MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders - Futures Only, March 20, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 33,401: 8,770 1,064 419 18,531 23,000 27,720 24,483: 5,681 8,918
Old : 33,401: 8,770 1,064 419 18,531 23,000 27,720 24,483: 5,681 8,918
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 13, 2007 :
: 2,063: 971 -213 -59 952 1,685 1,864 1,413: 199 650
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.3 3.2 1.3 55.5 68.9 83.0 73.3: 17.0 26.7
Old : 100.0: 26.3 3.2 1.3 55.5 68.9 83.0 73.3: 17.0 26.7
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 : 56: 16 6 8 24 22 42 34:
Old : 56: 16 6 8 24 22 42 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 : 33.2 35.5 49.8 53.7 33.1 35.1 49.8 53.0
Old : 33.2 35.5 49.8 53.7 33.1 35.1 49.8 53.0
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 20, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 177,222: 30,798 19,135 42,270 78,333 89,639 151,401 151,044: 25,821 26,178
Old : 164,335: 24,775 21,679 38,921 78,141 79,807 141,837 140,407: 22,498 23,928
Other: 12,887: 9,372 805 0 192 9,832 9,564 10,637: 3,323 2,250
: : :
: : Changes in Commitments from: March 13, 2007 :
: -1,601: -4,699 -77 3,854 -627 -4,700 -1,472 -923: -129 -678
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.4 10.8 23.9 44.2 50.6 85.4 85.2: 14.6 14.8
Old : 100.0: 15.1 13.2 23.7 47.5 48.6 86.3 85.4: 13.7 14.6
Other: 100.0: 72.7 6.2 0.0 1.5 76.3 74.2 82.5: 25.8 17.5
: : :
:# Traders : Number of Traders in Each Category :
All : 192: 66 56 74 28 38 139 138:
Old : 190: 59 64 73 28 38 137 137:
Other: 54: 23 7 0 3 23 26 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 : 26.4 35.1 37.8 43.7 26.4 32.7 35.9 38.2
Old : 28.5 36.4 40.7 44.3 28.5 34.7 38.3 39.6
Other: 47.4 52.6 59.5 68.0 47.4 52.6 59.5 68.0
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders - Futures Only, March 20, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 297,871: 74,197 41,762 75,524 118,966 121,774 268,687 239,060: 29,184 58,811
Old : 297,871: 74,197 41,762 75,524 118,966 121,774 268,687 239,060: 29,184 58,811
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 13, 2007 :
: -1,445: -2,661 1,169 2,816 -2,532 -3,664 -2,377 321: 932 -1,766
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.9 14.0 25.4 39.9 40.9 90.2 80.3: 9.8 19.7
Old : 100.0: 24.9 14.0 25.4 39.9 40.9 90.2 80.3: 9.8 19.7
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 : 349: 111 59 92 67 133 242 244:
Old : 349: 111 59 92 67 133 242 244:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.4 13.4 34.3 21.9 21.4 11.1 30.4 16.7
Old : 21.4 13.4 34.3 21.9 21.4 11.1 30.4 16.7
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 20, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 110,000 BOARD FEET) :
: : :
All : 7,820: 2,454 3,495 751 2,349 1,593 5,554 5,839: 2,266 1,981
Old : 7,820: 2,454 3,495 751 2,349 1,593 5,554 5,839: 2,266 1,981
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 13, 2007 :
: 258: -40 134 3 161 119 124 256: 134 2
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.4 44.7 9.6 30.0 20.4 71.0 74.7: 29.0 25.3
Old : 100.0: 31.4 44.7 9.6 30.0 20.4 71.0 74.7: 29.0 25.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 75: 22 29 9 18 18 44 53:
Old : 75: 22 29 9 18 18 44 53:
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 : 28.0 22.2 40.7 36.5 27.1 20.9 37.4 31.6
Old : 28.0 22.2 40.7 36.5 27.1 20.9 37.4 31.6
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 20, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50,000 POUNDS) :
: : :
All : 33,877: 9,814 5,539 4,226 13,197 10,042 27,237 19,807: 6,640 14,070
Old : 33,877: 9,814 5,539 4,226 13,197 10,042 27,237 19,807: 6,640 14,070
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 13, 2007 :
: -464: 133 -655 -758 69 457 -556 -956: 92 492
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.0 16.4 12.5 39.0 29.6 80.4 58.5: 19.6 41.5
Old : 100.0: 29.0 16.4 12.5 39.0 29.6 80.4 58.5: 19.6 41.5
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 : 148: 38 19 29 39 56 101 94:
Old : 148: 38 19 29 39 56 101 94:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.3 11.8 27.0 20.9 14.8 10.8 24.5 16.6
Old : 16.3 11.8 27.0 20.9 14.8 10.8 24.5 16.6
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 20, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF CAD 100,000) :
: : :
All : 161,700: 21,021 72,174 7,578 107,201 42,555 135,800 122,307: 25,900 39,393
Old : 161,700: 21,021 72,174 7,578 107,201 42,555 135,800 122,307: 25,900 39,393
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 13, 2007 :
: 2,081: 5,263 -17,723 1,444 -3,706 7,306 3,001 -8,973: -920 11,054
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.0 44.6 4.7 66.3 26.3 84.0 75.6: 16.0 24.4
Old : 100.0: 13.0 44.6 4.7 66.3 26.3 84.0 75.6: 16.0 24.4
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 : 88: 22 32 7 22 21 46 58:
Old : 88: 22 32 7 22 21 46 58:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.0 20.7 58.7 33.8 41.1 18.5 51.8 30.0
Old : 47.0 20.7 58.7 33.8 41.1 18.5 51.8 30.0
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, March 20, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF CHF 125,000) :
: : :
All : 53,302: 16,020 31,022 0 16,321 7,890 32,341 38,912: 20,961 14,390
Old : 53,302: 16,020 31,022 0 16,321 7,890 32,341 38,912: 20,961 14,390
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 13, 2007 :
: -34,888: 1,008 -8,881 -1,308 -38,250 -26,522 -38,550 -36,711: 3,662 1,823
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.1 58.2 0.0 30.6 14.8 60.7 73.0: 39.3 27.0
Old : 100.0: 30.1 58.2 0.0 30.6 14.8 60.7 73.0: 39.3 27.0
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 : 42: 18 13 0 6 8 24 21:
Old : 42: 18 13 0 6 8 24 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.2 46.3 42.7 57.7 30.6 46.3 41.1 57.7
Old : 32.2 46.3 42.7 57.7 30.6 46.3 41.1 57.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
Commitments of Traders - Futures Only, March 20, 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 : 75,465: 20,833 39,849 500 50,509 30,782 71,842 71,131: 3,623 4,334
Old : 75,465: 20,833 39,849 500 50,509 30,782 71,842 71,131: 3,623 4,334
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 13, 2007 :
: -37,842: -7,486 -2,998 -2,009 -28,340 -32,566 -37,835 -37,573: -7 -269
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.6 52.8 0.7 66.9 40.8 95.2 94.3: 4.8 5.7
Old : 100.0: 27.6 52.8 0.7 66.9 40.8 95.2 94.3: 4.8 5.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 82: 22 35 1 16 12 38 48:
Old : 82: 22 35 1 16 12 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 : 54.1 58.3 70.0 70.9 54.1 57.0 70.0 69.6
Old : 54.1 58.3 70.0 70.9 54.1 57.0 70.0 69.6
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 20, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF GBP 62,500) :
: : :
All : 111,646: 66,091 19,962 0 18,174 71,481 84,265 91,443: 27,381 20,203
Old : 111,646: 66,091 19,962 0 18,174 71,481 84,265 91,443: 27,381 20,203
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 13, 2007 :
: -48,914: 16,349 -9,377 -2,402 -61,242 -35,858 -47,295 -47,637: -1,619 -1,277
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.2 17.9 0.0 16.3 64.0 75.5 81.9: 24.5 18.1
Old : 100.0: 59.2 17.9 0.0 16.3 64.0 75.5 81.9: 24.5 18.1
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 : 75: 31 16 0 13 20 44 36:
Old : 75: 31 16 0 13 20 44 36:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.1 39.0 47.2 56.0 33.1 39.0 47.2 55.2
Old : 33.1 39.0 47.2 56.0 33.1 39.0 47.2 55.2
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 20, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF JPY 12,500,000) :
: : :
All : 176,550: 34,269 84,222 1,944 98,301 63,646 134,514 149,812: 42,036 26,738
Old : 176,550: 34,269 84,222 1,944 98,301 63,646 134,514 149,812: 42,036 26,738
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 13, 2007 :
: -105,052: -3,925 -6,825 -3,343 -87,447 -79,866 -94,715 -90,034: -10,337 -15,018
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.4 47.7 1.1 55.7 36.0 76.2 84.9: 23.8 15.1
Old : 100.0: 19.4 47.7 1.1 55.7 36.0 76.2 84.9: 23.8 15.1
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 : 104: 29 39 5 28 19 58 62:
Old : 104: 29 39 5 28 19 58 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 : 32.0 35.2 48.9 51.7 32.0 32.8 44.0 46.3
Old : 32.0 35.2 48.9 51.7 32.0 32.8 44.0 46.3
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 20, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF EUR 125,000) :
: : :
All : 182,591: 106,188 18,232 621 18,674 135,405 125,483 154,258: 57,108 28,333
Old : 182,591: 106,188 18,232 621 18,674 135,405 125,483 154,258: 57,108 28,333
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 13, 2007 :
: -34,108: -6,821 1,378 -1,693 -25,791 -32,453 -34,305 -32,768: 197 -1,340
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.2 10.0 0.3 10.2 74.2 68.7 84.5: 31.3 15.5
Old : 100.0: 58.2 10.0 0.3 10.2 74.2 68.7 84.5: 31.3 15.5
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 : 130: 68 23 6 23 26 91 55:
Old : 130: 68 23 6 23 26 91 55:
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 46.3 28.3 62.5 20.1 45.4 28.2 61.6
Old : 20.2 46.3 28.3 62.5 20.1 45.4 28.2 61.6
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 20, 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 : 23,099: 19,735 879 0 1,806 20,532 21,541 21,411: 1,558 1,688
Old : 23,099: 19,735 879 0 1,806 20,532 21,541 21,411: 1,558 1,688
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 13, 2007 :
: -343: 4,644 550 -181 -4,427 -910 36 -541: -379 198
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.4 3.8 0.0 7.8 88.9 93.3 92.7: 6.7 7.3
Old : 100.0: 85.4 3.8 0.0 7.8 88.9 93.3 92.7: 6.7 7.3
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 : 30: 13 2 0 5 13 18 15:
Old : 30: 13 2 0 5 13 18 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 66.8 59.6 80.1 77.9 66.8 58.9 78.7 77.2
Old : 66.8 59.6 80.1 77.9 66.8 58.9 78.7 77.2
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 20, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $3,000,000) :
: : :
All : 52,432: 10,088 8,186 367 37,474 39,510 47,929 48,063: 4,503 4,369
Old : 52,432: 10,088 8,186 367 37,474 39,510 47,929 48,063: 4,503 4,369
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 13, 2007 :
: -14,749: -283 5,939 -1,170 -14,599 -21,904 -16,052 -17,135: 1,303 2,386
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.2 15.6 0.7 71.5 75.4 91.4 91.7: 8.6 8.3
Old : 100.0: 19.2 15.6 0.7 71.5 75.4 91.4 91.7: 8.6 8.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 5 1 2 12 10 17 13:
Old : 22: 5 1 2 12 10 17 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 : 54.5 72.2 73.8 87.4 52.0 66.1 70.9 80.4
Old : 54.5 72.2 73.8 87.4 52.0 66.1 70.9 80.4
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, March 20, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $1,000,000) :
: : :
All :10,237,357: 800,896 666,894 1,202,533 7,197,586 7,143,277 9,201,015 9,012,704: 1,036,342 1,224,653
Old :10,237,357: 800,896 666,894 1,202,533 7,197,586 7,143,277 9,201,015 9,012,704: 1,036,342 1,224,653
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 13, 2007 :
:-1,261,429: -114,850 192,783 -249,777 -809,045 -1,092,327 -1,173,672 -1,149,321: -87,757 -112,108
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.8 6.5 11.7 70.3 69.8 89.9 88.0: 10.1 12.0
Old : 100.0: 7.8 6.5 11.7 70.3 69.8 89.9 88.0: 10.1 12.0
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 : 300: 61 59 92 144 163 254 273:
Old : 300: 61 59 92 144 163 254 273:
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 : 37.1 16.4 46.5 28.8 35.2 13.1 42.5 22.6
Old : 37.1 16.4 46.5 28.8 35.2 13.1 42.5 22.6
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 20, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 500 INDEX X $250.00) :
: : :
All : 604,260: 56,162 37,444 3,479 424,115 428,898 483,756 469,821: 120,504 134,439
Old : 604,260: 56,162 37,444 3,479 424,115 428,898 483,756 469,821: 120,504 134,439
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 13, 2007 :
: -146,189: -4,971 -23,069 -15,591 -80,545 -108,480 -101,107 -147,140: -45,082 951
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.3 6.2 0.6 70.2 71.0 80.1 77.8: 19.9 22.2
Old : 100.0: 9.3 6.2 0.6 70.2 71.0 80.1 77.8: 19.9 22.2
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 : 187: 43 34 16 80 50 129 94:
Old : 187: 43 34 16 80 50 129 94:
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 : 22.0 29.4 30.9 40.7 21.9 29.4 30.3 40.6
Old : 22.0 29.4 30.9 40.7 21.9 29.4 30.3 40.6
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 20, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($50 X S&P 500 INDEX) :
: : :
All : 1,696,188: 279,486 528,759 19,016 967,415 986,046 1,265,917 1,533,821: 430,271 162,367
Old : 1,696,188: 279,486 528,759 19,016 967,415 986,046 1,265,917 1,533,821: 430,271 162,367
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 13, 2007 :
:-1,003,923: -103,907 -57,765 -95,461 -837,246 -729,779 -1,036,614 -883,005: 32,691 -120,918
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.5 31.2 1.1 57.0 58.1 74.6 90.4: 25.4 9.6
Old : 100.0: 16.5 31.2 1.1 57.0 58.1 74.6 90.4: 25.4 9.6
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 : 287: 63 105 30 76 78 158 194:
Old : 287: 63 105 30 76 78 158 194:
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 : 20.1 20.6 30.8 32.5 14.2 15.7 23.0 25.5
Old : 20.1 20.6 30.8 32.5 14.2 15.7 23.0 25.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-338741
Commitments of Traders - Futures Only, March 20, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 400 INDEX X $500) :
: : :
All : 7,360: 920 0 0 3,874 6,146 4,794 6,146: 2,566 1,214
Old : 7,360: 920 0 0 3,874 6,146 4,794 6,146: 2,566 1,214
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 13, 2007 :
: -2,473: -108 0 0 -1,659 -1,609 -1,767 -1,609: -706 -864
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.5 0.0 0.0 52.6 83.5 65.1 83.5: 34.9 16.5
Old : 100.0: 12.5 0.0 0.0 52.6 83.5 65.1 83.5: 34.9 16.5
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 : 21: 2 0 0 10 10 12 10:
Old : 21: 2 0 0 10 10 12 10:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.3 55.1 55.3 77.8 37.3 55.0 55.3 77.7
Old : 37.3 55.1 55.3 77.8 37.3 55.0 55.3 77.7
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 20, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 400 INDEX X $100) :
: : :
All : 75,845: 8,766 30,091 249 59,242 41,160 68,257 71,500: 7,588 4,345
Old : 75,845: 8,766 30,091 249 59,242 41,160 68,257 71,500: 7,588 4,345
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 13, 2007 :
: -20,676: 907 -3,039 -1,217 -16,427 -13,216 -16,737 -17,472: -3,939 -3,204
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.6 39.7 0.3 78.1 54.3 90.0 94.3: 10.0 5.7
Old : 100.0: 11.6 39.7 0.3 78.1 54.3 90.0 94.3: 10.0 5.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 77: 11 15 2 33 29 46 44:
Old : 77: 11 15 2 33 29 46 44:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.1 42.8 56.0 64.8 34.5 42.5 54.7 64.4
Old : 35.1 42.8 56.0 64.8 34.5 42.5 54.7 64.4
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 20, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NASDAQ 100 INDEX X $100) :
: : :
All : 47,006: 7,607 13,381 93 31,060 26,914 38,760 40,388: 8,246 6,618
Old : 47,006: 7,607 13,381 93 31,060 26,914 38,760 40,388: 8,246 6,618
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 13, 2007 :
: -28,760: -1,300 5,326 -2,442 -7,132 -27,956 -10,874 -25,072: -17,886 -3,688
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.2 28.5 0.2 66.1 57.3 82.5 85.9: 17.5 14.1
Old : 100.0: 16.2 28.5 0.2 66.1 57.3 82.5 85.9: 17.5 14.1
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 : 72: 10 17 3 28 25 40 44:
Old : 72: 10 17 3 28 25 40 44:
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 : 42.2 36.3 57.9 49.7 42.1 36.0 57.6 49.3
Old : 42.2 36.3 57.9 49.7 42.1 36.0 57.6 49.3
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 20, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ( NASDAQ 100 STOCK INDEX X $20) :
: : :
All : 329,880: 47,691 136,219 2,189 262,613 156,341 312,493 294,749: 17,387 35,131
Old : 329,880: 47,691 136,219 2,189 262,613 156,341 312,493 294,749: 17,387 35,131
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 13, 2007 :
: -269,240: -5,004 -41,102 -16,816 -201,191 -114,876 -223,011 -172,794: -46,229 -96,446
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.5 41.3 0.7 79.6 47.4 94.7 89.4: 5.3 10.6
Old : 100.0: 14.5 41.3 0.7 79.6 47.4 94.7 89.4: 5.3 10.6
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 : 207: 54 71 10 51 43 110 119:
Old : 207: 54 71 10 51 43 110 119:
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 : 48.1 23.9 60.4 37.0 46.1 23.7 58.3 34.8
Old : 48.1 23.9 60.4 37.0 46.1 23.7 58.3 34.8
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 20, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF AUD 100,000) :
: : :
All : 104,097: 71,585 8,420 1,935 3,550 83,267 77,070 93,622: 27,027 10,475
Old : 104,097: 71,585 8,420 1,935 3,550 83,267 77,070 93,622: 27,027 10,475
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 13, 2007 :
: -28,087: 18,866 3,808 -970 -48,840 -29,405 -30,944 -26,567: 2,857 -1,520
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.8 8.1 1.9 3.4 80.0 74.0 89.9: 26.0 10.1
Old : 100.0: 68.8 8.1 1.9 3.4 80.0 74.0 89.9: 26.0 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 : 63: 34 11 2 6 16 41 28:
Old : 63: 34 11 2 6 16 41 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.5 46.9 45.1 64.8 30.5 46.9 43.9 64.6
Old : 30.5 46.9 45.1 64.8 30.5 46.9 43.9 64.6
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 20, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (RUSSEL 2000 INDEX X $500) :
: : :
All : 32,465: 1,032 7,786 0 27,512 19,038 28,544 26,824: 3,921 5,641
Old : 32,465: 1,032 7,786 0 27,512 19,038 28,544 26,824: 3,921 5,641
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 13, 2007 :
: -28,492: -724 1,826 -532 -21,509 -25,060 -22,765 -23,766: -5,727 -4,726
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.2 24.0 0.0 84.7 58.6 87.9 82.6: 12.1 17.4
Old : 100.0: 3.2 24.0 0.0 84.7 58.6 87.9 82.6: 12.1 17.4
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 : 54: 3 16 0 23 19 26 35:
Old : 54: 3 16 0 23 19 26 35:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.3 36.6 72.9 47.9 64.3 36.6 72.9 47.9
Old : 64.3 36.6 72.9 47.9 64.3 36.6 72.9 47.9
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 20, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (RUSSEL 2000 INDEX X $100) :
: : :
All : 405,275: 54,626 186,445 1,188 331,123 196,363 386,937 383,996: 18,338 21,279
Old : 405,275: 54,626 186,445 1,188 331,123 196,363 386,937 383,996: 18,338 21,279
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 13, 2007 :
: -169,562: -7,954 -9,801 -11,697 -138,413 -124,415 -158,064 -145,913: -11,498 -23,649
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.5 46.0 0.3 81.7 48.5 95.5 94.7: 4.5 5.3
Old : 100.0: 13.5 46.0 0.3 81.7 48.5 95.5 94.7: 4.5 5.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 209: 26 84 7 51 69 82 155:
Old : 209: 26 84 7 51 69 82 155:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.4 23.1 73.9 34.4 53.9 18.4 68.7 29.1
Old : 54.4 23.1 73.9 34.4 53.9 18.4 68.7 29.1
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 20, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NIKKEI INDEX X $5.00) :
: : :
All : 46,706: 11,912 16,790 227 24,716 16,448 36,855 33,465: 9,851 13,241
Old : 46,706: 11,912 16,790 227 24,716 16,448 36,855 33,465: 9,851 13,241
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 13, 2007 :
: 1,031: 1,743 -537 -7 220 61 1,956 -483: -925 1,514
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.5 35.9 0.5 52.9 35.2 78.9 71.7: 21.1 28.3
Old : 100.0: 25.5 35.9 0.5 52.9 35.2 78.9 71.7: 21.1 28.3
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 : 73: 23 16 1 17 19 40 36:
Old : 73: 23 16 1 17 19 40 36:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.8 33.1 47.0 47.2 32.8 33.0 47.0 45.0
Old : 32.8 33.1 47.0 47.2 32.8 33.0 47.0 45.0
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, March 20, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NIKKEI INDEX X JPY 500) :
: : :
All : 46,739: 20,129 1,665 3 17,664 21,419 37,796 23,087: 8,943 23,652
Old : 46,739: 20,129 1,665 3 17,664 21,419 37,796 23,087: 8,943 23,652
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 13, 2007 :
: 579: -434 -66 -260 2,306 2,645 1,612 2,319: -1,033 -1,740
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.1 3.6 0.0 37.8 45.8 80.9 49.4: 19.1 50.6
Old : 100.0: 43.1 3.6 0.0 37.8 45.8 80.9 49.4: 19.1 50.6
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 : 59: 23 6 1 15 16 38 23:
Old : 59: 23 6 1 15 16 38 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 : 39.4 32.2 54.1 40.2 37.8 32.0 51.4 38.9
Old : 39.4 32.2 54.1 40.2 37.8 32.0 51.4 38.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GOLDMAN-SACHS COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
Commitments of Traders - Futures Only, March 20, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (GSCI X $250) :
: : :
All : 19,751: 4,578 2,103 306 14,249 16,686 19,133 19,095: 618 656
Old : 19,751: 4,578 2,103 306 14,249 16,686 19,133 19,095: 618 656
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 13, 2007 :
: -2,478: -1,859 -35 180 -124 -1,869 -1,803 -1,724: -675 -754
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.2 10.6 1.5 72.1 84.5 96.9 96.7: 3.1 3.3
Old : 100.0: 23.2 10.6 1.5 72.1 84.5 96.9 96.7: 3.1 3.3
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 : 25: 8 7 2 7 3 16 11:
Old : 25: 8 7 2 7 3 16 11:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 71.5 89.5 88.6 95.4 71.3 89.1 88.4 94.0
Old : 71.5 89.5 88.6 95.4 71.3 89.1 88.4 94.0
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 20, 2007
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: 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 : 48,790: 5,361 12,202 3,823 17,763 25,629 26,947 41,654: 21,843 7,136
Old : 48,790: 5,361 12,202 3,823 17,763 25,629 26,947 41,654: 21,843 7,136
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 13, 2007 :
: -16,193: 548 -3,591 -2,039 -14,637 -8,120 -16,128 -13,750: -65 -2,443
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.0 25.0 7.8 36.4 52.5 55.2 85.4: 44.8 14.6
Old : 100.0: 11.0 25.0 7.8 36.4 52.5 55.2 85.4: 44.8 14.6
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: 8 18 10 22 25 37 47:
Old : 57: 8 18 10 22 25 37 47:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.2 28.2 34.9 43.1 16.2 25.5 25.7 37.3
Old : 22.2 28.2 34.9 43.1 16.2 25.5 25.7 37.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 23, 2007