MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders - Futures Only, February 13, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 30,342: 7,375 1,416 595 16,607 19,920 24,577 21,931: 5,765 8,411
Old : 30,342: 7,375 1,416 595 16,607 19,920 24,577 21,931: 5,765 8,411
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 6, 2007 :
: 1,588: 364 -118 142 577 1,464 1,083 1,488: 505 100
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.3 4.7 2.0 54.7 65.7 81.0 72.3: 19.0 27.7
Old : 100.0: 24.3 4.7 2.0 54.7 65.7 81.0 72.3: 19.0 27.7
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 : 55: 17 5 6 23 21 40 32:
Old : 55: 17 5 6 23 21 40 32:
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 : 34.2 34.8 49.9 52.7 33.8 34.3 48.9 52.1
Old : 34.2 34.8 49.9 52.7 33.8 34.3 48.9 52.1
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 13, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 182,190: 36,249 25,808 40,499 79,712 88,678 156,460 154,985: 25,730 27,205
Old : 173,750: 32,285 26,999 38,984 79,465 81,866 150,734 147,849: 23,016 25,901
Other: 8,440: 5,475 320 4 247 6,812 5,726 7,136: 2,714 1,304
: : :
: : Changes in Commitments from: February 6, 2007 :
: 2,485: 506 1,522 586 1,541 2,137 2,633 4,245: -148 -1,760
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.9 14.2 22.2 43.8 48.7 85.9 85.1: 14.1 14.9
Old : 100.0: 18.6 15.5 22.4 45.7 47.1 86.8 85.1: 13.2 14.9
Other: 100.0: 64.9 3.8 0.0 2.9 80.7 67.8 84.5: 32.2 15.5
: : :
:# Traders : Number of Traders in Each Category :
All : 222: 87 63 85 34 39 175 149:
Old : 222: 86 65 84 33 39 173 149:
Other: 49: 25 5 1 4 15 30 21:
:----------------------------------------------------------------------------------------------------
: 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 34.7 38.1 42.8 25.8 30.9 35.0 36.2
Old : 27.0 34.7 39.9 43.0 27.0 32.1 36.4 36.9
Other: 40.5 60.3 51.3 75.2 40.5 60.3 51.3 75.2
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE Code-056641
Commitments of Traders - Futures Only, February 13, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 1,592: 519 146 106 214 176 839 428: 753 1,164
Old : 1,592: 519 146 106 214 176 839 428: 753 1,164
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 6, 2007 :
: -16: 99 -49 -85 -82 -2 -68 -136: 52 120
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.6 9.2 6.7 13.4 11.1 52.7 26.9: 47.3 73.1
Old : 100.0: 32.6 9.2 6.7 13.4 11.1 52.7 26.9: 47.3 73.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 11 3 2 3 4 16 8:
Old : 20: 11 3 2 3 4 16 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 : 24.7 17.7 37.2 26.9 24.7 16.0 35.6 18.1
Old : 24.7 17.7 37.2 26.9 24.7 16.0 35.6 18.1
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 13, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 273,259: 70,945 33,903 53,795 121,204 125,149 245,944 212,847: 27,315 60,412
Old : 273,259: 70,945 33,903 53,795 121,204 125,149 245,944 212,847: 27,315 60,412
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 6, 2007 :
: 4,698: 2,909 1,455 -908 2,725 5,522 4,726 6,069: -28 -1,371
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.0 12.4 19.7 44.4 45.8 90.0 77.9: 10.0 22.1
Old : 100.0: 26.0 12.4 19.7 44.4 45.8 90.0 77.9: 10.0 22.1
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 : 367: 105 68 99 83 147 255 271:
Old : 367: 105 68 99 83 147 255 271:
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 : 23.0 12.4 34.6 21.0 23.0 10.0 33.2 16.5
Old : 23.0 12.4 34.6 21.0 23.0 10.0 33.2 16.5
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 13, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 110,000 BOARD FEET) :
: : :
All : 7,777: 2,451 3,869 645 2,410 1,329 5,506 5,843: 2,271 1,934
Old : 7,777: 2,451 3,869 645 2,410 1,329 5,506 5,843: 2,271 1,934
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 6, 2007 :
: -956: -352 -319 -462 86 75 -728 -706: -228 -250
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.5 49.7 8.3 31.0 17.1 70.8 75.1: 29.2 24.9
Old : 100.0: 31.5 49.7 8.3 31.0 17.1 70.8 75.1: 29.2 24.9
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 : 81: 26 28 11 17 18 46 56:
Old : 81: 26 28 11 17 18 46 56:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.8 22.5 38.6 36.1 25.8 22.5 36.1 35.4
Old : 25.8 22.5 38.6 36.1 25.8 22.5 36.1 35.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
Commitments of Traders - Futures Only, February 13, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50,000 POUNDS) :
: : :
All : 35,734: 11,561 8,706 4,816 13,341 7,725 29,718 21,247: 6,016 14,487
Old : 35,734: 11,561 8,706 4,816 13,341 7,725 29,718 21,247: 6,016 14,487
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 6, 2007 :
: 1,862: 1,319 -675 1,659 -1,173 623 1,805 1,607: 57 255
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.4 24.4 13.5 37.3 21.6 83.2 59.5: 16.8 40.5
Old : 100.0: 32.4 24.4 13.5 37.3 21.6 83.2 59.5: 16.8 40.5
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 : 149: 35 33 33 39 46 98 103:
Old : 149: 35 33 33 39 46 98 103:
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 10.1 27.0 17.2 15.3 9.2 25.5 14.4
Old : 16.0 10.1 27.0 17.2 15.3 9.2 25.5 14.4
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 13, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF CAD 100,000) :
: : :
All : 140,722: 19,930 76,625 2,184 88,942 32,475 111,056 111,284: 29,666 29,438
Old : 140,722: 19,930 76,625 2,184 88,942 32,475 111,056 111,284: 29,666 29,438
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 6, 2007 :
: -13,869: 1,003 -22,948 -758 -11,747 8,870 -11,502 -14,836: -2,367 967
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.2 54.5 1.6 63.2 23.1 78.9 79.1: 21.1 20.9
Old : 100.0: 14.2 54.5 1.6 63.2 23.1 78.9 79.1: 21.1 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 : 92: 18 41 5 16 24 37 67:
Old : 92: 18 41 5 16 24 37 67:
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 25.4 57.2 35.5 44.4 25.4 54.7 35.5
Old : 46.4 25.4 57.2 35.5 44.4 25.4 54.7 35.5
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 13, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF CHF 125,000) :
: : :
All : 107,988: 6,693 70,099 119 91,264 17,941 98,076 88,159: 9,912 19,829
Old : 107,988: 6,693 70,099 119 91,264 17,941 98,076 88,159: 9,912 19,829
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 6, 2007 :
: 14,452: -2,700 17,781 38 16,561 -5,780 13,899 12,039: 553 2,413
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.2 64.9 0.1 84.5 16.6 90.8 81.6: 9.2 18.4
Old : 100.0: 6.2 64.9 0.1 84.5 16.6 90.8 81.6: 9.2 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 : 56: 9 28 2 13 11 23 40:
Old : 56: 9 28 2 13 11 23 40:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 74.9 41.5 82.4 56.0 74.8 41.5 82.4 56.0
Old : 74.9 41.5 82.4 56.0 74.8 41.5 82.4 56.0
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 13, 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 : 91,261: 42,247 20,840 126 43,154 66,867 85,527 87,833: 5,734 3,428
Old : 91,261: 42,247 20,840 126 43,154 66,867 85,527 87,833: 5,734 3,428
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 6, 2007 :
: -1,895: -1,790 -6,483 126 -946 2,548 -2,610 -3,809: 715 1,914
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.3 22.8 0.1 47.3 73.3 93.7 96.2: 6.3 3.8
Old : 100.0: 46.3 22.8 0.1 47.3 73.3 93.7 96.2: 6.3 3.8
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 : 76: 32 20 1 15 14 47 35:
Old : 76: 32 20 1 15 14 47 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 69.5 62.4 85.1 30.1 58.4 45.9 68.8
Old : 46.2 69.5 62.4 85.1 30.1 58.4 45.9 68.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
Commitments of Traders - Futures Only, February 13, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF GBP 62,500) :
: : :
All : 150,695: 66,582 17,984 504 48,283 108,402 115,369 126,890: 35,326 23,805
Old : 150,695: 66,582 17,984 504 48,283 108,402 115,369 126,890: 35,326 23,805
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 6, 2007 :
: -11,543: -39,881 4,249 20 28,158 -18,819 -11,703 -14,550: 160 3,007
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.2 11.9 0.3 32.0 71.9 76.6 84.2: 23.4 15.8
Old : 100.0: 44.2 11.9 0.3 32.0 71.9 76.6 84.2: 23.4 15.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 79: 30 20 1 16 19 47 39:
Old : 79: 30 20 1 16 19 47 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 : 35.5 46.0 50.0 63.1 35.4 45.7 49.9 61.6
Old : 35.5 46.0 50.0 63.1 35.4 45.7 49.9 61.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
Commitments of Traders - Futures Only, February 13, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF JPY 12,500,000) :
: : :
All : 361,809: 43,467 210,972 1,582 269,569 109,947 314,618 322,501: 47,191 39,308
Old : 361,809: 43,467 210,972 1,582 269,569 109,947 314,618 322,501: 47,191 39,308
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 6, 2007 :
: 46,889: 2,442 41,421 -348 39,446 2,700 41,540 43,773: 5,349 3,116
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.0 58.3 0.4 74.5 30.4 87.0 89.1: 13.0 10.9
Old : 100.0: 12.0 58.3 0.4 74.5 30.4 87.0 89.1: 13.0 10.9
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 : 133: 32 63 8 26 20 63 86:
Old : 133: 32 63 8 26 20 63 86:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.0 33.6 67.0 51.2 52.9 33.3 61.8 47.8
Old : 56.0 33.6 67.0 51.2 52.9 33.3 61.8 47.8
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 13, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF EUR 125,000) :
: : :
All : 187,086: 105,371 21,576 1,668 26,385 132,507 133,424 155,751: 53,662 31,335
Old : 187,086: 105,371 21,576 1,668 26,385 132,507 133,424 155,751: 53,662 31,335
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 6, 2007 :
: 4,420: 31,148 -7,317 -270 -25,551 14,939 5,327 7,352: -907 -2,932
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.3 11.5 0.9 14.1 70.8 71.3 83.3: 28.7 16.7
Old : 100.0: 56.3 11.5 0.9 14.1 70.8 71.3 83.3: 28.7 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 : 133: 67 25 17 24 26 100 59:
Old : 133: 67 25 17 24 26 100 59:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.0 51.1 28.0 61.1 20.9 49.9 27.9 59.9
Old : 21.0 51.1 28.0 61.1 20.9 49.9 27.9 59.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
Commitments of Traders - Futures Only, February 13, 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 : 19,219: 12,894 421 0 4,378 17,707 17,272 18,128: 1,947 1,091
Old : 19,219: 12,894 421 0 4,378 17,707 17,272 18,128: 1,947 1,091
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 6, 2007 :
: 893: 2,302 -50 0 -1,395 870 907 820: -14 73
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.1 2.2 0.0 22.8 92.1 89.9 94.3: 10.1 5.7
Old : 100.0: 67.1 2.2 0.0 22.8 92.1 89.9 94.3: 10.1 5.7
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 : 36: 17 2 0 8 13 25 15:
Old : 36: 17 2 0 8 13 25 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 : 49.3 76.7 67.5 87.3 49.3 75.7 67.3 85.3
Old : 49.3 76.7 67.5 87.3 49.3 75.7 67.3 85.3
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 13, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $3,000,000 FACE VALUE) :
: : :
All : 49,494: 10,335 5,820 0 34,019 39,618 44,354 45,438: 5,140 4,056
Old : 49,494: 10,335 5,820 0 34,019 39,618 44,354 45,438: 5,140 4,056
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 6, 2007 :
: 5,982: 568 2,750 -2,700 7,080 5,482 4,948 5,532: 1,034 450
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.9 11.8 0.0 68.7 80.0 89.6 91.8: 10.4 8.2
Old : 100.0: 20.9 11.8 0.0 68.7 80.0 89.6 91.8: 10.4 8.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 3 1 0 12 16 15 17:
Old : 23: 3 1 0 12 16 15 17:
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 : 41.5 67.2 70.5 81.1 37.7 66.6 59.5 72.8
Old : 41.5 67.2 70.5 81.1 37.7 66.6 59.5 72.8
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 13, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $1,000,000 FACE VALUE) :
: : :
All :10,301,737: 896,339 1,044,009 1,075,705 7,403,254 6,868,617 9,375,298 8,988,331: 926,439 1,313,406
Old :10,301,737: 896,339 1,044,009 1,075,705 7,403,254 6,868,617 9,375,298 8,988,331: 926,439 1,313,406
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 6, 2007 :
: 162,229: 63,177 83,305 22,881 136,699 98,596 222,757 204,782: -60,528 -42,553
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.7 10.1 10.4 71.9 66.7 91.0 87.3: 9.0 12.7
Old : 100.0: 8.7 10.1 10.4 71.9 66.7 91.0 87.3: 9.0 12.7
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 : 308: 64 64 79 142 168 244 278:
Old : 308: 64 64 79 142 168 244 278:
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 : 38.2 16.7 49.2 27.7 36.8 13.4 43.7 21.9
Old : 38.2 16.7 49.2 27.7 36.8 13.4 43.7 21.9
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 - Futures Only, February 13, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 500 INDEX X $250.00) :
: : :
All : 642,276: 69,133 52,893 6,914 434,934 481,937 510,981 541,744: 131,295 100,532
Old : 642,276: 69,133 52,893 6,914 434,934 481,937 510,981 541,744: 131,295 100,532
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 6, 2007 :
: 12,203: 1,422 3,361 2,849 3,704 -1,960 7,975 4,250: 4,228 7,953
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.8 8.2 1.1 67.7 75.0 79.6 84.3: 20.4 15.7
Old : 100.0: 10.8 8.2 1.1 67.7 75.0 79.6 84.3: 20.4 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 : 195: 46 38 18 79 56 132 105:
Old : 195: 46 38 18 79 56 132 105:
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 29.3 28.8 42.3 21.4 29.3 28.3 42.1
Old : 21.4 29.3 28.8 42.3 21.4 29.3 28.3 42.1
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 13, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($50 X S&P 500 INDEX) :
: : :
All : 1,783,100: 405,234 347,024 32,463 1,021,255 1,282,488 1,458,952 1,661,975: 324,148 121,125
Old : 1,783,100: 405,234 347,024 32,463 1,021,255 1,282,488 1,458,952 1,661,975: 324,148 121,125
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 6, 2007 :
: 56,893: 8,453 13,407 1,239 7,820 43,224 17,512 57,870: 39,381 -977
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.7 19.5 1.8 57.3 71.9 81.8 93.2: 18.2 6.8
Old : 100.0: 22.7 19.5 1.8 57.3 71.9 81.8 93.2: 18.2 6.8
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 : 270: 85 66 28 75 76 172 158:
Old : 270: 85 66 28 75 76 172 158:
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 : 23.7 29.7 33.9 43.4 16.7 23.3 25.8 33.5
Old : 23.7 29.7 33.9 43.4 16.7 23.3 25.8 33.5
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 13, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 400 INDEX X $500) :
: : :
All : 8,221: 1,428 0 3 3,880 5,748 5,311 5,751: 2,910 2,470
Old : 8,221: 1,428 0 3 3,880 5,748 5,311 5,751: 2,910 2,470
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 6, 2007 :
: 269: -4 0 0 24 135 20 135: 249 134
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.4 0.0 0.0 47.2 69.9 64.6 70.0: 35.4 30.0
Old : 100.0: 17.4 0.0 0.0 47.2 69.9 64.6 70.0: 35.4 30.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 3 0 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 : 35.5 46.9 51.2 64.8 35.4 44.6 51.2 62.5
Old : 35.5 46.9 51.2 64.8 35.4 44.6 51.2 62.5
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 13, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 400 INDEX X $100) :
: : :
All : 78,559: 13,504 36,201 371 51,675 38,039 65,550 74,611: 13,009 3,948
Old : 78,559: 13,504 36,201 371 51,675 38,039 65,550 74,611: 13,009 3,948
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 6, 2007 :
: 2,424: 480 870 0 613 1,623 1,093 2,493: 1,331 -69
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.2 46.1 0.5 65.8 48.4 83.4 95.0: 16.6 5.0
Old : 100.0: 17.2 46.1 0.5 65.8 48.4 83.4 95.0: 16.6 5.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 77: 11 16 2 33 25 46 42:
Old : 77: 11 16 2 33 25 46 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 : 31.2 47.7 51.7 66.1 30.6 47.3 50.3 65.7
Old : 31.2 47.7 51.7 66.1 30.6 47.3 50.3 65.7
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 13, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NASDAQ 100 INDEX X $100) :
: : :
All : 51,721: 12,608 10,243 18 28,088 35,810 40,714 46,071: 11,007 5,650
Old : 51,721: 12,608 10,243 18 28,088 35,810 40,714 46,071: 11,007 5,650
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 6, 2007 :
: 2,771: -358 786 0 1,590 1,584 1,232 2,370: 1,539 401
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.4 19.8 0.0 54.3 69.2 78.7 89.1: 21.3 10.9
Old : 100.0: 24.4 19.8 0.0 54.3 69.2 78.7 89.1: 21.3 10.9
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 : 74: 17 14 3 25 23 44 39:
Old : 74: 17 14 3 25 23 44 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 : 39.9 40.2 52.1 57.9 39.9 40.2 51.8 56.5
Old : 39.9 40.2 52.1 57.9 39.9 40.2 51.8 56.5
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 13, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ( NASDAQ 100 STOCK INDEX X $20) :
: : :
All : 358,493: 115,345 157,213 4,636 204,933 158,104 324,914 319,953: 33,579 38,540
Old : 358,493: 115,345 157,213 4,636 204,933 158,104 324,914 319,953: 33,579 38,540
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 6, 2007 :
: 23,269: 1,329 8,064 -922 27,432 11,971 27,839 19,113: -4,570 4,156
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.2 43.9 1.3 57.2 44.1 90.6 89.2: 9.4 10.8
Old : 100.0: 32.2 43.9 1.3 57.2 44.1 90.6 89.2: 9.4 10.8
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 : 237: 77 72 15 56 45 142 123:
Old : 237: 77 72 15 56 45 142 123:
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 : 20.6 22.3 36.2 37.3 18.8 21.5 33.0 34.6
Old : 20.6 22.3 36.2 37.3 18.8 21.5 33.0 34.6
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 13, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF AUD 100,000) :
: : :
All : 115,145: 69,996 5,128 53 20,776 98,159 90,825 103,340: 24,320 11,805
Old : 115,145: 69,996 5,128 53 20,776 98,159 90,825 103,340: 24,320 11,805
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 6, 2007 :
: -2,636: -817 -4,440 -667 -2,599 1,434 -4,083 -3,673: 1,447 1,037
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.8 4.5 0.0 18.0 85.2 78.9 89.7: 21.1 10.3
Old : 100.0: 60.8 4.5 0.0 18.0 85.2 78.9 89.7: 21.1 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 : 64: 37 7 2 11 13 48 22:
Old : 64: 37 7 2 11 13 48 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.3 68.0 39.3 81.4 28.3 67.9 39.1 79.4
Old : 28.3 68.0 39.3 81.4 28.3 67.9 39.1 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 13, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (RUSSEL 2000 INDEX X $500) :
: : :
All : 33,844: 1,932 4,347 24 27,627 22,872 29,583 27,243: 4,261 6,601
Old : 33,844: 1,932 4,347 24 27,627 22,872 29,583 27,243: 4,261 6,601
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 6, 2007 :
: 1,322: 11 -268 0 1,015 1,782 1,026 1,514: 296 -192
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.7 12.8 0.1 81.6 67.6 87.4 80.5: 12.6 19.5
Old : 100.0: 5.7 12.8 0.1 81.6 67.6 87.4 80.5: 12.6 19.5
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 : 53: 2 12 2 24 23 28 35:
Old : 53: 2 12 2 24 23 28 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 : 47.9 34.4 67.1 53.0 47.5 34.4 66.4 53.0
Old : 47.9 34.4 67.1 53.0 47.5 34.4 66.4 53.0
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 13, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (RUSSEL 2000 INDEX X $100) :
: : :
All : 381,822: 70,484 137,012 2,003 279,090 227,939 351,577 366,954: 30,245 14,868
Old : 381,822: 70,484 137,012 2,003 279,090 227,939 351,577 366,954: 30,245 14,868
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 6, 2007 :
: 2,957: -539 3,226 639 4,100 2,441 4,200 6,306: -1,243 -3,349
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.5 35.9 0.5 73.1 59.7 92.1 96.1: 7.9 3.9
Old : 100.0: 18.5 35.9 0.5 73.1 59.7 92.1 96.1: 7.9 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 : 211: 36 77 8 52 69 94 148:
Old : 211: 36 77 8 52 69 94 148:
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 : 46.3 26.1 59.3 38.0 45.7 24.3 58.5 35.5
Old : 46.3 26.1 59.3 38.0 45.7 24.3 58.5 35.5
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 13, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NIKKEI INDEX X $5.00) :
: : :
All : 49,634: 11,189 16,327 644 27,024 22,289 38,857 39,260: 10,777 10,374
Old : 49,634: 11,189 16,327 644 27,024 22,289 38,857 39,260: 10,777 10,374
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 6, 2007 :
: 1,016: 1,061 1,742 557 531 -326 2,149 1,973: -1,133 -957
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.5 32.9 1.3 54.4 44.9 78.3 79.1: 21.7 20.9
Old : 100.0: 22.5 32.9 1.3 54.4 44.9 78.3 79.1: 21.7 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 : 78: 22 20 2 16 22 40 42:
Old : 78: 22 20 2 16 22 40 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 : 36.3 39.1 49.7 48.4 36.2 34.6 47.2 44.0
Old : 36.3 39.1 49.7 48.4 36.2 34.6 47.2 44.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
Commitments of Traders - Futures Only, February 13, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NIKKEI INDEX X 500 YEN) :
: : :
All : 42,349: 8,748 4,169 652 22,485 34,697 31,885 39,518: 10,464 2,831
Old : 42,349: 8,748 4,169 652 22,485 34,697 31,885 39,518: 10,464 2,831
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 6, 2007 :
: 2,748: 75 270 105 503 3,239 683 3,614: 2,065 -866
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.7 9.8 1.5 53.1 81.9 75.3 93.3: 24.7 6.7
Old : 100.0: 20.7 9.8 1.5 53.1 81.9 75.3 93.3: 24.7 6.7
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 : 57: 15 9 2 17 17 32 28:
Old : 57: 15 9 2 17 17 32 28:
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 : 27.1 63.6 42.6 74.9 24.1 57.6 37.0 66.5
Old : 27.1 63.6 42.6 74.9 24.1 57.6 37.0 66.5
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 13, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (GSCI X $250) :
: : :
All : 22,857: 5,192 2,225 305 15,744 19,101 21,241 21,631: 1,616 1,226
Old : 22,857: 5,192 2,225 305 15,744 19,101 21,241 21,631: 1,616 1,226
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 6, 2007 :
: 1,264: -604 86 29 1,271 1,069 696 1,184: 568 80
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.7 9.7 1.3 68.9 83.6 92.9 94.6: 7.1 5.4
Old : 100.0: 22.7 9.7 1.3 68.9 83.6 92.9 94.6: 7.1 5.4
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 : 27: 8 7 3 10 5 20 13:
Old : 27: 8 7 3 10 5 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 : 66.9 86.3 79.9 92.7 66.8 82.0 78.6 86.1
Old : 66.9 86.3 79.9 92.7 66.8 82.0 78.6 86.1
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 13, 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 : 47,722: 4,857 13,333 2,471 24,253 27,299 31,581 43,103: 16,141 4,619
Old : 47,722: 4,857 13,333 2,471 24,253 27,299 31,581 43,103: 16,141 4,619
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 6, 2007 :
: 1,477: -150 1,441 541 -477 334 -86 2,316: 1,563 -839
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.2 27.9 5.2 50.8 57.2 66.2 90.3: 33.8 9.7
Old : 100.0: 10.2 27.9 5.2 50.8 57.2 66.2 90.3: 33.8 9.7
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 : 57: 8 17 8 24 27 37 47:
Old : 57: 8 17 8 24 27 37 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 30.5 40.4 46.7 16.2 24.7 24.6 34.9
Old : 26.6 30.5 40.4 46.7 16.2 24.7 24.6 34.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 16, 2007