MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders - Futures Only, February 27, 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 : 32,739: 7,501 1,734 575 18,540 21,933 26,616 24,242: 6,123 8,497
Old : 32,739: 7,501 1,734 575 18,540 21,933 26,616 24,242: 6,123 8,497
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 20, 2007 :
: 725: -128 309 -14 1,222 1,592 1,080 1,887: -355 -1,162
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.9 5.3 1.8 56.6 67.0 81.3 74.0: 18.7 26.0
Old : 100.0: 22.9 5.3 1.8 56.6 67.0 81.3 74.0: 18.7 26.0
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 : 54: 13 7 9 22 21 38 34:
Old : 54: 13 7 9 22 21 38 34:
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 : 33.7 34.1 50.2 52.2 33.5 33.5 49.6 51.7
Old : 33.7 34.1 50.2 52.2 33.5 33.5 49.6 51.7
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 27, 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 : 182,048: 35,075 22,222 41,079 79,200 92,034 155,354 155,335: 26,694 26,713
Old : 170,371: 29,939 24,115 38,731 78,625 82,925 147,295 145,771: 23,076 24,600
Other: 11,677: 7,479 450 5 575 9,109 8,059 9,564: 3,618 2,113
: : :
: : Changes in Commitments from: February 20, 2007 :
: -2,848: -2,872 -1,914 -1,559 -117 893 -4,548 -2,580: 1,700 -268
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.3 12.2 22.6 43.5 50.6 85.3 85.3: 14.7 14.7
Old : 100.0: 17.6 14.2 22.7 46.1 48.7 86.5 85.6: 13.5 14.4
Other: 100.0: 64.0 3.9 0.0 4.9 78.0 69.0 81.9: 31.0 18.1
: : :
:# Traders : Number of Traders in Each Category :
All : 212: 76 63 80 30 41 160 146:
Old : 211: 73 65 79 29 41 157 146:
Other: 52: 23 5 1 5 22 29 27:
:----------------------------------------------------------------------------------------------------
: 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 : 26.3 35.0 38.1 43.0 26.3 31.6 35.6 37.4
Old : 28.1 35.4 40.5 43.0 28.1 33.4 37.6 38.8
Other: 42.3 54.9 53.8 69.6 42.3 51.9 53.2 66.7
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders - Futures Only, February 27, 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 : 283,602: 77,244 37,949 55,391 121,865 129,936 254,500 223,276: 29,102 60,326
Old : 283,602: 77,244 37,949 55,391 121,865 129,936 254,500 223,276: 29,102 60,326
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 20, 2007 :
: 9,307: 3,688 2,714 2,700 998 4,276 7,386 9,690: 1,921 -383
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.2 13.4 19.5 43.0 45.8 89.7 78.7: 10.3 21.3
Old : 100.0: 27.2 13.4 19.5 43.0 45.8 89.7 78.7: 10.3 21.3
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 : 372: 106 71 97 80 152 258 273:
Old : 372: 106 71 97 80 152 258 273:
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 : 22.4 11.5 33.8 19.7 22.4 10.3 32.1 16.4
Old : 22.4 11.5 33.8 19.7 22.4 10.3 32.1 16.4
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 27, 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 : 7,049: 2,573 3,616 579 1,880 1,093 5,032 5,288: 2,017 1,761
Old : 7,049: 2,573 3,616 579 1,880 1,093 5,032 5,288: 2,017 1,761
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 20, 2007 :
: 120: 228 -30 276 -263 -127 241 119: -121 1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.5 51.3 8.2 26.7 15.5 71.4 75.0: 28.6 25.0
Old : 100.0: 36.5 51.3 8.2 26.7 15.5 71.4 75.0: 28.6 25.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 76: 23 31 7 13 17 39 52:
Old : 76: 23 31 7 13 17 39 52:
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 : 28.9 24.4 42.4 38.1 28.9 24.4 41.5 36.7
Old : 28.9 24.4 42.4 38.1 28.9 24.4 41.5 36.7
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 27, 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 : 36,499: 10,148 7,298 5,941 13,685 8,827 29,774 22,066: 6,725 14,433
Old : 36,499: 10,148 7,298 5,941 13,685 8,827 29,774 22,066: 6,725 14,433
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 20, 2007 :
: 575: -662 -414 646 -479 -134 -495 98: 1,070 477
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.8 20.0 16.3 37.5 24.2 81.6 60.5: 18.4 39.5
Old : 100.0: 27.8 20.0 16.3 37.5 24.2 81.6 60.5: 18.4 39.5
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 : 154: 37 29 34 41 52 105 105:
Old : 154: 37 29 34 41 52 105 105:
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 : 14.9 10.9 25.7 18.5 14.4 9.8 24.7 15.3
Old : 14.9 10.9 25.7 18.5 14.4 9.8 24.7 15.3
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 27, 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 : 137,776: 17,563 73,987 2,665 87,030 32,646 107,258 109,298: 30,518 28,478
Old : 137,776: 17,563 73,987 2,665 87,030 32,646 107,258 109,298: 30,518 28,478
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 20, 2007 :
: -3,785: 558 -8,444 290 -4,941 4,258 -4,093 -3,896: 308 111
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.7 53.7 1.9 63.2 23.7 77.8 79.3: 22.2 20.7
Old : 100.0: 12.7 53.7 1.9 63.2 23.7 77.8 79.3: 22.2 20.7
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 : 84: 15 36 5 20 19 38 57:
Old : 84: 15 36 5 20 19 38 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 : 48.0 25.4 57.8 38.0 46.1 25.4 55.9 38.0
Old : 48.0 25.4 57.8 38.0 46.1 25.4 55.9 38.0
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 27, 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 : 103,378: 15,823 60,508 7 68,318 26,010 84,148 86,525: 19,230 16,853
Old : 103,378: 15,823 60,508 7 68,318 26,010 84,148 86,525: 19,230 16,853
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 20, 2007 :
: 3,104: 10,298 -570 -246 -12,693 3,284 -2,641 2,468: 5,745 636
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.3 58.5 0.0 66.1 25.2 81.4 83.7: 18.6 16.3
Old : 100.0: 15.3 58.5 0.0 66.1 25.2 81.4 83.7: 18.6 16.3
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 : 59: 15 26 1 12 13 28 39:
Old : 59: 15 26 1 12 13 28 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 : 60.1 39.0 69.3 56.6 60.0 38.9 69.2 55.6
Old : 60.1 39.0 69.3 56.6 60.0 38.9 69.2 55.6
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 27, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF MXN 500,000) :
: : :
All : 94,756: 33,662 33,480 125 56,692 57,157 90,479 90,762: 4,277 3,994
Old : 94,756: 33,662 33,480 125 56,692 57,157 90,479 90,762: 4,277 3,994
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 20, 2007 :
: -4,582: -12,749 4,687 -1 8,553 -9,934 -4,197 -5,248: -385 666
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.5 35.3 0.1 59.8 60.3 95.5 95.8: 4.5 4.2
Old : 100.0: 35.5 35.3 0.1 59.8 60.3 95.5 95.8: 4.5 4.2
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 : 89: 31 31 1 17 16 48 48:
Old : 89: 31 31 1 17 16 48 48:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.1 58.2 70.9 72.3 41.1 44.1 54.8 56.0
Old : 56.1 58.2 70.9 72.3 41.1 44.1 54.8 56.0
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 27, 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 : 160,234: 88,313 20,285 234 32,722 115,740 121,269 136,259: 38,965 23,975
Old : 160,234: 88,313 20,285 234 32,722 115,740 121,269 136,259: 38,965 23,975
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 20, 2007 :
: 12,532: 13,537 4,662 215 -6,570 6,653 7,182 11,530: 5,350 1,002
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.1 12.7 0.1 20.4 72.2 75.7 85.0: 24.3 15.0
Old : 100.0: 55.1 12.7 0.1 20.4 72.2 75.7 85.0: 24.3 15.0
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 : 83: 35 18 1 15 21 50 40:
Old : 83: 35 18 1 15 21 50 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 : 30.7 46.1 44.3 61.7 30.7 44.7 44.2 60.4
Old : 30.7 46.1 44.3 61.7 30.7 44.7 44.2 60.4
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 27, 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 : 328,295: 39,383 154,009 2,820 236,369 133,677 278,572 290,506: 49,723 37,789
Old : 328,295: 39,383 154,009 2,820 236,369 133,677 278,572 290,506: 49,723 37,789
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 20, 2007 :
: -3,921: -2,903 -4,472 574 -1,616 -1,677 -3,945 -5,575: 24 1,654
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.0 46.9 0.9 72.0 40.7 84.9 88.5: 15.1 11.5
Old : 100.0: 12.0 46.9 0.9 72.0 40.7 84.9 88.5: 15.1 11.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 128: 34 55 11 28 20 70 78:
Old : 128: 34 55 11 28 20 70 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 : 51.1 35.0 63.9 47.4 48.6 31.8 56.6 43.0
Old : 51.1 35.0 63.9 47.4 48.6 31.8 56.6 43.0
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 27, 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 : 221,471: 123,508 20,910 2,738 33,476 165,096 159,722 188,744: 61,749 32,727
Old : 221,471: 123,508 20,910 2,738 33,476 165,096 159,722 188,744: 61,749 32,727
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 20, 2007 :
: 19,101: 5,697 2,425 543 6,172 14,256 12,412 17,224: 6,689 1,877
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.8 9.4 1.2 15.1 74.5 72.1 85.2: 27.9 14.8
Old : 100.0: 55.8 9.4 1.2 15.1 74.5 72.1 85.2: 27.9 14.8
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 : 141: 73 25 19 28 26 111 60:
Old : 141: 73 25 19 28 26 111 60:
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 : 20.5 49.6 26.8 63.3 20.4 48.6 26.8 62.2
Old : 20.5 49.6 26.8 63.3 20.4 48.6 26.8 62.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
Commitments of Traders - Futures Only, February 27, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF NZD 100,000) :
: : :
All : 22,779: 16,798 292 0 3,423 21,024 20,221 21,316: 2,558 1,463
Old : 22,779: 16,798 292 0 3,423 21,024 20,221 21,316: 2,558 1,463
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 20, 2007 :
: 810: 558 -80 0 60 583 618 503: 192 307
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.7 1.3 0.0 15.0 92.3 88.8 93.6: 11.2 6.4
Old : 100.0: 73.7 1.3 0.0 15.0 92.3 88.8 93.6: 11.2 6.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 18 2 0 8 14 26 16:
Old : 37: 18 2 0 8 14 26 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 : 49.5 70.4 66.8 85.7 49.0 69.8 66.2 82.4
Old : 49.5 70.4 66.8 85.7 49.0 69.8 66.2 82.4
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 27, 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 :11,053,293: 1,076,687 616,568 1,253,680 7,539,672 7,727,440 9,870,039 9,597,688: 1,183,254 1,455,605
Old :11,053,293: 1,076,687 616,568 1,253,680 7,539,672 7,727,440 9,870,039 9,597,688: 1,183,254 1,455,605
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 20, 2007 :
: 564,545: 146,343 -162,690 91,997 92,385 478,025 330,725 407,332: 233,820 157,213
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.7 5.6 11.3 68.2 69.9 89.3 86.8: 10.7 13.2
Old : 100.0: 9.7 5.6 11.3 68.2 69.9 89.3 86.8: 10.7 13.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 302: 67 47 88 147 168 253 276:
Old : 302: 67 47 88 147 168 253 276:
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 17.9 46.7 29.3 34.5 14.7 41.3 22.8
Old : 36.3 17.9 46.7 29.3 34.5 14.7 41.3 22.8
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 27, 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 : 656,455: 65,993 55,487 7,800 437,797 483,521 511,590 546,808: 144,865 109,647
Old : 656,455: 65,993 55,487 7,800 437,797 483,521 511,590 546,808: 144,865 109,647
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 20, 2007 :
: 13,435: -393 4,780 -381 1,612 2,580 838 6,979: 12,597 6,456
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.1 8.5 1.2 66.7 73.7 77.9 83.3: 22.1 16.7
Old : 100.0: 10.1 8.5 1.2 66.7 73.7 77.9 83.3: 22.1 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 : 199: 46 43 25 84 52 142 108:
Old : 199: 46 43 25 84 52 142 108:
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 : 20.9 29.1 27.9 41.8 20.8 29.1 27.4 41.7
Old : 20.9 29.1 27.9 41.8 20.8 29.1 27.4 41.7
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 27, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($50 X S&P 500 INDEX) :
: : :
All : 2,006,422: 420,637 449,696 64,562 1,142,336 1,338,339 1,627,535 1,852,597: 378,887 153,825
Old : 2,006,422: 420,637 449,696 64,562 1,142,336 1,338,339 1,627,535 1,852,597: 378,887 153,825
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 20, 2007 :
: 136,784: -627 38,585 34,956 77,228 37,315 111,557 110,856: 25,227 25,928
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.0 22.4 3.2 56.9 66.7 81.1 92.3: 18.9 7.7
Old : 100.0: 21.0 22.4 3.2 56.9 66.7 81.1 92.3: 18.9 7.7
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 : 313: 89 98 39 78 83 185 202:
Old : 313: 89 98 39 78 83 185 202:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.2 29.0 32.5 41.1 15.2 21.0 23.4 30.9
Old : 23.2 29.0 32.5 41.1 15.2 21.0 23.4 30.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-338741
Commitments of Traders - Futures Only, February 27, 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 : 8,230: 1,343 0 0 4,043 5,889 5,386 5,889: 2,844 2,341
Old : 8,230: 1,343 0 0 4,043 5,889 5,386 5,889: 2,844 2,341
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 20, 2007 :
: 22: -64 0 0 179 143 115 143: -93 -121
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.3 0.0 0.0 49.1 71.6 65.4 71.6: 34.6 28.4
Old : 100.0: 16.3 0.0 0.0 49.1 71.6 65.4 71.6: 34.6 28.4
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 : 23: 3 0 0 12 11 15 11:
Old : 23: 3 0 0 12 11 15 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 : 33.3 46.8 49.1 64.7 33.3 44.5 49.1 62.4
Old : 33.3 46.8 49.1 64.7 33.3 44.5 49.1 62.4
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 27, 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 : 80,557: 12,320 35,391 371 55,694 39,701 68,385 75,463: 12,172 5,094
Old : 80,557: 12,320 35,391 371 55,694 39,701 68,385 75,463: 12,172 5,094
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 20, 2007 :
: 1,223: -1,210 -885 0 3,248 1,016 2,038 131: -815 1,092
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.3 43.9 0.5 69.1 49.3 84.9 93.7: 15.1 6.3
Old : 100.0: 15.3 43.9 0.5 69.1 49.3 84.9 93.7: 15.1 6.3
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 : 82: 10 18 2 37 26 49 45:
Old : 82: 10 18 2 37 26 49 45:
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 : 30.0 45.3 51.3 63.2 29.2 45.0 50.0 62.9
Old : 30.0 45.3 51.3 63.2 29.2 45.0 50.0 62.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CHICAGO HDD - CHICAGO MERCANTILE EXCHANGE Code-16164H
Commitments of Traders - Futures Only, February 27, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CME HDD INDEX X $20) :
: : :
All : 3,380: 1,300 1,574 300 1,630 1,306 3,230 3,180: 150 200
Old : 3,380: 1,300 1,574 300 1,630 1,306 3,230 3,180: 150 200
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 20, 2007 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.5 46.6 8.9 48.2 38.6 95.6 94.1: 4.4 5.9
Old : 100.0: 38.5 46.6 8.9 48.2 38.6 95.6 94.1: 4.4 5.9
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 : 20: 4 6 2 4 7 9 14:
Old : 20: 4 6 2 4 7 9 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 75.6 56.1 94.1 82.4 71.2 56.1 85.2 77.8
Old : 75.6 56.1 94.1 82.4 71.2 56.1 85.2 77.8
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 27, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NASDAQ 100 INDEX X $100) :
: : :
All : 55,795: 13,655 6,569 524 27,630 41,527 41,809 48,620: 13,986 7,175
Old : 55,795: 13,655 6,569 524 27,630 41,527 41,809 48,620: 13,986 7,175
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 20, 2007 :
: 5,333: -1,242 1,165 506 1,966 2,280 1,230 3,951: 4,103 1,382
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.5 11.8 0.9 49.5 74.4 74.9 87.1: 25.1 12.9
Old : 100.0: 24.5 11.8 0.9 49.5 74.4 74.9 87.1: 25.1 12.9
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 : 77: 16 12 3 26 31 43 46:
Old : 77: 16 12 3 26 31 43 46:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.7 39.2 48.9 54.9 37.5 39.2 47.2 53.5
Old : 37.7 39.2 48.9 54.9 37.5 39.2 47.2 53.5
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 27, 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 : 379,075: 112,513 163,611 3,840 220,230 173,445 336,583 340,896: 42,492 38,179
Old : 379,075: 112,513 163,611 3,840 220,230 173,445 336,583 340,896: 42,492 38,179
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 20, 2007 :
: 12,647: -33,641 -3,413 -2,289 42,287 11,563 6,357 5,861: 6,290 6,786
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.7 43.2 1.0 58.1 45.8 88.8 89.9: 11.2 10.1
Old : 100.0: 29.7 43.2 1.0 58.1 45.8 88.8 89.9: 11.2 10.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 254: 77 82 17 65 53 152 142:
Old : 254: 77 82 17 65 53 152 142:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.6 21.6 37.6 33.9 21.1 20.7 34.7 32.0
Old : 23.6 21.6 37.6 33.9 21.1 20.7 34.7 32.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
Commitments of Traders - Futures Only, February 27, 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 : 140,036: 92,669 9,594 23 16,207 118,486 108,899 128,103: 31,137 11,933
Old : 140,036: 92,669 9,594 23 16,207 118,486 108,899 128,103: 31,137 11,933
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 20, 2007 :
: 16,397: 16,134 2,676 4 -3,404 13,328 12,734 16,008: 3,663 389
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.2 6.9 0.0 11.6 84.6 77.8 91.5: 22.2 8.5
Old : 100.0: 66.2 6.9 0.0 11.6 84.6 77.8 91.5: 22.2 8.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 73: 44 9 2 10 15 55 25:
Old : 73: 44 9 2 10 15 55 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.8 61.0 40.9 77.9 29.8 60.9 40.9 76.6
Old : 29.8 61.0 40.9 77.9 29.8 60.9 40.9 76.6
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 27, 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 : 37,285: 1,914 4,079 17 31,142 28,129 33,073 32,225: 4,212 5,060
Old : 37,285: 1,914 4,079 17 31,142 28,129 33,073 32,225: 4,212 5,060
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 20, 2007 :
: 1,572: -34 -326 0 1,622 2,561 1,588 2,235: -16 -663
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.1 10.9 0.0 83.5 75.4 88.7 86.4: 11.3 13.6
Old : 100.0: 5.1 10.9 0.0 83.5 75.4 88.7 86.4: 11.3 13.6
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 : 55: 2 11 1 24 26 27 37:
Old : 55: 2 11 1 24 26 27 37:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.4 41.3 69.3 57.2 51.0 41.3 68.7 57.2
Old : 51.4 41.3 69.3 57.2 51.0 41.3 68.7 57.2
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 27, 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 : 442,545: 66,973 179,561 5,961 346,057 238,087 418,991 423,609: 23,554 18,936
Old : 442,545: 66,973 179,561 5,961 346,057 238,087 418,991 423,609: 23,554 18,936
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 20, 2007 :
: 43,623: -5,160 16,585 2,731 46,530 22,734 44,101 42,050: -478 1,573
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.1 40.6 1.3 78.2 53.8 94.7 95.7: 5.3 4.3
Old : 100.0: 15.1 40.6 1.3 78.2 53.8 94.7 95.7: 5.3 4.3
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 : 215: 38 84 11 50 65 96 152:
Old : 215: 38 84 11 50 65 96 152:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.5 26.4 60.0 38.0 44.5 25.0 60.0 36.5
Old : 44.5 26.4 60.0 38.0 44.5 25.0 60.0 36.5
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 27, 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 : 57,013: 9,785 17,530 995 33,335 27,702 44,115 46,227: 12,898 10,786
Old : 57,013: 9,785 17,530 995 33,335 27,702 44,115 46,227: 12,898 10,786
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 20, 2007 :
: 3,675: -2,513 272 938 3,584 3,255 2,009 4,465: 1,666 -790
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.2 30.7 1.7 58.5 48.6 77.4 81.1: 22.6 18.9
Old : 100.0: 17.2 30.7 1.7 58.5 48.6 77.4 81.1: 22.6 18.9
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 : 73: 17 16 2 23 21 42 38:
Old : 73: 17 16 2 23 21 42 38:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.6 40.3 48.7 54.1 36.4 36.2 46.2 50.0
Old : 36.6 40.3 48.7 54.1 36.4 36.2 46.2 50.0
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 27, 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 : 55,499: 11,112 4,427 1,789 27,828 37,876 40,729 44,092: 14,770 11,407
Old : 55,499: 11,112 4,427 1,789 27,828 37,876 40,729 44,092: 14,770 11,407
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 20, 2007 :
: 10,845: 1,522 36 1,015 2,667 3,501 5,204 4,552: 5,641 6,293
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.0 8.0 3.2 50.1 68.2 73.4 79.4: 26.6 20.6
Old : 100.0: 20.0 8.0 3.2 50.1 68.2 73.4 79.4: 26.6 20.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 63: 19 9 4 18 18 39 30:
Old : 63: 19 9 4 18 18 39 30:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.2 52.0 40.9 62.0 25.1 45.5 37.2 55.4
Old : 28.2 52.0 40.9 62.0 25.1 45.5 37.2 55.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GOLDMAN-SACHS COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
Commitments of Traders - Futures Only, February 27, 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 : 20,382: 5,800 1,523 316 14,025 18,079 20,141 19,918: 241 464
Old : 20,382: 5,800 1,523 316 14,025 18,079 20,141 19,918: 241 464
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 20, 2007 :
: 207: 266 18 5 -134 280 137 303: 70 -96
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.5 7.5 1.6 68.8 88.7 98.8 97.7: 1.2 2.3
Old : 100.0: 28.5 7.5 1.6 68.8 88.7 98.8 97.7: 1.2 2.3
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 : 28: 8 8 3 7 5 17 14:
Old : 28: 8 8 3 7 5 17 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 78.2 89.9 91.4 94.6 78.0 89.5 91.2 93.3
Old : 78.2 89.9 91.4 94.6 78.0 89.5 91.2 93.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE Code-597741
Commitments of Traders - Futures Only, February 27, 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 : 68,783: 3,108 16,259 7,084 34,804 36,234 44,996 59,577: 23,787 9,206
Old : 68,783: 3,108 16,259 7,084 34,804 36,234 44,996 59,577: 23,787 9,206
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 20, 2007 :
: 12,303: -1,933 1,254 2,793 6,610 6,066 7,470 10,113: 4,833 2,190
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.5 23.6 10.3 50.6 52.7 65.4 86.6: 34.6 13.4
Old : 100.0: 4.5 23.6 10.3 50.6 52.7 65.4 86.6: 34.6 13.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 68: 8 22 14 29 29 48 56:
Old : 68: 8 22 14 29 29 48 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 : 22.1 28.7 36.6 46.2 12.0 18.6 18.6 27.2
Old : 22.1 28.7 36.6 46.2 12.0 18.6 18.6 27.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 2, 2007