MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders - Futures Only, February 20, 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 : 32,014: 7,629 1,425 589 17,318 20,341 25,536 22,355: 6,478 9,659
Old : 32,014: 7,629 1,425 589 17,318 20,341 25,536 22,355: 6,478 9,659
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 13, 2007 :
: 1,672: 254 9 -6 711 421 959 424: 713 1,248
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.8 4.5 1.8 54.1 63.5 79.8 69.8: 20.2 30.2
Old : 100.0: 23.8 4.5 1.8 54.1 63.5 79.8 69.8: 20.2 30.2
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 : 53: 15 6 10 22 18 40 31:
Old : 53: 15 6 10 22 18 40 31:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.6 34.2 49.6 51.3 33.4 33.7 48.6 50.7
Old : 33.6 34.2 49.6 51.3 33.4 33.7 48.6 50.7
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 20, 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 : 184,896: 37,947 24,136 42,638 79,317 91,141 159,902 157,915: 24,994 26,981
Old : 174,955: 33,099 25,465 40,787 78,874 83,365 152,760 149,617: 22,195 25,338
Other: 9,941: 6,695 518 4 443 7,776 7,142 8,298: 2,799 1,643
: : :
: : Changes in Commitments from: February 13, 2007 :
: 2,706: 1,698 -1,672 2,139 -395 2,463 3,442 2,930: -736 -224
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.5 13.1 23.1 42.9 49.3 86.5 85.4: 13.5 14.6
Old : 100.0: 18.9 14.6 23.3 45.1 47.6 87.3 85.5: 12.7 14.5
Other: 100.0: 67.3 5.2 0.0 4.5 78.2 71.8 83.5: 28.2 16.5
: : :
:# Traders : Number of Traders in Each Category :
All : 220: 81 63 82 32 41 170 147:
Old : 219: 76 70 80 30 41 166 147:
Other: 51: 23 4 1 6 19 30 24:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.7 34.0 37.7 41.8 25.7 30.4 34.9 36.0
Old : 27.1 34.1 39.8 42.1 27.1 31.8 36.4 37.2
Other: 46.6 56.0 55.7 70.4 46.6 54.9 55.7 69.4
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE Code-056641
Commitments of Traders - Futures Only, February 20, 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 : 1,523: 497 204 65 196 231 758 500: 765 1,023
Old : 1,523: 497 204 65 196 231 758 500: 765 1,023
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 13, 2007 :
: -69: -22 58 -41 -18 55 -81 72: 12 -141
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.6 13.4 4.3 12.9 15.2 49.8 32.8: 50.2 67.2
Old : 100.0: 32.6 13.4 4.3 12.9 15.2 49.8 32.8: 50.2 67.2
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 : 20: 11 5 2 2 3 14 9:
Old : 20: 11 5 2 2 3 14 9:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.9 24.8 38.0 32.7 25.9 24.4 38.0 27.2
Old : 25.9 24.8 38.0 32.7 25.9 24.4 38.0 27.2
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 20, 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 : 274,295: 73,556 35,235 52,691 120,867 125,660 247,114 213,586: 27,181 60,709
Old : 274,295: 73,556 35,235 52,691 120,867 125,660 247,114 213,586: 27,181 60,709
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 13, 2007 :
: 1,036: 2,611 1,332 -1,104 -337 511 1,170 739: -134 297
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.8 12.8 19.2 44.1 45.8 90.1 77.9: 9.9 22.1
Old : 100.0: 26.8 12.8 19.2 44.1 45.8 90.1 77.9: 9.9 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 : 361: 93 75 95 87 154 251 272:
Old : 361: 93 75 95 87 154 251 272:
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 : 23.0 12.0 34.8 20.5 23.0 9.7 33.1 16.1
Old : 23.0 12.0 34.8 20.5 23.0 9.7 33.1 16.1
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 20, 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 : 6,929: 2,345 3,646 303 2,143 1,220 4,791 5,169: 2,138 1,760
Old : 6,929: 2,345 3,646 303 2,143 1,220 4,791 5,169: 2,138 1,760
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 13, 2007 :
: -848: -106 -223 -342 -267 -109 -715 -674: -133 -174
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.8 52.6 4.4 30.9 17.6 69.1 74.6: 30.9 25.4
Old : 100.0: 33.8 52.6 4.4 30.9 17.6 69.1 74.6: 30.9 25.4
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 : 72: 22 26 6 16 18 39 49:
Old : 72: 22 26 6 16 18 39 49:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.3 25.4 40.8 40.8 29.3 25.4 40.8 39.7
Old : 29.3 25.4 40.8 40.8 29.3 25.4 40.8 39.7
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 20, 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 : 35,924: 10,810 7,712 5,295 14,164 8,961 30,269 21,968: 5,655 13,956
Old : 35,924: 10,810 7,712 5,295 14,164 8,961 30,269 21,968: 5,655 13,956
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 13, 2007 :
: 190: -751 -994 479 823 1,236 551 721: -361 -531
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.1 21.5 14.7 39.4 24.9 84.3 61.2: 15.7 38.8
Old : 100.0: 30.1 21.5 14.7 39.4 24.9 84.3 61.2: 15.7 38.8
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 : 151: 37 31 31 40 48 100 102:
Old : 151: 37 31 31 40 48 100 102:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 15.9 11.5 27.9 18.7 14.1 9.0 24.8 14.0
Old : 15.9 11.5 27.9 18.7 14.1 9.0 24.8 14.0
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 20, 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 : 141,561: 17,005 82,431 2,375 91,971 28,388 111,351 113,194: 30,210 28,367
Old : 141,561: 17,005 82,431 2,375 91,971 28,388 111,351 113,194: 30,210 28,367
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 13, 2007 :
: 839: -2,925 5,806 191 3,029 -4,087 295 1,910: 544 -1,071
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.0 58.2 1.7 65.0 20.1 78.7 80.0: 21.3 20.0
Old : 100.0: 12.0 58.2 1.7 65.0 20.1 78.7 80.0: 21.3 20.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 85: 15 39 4 18 19 36 59:
Old : 85: 15 39 4 18 19 36 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 : 48.5 25.0 58.3 37.3 46.7 25.0 56.4 37.3
Old : 48.5 25.0 58.3 37.3 46.7 25.0 56.4 37.3
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 20, 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 : 100,274: 5,525 61,078 253 81,011 22,726 86,789 84,057: 13,485 16,217
Old : 100,274: 5,525 61,078 253 81,011 22,726 86,789 84,057: 13,485 16,217
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 13, 2007 :
: -7,714: -1,168 -9,021 134 -10,253 4,785 -11,287 -4,102: 3,573 -3,612
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.5 60.9 0.3 80.8 22.7 86.6 83.8: 13.4 16.2
Old : 100.0: 5.5 60.9 0.3 80.8 22.7 86.6 83.8: 13.4 16.2
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 : 55: 9 26 3 13 13 24 40:
Old : 55: 9 26 3 13 13 24 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 : 71.7 45.0 79.6 59.2 71.6 44.9 79.5 58.9
Old : 71.7 45.0 79.6 59.2 71.6 44.9 79.5 58.9
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 20, 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 : 99,338: 46,411 28,793 126 48,139 67,091 94,676 96,010: 4,662 3,328
Old : 99,338: 46,411 28,793 126 48,139 67,091 94,676 96,010: 4,662 3,328
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 13, 2007 :
: 8,077: 4,164 7,953 0 4,985 224 9,149 8,177: -1,072 -100
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.7 29.0 0.1 48.5 67.5 95.3 96.6: 4.7 3.4
Old : 100.0: 46.7 29.0 0.1 48.5 67.5 95.3 96.6: 4.7 3.4
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 : 79: 29 23 1 16 16 45 40:
Old : 79: 29 23 1 16 16 45 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 : 51.5 65.1 67.0 81.5 37.9 54.6 52.1 67.5
Old : 51.5 65.1 67.0 81.5 37.9 54.6 52.1 67.5
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 20, 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 : 147,702: 74,776 15,623 19 39,292 109,087 114,087 124,729: 33,615 22,973
Old : 147,702: 74,776 15,623 19 39,292 109,087 114,087 124,729: 33,615 22,973
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 13, 2007 :
: -2,993: 8,194 -2,361 -485 -8,991 685 -1,282 -2,161: -1,711 -832
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.6 10.6 0.0 26.6 73.9 77.2 84.4: 22.8 15.6
Old : 100.0: 50.6 10.6 0.0 26.6 73.9 77.2 84.4: 22.8 15.6
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 : 78: 36 14 1 14 20 50 35:
Old : 78: 36 14 1 14 20 50 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 : 34.2 48.5 49.6 64.9 34.1 47.3 49.5 63.8
Old : 34.2 48.5 49.6 64.9 34.1 47.3 49.5 63.8
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 20, 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 : 332,216: 42,286 158,481 2,246 237,985 135,354 282,517 296,081: 49,699 36,135
Old : 332,216: 42,286 158,481 2,246 237,985 135,354 282,517 296,081: 49,699 36,135
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 13, 2007 :
: -29,593: -1,181 -52,491 664 -31,584 25,407 -32,101 -26,420: 2,508 -3,173
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.7 47.7 0.7 71.6 40.7 85.0 89.1: 15.0 10.9
Old : 100.0: 12.7 47.7 0.7 71.6 40.7 85.0 89.1: 15.0 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 : 124: 37 53 12 24 20 68 78:
Old : 124: 37 53 12 24 20 68 78:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.2 37.4 64.5 49.4 50.7 34.1 57.7 44.8
Old : 52.2 37.4 64.5 49.4 50.7 34.1 57.7 44.8
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 20, 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 : 202,370: 117,811 18,485 2,195 27,304 150,840 147,310 171,520: 55,060 30,850
Old : 202,370: 117,811 18,485 2,195 27,304 150,840 147,310 171,520: 55,060 30,850
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 13, 2007 :
: 15,284: 12,440 -3,091 527 919 18,333 13,886 15,769: 1,398 -485
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.2 9.1 1.1 13.5 74.5 72.8 84.8: 27.2 15.2
Old : 100.0: 58.2 9.1 1.1 13.5 74.5 72.8 84.8: 27.2 15.2
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 : 137: 73 24 17 24 24 105 57:
Old : 137: 73 24 17 24 24 105 57:
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 : 22.1 53.2 28.4 64.4 22.0 52.2 28.3 63.4
Old : 22.1 53.2 28.4 64.4 22.0 52.2 28.3 63.4
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 20, 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 : 21,969: 16,240 372 0 3,363 20,441 19,603 20,813: 2,366 1,156
Old : 21,969: 16,240 372 0 3,363 20,441 19,603 20,813: 2,366 1,156
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 13, 2007 :
: 2,750: 3,346 -49 0 -1,015 2,734 2,331 2,685: 419 65
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.9 1.7 0.0 15.3 93.0 89.2 94.7: 10.8 5.3
Old : 100.0: 73.9 1.7 0.0 15.3 93.0 89.2 94.7: 10.8 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 : 39: 19 2 0 8 14 27 16:
Old : 39: 19 2 0 8 14 27 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.3 71.0 69.2 84.5 52.3 70.3 69.2 81.7
Old : 52.3 71.0 69.2 84.5 52.3 70.3 69.2 81.7
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 20, 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 : 67,147: 11,387 6,389 0 50,871 55,222 62,258 61,611: 4,889 5,536
Old : 67,147: 11,387 6,389 0 50,871 55,222 62,258 61,611: 4,889 5,536
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 13, 2007 :
: 17,653: 1,052 569 0 16,852 15,604 17,904 16,173: -251 1,480
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.0 9.5 0.0 75.8 82.2 92.7 91.8: 7.3 8.2
Old : 100.0: 17.0 9.5 0.0 75.8 82.2 92.7 91.8: 7.3 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: 4 1 0 13 14 17 15:
Old : 23: 4 1 0 13 14 17 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 : 48.6 67.1 73.0 86.4 44.9 58.7 62.3 71.5
Old : 48.6 67.1 73.0 86.4 44.9 58.7 62.3 71.5
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 20, 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 :10,488,748: 930,344 779,258 1,161,683 7,447,287 7,249,415 9,539,314 9,190,356: 949,434 1,298,392
Old :10,488,748: 930,344 779,258 1,161,683 7,447,287 7,249,415 9,539,314 9,190,356: 949,434 1,298,392
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 13, 2007 :
: 187,011: 34,005 -264,751 85,978 44,033 380,798 164,016 202,025: 22,995 -15,014
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.9 7.4 11.1 71.0 69.1 90.9 87.6: 9.1 12.4
Old : 100.0: 8.9 7.4 11.1 71.0 69.1 90.9 87.6: 9.1 12.4
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: 66 54 86 143 167 246 275:
Old : 298: 66 54 86 143 167 246 275:
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 : 37.6 16.6 48.0 27.9 35.6 14.2 42.3 22.9
Old : 37.6 16.6 48.0 27.9 35.6 14.2 42.3 22.9
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 20, 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 : 643,020: 66,386 50,707 8,181 436,185 480,941 510,752 539,829: 132,268 103,191
Old : 643,020: 66,386 50,707 8,181 436,185 480,941 510,752 539,829: 132,268 103,191
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 13, 2007 :
: 744: -2,747 -2,186 1,267 1,251 -996 -229 -1,915: 973 2,659
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.3 7.9 1.3 67.8 74.8 79.4 84.0: 20.6 16.0
Old : 100.0: 10.3 7.9 1.3 67.8 74.8 79.4 84.0: 20.6 16.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 191: 46 34 21 80 55 136 100:
Old : 191: 46 34 21 80 55 136 100:
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 : 21.6 29.4 29.0 42.3 21.5 29.4 28.5 42.1
Old : 21.6 29.4 29.0 42.3 21.5 29.4 28.5 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 20, 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 : 1,869,638: 421,264 411,111 29,606 1,065,108 1,301,024 1,515,978 1,741,741: 353,660 127,897
Old : 1,869,638: 421,264 411,111 29,606 1,065,108 1,301,024 1,515,978 1,741,741: 353,660 127,897
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 13, 2007 :
: 86,538: 16,030 64,087 -2,857 43,853 18,536 57,026 79,766: 29,512 6,772
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.5 22.0 1.6 57.0 69.6 81.1 93.2: 18.9 6.8
Old : 100.0: 22.5 22.0 1.6 57.0 69.6 81.1 93.2: 18.9 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 : 274: 77 77 30 78 74 168 168:
Old : 274: 77 77 30 78 74 168 168:
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 28.2 32.7 42.1 15.3 22.3 23.8 33.4
Old : 23.1 28.2 32.7 42.1 15.3 22.3 23.8 33.4
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 20, 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 : 8,208: 1,407 0 0 3,864 5,746 5,271 5,746: 2,937 2,462
Old : 8,208: 1,407 0 0 3,864 5,746 5,271 5,746: 2,937 2,462
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 13, 2007 :
: -13: -21 0 -3 -16 -2 -40 -5: 27 -8
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.1 0.0 0.0 47.1 70.0 64.2 70.0: 35.8 30.0
Old : 100.0: 17.1 0.0 0.0 47.1 70.0 64.2 70.0: 35.8 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 0 11 10 14 10:
Old : 22: 3 0 0 11 10 14 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 : 35.1 47.0 50.9 64.9 35.1 44.7 50.9 62.6
Old : 35.1 47.0 50.9 64.9 35.1 44.7 50.9 62.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
Commitments of Traders - Futures Only, February 20, 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 : 79,334: 13,530 36,276 371 52,446 38,685 66,347 75,332: 12,987 4,002
Old : 79,334: 13,530 36,276 371 52,446 38,685 66,347 75,332: 12,987 4,002
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 13, 2007 :
: 775: 26 75 0 771 646 797 721: -22 54
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.1 45.7 0.5 66.1 48.8 83.6 95.0: 16.4 5.0
Old : 100.0: 17.1 45.7 0.5 66.1 48.8 83.6 95.0: 16.4 5.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 78: 10 14 2 36 28 48 43:
Old : 78: 10 14 2 36 28 48 43:
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 : 31.1 48.7 51.5 66.8 30.4 48.3 50.2 66.5
Old : 31.1 48.7 51.5 66.8 30.4 48.3 50.2 66.5
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 20, 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 : 50,462: 14,897 5,404 18 25,664 39,247 40,579 44,669: 9,883 5,793
Old : 50,462: 14,897 5,404 18 25,664 39,247 40,579 44,669: 9,883 5,793
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 13, 2007 :
: -1,259: 2,289 -4,839 0 -2,424 3,437 -135 -1,402: -1,124 143
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.5 10.7 0.0 50.9 77.8 80.4 88.5: 19.6 11.5
Old : 100.0: 29.5 10.7 0.0 50.9 77.8 80.4 88.5: 19.6 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 : 72: 17 10 3 24 27 43 39:
Old : 72: 17 10 3 24 27 43 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 : 40.6 43.3 53.1 59.0 40.6 43.3 52.3 57.7
Old : 40.6 43.3 53.1 59.0 40.6 43.3 52.3 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 20, 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 : 366,428: 146,154 167,024 6,129 177,943 161,882 330,226 335,035: 36,202 31,393
Old : 366,428: 146,154 167,024 6,129 177,943 161,882 330,226 335,035: 36,202 31,393
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 13, 2007 :
: 7,935: 30,809 9,811 1,493 -26,990 3,778 5,312 15,082: 2,623 -7,147
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.9 45.6 1.7 48.6 44.2 90.1 91.4: 9.9 8.6
Old : 100.0: 39.9 45.6 1.7 48.6 44.2 90.1 91.4: 9.9 8.6
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 : 248: 91 72 16 56 44 154 125:
Old : 248: 91 72 16 56 44 154 125:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.0 23.6 31.3 38.1 16.5 23.2 27.9 36.9
Old : 19.0 23.6 31.3 38.1 16.5 23.2 27.9 36.9
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 20, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF AUD 100,000) :
: : :
All : 123,639: 76,535 6,918 19 19,611 105,158 96,165 112,095: 27,474 11,544
Old : 123,639: 76,535 6,918 19 19,611 105,158 96,165 112,095: 27,474 11,544
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 13, 2007 :
: 8,494: 6,539 1,790 -34 -1,165 6,999 5,340 8,755: 3,154 -261
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.9 5.6 0.0 15.9 85.1 77.8 90.7: 22.2 9.3
Old : 100.0: 61.9 5.6 0.0 15.9 85.1 77.8 90.7: 22.2 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 : 67: 37 9 1 10 15 47 25:
Old : 67: 37 9 1 10 15 47 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 : 27.0 66.3 39.9 78.7 27.0 66.2 39.2 77.1
Old : 27.0 66.3 39.9 78.7 27.0 66.2 39.2 77.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE Code-239741
Commitments of Traders - Futures Only, February 20, 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 : 35,713: 1,948 4,405 17 29,520 25,568 31,485 29,990: 4,228 5,723
Old : 35,713: 1,948 4,405 17 29,520 25,568 31,485 29,990: 4,228 5,723
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 13, 2007 :
: 1,869: 16 58 -7 1,893 2,696 1,902 2,747: -33 -878
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.5 12.3 0.0 82.7 71.6 88.2 84.0: 11.8 16.0
Old : 100.0: 5.5 12.3 0.0 82.7 71.6 88.2 84.0: 11.8 16.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 53: 2 11 1 24 24 27 35:
Old : 53: 2 11 1 24 24 27 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 : 50.2 38.1 68.9 55.7 49.8 38.1 68.3 55.7
Old : 50.2 38.1 68.9 55.7 49.8 38.1 68.3 55.7
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 20, 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 : 398,922: 72,133 162,976 3,230 299,527 215,353 374,890 381,559: 24,032 17,363
Old : 398,922: 72,133 162,976 3,230 299,527 215,353 374,890 381,559: 24,032 17,363
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 13, 2007 :
: 17,100: 1,649 25,964 1,227 20,437 -12,586 23,313 14,605: -6,213 2,495
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.1 40.9 0.8 75.1 54.0 94.0 95.6: 6.0 4.4
Old : 100.0: 18.1 40.9 0.8 75.1 54.0 94.0 95.6: 6.0 4.4
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 : 223: 42 83 9 52 69 101 154:
Old : 223: 42 83 9 52 69 101 154:
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 : 45.2 27.5 60.3 38.5 44.8 25.9 59.9 36.9
Old : 45.2 27.5 60.3 38.5 44.8 25.9 59.9 36.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
Commitments of Traders - Futures Only, February 20, 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 : 53,338: 12,298 17,258 57 29,751 24,447 42,106 41,762: 11,232 11,576
Old : 53,338: 12,298 17,258 57 29,751 24,447 42,106 41,762: 11,232 11,576
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 13, 2007 :
: 3,704: 1,109 931 -587 2,727 2,158 3,249 2,502: 455 1,202
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.1 32.4 0.1 55.8 45.8 78.9 78.3: 21.1 21.7
Old : 100.0: 23.1 32.4 0.1 55.8 45.8 78.9 78.3: 21.1 21.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 79: 23 20 3 19 20 44 41:
Old : 79: 23 20 3 19 20 44 41:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.1 39.9 49.0 50.2 37.1 36.6 47.7 46.9
Old : 37.1 39.9 49.0 50.2 37.1 36.6 47.7 46.9
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 20, 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 : 44,654: 9,590 4,391 774 25,161 34,375 35,525 39,540: 9,129 5,114
Old : 44,654: 9,590 4,391 774 25,161 34,375 35,525 39,540: 9,129 5,114
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 13, 2007 :
: 2,305: 842 222 122 2,676 -322 3,640 22: -1,335 2,283
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.5 9.8 1.7 56.3 77.0 79.6 88.5: 20.4 11.5
Old : 100.0: 21.5 9.8 1.7 56.3 77.0 79.6 88.5: 20.4 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 : 59: 17 9 2 18 16 35 27:
Old : 59: 17 9 2 18 16 35 27:
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 : 28.5 62.4 43.4 72.9 24.5 54.9 38.4 64.9
Old : 28.5 62.4 43.4 72.9 24.5 54.9 38.4 64.9
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 20, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (GSCI X $250) :
: : :
All : 20,175: 5,534 1,505 311 14,159 17,799 20,004 19,615: 171 560
Old : 20,175: 5,534 1,505 311 14,159 17,799 20,004 19,615: 171 560
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 13, 2007 :
: -2,682: 342 -720 6 -1,585 -1,302 -1,237 -2,016: -1,445 -666
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.4 7.5 1.5 70.2 88.2 99.2 97.2: 0.8 2.8
Old : 100.0: 27.4 7.5 1.5 70.2 88.2 99.2 97.2: 0.8 2.8
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 : 25: 8 6 2 7 4 16 11:
Old : 25: 8 6 2 7 4 16 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 : 77.7 90.1 91.1 95.8 77.5 89.7 90.9 94.5
Old : 77.7 90.1 91.1 95.8 77.5 89.7 90.9 94.5
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 20, 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 : 56,480: 5,041 15,005 4,291 28,194 30,168 37,526 49,464: 18,954 7,016
Old : 56,480: 5,041 15,005 4,291 28,194 30,168 37,526 49,464: 18,954 7,016
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 13, 2007 :
: 8,758: 184 1,672 1,820 3,941 2,869 5,945 6,361: 2,813 2,397
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.9 26.6 7.6 49.9 53.4 66.4 87.6: 33.6 12.4
Old : 100.0: 8.9 26.6 7.6 49.9 53.4 66.4 87.6: 33.6 12.4
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 : 70: 10 20 12 29 28 48 54:
Old : 70: 10 20 12 29 28 48 54:
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 26.1 35.6 41.5 14.3 22.1 21.3 31.5
Old : 23.0 26.1 35.6 41.5 14.3 22.1 21.3 31.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 23, 2007