MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders - Futures Only, April 17, 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 : 33,628: 8,589 482 873 17,901 23,461 27,363 24,816: 6,265 8,812
Old : 33,628: 8,589 482 873 17,901 23,461 27,363 24,816: 6,265 8,812
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 10, 2007 :
: 752: 1,051 -11 251 -739 396 563 636: 189 116
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.5 1.4 2.6 53.2 69.8 81.4 73.8: 18.6 26.2
Old : 100.0: 25.5 1.4 2.6 53.2 69.8 81.4 73.8: 18.6 26.2
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 : 54: 17 4 10 23 20 42 32:
Old : 54: 17 4 10 23 20 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 : 34.7 37.0 49.9 55.2 34.5 36.7 49.3 54.7
Old : 34.7 37.0 49.9 55.2 34.5 36.7 49.3 54.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
Commitments of Traders - Futures Only, April 17, 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 : 170,375: 36,930 24,941 37,233 74,727 84,667 148,890 146,841: 21,485 23,534
Old : 154,674: 29,647 28,261 32,643 74,357 73,258 136,647 134,162: 18,027 20,512
Other: 15,701: 11,511 908 362 370 11,409 12,243 12,679: 3,458 3,022
: : :
: : Changes in Commitments from: April 10, 2007 :
: -3,482: 3,243 2,127 -1,323 -3,288 -3,182 -1,368 -2,378: -2,114 -1,104
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.7 14.6 21.9 43.9 49.7 87.4 86.2: 12.6 13.8
Old : 100.0: 19.2 18.3 21.1 48.1 47.4 88.3 86.7: 11.7 13.3
Other: 100.0: 73.3 5.8 2.3 2.4 72.7 78.0 80.8: 22.0 19.2
: : :
:# Traders : Number of Traders in Each Category :
All : 188: 65 61 67 25 34 135 130:
Old : 186: 62 64 66 25 33 132 129:
Other: 63: 23 17 3 4 22 29 40:
:----------------------------------------------------------------------------------------------------
: 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 : 26.9 35.1 38.7 43.5 26.9 33.3 37.0 39.3
Old : 29.6 36.6 42.1 44.5 29.6 34.9 40.2 40.5
Other: 48.1 42.0 60.8 62.6 47.1 40.9 59.8 61.6
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders - Futures Only, April 17, 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 : 277,906: 65,155 37,886 67,716 117,952 118,235 250,823 223,837: 27,083 54,069
Old : 277,906: 65,155 37,886 67,716 117,952 118,235 250,823 223,837: 27,083 54,069
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 10, 2007 :
: -16,395: -8,913 -5,461 -4,046 -2,071 -3,086 -15,030 -12,593: -1,365 -3,802
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.4 13.6 24.4 42.4 42.5 90.3 80.5: 9.7 19.5
Old : 100.0: 23.4 13.6 24.4 42.4 42.5 90.3 80.5: 9.7 19.5
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 : 323: 98 51 88 68 135 224 239:
Old : 323: 98 51 88 68 135 224 239:
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 : 22.6 15.1 34.1 23.6 22.6 13.1 32.9 18.6
Old : 22.6 15.1 34.1 23.6 22.6 13.1 32.9 18.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
Commitments of Traders - Futures Only, April 17, 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 : 8,467: 2,871 3,999 851 2,208 1,449 5,930 6,299: 2,537 2,168
Old : 8,467: 2,871 3,999 851 2,208 1,449 5,930 6,299: 2,537 2,168
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 10, 2007 :
: -24: 340 6 -192 -156 27 -8 -159: -16 135
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.9 47.2 10.1 26.1 17.1 70.0 74.4: 30.0 25.6
Old : 100.0: 33.9 47.2 10.1 26.1 17.1 70.0 74.4: 30.0 25.6
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: 25 32 15 17 18 52 59:
Old : 84: 25 32 15 17 18 52 59:
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 : 26.5 23.1 38.5 33.2 26.5 22.3 38.2 31.7
Old : 26.5 23.1 38.5 33.2 26.5 22.3 38.2 31.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
Commitments of Traders - Futures Only, April 17, 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 : 26,875: 8,667 3,568 1,838 10,565 9,138 21,070 14,544: 5,805 12,331
Old : 26,875: 8,667 3,568 1,838 10,565 9,138 21,070 14,544: 5,805 12,331
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 10, 2007 :
: -3,093: -1,240 -807 -335 -959 -759 -2,534 -1,901: -559 -1,192
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.2 13.3 6.8 39.3 34.0 78.4 54.1: 21.6 45.9
Old : 100.0: 32.2 13.3 6.8 39.3 34.0 78.4 54.1: 21.6 45.9
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 : 138: 38 21 17 33 54 83 85:
Old : 138: 38 21 17 33 54 83 85:
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 : 15.2 10.2 26.7 17.4 14.6 9.5 25.8 14.7
Old : 15.2 10.2 26.7 17.4 14.6 9.5 25.8 14.7
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 17, 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 : 114,610: 25,549 41,540 3,181 56,053 45,950 84,783 90,671: 29,827 23,939
Old : 114,610: 25,549 41,540 3,181 56,053 45,950 84,783 90,671: 29,827 23,939
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 10, 2007 :
: 4,344: 2,487 2,914 452 -27 2,074 2,912 5,440: 1,432 -1,096
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.3 36.2 2.8 48.9 40.1 74.0 79.1: 26.0 20.9
Old : 100.0: 22.3 36.2 2.8 48.9 40.1 74.0 79.1: 26.0 20.9
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 : 83: 22 28 5 19 20 44 50:
Old : 83: 22 28 5 19 20 44 50:
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 : 40.9 22.0 50.5 35.6 37.6 22.0 47.2 35.1
Old : 40.9 22.0 50.5 35.6 37.6 22.0 47.2 35.1
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 17, 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 : 67,565: 17,907 40,279 242 32,831 15,524 50,980 56,045: 16,585 11,520
Old : 67,565: 17,907 40,279 242 32,831 15,524 50,980 56,045: 16,585 11,520
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 10, 2007 :
: 8,847: 4,454 3,620 230 991 5,512 5,675 9,362: 3,172 -515
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.5 59.6 0.4 48.6 23.0 75.5 82.9: 24.5 17.1
Old : 100.0: 26.5 59.6 0.4 48.6 23.0 75.5 82.9: 24.5 17.1
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 : 54: 18 19 2 5 14 24 34:
Old : 54: 18 19 2 5 14 24 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 : 50.3 36.3 60.1 49.3 48.9 35.9 58.6 48.9
Old : 50.3 36.3 60.1 49.3 48.9 35.9 58.6 48.9
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 17, 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 : 77,552: 28,366 18,607 654 41,136 55,290 70,156 74,551: 7,396 3,001
Old : 77,552: 28,366 18,607 654 41,136 55,290 70,156 74,551: 7,396 3,001
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 10, 2007 :
: 2,444: -2,074 1,911 0 4,417 436 2,343 2,347: 101 97
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.6 24.0 0.8 53.0 71.3 90.5 96.1: 9.5 3.9
Old : 100.0: 36.6 24.0 0.8 53.0 71.3 90.5 96.1: 9.5 3.9
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 : 84: 42 17 1 13 16 55 34:
Old : 84: 42 17 1 13 16 55 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 : 43.3 63.6 59.2 77.4 39.9 61.9 55.8 74.6
Old : 43.3 63.6 59.2 77.4 39.9 61.9 55.8 74.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
Commitments of Traders - Futures Only, April 17, 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 : 134,953: 83,429 23,762 369 18,904 85,161 102,702 109,292: 32,251 25,661
Old : 134,953: 83,429 23,762 369 18,904 85,161 102,702 109,292: 32,251 25,661
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 10, 2007 :
: 14,485: 13,334 2,084 245 -3,243 7,671 10,336 10,000: 4,149 4,485
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.8 17.6 0.3 14.0 63.1 76.1 81.0: 23.9 19.0
Old : 100.0: 61.8 17.6 0.3 14.0 63.1 76.1 81.0: 23.9 19.0
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 : 90: 45 17 4 13 20 61 38:
Old : 90: 45 17 4 13 20 61 38:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.9 35.5 40.2 51.9 28.9 35.4 40.1 51.4
Old : 28.9 35.5 40.2 51.9 28.9 35.4 40.1 51.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
Commitments of Traders - Futures Only, April 17, 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 : 234,796: 43,281 113,800 883 150,691 83,251 194,855 197,934: 39,941 36,862
Old : 234,796: 43,281 113,800 883 150,691 83,251 194,855 197,934: 39,941 36,862
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 10, 2007 :
: 4,426: 563 6,241 -1,789 8,745 272 7,519 4,724: -3,093 -298
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.4 48.5 0.4 64.2 35.5 83.0 84.3: 17.0 15.7
Old : 100.0: 18.4 48.5 0.4 64.2 35.5 83.0 84.3: 17.0 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 : 117: 34 47 6 26 19 62 70:
Old : 117: 34 47 6 26 19 62 70:
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 : 43.7 28.1 58.8 46.7 43.6 23.4 52.7 40.9
Old : 43.7 28.1 58.8 46.7 43.6 23.4 52.7 40.9
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 17, 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 : 217,447: 129,044 22,274 741 22,960 158,914 152,745 181,929: 64,702 35,518
Old : 217,447: 129,044 22,274 741 22,960 158,914 152,745 181,929: 64,702 35,518
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 10, 2007 :
: 5,360: 2,097 -279 -125 381 6,163 2,353 5,759: 3,007 -399
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.3 10.2 0.3 10.6 73.1 70.2 83.7: 29.8 16.3
Old : 100.0: 59.3 10.2 0.3 10.6 73.1 70.2 83.7: 29.8 16.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 152: 82 26 9 27 31 111 64:
Old : 152: 82 26 9 27 31 111 64:
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 : 19.9 44.9 28.8 58.9 19.8 43.9 28.7 57.6
Old : 19.9 44.9 28.8 58.9 19.8 43.9 28.7 57.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
Commitments of Traders - Futures Only, April 17, 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 : 28,672: 24,198 1,101 0 1,772 25,992 25,970 27,093: 2,702 1,579
Old : 28,672: 24,198 1,101 0 1,772 25,992 25,970 27,093: 2,702 1,579
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 10, 2007 :
: 3,289: 3,130 100 0 -144 3,157 2,986 3,257: 303 32
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.4 3.8 0.0 6.2 90.7 90.6 94.5: 9.4 5.5
Old : 100.0: 84.4 3.8 0.0 6.2 90.7 90.6 94.5: 9.4 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 : 35: 16 2 0 6 15 22 17:
Old : 35: 16 2 0 6 15 22 17:
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 : 62.5 57.9 75.9 78.6 62.5 57.3 75.9 78.0
Old : 62.5 57.9 75.9 78.6 62.5 57.3 75.9 78.0
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 17, 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 : 59,861: 13,181 0 550 42,445 56,951 56,176 57,501: 3,685 2,360
Old : 59,861: 13,181 0 550 42,445 56,951 56,176 57,501: 3,685 2,360
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 10, 2007 :
: -18,979: -531 -7,219 -80 -18,444 -10,653 -19,055 -17,952: 76 -1,027
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.0 0.0 0.9 70.9 95.1 93.8 96.1: 6.2 3.9
Old : 100.0: 22.0 0.0 0.9 70.9 95.1 93.8 96.1: 6.2 3.9
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 : 25: 5 0 1 14 13 19 14:
Old : 25: 5 0 1 14 13 19 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.5 68.5 68.7 87.5 46.2 57.1 64.7 74.0
Old : 47.5 68.5 68.7 87.5 46.2 57.1 64.7 74.0
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 17, 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 :10,720,403: 1,078,424 796,898 1,083,011 7,489,995 7,444,919 9,651,430 9,324,828: 1,068,973 1,395,575
Old :10,720,403: 1,078,424 796,898 1,083,011 7,489,995 7,444,919 9,651,430 9,324,828: 1,068,973 1,395,575
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 10, 2007 :
: 284,370: 176,684 270,728 -65,767 96,740 -24,220 207,657 180,741: 76,713 103,629
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.1 7.4 10.1 69.9 69.4 90.0 87.0: 10.0 13.0
Old : 100.0: 10.1 7.4 10.1 69.9 69.4 90.0 87.0: 10.0 13.0
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 : 320: 66 64 103 152 163 273 288:
Old : 320: 66 64 103 152 163 273 288:
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 : 37.5 15.8 47.4 27.0 35.8 12.6 42.6 21.4
Old : 37.5 15.8 47.4 27.0 35.8 12.6 42.6 21.4
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 17, 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 : 627,371: 58,376 35,193 2,134 441,448 457,506 501,958 494,833: 125,413 132,538
Old : 627,371: 58,376 35,193 2,134 441,448 457,506 501,958 494,833: 125,413 132,538
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 10, 2007 :
: -5,644: 2,044 3,535 -185 -9,039 1,982 -7,180 5,332: 1,536 -10,976
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.3 5.6 0.3 70.4 72.9 80.0 78.9: 20.0 21.1
Old : 100.0: 9.3 5.6 0.3 70.4 72.9 80.0 78.9: 20.0 21.1
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 : 195: 52 32 16 83 54 142 95:
Old : 195: 52 32 16 83 54 142 95:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.4 32.1 31.8 43.0 22.4 32.1 30.7 42.9
Old : 22.4 32.1 31.8 43.0 22.4 32.1 30.7 42.9
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 17, 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 : 1,945,192: 301,911 633,203 34,817 1,159,689 1,100,738 1,496,417 1,768,758: 448,775 176,434
Old : 1,945,192: 301,911 633,203 34,817 1,159,689 1,100,738 1,496,417 1,768,758: 448,775 176,434
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 10, 2007 :
: 58,017: 430 6,724 5,287 79,918 17,399 85,635 29,410: -27,618 28,607
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.5 32.6 1.8 59.6 56.6 76.9 90.9: 23.1 9.1
Old : 100.0: 15.5 32.6 1.8 59.6 56.6 76.9 90.9: 23.1 9.1
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 : 323: 77 114 26 80 91 171 217:
Old : 323: 77 114 26 80 91 171 217:
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 : 19.0 20.9 31.0 31.6 15.1 14.4 25.3 23.4
Old : 19.0 20.9 31.0 31.6 15.1 14.4 25.3 23.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-338741
Commitments of Traders - Futures Only, April 17, 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 : 7,911: 1,065 0 0 4,200 5,683 5,265 5,683: 2,646 2,228
Old : 7,911: 1,065 0 0 4,200 5,683 5,265 5,683: 2,646 2,228
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 10, 2007 :
: 194: 5 0 0 -8 -65 -3 -65: 197 259
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.5 0.0 0.0 53.1 71.8 66.6 71.8: 33.4 28.2
Old : 100.0: 13.5 0.0 0.0 53.1 71.8 66.6 71.8: 33.4 28.2
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 : 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 : 34.1 50.0 52.5 69.1 34.1 50.0 52.5 67.0
Old : 34.1 50.0 52.5 69.1 34.1 50.0 52.5 67.0
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 17, 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 : 91,123: 13,164 26,101 0 65,619 59,813 78,783 85,914: 12,340 5,209
Old : 91,123: 13,164 26,101 0 65,619 59,813 78,783 85,914: 12,340 5,209
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 10, 2007 :
: 3,126: 1,579 537 0 753 2,918 2,332 3,455: 794 -329
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.4 28.6 0.0 72.0 65.6 86.5 94.3: 13.5 5.7
Old : 100.0: 14.4 28.6 0.0 72.0 65.6 86.5 94.3: 13.5 5.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 86: 14 14 0 38 33 52 47:
Old : 86: 14 14 0 38 33 52 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 : 30.9 46.7 49.7 67.3 30.4 46.6 48.6 67.1
Old : 30.9 46.7 49.7 67.3 30.4 46.6 48.6 67.1
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 17, 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 : 52,166: 6,138 14,103 90 38,202 27,357 44,430 41,550: 7,736 10,616
Old : 52,166: 6,138 14,103 90 38,202 27,357 44,430 41,550: 7,736 10,616
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 10, 2007 :
: 3,442: -627 -14 4 3,601 2,791 2,978 2,781: 464 661
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.8 27.0 0.2 73.2 52.4 85.2 79.6: 14.8 20.4
Old : 100.0: 11.8 27.0 0.2 73.2 52.4 85.2 79.6: 14.8 20.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 66: 9 15 3 24 25 35 41:
Old : 66: 9 15 3 24 25 35 41:
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 : 43.8 41.5 59.1 53.9 43.7 41.4 58.9 53.3
Old : 43.8 41.5 59.1 53.9 43.7 41.4 58.9 53.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
Commitments of Traders - Futures Only, April 17, 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 : 392,546: 92,086 162,166 4,377 248,881 203,362 345,344 369,905: 47,202 22,641
Old : 392,546: 92,086 162,166 4,377 248,881 203,362 345,344 369,905: 47,202 22,641
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 10, 2007 :
: 13,287: 17,702 12,402 1,787 -11,257 -3,771 8,232 10,418: 5,055 2,869
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.5 41.3 1.1 63.4 51.8 88.0 94.2: 12.0 5.8
Old : 100.0: 23.5 41.3 1.1 63.4 51.8 88.0 94.2: 12.0 5.8
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 : 233: 71 69 16 50 58 130 135:
Old : 233: 71 69 16 50 58 130 135:
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 : 33.4 28.2 45.5 42.7 31.2 28.2 43.3 42.6
Old : 33.4 28.2 45.5 42.7 31.2 28.2 43.3 42.6
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 17, 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 : 123,468: 88,724 10,407 259 4,980 100,022 93,963 110,688: 29,505 12,780
Old : 123,468: 88,724 10,407 259 4,980 100,022 93,963 110,688: 29,505 12,780
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 10, 2007 :
: 5,906: 8,147 4,185 -1,081 -58 4,155 7,008 7,259: -1,102 -1,353
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.9 8.4 0.2 4.0 81.0 76.1 89.6: 23.9 10.4
Old : 100.0: 71.9 8.4 0.2 4.0 81.0 76.1 89.6: 23.9 10.4
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 : 76: 43 11 1 9 19 53 30:
Old : 76: 43 11 1 9 19 53 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 : 30.2 46.1 41.9 65.4 30.2 46.1 41.9 64.6
Old : 30.2 46.1 41.9 65.4 30.2 46.1 41.9 64.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE Code-239741
Commitments of Traders - Futures Only, April 17, 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 : 36,824: 2,079 6,818 0 30,592 24,923 32,671 31,741: 4,153 5,083
Old : 36,824: 2,079 6,818 0 30,592 24,923 32,671 31,741: 4,153 5,083
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 10, 2007 :
: 3,252: 594 296 0 2,133 1,802 2,727 2,098: 525 1,154
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.6 18.5 0.0 83.1 67.7 88.7 86.2: 11.3 13.8
Old : 100.0: 5.6 18.5 0.0 83.1 67.7 88.7 86.2: 11.3 13.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 55: 3 16 0 22 21 25 37:
Old : 55: 3 16 0 22 21 25 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 : 61.1 36.9 73.0 51.2 59.4 36.9 71.3 51.2
Old : 61.1 36.9 73.0 51.2 59.4 36.9 71.3 51.2
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, April 17, 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 : 441,484: 67,987 208,622 3,822 350,147 209,350 421,956 421,794: 19,528 19,690
Old : 441,484: 67,987 208,622 3,822 350,147 209,350 421,956 421,794: 19,528 19,690
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 10, 2007 :
: 15,829: 1,152 6,723 1,466 12,576 4,340 15,194 12,529: 635 3,300
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.4 47.3 0.9 79.3 47.4 95.6 95.5: 4.4 4.5
Old : 100.0: 15.4 47.3 0.9 79.3 47.4 95.6 95.5: 4.4 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 : 218: 32 86 9 51 69 91 156:
Old : 218: 32 86 9 51 69 91 156:
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 : 50.3 24.2 67.6 35.2 49.7 19.9 63.3 29.8
Old : 50.3 24.2 67.6 35.2 49.7 19.9 63.3 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, April 17, 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 : 52,438: 9,270 17,356 613 32,418 20,196 42,301 38,165: 10,137 14,273
Old : 52,438: 9,270 17,356 613 32,418 20,196 42,301 38,165: 10,137 14,273
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 10, 2007 :
: 4,431: -650 1,495 373 4,798 2,051 4,521 3,919: -90 512
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.7 33.1 1.2 61.8 38.5 80.7 72.8: 19.3 27.2
Old : 100.0: 17.7 33.1 1.2 61.8 38.5 80.7 72.8: 19.3 27.2
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: 18 18 3 21 26 41 45:
Old : 79: 18 18 3 21 26 41 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 : 31.0 31.9 51.1 43.4 29.2 28.0 45.6 37.7
Old : 31.0 31.9 51.1 43.4 29.2 28.0 45.6 37.7
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 17, 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 : 52,726: 23,259 1,410 298 19,598 28,065 43,155 29,773: 9,571 22,953
Old : 52,726: 23,259 1,410 298 19,598 28,065 43,155 29,773: 9,571 22,953
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 10, 2007 :
: 5,445: 2,205 -105 27 1,942 994 4,174 916: 1,271 4,529
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.1 2.7 0.6 37.2 53.2 81.8 56.5: 18.2 43.5
Old : 100.0: 44.1 2.7 0.6 37.2 53.2 81.8 56.5: 18.2 43.5
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 : 59: 26 3 2 17 15 43 20:
Old : 59: 26 3 2 17 15 43 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.1 35.7 50.6 46.9 33.1 33.3 48.3 42.6
Old : 33.1 35.7 50.6 46.9 33.1 33.3 48.3 42.6
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, April 17, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (GSCI X $250) :
: : :
All : 21,299: 5,546 1,657 294 14,505 17,871 20,345 19,822: 954 1,477
Old : 21,299: 5,546 1,657 294 14,505 17,871 20,345 19,822: 954 1,477
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 10, 2007 :
: -21: 275 -21 5 472 -333 752 -349: -773 328
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.0 7.8 1.4 68.1 83.9 95.5 93.1: 4.5 6.9
Old : 100.0: 26.0 7.8 1.4 68.1 83.9 95.5 93.1: 4.5 6.9
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 : 26: 10 6 2 8 3 20 9:
Old : 26: 10 6 2 8 3 20 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 : 68.0 88.7 84.1 92.4 68.0 85.0 84.1 88.6
Old : 68.0 88.7 84.1 92.4 68.0 85.0 84.1 88.6
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 17, 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 : 53,895: 3,133 14,189 4,153 21,796 29,171 29,082 47,513: 24,813 6,382
Old : 53,895: 3,133 14,189 4,153 21,796 29,171 29,082 47,513: 24,813 6,382
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 10, 2007 :
: 3,055: -170 2,535 524 657 430 1,011 3,489: 2,044 -434
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.8 26.3 7.7 40.4 54.1 54.0 88.2: 46.0 11.8
Old : 100.0: 5.8 26.3 7.7 40.4 54.1 54.0 88.2: 46.0 11.8
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 : 60: 6 23 8 21 26 34 50:
Old : 60: 6 23 8 21 26 34 50:
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 : 23.4 29.1 35.8 44.0 19.3 26.5 28.2 39.5
Old : 23.4 29.1 35.8 44.0 19.3 26.5 28.2 39.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated April 20, 2007