89 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 : 16.0 10.6 28.4 18.0 15.9 9.8 28.0 15.7
Old : 16.0 10.6 28.4 18.0 15.9 9.8 28.0 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 - Futures Only, February 6, 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 : 154,591: 18,927 99,573 2,942 100,689 23,605 122,558 126,120: 32,033 28,471
Old : 154,591: 18,927 99,573 2,942 100,689 23,605 122,558 126,120: 32,033 28,471
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 30, 2007 :
: 8,215: -2,723 7,047 533 6,833 1,265 4,643 8,845: 3,572 -630
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.2 64.4 1.9 65.1 15.3 79.3 81.6: 20.7 18.4
Old : 100.0: 12.2 64.4 1.9 65.1 15.3 79.3 81.6: 20.7 18.4
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 : 96: 22 42 5 19 20 43 65:
Old : 96: 22 42 5 19 20 43 65:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.4 31.0 57.6 42.3 43.8 31.0 56.0 42.3
Old : 45.4 31.0 57.6 42.3 43.8 31.0 56.0 42.3
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 - Futures Only, February 6, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 125,000 SWISS FRANCS) :
: : :
All : 93,536: 9,393 52,318 81 74,703 23,721 84,177 76,120: 9,359 17,416
Old : 93,536: 9,393 52,318 81 74,703 23,721 84,177 76,120: 9,359 17,416
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 30, 2007 :
: -6,106: 3,574 -13,081 0 -9,052 8,063 -5,478 -5,018: -628 -1,088
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.0 55.9 0.1 79.9 25.4 90.0 81.4: 10.0 18.6
Old : 100.0: 10.0 55.9 0.1 79.9 25.4 90.0 81.4: 10.0 18.6
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 : 58: 12 26 2 13 12 26 39:
Old : 58: 12 26 2 13 12 26 39:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 69.0 37.4 77.6 54.4 68.9 37.4 77.2 53.7
Old : 69.0 37.4 77.6 54.4 68.9 37.4 77.2 53.7
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 - Futures Only, February 6, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 500,000 MEXICAN PESOS) :
: : :
All : 93,156: 44,037 27,323 0 44,100 64,319 88,137 91,642: 5,019 1,514
Old : 93,156: 44,037 27,323 0 44,100 64,319 88,137 91,642: 5,019 1,514
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 30, 2007 :
: -2,575: 3,442 -2,757 -509 -5,923 3,012 -2,990 -254: 415 -2,321
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.3 29.3 0.0 47.3 69.0 94.6 98.4: 5.4 1.6
Old : 100.0: 47.3 29.3 0.0 47.3 69.0 94.6 98.4: 5.4 1.6
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 : 77: 32 21 0 16 15 48 36:
Old : 77: 32 21 0 16 15 48 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 : 51.9 68.7 65.2 86.7 35.6 58.3 48.9 70.9
Old : 51.9 68.7 65.2 86.7 35.6 58.3 48.9 70.9
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 - Futures Only, February 6, 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 : 162,238: 106,463 13,735 484 20,125 127,221 127,072 141,440: 35,166 20,798
Old : 162,238: 106,463 13,735 484 20,125 127,221 127,072 141,440: 35,166 20,798
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 30, 2007 :
: 15,578: 18,638 2,837 460 -2,560 13,676 16,538 16,973: -960 -1,395
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.6 8.5 0.3 12.4 78.4 78.3 87.2: 21.7 12.8
Old : 100.0: 65.6 8.5 0.3 12.4 78.4 78.3 87.2: 21.7 12.8
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 : 79: 34 15 3 14 22 50 38:
Old : 79: 34 15 3 14 22 50 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 : 36.7 45.4 51.6 64.0 36.7 45.3 51.6 63.5
Old : 36.7 45.4 51.6 64.0 36.7 45.3 51.6 63.5
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 - Futures Only, February 6, 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 : 314,920: 41,025 169,551 1,930 230,123 107,247 273,078 278,728: 41,842 36,192
Old : 314,920: 41,025 169,551 1,930 230,123 107,247 273,078 278,728: 41,842 36,192
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 30, 2007 :
: -29,150: -1,554 -46,033 225 -25,533 19,363 -26,862 -26,445: -2,288 -2,705
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.0 53.8 0.6 73.1 34.1 86.7 88.5: 13.3 11.5
Old : 100.0: 13.0 53.8 0.6 73.1 34.1 86.7 88.5: 13.3 11.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 128: 33 60 6 24 18 62 79:
Old : 128: 33 60 6 24 18 62 79:
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 : 54.0 37.1 66.2 50.7 50.5 35.2 60.2 46.5
Old : 54.0 37.1 66.2 50.7 50.5 35.2 60.2 46.5
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 - Futures Only, February 6, 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 : 182,666: 74,223 28,893 1,938 51,936 117,568 128,097 148,399: 54,569 34,267
Old : 182,666: 74,223 28,893 1,938 51,936 117,568 128,097 148,399: 54,569 34,267
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 30, 2007 :
: 8,448: -11,282 5,967 413 17,883 5,213 7,014 11,593: 1,434 -3,145
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.6 15.8 1.1 28.4 64.4 70.1 81.2: 29.9 18.8
Old : 100.0: 40.6 15.8 1.1 28.4 64.4 70.1 81.2: 29.9 18.8
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 : 131: 58 31 19 27 25 95 65:
Old : 131: 58 31 19 27 25 95 65:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.0 47.5 31.9 57.7 24.4 46.3 31.3 56.5
Old : 25.0 47.5 31.9 57.7 24.4 46.3 31.3 56.5
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 - Futures Only, February 6, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF NZ$ 100,000) :
: : :
All : 18,326: 10,592 471 0 5,773 16,837 16,365 17,308: 1,961 1,018
Old : 18,326: 10,592 471 0 5,773 16,837 16,365 17,308: 1,961 1,018
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 30, 2007 :
: 326: 1,834 -166 0 -1,716 424 118 258: 208 68
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.8 2.6 0.0 31.5 91.9 89.3 94.4: 10.7 5.6
Old : 100.0: 57.8 2.6 0.0 31.5 91.9 89.3 94.4: 10.7 5.6
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 : 35: 15 2 0 9 12 24 14:
Old : 35: 15 2 0 9 12 24 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.7 79.2 66.4 89.0 43.2 77.9 63.1 85.6
Old : 43.7 79.2 66.4 89.0 43.2 77.9 63.1 85.6
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 - Futures Only, February 6, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $3,000,000 FACE VALUE) :
: : :
All : 43,512: 9,767 3,070 2,700 26,939 34,136 39,406 39,906: 4,106 3,606
Old : 43,512: 9,767 3,070 2,700 26,939 34,136 39,406 39,906: 4,106 3,606
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 30, 2007 :
: 4,393: -229 0 0 4,179 4,184 3,950 4,184: 443 209
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.4 7.1 6.2 61.9 78.5 90.6 91.7: 9.4 8.3
Old : 100.0: 22.4 7.1 6.2 61.9 78.5 90.6 91.7: 9.4 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 : 22: 3 1 1 11 14 15 15:
Old : 22: 3 1 1 11 14 15 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.6 70.2 69.2 81.8 38.3 63.3 62.0 70.5
Old : 40.6 70.2 69.2 81.8 38.3 63.3 62.0 70.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
Commitments of Traders - Futures Only, February 6, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $1,000,000 FACE VALUE) :
: : :
All :10,139,508: 833,162 960,704 1,052,824 7,266,555 6,770,021 9,152,541 8,783,549: 986,967 1,355,959
Old :10,139,508: 833,162 960,704 1,052,824 7,266,555 6,770,021 9,152,541 8,783,549: 986,967 1,355,959
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 30, 2007 :
: 235,585: 141,892 56,963 -57,871 108,689 227,560 192,710 226,652: 42,875 8,933
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.2 9.5 10.4 71.7 66.8 90.3 86.6: 9.7 13.4
Old : 100.0: 8.2 9.5 10.4 71.7 66.8 90.3 86.6: 9.7 13.4
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 : 298: 63 62 81 139 165 241 272:
Old : 298: 63 62 81 139 165 241 272:
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 17.2 50.1 27.6 37.3 13.5 44.3 21.4
Old : 38.4 17.2 50.1 27.6 37.3 13.5 44.3 21.4
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 - Futures Only, February 6, 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 : 630,073: 67,711 49,532 4,065 431,230 483,897 503,006 537,494: 127,067 92,579
Old : 630,073: 67,711 49,532 4,065 431,230 483,897 503,006 537,494: 127,067 92,579
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 30, 2007 :
: -5,695: 5,126 134 -23 -6,267 5,329 -1,164 5,440: -4,531 -11,135
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.7 7.9 0.6 68.4 76.8 79.8 85.3: 20.2 14.7
Old : 100.0: 10.7 7.9 0.6 68.4 76.8 79.8 85.3: 20.2 14.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 193: 47 36 20 78 53 134 100:
Old : 193: 47 36 20 78 53 134 100:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.4 29.8 29.1 43.3 21.3 29.8 28.5 43.2
Old : 21.4 29.8 29.1 43.3 21.3 29.8 28.5 43.2
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 - Futures Only, February 6, 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 : 1,726,207: 396,781 333,617 31,224 1,013,435 1,239,264 1,441,440 1,604,105: 284,767 122,102
Old : 1,726,207: 396,781 333,617 31,224 1,013,435 1,239,264 1,441,440 1,604,105: 284,767 122,102
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 30, 2007 :
: 56,694: 45,798 22,922 12,732 45,250 23,945 103,780 59,599: -47,086 -2,905
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.0 19.3 1.8 58.7 71.8 83.5 92.9: 16.5 7.1
Old : 100.0: 23.0 19.3 1.8 58.7 71.8 83.5 92.9: 16.5 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 : 260: 77 65 28 73 72 164 151:
Old : 260: 77 65 28 73 72 164 151:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.5 30.3 35.8 44.2 17.6 24.7 27.1 34.8
Old : 24.5 30.3 35.8 44.2 17.6 24.7 27.1 34.8
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 - Futures Only, February 6, 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 : 7,952: 1,432 0 3 3,856 5,613 5,291 5,616: 2,661 2,336
Old : 7,952: 1,432 0 3 3,856 5,613 5,291 5,616: 2,661 2,336
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 30, 2007 :
: -46: 29 0 0 8 1 37 1: -83 -47
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.0 0.0 0.0 48.5 70.6 66.5 70.6: 33.5 29.4
Old : 100.0: 18.0 0.0 0.0 48.5 70.6 66.5 70.6: 33.5 29.4
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 : 22: 3 0 1 11 10 14 11:
Old : 22: 3 0 1 11 10 14 11:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.4 48.5 52.7 65.5 36.4 46.1 52.7 63.2
Old : 36.4 48.5 52.7 65.5 36.4 46.1 52.7 63.2
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 - Futures Only, February 6, 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 : 76,135: 13,024 35,331 371 51,062 36,416 64,457 72,118: 11,678 4,017
Old : 76,135: 13,024 35,331 371 51,062 36,416 64,457 72,118: 11,678 4,017
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 30, 2007 :
: 1,298: 1,594 1,256 -127 309 -749 1,776 380: -478 918
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.1 46.4 0.5 67.1 47.8 84.7 94.7: 15.3 5.3
Old : 100.0: 17.1 46.4 0.5 67.1 47.8 84.7 94.7: 15.3 5.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 75: 10 15 2 33 26 45 42:
Old : 75: 10 15 2 33 26 45 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 : 32.4 47.7 53.2 65.5 31.7 47.2 51.6 64.9
Old : 32.4 47.7 53.2 65.5 31.7 47.2 51.6 64.9
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 - Futures Only, February 6, 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 : 48,950: 12,966 9,457 18 26,498 34,226 39,482 43,701: 9,468 5,249
Old : 48,950: 12,966 9,457 18 26,498 34,226 39,482 43,701: 9,468 5,249
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 30, 2007 :
: -2,683: -73 -729 -379 -636 -54 -1,088 -1,162: -1,595 -1,521
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.5 19.3 0.0 54.1 69.9 80.7 89.3: 19.3 10.7
Old : 100.0: 26.5 19.3 0.0 54.1 69.9 80.7 89.3: 19.3 10.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 72: 16 12 3 25 24 43 38:
Old : 72: 16 12 3 25 24 43 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 : 37.8 41.5 52.1 58.7 37.8 41.5 51.7 57.7
Old : 37.8 41.5 52.1 58.7 37.8 41.5 51.7 57.7
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 - Futures Only, February 6, 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 : 335,224: 114,016 149,149 5,558 177,501 146,133 297,075 300,840: 38,149 34,384
Old : 335,224: 114,016 149,149 5,558 177,501 146,133 297,075 300,840: 38,149 34,384
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 30, 2007 :
: 4,632: -14,924 23,693 3,181 14,211 -26,112 2,468 762: 2,164 3,870
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.0 44.5 1.7 52.9 43.6 88.6 89.7: 11.4 10.3
Old : 100.0: 34.0 44.5 1.7 52.9 43.6 88.6 89.7: 11.4 10.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 229: 72 68 13 55 45 137 116:
Old : 229: 72 68 13 55 45 137 116:
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 : 22.8 24.5 34.7 38.1 19.1 23.4 30.9 36.0
Old : 22.8 24.5 34.7 38.1 19.1 23.4 30.9 36.0
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 - Futures Only, February 6, 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 : 117,781: 70,813 9,568 720 23,375 96,725 94,908 107,013: 22,873 10,768
Old : 117,781: 70,813 9,568 720 23,375 96,725 94,908 107,013: 22,873 10,768
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 30, 2007 :
: 1,487: 693 3,653 3 4,382 -1,795 5,078 1,861: -3,591 -374
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.1 8.1 0.6 19.8 82.1 80.6 90.9: 19.4 9.1
Old : 100.0: 60.1 8.1 0.6 19.8 82.1 80.6 90.9: 19.4 9.1
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 : 64: 37 7 2 11 13 49 21:
Old : 64: 37 7 2 11 13 49 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.7 65.5 40.7 80.0 29.5 65.4 40.5 79.4
Old : 29.7 65.5 40.7 80.0 29.5 65.4 40.5 79.4
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 - Futures Only, February 6, 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 : 32,522: 1,921 4,615 24 26,612 21,090 28,557 25,729: 3,965 6,793
Old : 32,522: 1,921 4,615 24 26,612 21,090 28,557 25,729: 3,965 6,793
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 30, 2007 :
: -242: 94 -733 0 395 1,397 489 664: -731 -906
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.9 14.2 0.1 81.8 64.8 87.8 79.1: 12.2 20.9
Old : 100.0: 5.9 14.2 0.1 81.8 64.8 87.8 79.1: 12.2 20.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 55: 2 13 2 26 22 30 35:
Old : 55: 2 13 2 26 22 30 35:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.2 32.1 63.9 51.4 45.7 32.1 63.3 51.4
Old : 46.2 32.1 63.9 51.4 45.7 32.1 63.3 51.4
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 - Futures Only, February 6, 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 : 378,865: 71,023 133,786 1,364 274,990 225,498 347,377 360,648: 31,488 18,217
Old : 378,865: 71,023 133,786 1,364 274,990 225,498 347,377 360,648: 31,488 18,217
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 30, 2007 :
: 7,262: 3,260 6,970 -275 5,223 2,043 8,208 8,738: -946 -1,476
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.7 35.3 0.4 72.6 59.5 91.7 95.2: 8.3 4.8
Old : 100.0: 18.7 35.3 0.4 72.6 59.5 91.7 95.2: 8.3 4.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 208: 36 74 6 51 71 92 146:
Old : 208: 36 74 6 51 71 92 146:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.2 26.5 59.6 38.2 46.4 24.8 58.7 36.3
Old : 47.2 26.5 59.6 38.2 46.4 24.8 58.7 36.3
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 - Futures Only, February 6, 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 : 48,618: 10,128 14,585 87 26,493 22,615 36,708 37,287: 11,910 11,331
Old : 48,618: 10,128 14,585 87 26,493 22,615 36,708 37,287: 11,910 11,331
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 30, 2007 :
: 1,132: -645 -959 18 -742 27 -1,369 -914: 2,501 2,046
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.8 30.0 0.2 54.5 46.5 75.5 76.7: 24.5 23.3
Old : 100.0: 20.8 30.0 0.2 54.5 46.5 75.5 76.7: 24.5 23.3
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 : 68: 20 17 2 14 19 35 37:
Old : 68: 20 17 2 14 19 35 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 : 37.3 40.0 51.0 49.6 36.8 35.1 48.3 44.8
Old : 37.3 40.0 51.0 49.6 36.8 35.1 48.3 44.8
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 - Futures Only, February 6, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NIKKEI INDEX X 500 YEN) :
: : :
All : 39,601: 8,673 3,899 547 21,982 31,458 31,202 35,904: 8,399 3,697
Old : 39,601: 8,673 3,899 547 21,982 31,458 31,202 35,904: 8,399 3,697
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 30, 2007 :
: 1,788: 425 571 -86 392 2,292 731 2,777: 1,057 -989
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.9 9.8 1.4 55.5 79.4 78.8 90.7: 21.2 9.3
Old : 100.0: 21.9 9.8 1.4 55.5 79.4 78.8 90.7: 21.2 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 : 56: 16 7 2 19 16 35 25:
Old : 56: 16 7 2 19 16 35 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 : 29.5 65.3 44.5 75.4 26.9 57.2 39.1 67.4
Old : 29.5 65.3 44.5 75.4 26.9 57.2 39.1 67.4
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 - Futures Only, February 6, 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 : 21,593: 5,796 2,139 276 14,473 18,032 20,545 20,447: 1,048 1,146
Old : 21,593: 5,796 2,139 276 14,473 18,032 20,545 20,447: 1,048 1,146
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 30, 2007 :
: 1,622: 692 430 -1 149 898 840 1,327: 782 295
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.8 9.9 1.3 67.0 83.5 95.1 94.7: 4.9 5.3
Old : 100.0: 26.8 9.9 1.3 67.0 83.5 95.1 94.7: 4.9 5.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 7 6 1 7 2 15 8:
Old : 22: 7 6 1 7 2 15 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 : 76.3 89.3 88.8 94.7 76.3 89.0 88.8 93.4
Old : 76.3 89.3 88.8 94.7 76.3 89.0 88.8 93.4
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 - Futures Only, February 6, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF Y100,000,000 FACE VALUE) :
: : :
All : 46,245: 5,007 11,892 1,930 24,730 26,965 31,667 40,787: 14,578 5,458
Old : 46,245: 5,007 11,892 1,930 24,730 26,965 31,667 40,787: 14,578 5,458
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 30, 2007 :
: 799: -190 -55 -58 -322 777 -570 664: 1,369 135
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.8 25.7 4.2 53.5 58.3 68.5 88.2: 31.5 11.8
Old : 100.0: 10.8 25.7 4.2 53.5 58.3 68.5 88.2: 31.5 11.8
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 : 57: 8 16 7 26 28 38 47:
Old : 57: 8 16 7 26 28 38 47:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.6 31.7 40.7 48.3 16.8 25.1 25.9 35.6
Old : 26.6 31.7 40.7 48.3 16.8 25.1 25.9 35.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 9, 2007