MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders - Futures Only, April 3, 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 : 31,659: 7,317 373 598 18,280 22,559 26,195 23,530: 5,464 8,129
Old : 31,659: 7,317 373 598 18,280 22,559 26,195 23,530: 5,464 8,129
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 27, 2007 :
: -2,306: -1,299 -751 98 -328 -919 -1,529 -1,572: -777 -734
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.1 1.2 1.9 57.7 71.3 82.7 74.3: 17.3 25.7
Old : 100.0: 23.1 1.2 1.9 57.7 71.3 82.7 74.3: 17.3 25.7
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 : 54: 16 3 9 24 22 42 32:
Old : 54: 16 3 9 24 22 42 32:
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 : 35.0 36.0 51.9 53.8 35.0 35.6 51.7 53.3
Old : 35.0 36.0 51.9 53.8 35.0 35.6 51.7 53.3
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, April 3, 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 : 176,879: 32,815 22,271 42,111 78,853 87,051 153,779 151,433: 23,100 25,446
Old : 161,438: 25,626 25,868 37,247 78,741 75,845 141,614 138,960: 19,824 22,478
Other: 15,441: 11,915 1,129 138 112 11,206 12,165 12,473: 3,276 2,968
: : :
: : Changes in Commitments from: March 27, 2007 :
: -1,015: 1,904 792 1,288 -1,200 -2,750 1,992 -670: -3,007 -345
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.6 12.6 23.8 44.6 49.2 86.9 85.6: 13.1 14.4
Old : 100.0: 15.9 16.0 23.1 48.8 47.0 87.7 86.1: 12.3 13.9
Other: 100.0: 77.2 7.3 0.9 0.7 72.6 78.8 80.8: 21.2 19.2
: : :
:# Traders : Number of Traders in Each Category :
All : 189: 62 67 70 26 35 132 138:
Old : 187: 57 71 68 26 34 129 136:
Other: 59: 22 14 2 2 22 25 37:
:----------------------------------------------------------------------------------------------------
: 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 : 26.5 33.3 38.4 42.0 26.5 31.4 36.4 37.0
Old : 29.0 35.1 41.4 42.3 29.0 33.3 39.2 38.7
Other: 50.2 46.7 64.2 63.1 49.4 46.7 63.4 63.1
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders - Futures Only, April 3, 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 : 298,482: 74,190 46,974 75,090 120,915 118,666 270,195 240,730: 28,287 57,752
Old : 298,482: 74,190 46,974 75,090 120,915 118,666 270,195 240,730: 28,287 57,752
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 27, 2007 :
: -40: 531 4,800 -3,076 3,577 -871 1,032 853: -1,072 -893
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.9 15.7 25.2 40.5 39.8 90.5 80.7: 9.5 19.3
Old : 100.0: 24.9 15.7 25.2 40.5 39.8 90.5 80.7: 9.5 19.3
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 : 343: 103 57 100 71 131 245 248:
Old : 343: 103 57 100 71 131 245 248:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.6 14.3 33.6 23.2 21.6 11.5 31.0 16.9
Old : 21.6 14.3 33.6 23.2 21.6 11.5 31.0 16.9
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, April 3, 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 : 9,021: 2,523 4,011 1,381 2,318 1,441 6,222 6,833: 2,799 2,188
Old : 9,021: 2,523 4,011 1,381 2,318 1,441 6,222 6,833: 2,799 2,188
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 27, 2007 :
: 895: -108 274 650 -64 -171 478 753: 417 142
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.0 44.5 15.3 25.7 16.0 69.0 75.7: 31.0 24.3
Old : 100.0: 28.0 44.5 15.3 25.7 16.0 69.0 75.7: 31.0 24.3
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 : 85: 24 31 16 17 18 51 62:
Old : 85: 24 31 16 17 18 51 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 : 24.5 22.2 37.0 33.7 24.5 21.5 33.9 31.3
Old : 24.5 22.2 37.0 33.7 24.5 21.5 33.9 31.3
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, April 3, 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 : 31,623: 9,386 5,123 3,834 12,314 9,933 25,534 18,890: 6,089 12,733
Old : 31,623: 9,386 5,123 3,834 12,314 9,933 25,534 18,890: 6,089 12,733
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 27, 2007 :
: -2,088: 231 -989 -813 -1,073 121 -1,655 -1,681: -433 -407
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.7 16.2 12.1 38.9 31.4 80.7 59.7: 19.3 40.3
Old : 100.0: 29.7 16.2 12.1 38.9 31.4 80.7 59.7: 19.3 40.3
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 : 148: 42 20 27 31 54 94 91:
Old : 148: 42 20 27 31 54 94 91:
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 : 14.5 13.1 25.4 21.4 13.4 10.3 23.7 16.7
Old : 14.5 13.1 25.4 21.4 13.4 10.3 23.7 16.7
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, April 3, 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 : 113,096: 22,068 57,233 2,232 59,240 29,139 83,540 88,604: 29,556 24,492
Old : 113,096: 22,068 57,233 2,232 59,240 29,139 83,540 88,604: 29,556 24,492
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 27, 2007 :
: -1,388: -2,545 638 221 -1,688 298 -4,012 1,157: 2,624 -2,545
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.5 50.6 2.0 52.4 25.8 73.9 78.3: 26.1 21.7
Old : 100.0: 19.5 50.6 2.0 52.4 25.8 73.9 78.3: 26.1 21.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 82: 20 32 3 17 19 38 53:
Old : 82: 20 32 3 17 19 38 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 : 43.1 19.5 52.9 34.2 41.7 19.5 51.4 34.2
Old : 43.1 19.5 52.9 34.2 41.7 19.5 51.4 34.2
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, April 3, 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 : 57,666: 10,294 37,559 0 29,494 8,277 39,788 45,836: 17,878 11,830
Old : 57,666: 10,294 37,559 0 29,494 8,277 39,788 45,836: 17,878 11,830
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 27, 2007 :
: 4,946: -8,303 7,403 0 12,392 -3,486 4,089 3,917: 857 1,029
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.9 65.1 0.0 51.1 14.4 69.0 79.5: 31.0 20.5
Old : 100.0: 17.9 65.1 0.0 51.1 14.4 69.0 79.5: 31.0 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 : 49: 13 21 0 7 10 20 31:
Old : 49: 13 21 0 7 10 20 31:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.5 37.9 56.3 50.3 44.2 37.9 54.9 50.3
Old : 45.5 37.9 56.3 50.3 44.2 37.9 54.9 50.3
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, April 3, 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 : 73,102: 23,449 21,666 654 40,465 45,591 64,568 67,911: 8,534 5,191
Old : 73,102: 23,449 21,666 654 40,465 45,591 64,568 67,911: 8,534 5,191
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 27, 2007 :
: 1,412: -3,269 -1,508 0 -192 1,547 -3,461 39: 4,873 1,373
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.1 29.6 0.9 55.4 62.4 88.3 92.9: 11.7 7.1
Old : 100.0: 32.1 29.6 0.9 55.4 62.4 88.3 92.9: 11.7 7.1
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 : 79: 34 20 1 13 15 47 36:
Old : 79: 34 20 1 13 15 47 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 : 48.5 60.3 61.7 73.7 48.5 59.6 61.7 71.8
Old : 48.5 60.3 61.7 73.7 48.5 59.6 61.7 71.8
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, April 3, 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 : 122,932: 73,343 17,500 65 18,437 84,038 91,845 101,603: 31,087 21,329
Old : 122,932: 73,343 17,500 65 18,437 84,038 91,845 101,603: 31,087 21,329
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 27, 2007 :
: 11,130: 10,074 -3,191 65 620 10,592 10,759 7,466: 371 3,664
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.7 14.2 0.1 15.0 68.4 74.7 82.6: 25.3 17.4
Old : 100.0: 59.7 14.2 0.1 15.0 68.4 74.7 82.6: 25.3 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 : 86: 37 19 2 15 22 53 42:
Old : 86: 37 19 2 15 22 53 42:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.6 39.3 42.6 55.6 30.6 39.2 42.6 55.2
Old : 30.6 39.3 42.6 55.6 30.6 39.2 42.6 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, April 3, 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 : 221,748: 36,845 100,703 2,377 140,812 81,355 180,034 184,435: 41,714 37,313
Old : 221,748: 36,845 100,703 2,377 140,812 81,355 180,034 184,435: 41,714 37,313
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 27, 2007 :
: 17,675: -920 15,458 -103 14,867 -5,844 13,844 9,511: 3,831 8,164
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.6 45.4 1.1 63.5 36.7 81.2 83.2: 18.8 16.8
Old : 100.0: 16.6 45.4 1.1 63.5 36.7 81.2 83.2: 18.8 16.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 112: 33 43 5 28 19 63 65:
Old : 112: 33 43 5 28 19 63 65:
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 : 39.5 34.3 55.5 52.3 39.3 29.3 51.6 47.3
Old : 39.5 34.3 55.5 52.3 39.3 29.3 51.6 47.3
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, April 3, 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 : 198,368: 118,379 23,301 660 18,325 143,338 137,364 167,299: 61,004 31,069
Old : 198,368: 118,379 23,301 660 18,325 143,338 137,364 167,299: 61,004 31,069
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 27, 2007 :
: 5,450: 2,032 695 6 -1,113 5,106 925 5,807: 4,525 -357
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.7 11.7 0.3 9.2 72.3 69.2 84.3: 30.8 15.7
Old : 100.0: 59.7 11.7 0.3 9.2 72.3 69.2 84.3: 30.8 15.7
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 : 142: 73 29 6 23 27 96 62:
Old : 142: 73 29 6 23 27 96 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 : 24.0 45.0 32.2 60.3 23.9 43.9 32.1 59.2
Old : 24.0 45.0 32.2 60.3 23.9 43.9 32.1 59.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
Commitments of Traders - Futures Only, April 3, 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 : 27,025: 23,361 836 0 1,912 24,441 25,273 25,277: 1,752 1,748
Old : 27,025: 23,361 836 0 1,912 24,441 25,273 25,277: 1,752 1,748
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 27, 2007 :
: -586: -463 -200 0 -105 -83 -568 -283: -18 -303
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.4 3.1 0.0 7.1 90.4 93.5 93.5: 6.5 6.5
Old : 100.0: 86.4 3.1 0.0 7.1 90.4 93.5 93.5: 6.5 6.5
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 : 35: 17 1 0 6 15 23 16:
Old : 35: 17 1 0 6 15 23 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 : 65.4 58.6 78.1 79.2 65.4 58.1 77.6 78.4
Old : 65.4 58.6 78.1 79.2 65.4 58.1 77.6 78.4
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, April 3, 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 : 76,257: 14,108 6,364 475 57,351 67,367 71,934 74,206: 4,323 2,051
Old : 76,257: 14,108 6,364 475 57,351 67,367 71,934 74,206: 4,323 2,051
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 27, 2007 :
: 4,461: 3,665 -224 0 816 5,501 4,481 5,277: -20 -816
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.5 8.3 0.6 75.2 88.3 94.3 97.3: 5.7 2.7
Old : 100.0: 18.5 8.3 0.6 75.2 88.3 94.3 97.3: 5.7 2.7
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 : 29: 5 1 1 17 16 22 18:
Old : 29: 5 1 1 17 16 22 18:
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 : 45.4 61.6 70.4 84.9 43.8 48.7 59.8 68.2
Old : 45.4 61.6 70.4 84.9 43.8 48.7 59.8 68.2
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, April 3, 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 :10,321,104: 701,121 483,622 1,329,545 7,237,220 7,249,002 9,267,886 9,062,169: 1,053,218 1,258,935
Old :10,321,104: 701,121 483,622 1,329,545 7,237,220 7,249,002 9,267,886 9,062,169: 1,053,218 1,258,935
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 27, 2007 :
: 109,360: -73,747 -138,936 89,085 65,964 121,690 81,302 71,839: 28,058 37,521
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.8 4.7 12.9 70.1 70.2 89.8 87.8: 10.2 12.2
Old : 100.0: 6.8 4.7 12.9 70.1 70.2 89.8 87.8: 10.2 12.2
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 : 304: 64 60 92 141 163 252 277:
Old : 304: 64 60 92 141 163 252 277:
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 : 37.9 15.5 47.5 28.4 36.3 13.6 40.9 22.6
Old : 37.9 15.5 47.5 28.4 36.3 13.6 40.9 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, April 3, 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 : 627,963: 60,675 32,568 2,444 444,410 453,856 507,529 488,868: 120,434 139,095
Old : 627,963: 60,675 32,568 2,444 444,410 453,856 507,529 488,868: 120,434 139,095
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 27, 2007 :
: 16,476: 4,562 -565 -967 17,513 19,079 21,108 17,547: -4,632 -1,071
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.7 5.2 0.4 70.8 72.3 80.8 77.8: 19.2 22.2
Old : 100.0: 9.7 5.2 0.4 70.8 72.3 80.8 77.8: 19.2 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 : 196: 53 31 17 80 55 140 96:
Old : 196: 53 31 17 80 55 140 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 : 22.5 31.6 32.5 42.5 21.6 31.6 31.6 42.4
Old : 22.5 31.6 32.5 42.5 21.6 31.6 31.6 42.4
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, April 3, 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 : 1,873,931: 299,690 646,898 21,600 1,049,992 1,046,385 1,371,282 1,714,883: 502,649 159,048
Old : 1,873,931: 299,690 646,898 21,600 1,049,992 1,046,385 1,371,282 1,714,883: 502,649 159,048
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 27, 2007 :
: 132,421: 6,391 61,183 976 88,941 60,616 96,308 122,775: 36,113 9,646
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.0 34.5 1.2 56.0 55.8 73.2 91.5: 26.8 8.5
Old : 100.0: 16.0 34.5 1.2 56.0 55.8 73.2 91.5: 26.8 8.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 288: 71 95 27 76 85 163 191:
Old : 288: 71 95 27 76 85 163 191:
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 : 16.7 22.1 26.9 33.5 12.7 15.4 21.6 25.8
Old : 16.7 22.1 26.9 33.5 12.7 15.4 21.6 25.8
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, April 3, 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 : 7,388: 1,021 0 0 3,968 5,457 4,989 5,457: 2,399 1,931
Old : 7,388: 1,021 0 0 3,968 5,457 4,989 5,457: 2,399 1,931
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 27, 2007 :
: -66: 53 0 0 -135 -689 -82 -689: 16 623
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.8 0.0 0.0 53.7 73.9 67.5 73.9: 32.5 26.1
Old : 100.0: 13.8 0.0 0.0 53.7 73.9 67.5 73.9: 32.5 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 : 20: 2 0 0 11 9 13 9:
Old : 20: 2 0 0 11 9 13 9:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.0 51.6 56.6 71.0 39.0 51.6 56.6 69.8
Old : 39.0 51.6 56.6 71.0 39.0 51.6 56.6 69.8
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, April 3, 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 : 87,723: 10,652 25,988 0 65,340 57,346 75,992 83,334: 11,731 4,389
Old : 87,723: 10,652 25,988 0 65,340 57,346 75,992 83,334: 11,731 4,389
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 27, 2007 :
: 3,015: 812 -3,489 -257 -1,354 7,619 -799 3,873: 3,814 -858
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.1 29.6 0.0 74.5 65.4 86.6 95.0: 13.4 5.0
Old : 100.0: 12.1 29.6 0.0 74.5 65.4 86.6 95.0: 13.4 5.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 88: 15 14 0 37 35 52 49:
Old : 88: 15 14 0 37 35 52 49:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.6 48.2 51.7 68.8 31.1 48.1 50.6 68.6
Old : 31.6 48.2 51.7 68.8 31.1 48.1 50.6 68.6
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, April 3, 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 : 46,167: 5,515 14,277 86 33,573 24,218 39,174 38,581: 6,993 7,586
Old : 46,167: 5,515 14,277 86 33,573 24,218 39,174 38,581: 6,993 7,586
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 27, 2007 :
: -1,000: -433 333 -4 599 -734 162 -405: -1,162 -595
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.9 30.9 0.2 72.7 52.5 84.9 83.6: 15.1 16.4
Old : 100.0: 11.9 30.9 0.2 72.7 52.5 84.9 83.6: 15.1 16.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 70: 11 17 2 25 25 37 43:
Old : 70: 11 17 2 25 25 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 : 40.5 42.4 56.1 55.9 40.2 42.3 55.8 55.8
Old : 40.5 42.4 56.1 55.9 40.2 42.3 55.8 55.8
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, April 3, 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 : 350,189: 88,484 137,020 3,768 225,980 190,222 318,232 331,010: 31,957 19,179
Old : 350,189: 88,484 137,020 3,768 225,980 190,222 318,232 331,010: 31,957 19,179
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 27, 2007 :
: 18,715: 23,258 1,767 2,563 -19,843 12,167 5,978 16,497: 12,737 2,218
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.3 39.1 1.1 64.5 54.3 90.9 94.5: 9.1 5.5
Old : 100.0: 25.3 39.1 1.1 64.5 54.3 90.9 94.5: 9.1 5.5
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 : 212: 75 56 9 46 49 128 107:
Old : 212: 75 56 9 46 49 128 107:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.4 26.1 48.3 41.6 35.0 26.0 45.2 41.5
Old : 37.4 26.1 48.3 41.6 35.0 26.0 45.2 41.5
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, April 3, 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 : 121,869: 87,803 5,972 1,290 4,459 103,094 93,552 110,356: 28,317 11,513
Old : 121,869: 87,803 5,972 1,290 4,459 103,094 93,552 110,356: 28,317 11,513
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 27, 2007 :
: 1,649: -705 -1,939 28 879 3,064 202 1,153: 1,447 496
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.0 4.9 1.1 3.7 84.6 76.8 90.6: 23.2 9.4
Old : 100.0: 72.0 4.9 1.1 3.7 84.6 76.8 90.6: 23.2 9.4
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 : 80: 50 8 1 9 19 59 28:
Old : 80: 50 8 1 9 19 59 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 : 26.1 44.8 37.9 69.0 26.1 44.7 37.9 68.8
Old : 26.1 44.8 37.9 69.0 26.1 44.7 37.9 68.8
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, April 3, 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 : 33,379: 1,434 6,858 0 27,531 20,892 28,965 27,750: 4,414 5,629
Old : 33,379: 1,434 6,858 0 27,531 20,892 28,965 27,750: 4,414 5,629
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 27, 2007 :
: 774: 390 -696 0 213 1,112 603 416: 171 358
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.3 20.5 0.0 82.5 62.6 86.8 83.1: 13.2 16.9
Old : 100.0: 4.3 20.5 0.0 82.5 62.6 86.8 83.1: 13.2 16.9
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 : 53: 3 15 0 23 20 26 35:
Old : 53: 3 15 0 23 20 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 : 62.6 35.6 72.1 48.6 62.6 35.5 72.1 48.6
Old : 62.6 35.6 72.1 48.6 62.6 35.5 72.1 48.6
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, April 3, 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 : 416,746: 63,897 194,487 2,890 332,390 201,678 399,177 399,055: 17,569 17,691
Old : 416,746: 63,897 194,487 2,890 332,390 201,678 399,177 399,055: 17,569 17,691
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 27, 2007 :
: 3,526: 4,122 783 -519 -237 4,022 3,366 4,286: 160 -760
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.3 46.7 0.7 79.8 48.4 95.8 95.8: 4.2 4.2
Old : 100.0: 15.3 46.7 0.7 79.8 48.4 95.8 95.8: 4.2 4.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 213: 35 81 8 49 68 91 150:
Old : 213: 35 81 8 49 68 91 150:
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 : 53.2 24.1 71.1 35.3 52.8 20.6 66.8 30.5
Old : 53.2 24.1 71.1 35.3 52.8 20.6 66.8 30.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
Commitments of Traders - Futures Only, April 3, 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 : 51,162: 9,448 17,379 257 31,004 18,851 40,709 36,487: 10,453 14,675
Old : 51,162: 9,448 17,379 257 31,004 18,851 40,709 36,487: 10,453 14,675
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 27, 2007 :
: 1,524: -2,974 -624 -18 4,119 691 1,127 49: 397 1,475
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.5 34.0 0.5 60.6 36.8 79.6 71.3: 20.4 28.7
Old : 100.0: 18.5 34.0 0.5 60.6 36.8 79.6 71.3: 20.4 28.7
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 : 75: 16 19 2 20 24 38 43:
Old : 75: 16 19 2 20 24 38 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 : 34.3 31.6 53.4 42.2 30.4 30.4 49.1 39.6
Old : 34.3 31.6 53.4 42.2 30.4 30.4 49.1 39.6
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, April 3, 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 : 47,209: 20,085 2,017 635 18,232 23,810 38,952 26,462: 8,257 20,747
Old : 47,209: 20,085 2,017 635 18,232 23,810 38,952 26,462: 8,257 20,747
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 27, 2007 :
: -1,311: -5,287 42 418 2,903 1,559 -1,966 2,019: 655 -3,330
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.5 4.3 1.3 38.6 50.4 82.5 56.1: 17.5 43.9
Old : 100.0: 42.5 4.3 1.3 38.6 50.4 82.5 56.1: 17.5 43.9
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 : 59: 18 7 3 19 16 38 25:
Old : 59: 18 7 3 19 16 38 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 : 38.4 33.1 53.9 43.3 38.4 33.1 52.1 42.2
Old : 38.4 33.1 53.9 43.3 38.4 33.1 52.1 42.2
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, April 3, 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 : 20,759: 5,430 1,469 280 14,116 17,943 19,826 19,692: 933 1,067
Old : 20,759: 5,430 1,469 280 14,116 17,943 19,826 19,692: 933 1,067
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 27, 2007 :
: 45: 204 -361 -26 -157 348 21 -39: 24 84
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.2 7.1 1.3 68.0 86.4 95.5 94.9: 4.5 5.1
Old : 100.0: 26.2 7.1 1.3 68.0 86.4 95.5 94.9: 4.5 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 : 27: 10 5 2 9 5 21 10:
Old : 27: 10 5 2 9 5 21 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 : 70.5 88.7 86.8 93.5 70.5 87.8 86.8 91.8
Old : 70.5 88.7 86.8 93.5 70.5 87.8 86.8 91.8
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, April 3, 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 : 49,938: 2,871 11,165 3,591 21,079 28,574 27,541 43,330: 22,397 6,608
Old : 49,938: 2,871 11,165 3,591 21,079 28,574 27,541 43,330: 22,397 6,608
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 27, 2007 :
: -3,015: -631 636 252 449 1,545 70 2,433: -3,085 -5,448
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.7 22.4 7.2 42.2 57.2 55.2 86.8: 44.8 13.2
Old : 100.0: 5.7 22.4 7.2 42.2 57.2 55.2 86.8: 44.8 13.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 56: 5 20 7 21 26 33 46:
Old : 56: 5 20 7 21 26 33 46:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.6 30.3 37.2 45.1 19.1 27.0 29.0 39.6
Old : 23.6 30.3 37.2 45.1 19.1 27.0 29.0 39.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated April 6, 2007