MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders - Futures Only, March 27, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 33,965: 8,616 1,124 500 18,608 23,478 27,724 25,102: 6,241 8,863
Old : 33,965: 8,616 1,124 500 18,608 23,478 27,724 25,102: 6,241 8,863
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2007 :
: 564: -154 60 81 77 478 4 619: 560 -55
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.4 3.3 1.5 54.8 69.1 81.6 73.9: 18.4 26.1
Old : 100.0: 25.4 3.3 1.5 54.8 69.1 81.6 73.9: 18.4 26.1
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 : 55: 18 4 8 23 22 41 34:
Old : 55: 18 4 8 23 22 41 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 : 34.5 36.1 50.2 53.7 34.3 35.7 50.0 53.0
Old : 34.5 36.1 50.2 53.7 34.3 35.7 50.0 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 27, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 177,894: 30,911 21,479 40,823 80,053 89,801 151,787 152,103: 26,107 25,791
Old : 163,285: 23,995 24,096 36,683 79,861 79,105 140,539 139,884: 22,746 23,401
Other: 14,609: 10,713 1,180 343 192 10,696 11,248 12,219: 3,361 2,390
: : :
: : Changes in Commitments from: March 20, 2007 :
: 672: 113 2,344 -1,447 1,720 162 386 1,059: 286 -387
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.4 12.1 22.9 45.0 50.5 85.3 85.5: 14.7 14.5
Old : 100.0: 14.7 14.8 22.5 48.9 48.4 86.1 85.7: 13.9 14.3
Other: 100.0: 73.3 8.1 2.3 1.3 73.2 77.0 83.6: 23.0 16.4
: : :
:# Traders : Number of Traders in Each Category :
All : 193: 62 60 70 29 39 134 142:
Old : 192: 60 67 70 29 38 133 141:
Other: 61: 23 13 3 3 24 28 38:
:----------------------------------------------------------------------------------------------------
: 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 34.3 38.2 43.1 26.4 31.8 35.4 37.4
Old : 28.8 35.3 41.5 43.1 28.8 33.9 38.3 39.0
Other: 48.9 48.7 62.0 63.9 48.5 48.7 61.3 63.9
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders - Futures Only, March 27, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 298,522: 73,659 42,174 78,166 117,338 119,537 269,163 239,877: 29,359 58,645
Old : 298,522: 73,659 42,174 78,166 117,338 119,537 269,163 239,877: 29,359 58,645
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2007 :
: 651: -538 412 2,642 -1,628 -2,237 476 817: 175 -166
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.7 14.1 26.2 39.3 40.0 90.2 80.4: 9.8 19.6
Old : 100.0: 24.7 14.1 26.2 39.3 40.0 90.2 80.4: 9.8 19.6
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 : 338: 105 57 92 65 130 237 239:
Old : 338: 105 57 92 65 130 237 239:
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 13.6 34.3 22.0 21.5 11.0 30.5 16.5
Old : 21.5 13.6 34.3 22.0 21.5 11.0 30.5 16.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
Commitments of Traders - Futures Only, March 27, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 110,000 BOARD FEET) :
: : :
All : 8,126: 2,631 3,737 731 2,382 1,612 5,744 6,080: 2,382 2,046
Old : 8,126: 2,631 3,737 731 2,382 1,612 5,744 6,080: 2,382 2,046
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2007 :
: 306: 177 242 -20 33 19 190 241: 116 65
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.4 46.0 9.0 29.3 19.8 70.7 74.8: 29.3 25.2
Old : 100.0: 32.4 46.0 9.0 29.3 19.8 70.7 74.8: 29.3 25.2
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 : 79: 26 30 8 17 18 45 54:
Old : 79: 26 30 8 17 18 45 54:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.4 22.4 40.7 37.2 26.4 21.2 36.7 31.6
Old : 27.4 22.4 40.7 37.2 26.4 21.2 36.7 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 27, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50,000 POUNDS) :
: : :
All : 33,711: 9,155 6,112 4,647 13,387 9,812 27,189 20,571: 6,522 13,140
Old : 33,711: 9,155 6,112 4,647 13,387 9,812 27,189 20,571: 6,522 13,140
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2007 :
: -166: -659 573 421 190 -230 -48 764: -118 -930
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.2 18.1 13.8 39.7 29.1 80.7 61.0: 19.3 39.0
Old : 100.0: 27.2 18.1 13.8 39.7 29.1 80.7 61.0: 19.3 39.0
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 : 154: 41 25 29 40 55 103 96:
Old : 154: 41 25 29 40 55 103 96:
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 : 14.7 14.2 25.2 23.8 12.0 12.0 21.5 18.2
Old : 14.7 14.2 25.2 23.8 12.0 12.0 21.5 18.2
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 27, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF CAD 100,000) :
: : :
All : 114,484: 24,613 56,595 2,011 60,928 28,841 87,552 87,447: 26,932 27,037
Old : 114,484: 24,613 56,595 2,011 60,928 28,841 87,552 87,447: 26,932 27,037
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2007 :
: -47,216: 3,592 -15,579 -5,567 -46,273 -13,714 -48,248 -34,860: 1,032 -12,356
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.5 49.4 1.8 53.2 25.2 76.5 76.4: 23.5 23.6
Old : 100.0: 21.5 49.4 1.8 53.2 25.2 76.5 76.4: 23.5 23.6
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 : 84: 23 31 3 17 18 41 51:
Old : 84: 23 31 3 17 18 41 51:
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 : 43.2 18.7 53.0 33.8 41.9 18.7 51.7 33.8
Old : 43.2 18.7 53.0 33.8 41.9 18.7 51.7 33.8
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 27, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF CHF 125,000) :
: : :
All : 52,720: 18,597 30,156 0 17,102 11,763 35,699 41,919: 17,021 10,801
Old : 52,720: 18,597 30,156 0 17,102 11,763 35,699 41,919: 17,021 10,801
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2007 :
: -582: 2,577 -866 0 781 3,873 3,358 3,007: -3,940 -3,589
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.3 57.2 0.0 32.4 22.3 67.7 79.5: 32.3 20.5
Old : 100.0: 35.3 57.2 0.0 32.4 22.3 67.7 79.5: 32.3 20.5
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 : 48: 17 15 0 7 12 24 27:
Old : 48: 17 15 0 7 12 24 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.6 43.1 44.8 55.9 27.8 43.1 41.1 54.5
Old : 31.6 43.1 44.8 55.9 27.8 43.1 41.1 54.5
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 27, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF MXN 500,000) :
: : :
All : 71,690: 26,718 23,174 654 40,657 44,044 68,029 67,872: 3,661 3,818
Old : 71,690: 26,718 23,174 654 40,657 44,044 68,029 67,872: 3,661 3,818
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2007 :
: -3,775: 5,885 -16,675 154 -9,852 13,262 -3,813 -3,259: 38 -516
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.3 32.3 0.9 56.7 61.4 94.9 94.7: 5.1 5.3
Old : 100.0: 37.3 32.3 0.9 56.7 61.4 94.9 94.7: 5.1 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 : 77: 30 22 1 14 14 44 37:
Old : 77: 30 22 1 14 14 44 37:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.4 61.3 66.4 75.2 52.4 61.3 66.4 73.3
Old : 52.4 61.3 66.4 75.2 52.4 61.3 66.4 73.3
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 27, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF GBP 62,500) :
: : :
All : 111,802: 63,269 20,691 0 17,817 73,446 81,086 94,137: 30,716 17,665
Old : 111,802: 63,269 20,691 0 17,817 73,446 81,086 94,137: 30,716 17,665
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2007 :
: 156: -2,822 729 0 -357 1,965 -3,179 2,694: 3,335 -2,538
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.6 18.5 0.0 15.9 65.7 72.5 84.2: 27.5 15.8
Old : 100.0: 56.6 18.5 0.0 15.9 65.7 72.5 84.2: 27.5 15.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 74: 29 18 0 13 19 42 37:
Old : 74: 29 18 0 13 19 42 37:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.1 39.7 43.7 57.0 31.1 39.6 43.7 56.7
Old : 31.1 39.7 43.7 57.0 31.1 39.6 43.7 56.7
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 27, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF JPY 12,500,000) :
: : :
All : 204,073: 37,765 85,245 2,480 125,945 87,199 166,190 174,924: 37,883 29,149
Old : 204,073: 37,765 85,245 2,480 125,945 87,199 166,190 174,924: 37,883 29,149
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2007 :
: 27,523: 3,496 1,023 536 27,644 23,553 31,676 25,112: -4,153 2,411
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.5 41.8 1.2 61.7 42.7 81.4 85.7: 18.6 14.3
Old : 100.0: 18.5 41.8 1.2 61.7 42.7 81.4 85.7: 18.6 14.3
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 : 116: 36 43 6 27 21 64 69:
Old : 116: 36 43 6 27 21 64 69:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.3 32.8 56.5 50.7 41.2 27.6 52.1 45.5
Old : 41.3 32.8 56.5 50.7 41.2 27.6 52.1 45.5
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 27, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF EUR 125,000) :
: : :
All : 192,918: 116,347 22,606 654 19,438 138,232 136,439 161,492: 56,479 31,426
Old : 192,918: 116,347 22,606 654 19,438 138,232 136,439 161,492: 56,479 31,426
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2007 :
: 10,327: 10,159 4,374 33 764 2,827 10,956 7,234: -629 3,093
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.3 11.7 0.3 10.1 71.7 70.7 83.7: 29.3 16.3
Old : 100.0: 60.3 11.7 0.3 10.1 71.7 70.7 83.7: 29.3 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 : 142: 73 27 5 23 29 96 61:
Old : 142: 73 27 5 23 29 96 61:
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 : 21.3 41.9 29.6 57.9 21.2 40.8 29.6 56.7
Old : 21.3 41.9 29.6 57.9 21.2 40.8 29.6 56.7
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 27, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF NZD 100,000) :
: : :
All : 27,611: 23,824 1,036 0 2,017 24,524 25,841 25,560: 1,770 2,051
Old : 27,611: 23,824 1,036 0 2,017 24,524 25,841 25,560: 1,770 2,051
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2007 :
: 4,512: 4,089 157 0 211 3,992 4,300 4,149: 212 363
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.3 3.8 0.0 7.3 88.8 93.6 92.6: 6.4 7.4
Old : 100.0: 86.3 3.8 0.0 7.3 88.8 93.6 92.6: 6.4 7.4
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 : 32: 14 2 0 6 14 20 16:
Old : 32: 14 2 0 6 14 20 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 67.4 57.6 80.0 77.7 67.4 57.1 79.7 77.1
Old : 67.4 57.6 80.0 77.7 67.4 57.1 79.7 77.1
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 27, 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 : 71,796: 10,443 6,588 475 56,535 61,866 67,453 68,929: 4,343 2,867
Old : 71,796: 10,443 6,588 475 56,535 61,866 67,453 68,929: 4,343 2,867
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2007 :
: 19,364: 355 -1,598 108 19,061 22,356 19,524 20,866: -160 -1,502
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.5 9.2 0.7 78.7 86.2 94.0 96.0: 6.0 4.0
Old : 100.0: 14.5 9.2 0.7 78.7 86.2 94.0 96.0: 6.0 4.0
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 : 28: 4 1 1 16 14 20 16:
Old : 28: 4 1 1 16 14 20 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.0 59.0 71.7 83.0 47.3 51.2 62.3 68.8
Old : 49.0 59.0 71.7 83.0 47.3 51.2 62.3 68.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
Commitments of Traders - Futures Only, March 27, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $1,000,000) :
: : :
All :10,211,744: 774,868 622,558 1,240,460 7,171,256 7,127,312 9,186,584 8,990,330: 1,025,160 1,221,414
Old :10,211,744: 774,868 622,558 1,240,460 7,171,256 7,127,312 9,186,584 8,990,330: 1,025,160 1,221,414
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2007 :
: -25,613: -26,028 -44,336 37,927 -26,330 -15,965 -14,431 -22,374: -11,182 -3,239
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.6 6.1 12.1 70.2 69.8 90.0 88.0: 10.0 12.0
Old : 100.0: 7.6 6.1 12.1 70.2 69.8 90.0 88.0: 10.0 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 : 306: 61 60 94 146 167 258 281:
Old : 306: 61 60 94 146 167 258 281:
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 : 37.2 15.5 46.2 28.4 35.2 13.1 40.2 22.2
Old : 37.2 15.5 46.2 28.4 35.2 13.1 40.2 22.2
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 27, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 500 INDEX X $250.00) :
: : :
All : 611,487: 56,113 33,133 3,411 426,897 434,777 486,421 471,321: 125,066 140,166
Old : 611,487: 56,113 33,133 3,411 426,897 434,777 486,421 471,321: 125,066 140,166
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2007 :
: 7,227: -49 -4,311 -68 2,782 5,879 2,665 1,500: 4,562 5,727
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.2 5.4 0.6 69.8 71.1 79.5 77.1: 20.5 22.9
Old : 100.0: 9.2 5.4 0.6 69.8 71.1 79.5 77.1: 20.5 22.9
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 : 189: 47 33 15 78 52 132 93:
Old : 189: 47 33 15 78 52 132 93:
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 : 21.7 30.3 31.2 41.3 21.3 30.3 30.0 41.2
Old : 21.7 30.3 31.2 41.3 21.3 30.3 30.0 41.2
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 27, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($50 X S&P 500 INDEX) :
: : :
All : 1,741,510: 293,299 585,715 20,624 961,051 985,769 1,274,974 1,592,108: 466,536 149,402
Old : 1,741,510: 293,299 585,715 20,624 961,051 985,769 1,274,974 1,592,108: 466,536 149,402
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2007 :
: 45,322: 13,813 56,956 1,608 -6,364 -277 9,057 58,287: 36,265 -12,965
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.8 33.6 1.2 55.2 56.6 73.2 91.4: 26.8 8.6
Old : 100.0: 16.8 33.6 1.2 55.2 56.6 73.2 91.4: 26.8 8.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 291: 73 96 28 74 80 162 189:
Old : 291: 73 96 28 74 80 162 189:
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 : 17.7 22.0 27.9 33.0 13.6 15.5 22.2 24.6
Old : 17.7 22.0 27.9 33.0 13.6 15.5 22.2 24.6
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 27, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 400 INDEX X $500) :
: : :
All : 7,454: 968 0 0 4,103 6,146 5,071 6,146: 2,383 1,308
Old : 7,454: 968 0 0 4,103 6,146 5,071 6,146: 2,383 1,308
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2007 :
: 94: 48 0 0 229 0 277 0: -183 94
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.0 0.0 0.0 55.0 82.5 68.0 82.5: 32.0 17.5
Old : 100.0: 13.0 0.0 0.0 55.0 82.5 68.0 82.5: 32.0 17.5
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 : 22: 2 0 0 11 10 13 10:
Old : 22: 2 0 0 11 10 13 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 : 38.1 54.4 55.6 76.8 38.1 54.3 55.6 76.8
Old : 38.1 54.4 55.6 76.8 38.1 54.3 55.6 76.8
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 27, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 400 INDEX X $100) :
: : :
All : 84,708: 9,840 29,477 257 66,694 49,727 76,791 79,461: 7,917 5,247
Old : 84,708: 9,840 29,477 257 66,694 49,727 76,791 79,461: 7,917 5,247
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2007 :
: 8,863: 1,074 -614 8 7,452 8,567 8,534 7,961: 329 902
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.6 34.8 0.3 78.7 58.7 90.7 93.8: 9.3 6.2
Old : 100.0: 11.6 34.8 0.3 78.7 58.7 90.7 93.8: 9.3 6.2
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 : 84: 13 17 3 35 29 50 47:
Old : 84: 13 17 3 35 29 50 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 : 33.0 47.8 55.9 69.4 32.9 47.7 54.7 69.2
Old : 33.0 47.8 55.9 69.4 32.9 47.7 54.7 69.2
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 27, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NASDAQ 100 INDEX X $100) :
: : :
All : 47,167: 5,948 13,944 90 32,974 24,952 39,012 38,986: 8,155 8,181
Old : 47,167: 5,948 13,944 90 32,974 24,952 39,012 38,986: 8,155 8,181
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2007 :
: 161: -1,659 563 -3 1,914 -1,962 252 -1,402: -91 1,563
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.6 29.6 0.2 69.9 52.9 82.7 82.7: 17.3 17.3
Old : 100.0: 12.6 29.6 0.2 69.9 52.9 82.7 82.7: 17.3 17.3
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: 11 17 3 27 26 40 45:
Old : 73: 11 17 3 27 26 40 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 : 37.7 41.9 53.6 55.1 37.4 41.8 53.3 55.0
Old : 37.7 41.9 53.6 55.1 37.4 41.8 53.3 55.0
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 27, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ( NASDAQ 100 STOCK INDEX X $20) :
: : :
All : 331,474: 65,226 135,253 1,205 245,823 178,055 312,254 314,513: 19,220 16,961
Old : 331,474: 65,226 135,253 1,205 245,823 178,055 312,254 314,513: 19,220 16,961
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2007 :
: 1,594: 17,535 -966 -984 -16,790 21,714 -239 19,764: 1,833 -18,170
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.7 40.8 0.4 74.2 53.7 94.2 94.9: 5.8 5.1
Old : 100.0: 19.7 40.8 0.4 74.2 53.7 94.2 94.9: 5.8 5.1
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 : 218: 63 63 9 54 53 122 120:
Old : 218: 63 63 9 54 53 122 120:
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 : 42.9 26.0 54.7 44.1 40.4 25.9 51.5 43.7
Old : 42.9 26.0 54.7 44.1 40.4 25.9 51.5 43.7
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 27, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF AUD 100,000) :
: : :
All : 120,220: 88,508 7,911 1,262 3,580 100,030 93,350 109,203: 26,870 11,017
Old : 120,220: 88,508 7,911 1,262 3,580 100,030 93,350 109,203: 26,870 11,017
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2007 :
: 16,123: 16,923 -509 -673 30 16,763 16,280 15,581: -157 542
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.6 6.6 1.0 3.0 83.2 77.6 90.8: 22.4 9.2
Old : 100.0: 73.6 6.6 1.0 3.0 83.2 77.6 90.8: 22.4 9.2
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 : 76: 45 12 1 6 17 51 30:
Old : 76: 45 12 1 6 17 51 30:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.7 44.5 42.3 69.4 29.7 44.5 42.1 69.2
Old : 29.7 44.5 42.3 69.4 29.7 44.5 42.1 69.2
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 27, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (RUSSEL 2000 INDEX X $500) :
: : :
All : 32,605: 1,044 7,554 0 27,318 19,780 28,362 27,334: 4,243 5,271
Old : 32,605: 1,044 7,554 0 27,318 19,780 28,362 27,334: 4,243 5,271
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2007 :
: 140: 12 -232 0 -194 742 -182 510: 322 -370
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.2 23.2 0.0 83.8 60.7 87.0 83.8: 13.0 16.2
Old : 100.0: 3.2 23.2 0.0 83.8 60.7 87.0 83.8: 13.0 16.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 52: 3 15 0 22 19 25 34:
Old : 52: 3 15 0 22 19 25 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 : 64.1 36.5 72.6 49.2 64.1 36.4 72.6 49.2
Old : 64.1 36.5 72.6 49.2 64.1 36.4 72.6 49.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-239742
Commitments of Traders - Futures Only, March 27, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (RUSSEL 2000 INDEX X $100) :
: : :
All : 413,220: 59,775 193,704 3,409 332,627 197,656 395,811 394,769: 17,409 18,451
Old : 413,220: 59,775 193,704 3,409 332,627 197,656 395,811 394,769: 17,409 18,451
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2007 :
: 7,945: 5,149 7,259 2,221 1,504 1,293 8,874 10,773: -929 -2,828
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.5 46.9 0.8 80.5 47.8 95.8 95.5: 4.2 4.5
Old : 100.0: 14.5 46.9 0.8 80.5 47.8 95.8 95.5: 4.2 4.5
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 : 210: 30 82 7 52 66 87 150:
Old : 210: 30 82 7 52 66 87 150:
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 : 53.3 24.1 71.7 35.0 52.9 20.0 67.2 29.8
Old : 53.3 24.1 71.7 35.0 52.9 20.0 67.2 29.8
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 27, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NIKKEI INDEX X $5.00) :
: : :
All : 49,638: 12,422 18,003 275 26,885 18,160 39,582 36,438: 10,056 13,200
Old : 49,638: 12,422 18,003 275 26,885 18,160 39,582 36,438: 10,056 13,200
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2007 :
: 2,932: 510 1,213 48 2,169 1,712 2,727 2,973: 205 -41
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.0 36.3 0.6 54.2 36.6 79.7 73.4: 20.3 26.6
Old : 100.0: 25.0 36.3 0.6 54.2 36.6 79.7 73.4: 20.3 26.6
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 : 75: 22 19 2 14 23 37 43:
Old : 75: 22 19 2 14 23 37 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 : 32.4 32.0 50.0 42.8 32.4 32.0 48.3 40.2
Old : 32.4 32.0 50.0 42.8 32.4 32.0 48.3 40.2
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 27, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NIKKEI INDEX X JPY 500) :
: : :
All : 48,520: 25,372 1,975 217 15,329 22,251 40,918 24,443: 7,602 24,077
Old : 48,520: 25,372 1,975 217 15,329 22,251 40,918 24,443: 7,602 24,077
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2007 :
: 1,781: 5,243 310 214 -2,335 832 3,122 1,356: -1,341 425
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.3 4.1 0.4 31.6 45.9 84.3 50.4: 15.7 49.6
Old : 100.0: 52.3 4.1 0.4 31.6 45.9 84.3 50.4: 15.7 49.6
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 : 56: 20 7 2 14 17 35 25:
Old : 56: 20 7 2 14 17 35 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.2 31.0 60.8 38.8 45.2 31.0 59.9 38.6
Old : 45.2 31.0 60.8 38.8 45.2 31.0 59.9 38.6
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 27, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (GSCI X $250) :
: : :
All : 20,714: 5,226 1,830 306 14,273 17,595 19,805 19,731: 909 983
Old : 20,714: 5,226 1,830 306 14,273 17,595 19,805 19,731: 909 983
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2007 :
: 963: 648 -273 0 24 909 672 636: 291 327
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.2 8.8 1.5 68.9 84.9 95.6 95.3: 4.4 4.7
Old : 100.0: 25.2 8.8 1.5 68.9 84.9 95.6 95.3: 4.4 4.7
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 : 25: 8 6 2 7 4 16 11:
Old : 25: 8 6 2 7 4 16 11:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 71.8 88.1 88.1 93.8 71.6 87.5 87.9 92.5
Old : 71.8 88.1 88.1 93.8 71.6 87.5 87.9 92.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE Code-597741
Commitments of Traders - Futures Only, March 27, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF JPY 100,000,000) :
: : :
All : 52,953: 3,502 10,529 3,339 20,630 27,029 27,471 40,897: 25,482 12,056
Old : 52,953: 3,502 10,529 3,339 20,630 27,029 27,471 40,897: 25,482 12,056
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2007 :
: 4,163: -1,859 -1,673 -484 2,867 1,400 524 -757: 3,639 4,920
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.6 19.9 6.3 39.0 51.0 51.9 77.2: 48.1 22.8
Old : 100.0: 6.6 19.9 6.3 39.0 51.0 51.9 77.2: 48.1 22.8
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 : 57: 6 18 7 22 26 34 45:
Old : 57: 6 18 7 22 26 34 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 : 20.2 25.8 32.1 38.7 16.1 23.0 24.2 33.3
Old : 20.2 25.8 32.1 38.7 16.1 23.0 24.2 33.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 30, 2007