MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders - Futures Only, March 6, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 30,390: 6,805 1,091 501 17,659 20,752 24,965 22,344: 5,425 8,046
Old : 30,390: 6,805 1,091 501 17,659 20,752 24,965 22,344: 5,425 8,046
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 27, 2007 :
: -2,349: -696 -643 -74 -881 -1,181 -1,651 -1,898: -698 -451
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.4 3.6 1.6 58.1 68.3 82.1 73.5: 17.9 26.5
Old : 100.0: 22.4 3.6 1.6 58.1 68.3 82.1 73.5: 17.9 26.5
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 : 55: 13 8 9 23 21 40 34:
Old : 55: 13 8 9 23 21 40 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 : 34.1 36.0 50.6 53.5 34.0 35.5 50.6 52.7
Old : 34.1 36.0 50.6 53.5 34.0 35.5 50.6 52.7
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, March 6, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 180,816: 33,661 20,541 37,958 82,220 93,841 153,839 152,340: 26,977 28,476
Old : 168,659: 28,058 22,539 35,368 82,001 84,283 145,427 142,190: 23,232 26,469
Other: 12,157: 8,176 575 17 219 9,558 8,412 10,150: 3,745 2,007
: : :
: : Changes in Commitments from: February 27, 2007 :
: -1,232: -1,414 -1,681 -3,121 3,020 1,807 -1,515 -2,995: 283 1,763
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.6 11.4 21.0 45.5 51.9 85.1 84.3: 14.9 15.7
Old : 100.0: 16.6 13.4 21.0 48.6 50.0 86.2 84.3: 13.8 15.7
Other: 100.0: 67.3 4.7 0.1 1.8 78.6 69.2 83.5: 30.8 16.5
: : :
:# Traders : Number of Traders in Each Category :
All : 215: 65 69 94 29 42 162 160:
Old : 214: 63 72 92 28 42 158 160:
Other: 54: 23 7 2 4 22 28 30:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.6 35.6 38.3 43.5 26.6 32.2 36.2 37.7
Old : 28.5 35.8 41.0 43.4 28.5 34.1 38.1 38.8
Other: 46.0 55.7 57.5 70.3 46.0 55.7 57.5 70.3
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE Code-056641
Commitments of Traders - Futures Only, March 6, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 1,424: 338 256 146 243 252 727 654: 697 770
Old : 1,424: 338 256 146 243 252 727 654: 697 770
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 27, 2007 :
: -99: -159 52 81 47 21 -31 154: -68 -253
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.7 18.0 10.3 17.1 17.7 51.1 45.9: 48.9 54.1
Old : 100.0: 23.7 18.0 10.3 17.1 17.7 51.1 45.9: 48.9 54.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 8 6 3 4 4 15 11:
Old : 20: 8 6 3 4 4 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 : 24.2 30.3 38.1 41.9 23.0 27.0 34.1 32.4
Old : 24.2 30.3 38.1 41.9 23.0 27.0 34.1 32.4
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, March 6, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 285,021: 74,624 37,011 58,724 123,486 128,302 256,834 224,037: 28,187 60,984
Old : 285,021: 74,624 37,011 58,724 123,486 128,302 256,834 224,037: 28,187 60,984
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 27, 2007 :
: 1,419: -2,620 -938 3,333 1,621 -1,634 2,334 761: -915 658
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.2 13.0 20.6 43.3 45.0 90.1 78.6: 9.9 21.4
Old : 100.0: 26.2 13.0 20.6 43.3 45.0 90.1 78.6: 9.9 21.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 363: 102 65 103 81 147 264 264:
Old : 363: 102 65 103 81 147 264 264:
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 : 22.6 11.6 34.1 19.8 22.6 10.5 32.3 16.6
Old : 22.6 11.6 34.1 19.8 22.6 10.5 32.3 16.6
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, March 6, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 110,000 BOARD FEET) :
: : :
All : 7,042: 2,547 3,363 597 1,875 1,126 5,019 5,086: 2,023 1,956
Old : 7,042: 2,547 3,363 597 1,875 1,126 5,019 5,086: 2,023 1,956
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 27, 2007 :
: -7: -26 -253 18 -5 33 -13 -202: 6 195
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.2 47.8 8.5 26.6 16.0 71.3 72.2: 28.7 27.8
Old : 100.0: 36.2 47.8 8.5 26.6 16.0 71.3 72.2: 28.7 27.8
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 : 70: 21 28 9 11 15 38 48:
Old : 70: 21 28 9 11 15 38 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 : 30.3 23.3 43.0 37.2 30.3 22.2 42.5 33.8
Old : 30.3 23.3 43.0 37.2 30.3 22.2 42.5 33.8
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, March 6, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50,000 POUNDS) :
: : :
All : 35,846: 10,100 6,251 5,327 13,585 9,418 29,012 20,996: 6,834 14,850
Old : 35,846: 10,100 6,251 5,327 13,585 9,418 29,012 20,996: 6,834 14,850
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 27, 2007 :
: -653: -48 -1,047 -614 -100 591 -762 -1,070: 109 417
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.2 17.4 14.9 37.9 26.3 80.9 58.6: 19.1 41.4
Old : 100.0: 28.2 17.4 14.9 37.9 26.3 80.9 58.6: 19.1 41.4
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 : 148: 39 24 30 40 51 101 97:
Old : 148: 39 24 30 40 51 101 97:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 14.0 11.9 25.2 19.7 14.0 11.1 24.7 17.5
Old : 14.0 11.9 25.2 19.7 14.0 11.1 24.7 17.5
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, March 6, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF CAD 100,000) :
: : :
All : 156,871: 21,585 96,510 2,969 103,674 31,004 128,228 130,483: 28,643 26,388
Old : 156,871: 21,585 96,510 2,969 103,674 31,004 128,228 130,483: 28,643 26,388
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 27, 2007 :
: 19,095: 4,022 22,523 304 16,644 -1,642 20,970 21,185: -1,875 -2,090
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.8 61.5 1.9 66.1 19.8 81.7 83.2: 18.3 16.8
Old : 100.0: 13.8 61.5 1.9 66.1 19.8 81.7 83.2: 18.3 16.8
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 : 91: 21 38 4 19 21 41 62:
Old : 91: 21 38 4 19 21 41 62:
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 31.0 58.3 43.9 47.1 31.0 56.8 43.9
Old : 48.5 31.0 58.3 43.9 47.1 31.0 56.8 43.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
Commitments of Traders - Futures Only, March 6, 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 : 83,320: 16,859 38,726 140 48,582 32,079 65,581 70,945: 17,739 12,375
Old : 83,320: 16,859 38,726 140 48,582 32,079 65,581 70,945: 17,739 12,375
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 27, 2007 :
: -20,058: 1,036 -21,782 133 -19,736 6,069 -18,567 -15,580: -1,491 -4,478
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.2 46.5 0.2 58.3 38.5 78.7 85.1: 21.3 14.9
Old : 100.0: 20.2 46.5 0.2 58.3 38.5 78.7 85.1: 21.3 14.9
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 : 54: 18 17 2 13 15 32 33:
Old : 54: 18 17 2 13 15 32 33:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.9 46.8 61.8 60.7 50.7 45.0 60.6 58.8
Old : 51.9 46.8 61.8 60.7 50.7 45.0 60.6 58.8
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, March 6, 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 : 102,082: 30,810 46,405 1,751 66,234 49,740 98,795 97,896: 3,287 4,186
Old : 102,082: 30,810 46,405 1,751 66,234 49,740 98,795 97,896: 3,287 4,186
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 27, 2007 :
: 7,326: -2,852 12,925 1,626 9,542 -7,417 8,316 7,134: -990 192
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.2 45.5 1.7 64.9 48.7 96.8 95.9: 3.2 4.1
Old : 100.0: 30.2 45.5 1.7 64.9 48.7 96.8 95.9: 3.2 4.1
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 : 95: 24 43 7 20 12 48 60:
Old : 95: 24 43 7 20 12 48 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 : 52.4 49.9 72.8 62.5 40.3 33.7 55.3 44.7
Old : 52.4 49.9 72.8 62.5 40.3 33.7 55.3 44.7
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, March 6, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF GBP 62,500) :
: : :
All : 152,524: 57,219 29,826 583 65,622 101,299 123,424 131,708: 29,100 20,816
Old : 152,524: 57,219 29,826 583 65,622 101,299 123,424 131,708: 29,100 20,816
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 27, 2007 :
: -7,710: -31,094 9,541 349 32,900 -14,441 2,155 -4,551: -9,865 -3,159
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.5 19.6 0.4 43.0 66.4 80.9 86.4: 19.1 13.6
Old : 100.0: 37.5 19.6 0.4 43.0 66.4 80.9 86.4: 19.1 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 : 83: 29 22 3 21 19 52 42:
Old : 83: 29 22 3 21 19 52 42:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.9 45.1 44.9 60.4 29.9 42.0 44.9 56.9
Old : 29.9 45.1 44.9 60.4 29.9 42.0 44.9 56.9
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, March 6, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF JPY 12,500,000) :
: : :
All : 278,491: 30,479 93,365 5,152 202,412 146,414 238,043 244,931: 40,448 33,560
Old : 278,491: 30,479 93,365 5,152 202,412 146,414 238,043 244,931: 40,448 33,560
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 27, 2007 :
: -49,804: -8,904 -60,644 2,332 -33,957 12,737 -40,529 -45,575: -9,275 -4,229
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.9 33.5 1.8 72.7 52.6 85.5 87.9: 14.5 12.1
Old : 100.0: 10.9 33.5 1.8 72.7 52.6 85.5 87.9: 14.5 12.1
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 : 116: 29 47 14 27 24 65 76:
Old : 116: 29 47 14 27 24 65 76:
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 38.5 63.0 53.5 45.0 32.2 53.5 42.5
Old : 48.6 38.5 63.0 53.5 45.0 32.2 53.5 42.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
Commitments of Traders - Futures Only, March 6, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF EUR 125,000) :
: : :
All : 201,319: 107,164 18,485 2,323 36,846 152,682 146,333 173,490: 54,986 27,829
Old : 201,319: 107,164 18,485 2,323 36,846 152,682 146,333 173,490: 54,986 27,829
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 27, 2007 :
: -20,152: -16,344 -2,425 -415 3,370 -12,414 -13,389 -15,254: -6,763 -4,898
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.2 9.2 1.2 18.3 75.8 72.7 86.2: 27.3 13.8
Old : 100.0: 53.2 9.2 1.2 18.3 75.8 72.7 86.2: 27.3 13.8
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 : 133: 63 27 17 30 26 103 60:
Old : 133: 63 27 17 30 26 103 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 : 21.9 54.0 29.4 65.2 21.8 51.7 29.3 62.8
Old : 21.9 54.0 29.4 65.2 21.8 51.7 29.3 62.8
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, March 6, 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 : 21,159: 14,404 115 105 4,468 19,240 18,977 19,460: 2,182 1,699
Old : 21,159: 14,404 115 105 4,468 19,240 18,977 19,460: 2,182 1,699
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 27, 2007 :
: -1,620: -2,394 -177 105 1,045 -1,784 -1,244 -1,856: -376 236
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.1 0.5 0.5 21.1 90.9 89.7 92.0: 10.3 8.0
Old : 100.0: 68.1 0.5 0.5 21.1 90.9 89.7 92.0: 10.3 8.0
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 : 32: 14 1 1 10 12 25 14:
Old : 32: 14 1 1 10 12 25 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 : 56.4 71.1 69.1 86.2 55.6 70.2 68.3 82.9
Old : 56.4 71.1 69.1 86.2 55.6 70.2 68.3 82.9
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, March 6, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $3,000,000) :
: : :
All : 54,354: 11,370 1,035 1 40,691 50,806 52,062 51,842: 2,292 2,512
Old : 54,354: 11,370 1,035 1 40,691 50,806 52,062 51,842: 2,292 2,512
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 27, 2007 :
: -12,793: -17 -5,354 1 -10,180 -4,416 -10,196 -9,769: -2,597 -3,024
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.9 1.9 0.0 74.9 93.5 95.8 95.4: 4.2 4.6
Old : 100.0: 20.9 1.9 0.0 74.9 93.5 95.8 95.4: 4.2 4.6
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 : 20: 5 1 1 13 10 18 12:
Old : 20: 5 1 1 13 10 18 12:
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 81.3 76.9 93.5 47.7 68.4 67.6 78.6
Old : 52.3 81.3 76.9 93.5 47.7 68.4 67.6 78.6
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, March 6, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $1,000,000) :
: : :
All :11,156,583: 966,516 391,747 1,287,938 7,870,353 8,176,121 10,124,807 9,855,806: 1,031,776 1,300,777
Old :11,156,583: 966,516 391,747 1,287,938 7,870,353 8,176,121 10,124,807 9,855,806: 1,031,776 1,300,777
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 27, 2007 :
: 103,290: -110,171 -224,821 34,258 330,681 448,681 254,768 258,118: -151,478 -154,828
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.7 3.5 11.5 70.5 73.3 90.8 88.3: 9.2 11.7
Old : 100.0: 8.7 3.5 11.5 70.5 73.3 90.8 88.3: 9.2 11.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 309: 62 56 92 152 175 264 283:
Old : 309: 62 56 92 152 175 264 283:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.7 19.1 46.6 30.9 34.8 15.2 40.5 23.7
Old : 36.7 19.1 46.6 30.9 34.8 15.2 40.5 23.7
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, March 6, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 500 INDEX X $250.00) :
: : :
All : 668,743: 63,566 57,579 9,351 456,490 493,138 529,407 560,068: 139,336 108,675
Old : 668,743: 63,566 57,579 9,351 456,490 493,138 529,407 560,068: 139,336 108,675
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 27, 2007 :
: 12,288: -2,427 2,092 1,551 18,693 9,617 17,817 13,260: -5,529 -972
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.5 8.6 1.4 68.3 73.7 79.2 83.7: 20.8 16.3
Old : 100.0: 9.5 8.6 1.4 68.3 73.7 79.2 83.7: 20.8 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 : 196: 42 44 24 84 51 138 107:
Old : 196: 42 44 24 84 51 138 107:
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 : 20.2 28.6 27.4 41.5 19.7 28.6 26.3 41.5
Old : 20.2 28.6 27.4 41.5 19.7 28.6 26.3 41.5
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, March 6, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($50 X S&P 500 INDEX) :
: : :
All : 2,101,358: 341,698 465,385 53,317 1,366,754 1,399,204 1,761,769 1,917,906: 339,589 183,452
Old : 2,101,358: 341,698 465,385 53,317 1,366,754 1,399,204 1,761,769 1,917,906: 339,589 183,452
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 27, 2007 :
: 94,936: -78,939 15,689 -11,245 224,418 60,865 134,234 65,309: -39,298 29,627
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.3 22.1 2.5 65.0 66.6 83.8 91.3: 16.2 8.7
Old : 100.0: 16.3 22.1 2.5 65.0 66.6 83.8 91.3: 16.2 8.7
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 : 314: 76 108 46 85 87 182 220:
Old : 314: 76 108 46 85 87 182 220:
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 : 25.2 24.4 35.6 37.4 16.2 15.8 25.4 25.4
Old : 25.2 24.4 35.6 37.4 16.2 15.8 25.4 25.4
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, March 6, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 400 INDEX X $500) :
: : :
All : 7,879: 987 0 0 3,841 5,704 4,828 5,704: 3,051 2,175
Old : 7,879: 987 0 0 3,841 5,704 4,828 5,704: 3,051 2,175
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 27, 2007 :
: -351: -356 0 0 -202 -185 -558 -185: 207 -166
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.5 0.0 0.0 48.7 72.4 61.3 72.4: 38.7 27.6
Old : 100.0: 12.5 0.0 0.0 48.7 72.4 61.3 72.4: 38.7 27.6
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 : 21: 2 0 0 11 11 13 11:
Old : 21: 2 0 0 11 11 13 11:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.8 45.8 50.0 65.2 34.8 43.4 49.9 62.8
Old : 34.8 45.8 50.0 65.2 34.8 43.4 49.9 62.8
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, March 6, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 400 INDEX X $100) :
: : :
All : 78,687: 8,915 33,619 451 59,450 40,486 68,816 74,556: 9,871 4,131
Old : 78,687: 8,915 33,619 451 59,450 40,486 68,816 74,556: 9,871 4,131
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 27, 2007 :
: -1,870: -3,405 -1,772 80 3,756 785 431 -907: -2,301 -963
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.3 42.7 0.6 75.6 51.5 87.5 94.8: 12.5 5.2
Old : 100.0: 11.3 42.7 0.6 75.6 51.5 87.5 94.8: 12.5 5.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 86: 13 15 3 40 31 55 48:
Old : 86: 13 15 3 40 31 55 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 : 31.6 46.7 48.7 63.9 31.0 45.9 47.4 62.9
Old : 31.6 46.7 48.7 63.9 31.0 45.9 47.4 62.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
Commitments of Traders - Futures Only, March 6, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NASDAQ 100 INDEX X $100) :
: : :
All : 57,607: 9,763 8,563 46 28,044 42,115 37,853 50,724: 19,754 6,883
Old : 57,607: 9,763 8,563 46 28,044 42,115 37,853 50,724: 19,754 6,883
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 27, 2007 :
: 1,812: -3,892 1,994 -478 414 588 -3,956 2,104: 5,768 -292
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.9 14.9 0.1 48.7 73.1 65.7 88.1: 34.3 11.9
Old : 100.0: 16.9 14.9 0.1 48.7 73.1 65.7 88.1: 34.3 11.9
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 : 75: 14 14 3 27 31 42 48:
Old : 75: 14 14 3 27 31 42 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 : 34.1 38.0 43.0 52.7 33.9 38.0 40.9 51.3
Old : 34.1 38.0 43.0 52.7 33.9 38.0 40.9 51.3
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, March 6, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ( NASDAQ 100 STOCK INDEX X $20) :
: : :
All : 438,592: 63,195 148,416 3,886 324,337 185,376 391,418 337,678: 47,174 100,914
Old : 438,592: 63,195 148,416 3,886 324,337 185,376 391,418 337,678: 47,174 100,914
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 27, 2007 :
: 59,517: -49,318 -15,195 46 104,107 11,931 54,835 -3,218: 4,682 62,735
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.4 33.8 0.9 73.9 42.3 89.2 77.0: 10.8 23.0
Old : 100.0: 14.4 33.8 0.9 73.9 42.3 89.2 77.0: 10.8 23.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 229: 66 72 13 58 52 132 130:
Old : 229: 66 72 13 58 52 132 130:
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 : 35.4 17.9 50.5 28.4 34.7 16.4 47.1 25.7
Old : 35.4 17.9 50.5 28.4 34.7 16.4 47.1 25.7
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, March 6, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF AUD 100,000) :
: : :
All : 120,959: 45,971 18,961 1,352 49,184 89,906 96,507 110,219: 24,452 10,740
Old : 120,959: 45,971 18,961 1,352 49,184 89,906 96,507 110,219: 24,452 10,740
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 27, 2007 :
: -19,077: -46,698 9,367 1,329 32,977 -28,580 -12,392 -17,884: -6,685 -1,193
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.0 15.7 1.1 40.7 74.3 79.8 91.1: 20.2 8.9
Old : 100.0: 38.0 15.7 1.1 40.7 74.3 79.8 91.1: 20.2 8.9
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 : 61: 32 8 1 13 14 45 23:
Old : 61: 32 8 1 13 14 45 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.0 64.0 44.3 77.7 29.7 64.0 41.4 77.6
Old : 32.0 64.0 44.3 77.7 29.7 64.0 41.4 77.6
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, March 6, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (RUSSEL 2000 INDEX X $500) :
: : :
All : 44,076: 1,783 5,371 0 36,534 33,576 38,317 38,947: 5,759 5,129
Old : 44,076: 1,783 5,371 0 36,534 33,576 38,317 38,947: 5,759 5,129
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 27, 2007 :
: 6,791: -131 1,292 -17 5,392 5,447 5,244 6,722: 1,547 69
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.0 12.2 0.0 82.9 76.2 86.9 88.4: 13.1 11.6
Old : 100.0: 4.0 12.2 0.0 82.9 76.2 86.9 88.4: 13.1 11.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 57: 2 13 0 25 27 27 40:
Old : 57: 2 13 0 25 27 27 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 : 53.7 41.7 71.1 57.1 49.5 41.7 66.7 55.4
Old : 53.7 41.7 71.1 57.1 49.5 41.7 66.7 55.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-239742
Commitments of Traders - Futures Only, March 6, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (RUSSEL 2000 INDEX X $100) :
: : :
All : 486,855: 63,888 179,509 4,847 400,259 271,606 468,994 455,962: 17,861 30,893
Old : 486,855: 63,888 179,509 4,847 400,259 271,606 468,994 455,962: 17,861 30,893
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 27, 2007 :
: 44,310: -3,085 -52 -1,114 54,202 33,519 50,003 32,353: -5,693 11,957
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.1 36.9 1.0 82.2 55.8 96.3 93.7: 3.7 6.3
Old : 100.0: 13.1 36.9 1.0 82.2 55.8 96.3 93.7: 3.7 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 : 219: 29 91 12 52 75 87 172:
Old : 219: 29 91 12 52 75 87 172:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.9 24.4 64.0 35.3 41.5 22.9 61.5 33.4
Old : 43.9 24.4 64.0 35.3 41.5 22.9 61.5 33.4
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, March 6, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NIKKEI INDEX X $5.00) :
: : :
All : 70,004: 11,158 16,420 11,925 32,711 28,820 55,794 57,165: 14,210 12,839
Old : 70,004: 11,158 16,420 11,925 32,711 28,820 55,794 57,165: 14,210 12,839
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 27, 2007 :
: 12,991: 1,373 -1,110 10,930 -624 1,118 11,679 10,938: 1,312 2,053
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.9 23.5 17.0 46.7 41.2 79.7 81.7: 20.3 18.3
Old : 100.0: 15.9 23.5 17.0 46.7 41.2 79.7 81.7: 20.3 18.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 77: 19 14 11 29 27 58 45:
Old : 77: 19 14 11 29 27 58 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 : 28.1 37.4 44.7 52.6 22.5 25.2 33.2 36.1
Old : 28.1 37.4 44.7 52.6 22.5 25.2 33.2 36.1
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, March 6, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NIKKEI INDEX X JPY 500) :
: : :
All : 88,406: 11,092 8,025 9,837 34,525 37,442 55,454 55,304: 32,952 33,102
Old : 88,406: 11,092 8,025 9,837 34,525 37,442 55,454 55,304: 32,952 33,102
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 27, 2007 :
: 32,907: -20 3,598 8,048 6,697 -434 14,725 11,212: 18,182 21,695
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.5 9.1 11.1 39.1 42.4 62.7 62.6: 37.3 37.4
Old : 100.0: 12.5 9.1 11.1 39.1 42.4 62.7 62.6: 37.3 37.4
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 : 73: 21 17 8 22 22 47 43:
Old : 73: 21 17 8 22 22 47 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 : 27.7 34.8 38.7 43.1 18.2 27.2 26.0 32.8
Old : 27.7 34.8 38.7 43.1 18.2 27.2 26.0 32.8
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, March 6, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (GSCI X $250) :
: : :
All : 21,484: 6,511 1,959 311 14,264 18,483 21,086 20,753: 398 731
Old : 21,484: 6,511 1,959 311 14,264 18,483 21,086 20,753: 398 731
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 27, 2007 :
: 1,102: 711 436 -5 239 404 945 835: 157 267
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.3 9.1 1.4 66.4 86.0 98.1 96.6: 1.9 3.4
Old : 100.0: 30.3 9.1 1.4 66.4 86.0 98.1 96.6: 1.9 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 : 27: 8 8 2 7 4 16 13:
Old : 27: 8 8 2 7 4 16 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 74.6 88.4 90.2 94.3 74.4 88.4 90.0 93.1
Old : 74.6 88.4 90.2 94.3 74.4 88.4 90.0 93.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE Code-597741
Commitments of Traders - Futures Only, March 6, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF JPY 100,000,000) :
: : :
All : 67,734: 3,133 14,820 6,228 30,207 32,879 39,568 53,927: 28,166 13,807
Old : 67,734: 3,133 14,820 6,228 30,207 32,879 39,568 53,927: 28,166 13,807
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 27, 2007 :
: -1,049: 25 -1,439 -856 -4,597 -3,355 -5,428 -5,650: 4,379 4,601
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.6 21.9 9.2 44.6 48.5 58.4 79.6: 41.6 20.4
Old : 100.0: 4.6 21.9 9.2 44.6 48.5 58.4 79.6: 41.6 20.4
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 : 63: 8 21 12 26 26 43 52:
Old : 63: 8 21 12 26 26 43 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 : 21.5 23.6 33.0 39.6 12.3 18.1 17.0 26.5
Old : 21.5 23.6 33.0 39.6 12.3 18.1 17.0 26.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 9, 2007