MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders - Futures Only, April 24, 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 : 35,581: 9,761 1,030 608 19,388 25,618 29,757 27,256: 5,824 8,325
Old : 35,581: 9,761 1,030 608 19,388 25,618 29,757 27,256: 5,824 8,325
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 17, 2007 :
: 1,953: 1,172 548 -265 1,487 2,157 2,394 2,440: -441 -487
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.4 2.9 1.7 54.5 72.0 83.6 76.6: 16.4 23.4
Old : 100.0: 27.4 2.9 1.7 54.5 72.0 83.6 76.6: 16.4 23.4
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 : 57: 18 4 9 24 23 44 34:
Old : 57: 18 4 9 24 23 44 34:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.6 38.8 50.2 56.4 34.3 38.5 49.7 55.9
Old : 34.6 38.8 50.2 56.4 34.3 38.5 49.7 55.9
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 24, 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 : 176,941: 36,993 23,851 42,506 75,813 86,517 155,312 152,874: 21,629 24,067
Old : 160,924: 29,373 27,266 38,103 75,096 74,585 142,572 139,954: 18,352 20,970
Other: 16,017: 11,977 942 46 717 11,932 12,740 12,920: 3,277 3,097
: : :
: : Changes in Commitments from: April 17, 2007 :
: 6,566: 63 -1,090 5,273 1,086 1,850 6,422 6,033: 144 533
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.9 13.5 24.0 42.8 48.9 87.8 86.4: 12.2 13.6
Old : 100.0: 18.3 16.9 23.7 46.7 46.3 88.6 87.0: 11.4 13.0
Other: 100.0: 74.8 5.9 0.3 4.5 74.5 79.5 80.7: 20.5 19.3
: : :
:# Traders : Number of Traders in Each Category :
All : 200: 69 59 73 28 36 148 139:
Old : 198: 63 66 71 27 35 144 137:
Other: 65: 27 15 3 4 22 32 39:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.6 34.2 37.1 42.9 25.6 32.5 35.2 38.3
Old : 28.1 35.5 40.5 44.1 28.1 33.9 38.6 39.4
Other: 48.5 43.9 62.2 64.6 48.5 40.3 60.6 60.9
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders - Futures Only, April 24, 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 : 268,049: 62,560 38,650 64,414 116,169 114,136 243,143 217,200: 24,906 50,849
Old : 268,049: 62,560 38,650 64,414 116,169 114,136 243,143 217,200: 24,906 50,849
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 17, 2007 :
: -9,857: -2,595 764 -3,302 -1,783 -4,099 -7,680 -6,637: -2,177 -3,220
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.3 14.4 24.0 43.3 42.6 90.7 81.0: 9.3 19.0
Old : 100.0: 23.3 14.4 24.0 43.3 42.6 90.7 81.0: 9.3 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 : 304: 89 52 77 65 128 206 222:
Old : 304: 89 52 77 65 128 206 222:
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 : 23.3 15.2 35.1 23.4 23.3 12.9 34.1 18.7
Old : 23.3 15.2 35.1 23.4 23.3 12.9 34.1 18.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
Commitments of Traders - Futures Only, April 24, 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 : 8,710: 2,952 3,869 953 2,356 1,628 6,261 6,450: 2,449 2,260
Old : 8,710: 2,952 3,869 953 2,356 1,628 6,261 6,450: 2,449 2,260
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 17, 2007 :
: 243: 81 -130 102 148 179 331 151: -88 92
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.9 44.4 10.9 27.0 18.7 71.9 74.1: 28.1 25.9
Old : 100.0: 33.9 44.4 10.9 27.0 18.7 71.9 74.1: 28.1 25.9
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 : 82: 26 29 13 18 19 50 58:
Old : 82: 26 29 13 18 19 50 58:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.8 22.6 37.5 33.2 25.5 22.2 35.6 31.8
Old : 25.8 22.6 37.5 33.2 25.5 22.2 35.6 31.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
Commitments of Traders - Futures Only, April 24, 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 : 26,853: 8,965 3,906 1,873 10,245 8,809 21,083 14,588: 5,770 12,265
Old : 26,853: 8,965 3,906 1,873 10,245 8,809 21,083 14,588: 5,770 12,265
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 17, 2007 :
: -22: 298 338 35 -320 -329 13 44: -35 -66
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.4 14.5 7.0 38.2 32.8 78.5 54.3: 21.5 45.7
Old : 100.0: 33.4 14.5 7.0 38.2 32.8 78.5 54.3: 21.5 45.7
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 : 143: 41 22 18 35 55 88 88:
Old : 143: 41 22 18 35 55 88 88:
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 : 15.3 10.5 27.0 17.1 13.7 9.6 24.7 14.6
Old : 15.3 10.5 27.0 17.1 13.7 9.6 24.7 14.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
Commitments of Traders - Futures Only, April 24, 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 : 121,786: 39,017 40,648 3,041 48,384 54,708 90,442 98,397: 31,344 23,389
Old : 121,786: 39,017 40,648 3,041 48,384 54,708 90,442 98,397: 31,344 23,389
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 17, 2007 :
: 7,176: 13,468 -892 -140 -7,669 8,758 5,659 7,726: 1,517 -550
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.0 33.4 2.5 39.7 44.9 74.3 80.8: 25.7 19.2
Old : 100.0: 32.0 33.4 2.5 39.7 44.9 74.3 80.8: 25.7 19.2
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 : 87: 25 28 4 20 22 47 52:
Old : 87: 25 28 4 20 22 47 52:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.4 26.0 48.0 39.4 33.9 25.2 43.4 37.9
Old : 38.4 26.0 48.0 39.4 33.9 25.2 43.4 37.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
Commitments of Traders - Futures Only, April 24, 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 : 77,956: 23,229 40,080 230 36,288 24,841 59,747 65,151: 18,209 12,805
Old : 77,956: 23,229 40,080 230 36,288 24,841 59,747 65,151: 18,209 12,805
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 17, 2007 :
: 10,391: 5,322 -199 -12 3,457 9,317 8,767 9,106: 1,624 1,285
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.8 51.4 0.3 46.5 31.9 76.6 83.6: 23.4 16.4
Old : 100.0: 29.8 51.4 0.3 46.5 31.9 76.6 83.6: 23.4 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 : 61: 22 21 1 6 14 29 35:
Old : 61: 22 21 1 6 14 29 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 : 48.9 38.4 58.3 50.2 45.8 38.4 55.1 49.1
Old : 48.9 38.4 58.3 50.2 45.8 38.4 55.1 49.1
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 24, 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 : 80,802: 28,053 22,324 654 44,019 53,843 72,726 76,821: 8,076 3,981
Old : 80,802: 28,053 22,324 654 44,019 53,843 72,726 76,821: 8,076 3,981
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 17, 2007 :
: 3,250: -313 3,717 0 2,883 -1,447 2,570 2,270: 680 980
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.7 27.6 0.8 54.5 66.6 90.0 95.1: 10.0 4.9
Old : 100.0: 34.7 27.6 0.8 54.5 66.6 90.0 95.1: 10.0 4.9
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 : 86: 43 17 1 16 15 59 33:
Old : 86: 43 17 1 16 15 59 33:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.2 60.7 59.0 75.0 39.9 58.9 55.7 72.6
Old : 43.2 60.7 59.0 75.0 39.9 58.9 55.7 72.6
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 24, 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 : 148,006: 95,965 25,899 145 19,622 99,196 115,732 125,240: 32,274 22,766
Old : 148,006: 95,965 25,899 145 19,622 99,196 115,732 125,240: 32,274 22,766
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 17, 2007 :
: 13,053: 12,536 2,137 -224 718 14,035 13,030 15,948: 23 -2,895
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.8 17.5 0.1 13.3 67.0 78.2 84.6: 21.8 15.4
Old : 100.0: 64.8 17.5 0.1 13.3 67.0 78.2 84.6: 21.8 15.4
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 : 96: 50 17 4 15 21 67 40:
Old : 96: 50 17 4 15 21 67 40:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.5 34.7 42.6 51.1 31.5 34.7 41.9 50.8
Old : 31.5 34.7 42.6 51.1 31.5 34.7 41.9 50.8
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 24, 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 : 235,531: 37,900 119,672 809 158,243 82,310 196,952 202,791: 38,579 32,740
Old : 235,531: 37,900 119,672 809 158,243 82,310 196,952 202,791: 38,579 32,740
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 17, 2007 :
: 735: -5,381 5,872 -74 7,552 -941 2,097 4,857: -1,362 -4,122
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.1 50.8 0.3 67.2 34.9 83.6 86.1: 16.4 13.9
Old : 100.0: 16.1 50.8 0.3 67.2 34.9 83.6 86.1: 16.4 13.9
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 : 117: 28 53 5 26 19 57 74:
Old : 117: 28 53 5 26 19 57 74:
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 : 44.5 30.0 59.4 48.8 44.4 24.9 54.0 42.7
Old : 44.5 30.0 59.4 48.8 44.4 24.9 54.0 42.7
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 24, 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 : 232,312: 137,322 26,040 852 26,774 166,155 164,948 193,047: 67,364 39,265
Old : 232,312: 137,322 26,040 852 26,774 166,155 164,948 193,047: 67,364 39,265
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 17, 2007 :
: 14,865: 8,278 3,766 111 3,814 7,241 12,203 11,118: 2,662 3,747
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.1 11.2 0.4 11.5 71.5 71.0 83.1: 29.0 16.9
Old : 100.0: 59.1 11.2 0.4 11.5 71.5 71.0 83.1: 29.0 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 : 151: 78 27 6 29 33 109 64:
Old : 151: 78 27 6 29 33 109 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 : 20.5 40.3 29.0 54.7 20.4 38.4 28.7 52.6
Old : 20.5 40.3 29.0 54.7 20.4 38.4 28.7 52.6
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 24, 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 : 28,091: 22,801 1,698 0 2,184 24,689 24,985 26,387: 3,106 1,704
Old : 28,091: 22,801 1,698 0 2,184 24,689 24,985 26,387: 3,106 1,704
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 17, 2007 :
: -581: -1,397 597 0 412 -1,303 -985 -706: 404 125
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.2 6.0 0.0 7.8 87.9 88.9 93.9: 11.1 6.1
Old : 100.0: 81.2 6.0 0.0 7.8 87.9 88.9 93.9: 11.1 6.1
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 : 36: 16 3 0 7 14 23 17:
Old : 36: 16 3 0 7 14 23 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 : 59.7 60.2 72.9 80.3 59.7 59.6 72.6 79.7
Old : 59.7 60.2 72.9 80.3 59.7 59.6 72.6 79.7
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 24, 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 : 64,453: 13,411 0 120 46,711 61,979 60,242 62,099: 4,211 2,354
Old : 64,453: 13,411 0 120 46,711 61,979 60,242 62,099: 4,211 2,354
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 17, 2007 :
: 4,592: 230 0 -430 4,266 5,028 4,066 4,598: 526 -6
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.8 0.0 0.2 72.5 96.2 93.5 96.3: 6.5 3.7
Old : 100.0: 20.8 0.0 0.2 72.5 96.2 93.5 96.3: 6.5 3.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 5 0 1 13 14 18 15:
Old : 25: 5 0 1 13 14 18 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.0 67.7 67.9 86.7 46.8 56.1 64.8 72.3
Old : 48.0 67.7 67.9 86.7 46.8 56.1 64.8 72.3
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 24, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $1,000,000) :
: : :
All :11,372,789: 1,089,174 701,418 1,217,174 7,847,195 7,935,573 10,153,543 9,854,165: 1,219,246 1,518,624
Old :11,372,789: 1,089,174 701,418 1,217,174 7,847,195 7,935,573 10,153,543 9,854,165: 1,219,246 1,518,624
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 17, 2007 :
: 652,386: 10,750 -95,480 134,163 357,200 490,654 502,113 529,337: 150,273 123,049
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.6 6.2 10.7 69.0 69.8 89.3 86.6: 10.7 13.4
Old : 100.0: 9.6 6.2 10.7 69.0 69.8 89.3 86.6: 10.7 13.4
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 : 331: 72 59 112 156 172 281 307:
Old : 331: 72 59 112 156 172 281 307:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.0 16.0 46.0 27.2 34.4 12.8 40.9 21.5
Old : 36.0 16.0 46.0 27.2 34.4 12.8 40.9 21.5
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 24, 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 : 644,798: 58,811 37,465 4,563 455,517 461,249 518,891 503,277: 125,907 141,521
Old : 644,798: 58,811 37,465 4,563 455,517 461,249 518,891 503,277: 125,907 141,521
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 17, 2007 :
: 17,427: 435 2,272 2,429 14,069 3,743 16,933 8,444: 494 8,983
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.1 5.8 0.7 70.6 71.5 80.5 78.1: 19.5 21.9
Old : 100.0: 9.1 5.8 0.7 70.6 71.5 80.5 78.1: 19.5 21.9
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 : 184: 41 31 15 84 55 132 94:
Old : 184: 41 31 15 84 55 132 94:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.4 31.3 32.4 42.3 22.1 31.3 30.9 42.2
Old : 22.4 31.3 32.4 42.3 22.1 31.3 30.9 42.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
Commitments of Traders - Futures Only, April 24, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($50 X S&P 500 INDEX) :
: : :
All : 2,035,415: 360,840 648,115 27,860 1,198,107 1,195,470 1,586,807 1,871,445: 448,608 163,970
Old : 2,035,415: 360,840 648,115 27,860 1,198,107 1,195,470 1,586,807 1,871,445: 448,608 163,970
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 17, 2007 :
: 90,223: 58,929 14,912 -6,957 38,418 94,732 90,390 102,687: -167 -12,464
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.7 31.8 1.4 58.9 58.7 78.0 91.9: 22.0 8.1
Old : 100.0: 17.7 31.8 1.4 58.9 58.7 78.0 91.9: 22.0 8.1
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 : 317: 76 105 26 87 91 176 209:
Old : 317: 76 105 26 87 91 176 209:
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 : 19.3 20.5 30.8 31.6 16.1 14.6 25.4 24.3
Old : 19.3 20.5 30.8 31.6 16.1 14.6 25.4 24.3
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 24, 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 : 8,322: 1,031 0 0 4,677 6,150 5,708 6,150: 2,614 2,172
Old : 8,322: 1,031 0 0 4,677 6,150 5,708 6,150: 2,614 2,172
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 17, 2007 :
: 411: -34 0 0 477 467 443 467: -32 -56
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.4 0.0 0.0 56.2 73.9 68.6 73.9: 31.4 26.1
Old : 100.0: 12.4 0.0 0.0 56.2 73.9 68.6 73.9: 31.4 26.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 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 : 34.9 53.1 54.4 71.3 32.1 53.1 50.8 69.3
Old : 34.9 53.1 54.4 71.3 32.1 53.1 50.8 69.3
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 24, 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 : 89,827: 12,550 26,881 0 64,717 57,672 77,267 84,553: 12,560 5,274
Old : 89,827: 12,550 26,881 0 64,717 57,672 77,267 84,553: 12,560 5,274
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 17, 2007 :
: -1,296: -614 780 0 -902 -2,141 -1,516 -1,361: 220 65
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.0 29.9 0.0 72.0 64.2 86.0 94.1: 14.0 5.9
Old : 100.0: 14.0 29.9 0.0 72.0 64.2 86.0 94.1: 14.0 5.9
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 : 82: 13 16 0 35 31 48 47:
Old : 82: 13 16 0 35 31 48 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 : 32.0 46.4 52.9 65.9 31.6 46.2 51.8 65.7
Old : 32.0 46.4 52.9 65.9 31.6 46.2 51.8 65.7
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 24, 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 : 54,327: 7,680 13,289 102 38,849 28,204 46,631 41,595: 7,696 12,732
Old : 54,327: 7,680 13,289 102 38,849 28,204 46,631 41,595: 7,696 12,732
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 17, 2007 :
: 2,161: 1,542 -814 12 647 847 2,201 45: -40 2,116
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.1 24.5 0.2 71.5 51.9 85.8 76.6: 14.2 23.4
Old : 100.0: 14.1 24.5 0.2 71.5 51.9 85.8 76.6: 14.2 23.4
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: 11 15 4 22 25 36 41:
Old : 66: 11 15 4 22 25 36 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 : 46.6 38.9 60.9 50.9 46.6 38.8 60.8 50.3
Old : 46.6 38.9 60.9 50.9 46.6 38.8 60.8 50.3
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 24, 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 : 429,952: 113,222 179,192 8,856 245,275 209,055 367,353 397,103: 62,599 32,849
Old : 429,952: 113,222 179,192 8,856 245,275 209,055 367,353 397,103: 62,599 32,849
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 17, 2007 :
: 37,406: 21,136 17,026 4,479 -3,606 5,693 22,009 27,198: 15,397 10,208
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.3 41.7 2.1 57.0 48.6 85.4 92.4: 14.6 7.6
Old : 100.0: 26.3 41.7 2.1 57.0 48.6 85.4 92.4: 14.6 7.6
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 : 234: 74 71 12 46 56 130 129:
Old : 234: 74 71 12 46 56 130 129:
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 : 30.0 28.5 41.5 41.5 27.4 28.4 38.9 41.5
Old : 30.0 28.5 41.5 41.5 27.4 28.4 38.9 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 24, 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 : 123,137: 85,191 8,714 0 7,331 101,405 92,522 110,119: 30,615 13,018
Old : 123,137: 85,191 8,714 0 7,331 101,405 92,522 110,119: 30,615 13,018
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 17, 2007 :
: -331: -3,533 -1,693 -259 2,351 1,383 -1,441 -569: 1,110 238
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.2 7.1 0.0 6.0 82.4 75.1 89.4: 24.9 10.6
Old : 100.0: 69.2 7.1 0.0 6.0 82.4 75.1 89.4: 24.9 10.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 79: 47 10 0 10 18 57 28:
Old : 79: 47 10 0 10 18 57 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 : 24.0 43.2 34.0 64.9 24.0 43.2 34.0 64.0
Old : 24.0 43.2 34.0 64.9 24.0 43.2 34.0 64.0
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 24, 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 : 42,117: 2,792 6,175 0 33,455 28,986 36,247 35,161: 5,870 6,956
Old : 42,117: 2,792 6,175 0 33,455 28,986 36,247 35,161: 5,870 6,956
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 17, 2007 :
: 5,293: 713 -643 0 2,863 4,063 3,576 3,420: 1,717 1,873
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.6 14.7 0.0 79.4 68.8 86.1 83.5: 13.9 16.5
Old : 100.0: 6.6 14.7 0.0 79.4 68.8 86.1 83.5: 13.9 16.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 54: 4 14 0 23 20 27 34:
Old : 54: 4 14 0 23 20 27 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 : 58.8 41.3 69.2 56.6 56.9 41.3 67.3 56.6
Old : 58.8 41.3 69.2 56.6 56.9 41.3 67.3 56.6
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 24, 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 : 455,972: 72,084 213,491 1,654 358,549 216,699 432,287 431,844: 23,685 24,128
Old : 455,972: 72,084 213,491 1,654 358,549 216,699 432,287 431,844: 23,685 24,128
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 17, 2007 :
: 14,488: 4,097 4,869 -2,168 8,402 7,349 10,331 10,050: 4,157 4,438
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.8 46.8 0.4 78.6 47.5 94.8 94.7: 5.2 5.3
Old : 100.0: 15.8 46.8 0.4 78.6 47.5 94.8 94.7: 5.2 5.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 210: 34 79 9 51 69 91 151:
Old : 210: 34 79 9 51 69 91 151:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.6 23.7 65.4 34.3 47.8 19.5 61.6 29.3
Old : 48.6 23.7 65.4 34.3 47.8 19.5 61.6 29.3
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 24, 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 : 53,343: 9,373 17,986 532 33,335 21,093 43,240 39,611: 10,103 13,732
Old : 53,343: 9,373 17,986 532 33,335 21,093 43,240 39,611: 10,103 13,732
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 17, 2007 :
: 905: 103 630 -81 917 897 939 1,446: -34 -541
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.6 33.7 1.0 62.5 39.5 81.1 74.3: 18.9 25.7
Old : 100.0: 17.6 33.7 1.0 62.5 39.5 81.1 74.3: 18.9 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 : 81: 19 17 2 21 28 41 46:
Old : 81: 19 17 2 21 28 41 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 : 30.9 33.7 50.1 44.7 28.2 30.3 44.3 38.8
Old : 30.9 33.7 50.1 44.7 28.2 30.3 44.3 38.8
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 24, 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 : 53,211: 25,318 3,418 303 20,936 28,919 46,557 32,640: 6,654 20,571
Old : 53,211: 25,318 3,418 303 20,936 28,919 46,557 32,640: 6,654 20,571
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 17, 2007 :
: 485: 2,059 2,008 5 1,338 854 3,402 2,867: -2,917 -2,382
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.6 6.4 0.6 39.3 54.3 87.5 61.3: 12.5 38.7
Old : 100.0: 47.6 6.4 0.6 39.3 54.3 87.5 61.3: 12.5 38.7
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 : 68: 28 6 2 19 16 47 24:
Old : 68: 28 6 2 19 16 47 24:
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 : 34.2 37.8 51.7 50.0 34.2 33.9 49.5 44.9
Old : 34.2 37.8 51.7 50.0 34.2 33.9 49.5 44.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GOLDMAN-SACHS COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
Commitments of Traders - Futures Only, April 24, 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 : 20,193: 4,900 1,077 270 14,171 17,944 19,341 19,291: 852 902
Old : 20,193: 4,900 1,077 270 14,171 17,944 19,341 19,291: 852 902
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 17, 2007 :
: -1,106: -646 -580 -24 -334 73 -1,004 -531: -102 -575
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.3 5.3 1.3 70.2 88.9 95.8 95.5: 4.2 4.5
Old : 100.0: 24.3 5.3 1.3 70.2 88.9 95.8 95.5: 4.2 4.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 11 5 1 8 3 20 8:
Old : 26: 11 5 1 8 3 20 8:
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 91.6 85.0 95.5 68.0 89.6 85.0 93.4
Old : 68.0 91.6 85.0 95.5 68.0 89.6 85.0 93.4
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 24, 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 : 54,961: 3,091 15,495 4,214 21,248 27,000 28,553 46,709: 26,408 8,252
Old : 54,961: 3,091 15,495 4,214 21,248 27,000 28,553 46,709: 26,408 8,252
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 17, 2007 :
: 1,066: -42 1,306 61 -548 -2,171 -529 -804: 1,595 1,870
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.6 28.2 7.7 38.7 49.1 52.0 85.0: 48.0 15.0
Old : 100.0: 5.6 28.2 7.7 38.7 49.1 52.0 85.0: 48.0 15.0
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 : 59: 6 22 8 21 26 34 49:
Old : 59: 6 22 8 21 26 34 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 : 22.4 26.0 34.7 41.1 18.5 24.3 27.5 37.4
Old : 22.4 26.0 34.7 41.1 18.5 24.3 27.5 37.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated April 27, 2007