MILK - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 9, 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 : 32,075: 2,864 2,019 4,393 18,920 15,583 26,177 21,995: 5,899 10,080
Old : 32,075: 2,864 2,019 4,393 18,920 15,583 26,177 21,995: 5,899 10,080
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 3, 2007 :
: -5,074: 4 133 -1,521 -3,895 -2,984 -5,412 -4,373: 338 -701
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.9 6.3 13.7 59.0 48.6 81.6 68.6: 18.4 31.4
Old : 100.0: 8.9 6.3 13.7 59.0 48.6 81.6 68.6: 18.4 31.4
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 : 48: 12 6 9 23 21 38 33:
Old : 48: 12 6 9 23 21 38 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 : 39.4 28.6 53.4 46.8 38.2 27.9 49.0 38.6
Old : 39.4 28.6 53.4 46.8 38.2 27.9 49.0 38.6
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 with Delta-adjusted Options and Futures Combined, January 9, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 177,390: 29,277 24,085 36,686 86,425 82,736 152,389 143,507: 25,002 33,883
Old : 172,657: 26,841 24,811 35,847 86,317 79,124 149,006 139,782: 23,652 32,875
Other: 4,733: 3,263 101 12 108 3,612 3,383 3,725: 1,350 1,008
: : :
: : Changes in Commitments from: January 3, 2007 :
: -3,479: 659 3,851 -4,294 58 -2,819 -3,577 -3,263: 98 -216
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.5 13.6 20.7 48.7 46.6 85.9 80.9: 14.1 19.1
Old : 100.0: 15.5 14.4 20.8 50.0 45.8 86.3 81.0: 13.7 19.0
Other: 100.0: 68.9 2.1 0.3 2.3 76.3 71.5 78.7: 28.5 21.3
: : :
:# Traders : Number of Traders in Each Category :
All : 208: 65 69 77 36 41 143 164:
Old : 208: 62 74 76 35 41 141 164:
Other: 35: 14 3 2 3 16 17 21:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.7 30.1 43.0 37.5 29.7 26.7 40.3 31.7
Old : 30.5 30.0 44.2 37.2 30.5 27.3 41.3 32.2
Other: 50.5 55.9 64.0 69.4 50.5 55.9 64.0 69.3
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 9, 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 : 276,351: 63,532 19,802 72,593 111,905 118,228 248,030 210,622: 28,321 65,729
Old : 276,351: 63,532 19,802 72,593 111,905 118,228 248,030 210,622: 28,321 65,729
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 3, 2007 :
: 9,327: 2,022 1,229 -1,161 4,485 4,491 5,346 4,559: 3,982 4,768
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.0 7.2 26.3 40.5 42.8 89.8 76.2: 10.2 23.8
Old : 100.0: 23.0 7.2 26.3 40.5 42.8 89.8 76.2: 10.2 23.8
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 : 336: 91 64 97 95 151 244 274:
Old : 336: 91 64 97 95 151 244 274:
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 : 20.9 11.0 32.1 18.3 20.9 8.6 30.4 13.1
Old : 20.9 11.0 32.1 18.3 20.9 8.6 30.4 13.1
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 with Delta-adjusted Options and Futures Combined, January 9, 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 : 6,237: 2,014 2,438 602 1,436 1,617 4,052 4,657: 2,185 1,579
Old : 6,237: 2,014 2,438 602 1,436 1,617 4,052 4,657: 2,185 1,579
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 3, 2007 :
: 199: 217 -445 165 -185 402 198 122: 2 78
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.3 39.1 9.6 23.0 25.9 65.0 74.7: 35.0 25.3
Old : 100.0: 32.3 39.1 9.6 23.0 25.9 65.0 74.7: 35.0 25.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 61: 22 22 9 8 14 38 37:
Old : 61: 22 22 9 8 14 38 37:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.5 24.1 43.8 39.7 31.5 23.5 42.4 36.4
Old : 31.5 24.1 43.8 39.7 31.5 23.5 42.4 36.4
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 with Delta-adjusted Options and Futures Combined, January 9, 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 : 30,573: 7,439 7,391 4,303 12,397 5,873 24,139 17,568: 6,434 13,005
Old : 30,573: 7,439 7,391 4,303 12,397 5,873 24,139 17,568: 6,434 13,005
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 3, 2007 :
: 111: 304 294 -463 96 -39 -62 -207: 174 319
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.3 24.2 14.1 40.5 19.2 79.0 57.5: 21.0 42.5
Old : 100.0: 24.3 24.2 14.1 40.5 19.2 79.0 57.5: 21.0 42.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 130: 34 29 26 45 39 97 84:
Old : 130: 34 29 26 45 39 97 84:
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 : 15.7 13.1 26.8 20.1 14.4 11.8 25.5 18.2
Old : 15.7 13.1 26.8 20.1 14.4 11.8 25.5 18.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 9, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100,000 CANADIAN DOLLARS) :
: : :
All : 163,777: 20,430 105,544 5,410 106,545 20,094 132,385 131,048: 31,392 32,729
Old : 163,777: 20,430 105,544 5,410 106,545 20,094 132,385 131,048: 31,392 32,729
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 3, 2007 :
: 5,974: -3,975 7,693 247 8,919 -2,026 5,191 5,913: 783 60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.5 64.4 3.3 65.1 12.3 80.8 80.0: 19.2 20.0
Old : 100.0: 12.5 64.4 3.3 65.1 12.3 80.8 80.0: 19.2 20.0
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 : 89: 19 39 6 23 19 44 62:
Old : 89: 19 39 6 23 19 44 62:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.0 32.6 57.5 42.3 45.1 32.6 56.6 42.3
Old : 46.0 32.6 57.5 42.3 45.1 32.6 56.6 42.3
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 with Delta-adjusted Options and Futures Combined, January 9, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 125,000 SWISS FRANCS) :
: : :
All : 82,330: 7,897 48,098 541 60,633 17,806 69,072 66,445: 13,259 15,885
Old : 82,330: 7,897 48,098 541 60,633 17,806 69,072 66,445: 13,259 15,885
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 3, 2007 :
: 15,526: -3,258 13,954 -432 21,937 -1,288 18,246 12,234: -2,720 3,291
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.6 58.4 0.7 73.6 21.6 83.9 80.7: 16.1 19.3
Old : 100.0: 9.6 58.4 0.7 73.6 21.6 83.9 80.7: 16.1 19.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 51: 11 22 3 14 8 27 31:
Old : 51: 11 22 3 14 8 27 31:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.1 43.0 72.0 57.4 61.1 42.9 71.6 57.0
Old : 61.1 43.0 72.0 57.4 61.1 42.9 71.6 57.0
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 with Delta-adjusted Options and Futures Combined, January 9, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 500,000 MEXICAN PESOS) :
: : :
All : 93,829: 52,580 24,714 714 36,564 65,379 89,858 90,807: 3,971 3,022
Old : 93,829: 52,580 24,714 714 36,564 65,379 89,858 90,807: 3,971 3,022
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 3, 2007 :
: -22,067: -30,670 9,337 214 8,887 -33,166 -21,569 -23,615: -498 1,548
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.0 26.3 0.8 39.0 69.7 95.8 96.8: 4.2 3.2
Old : 100.0: 56.0 26.3 0.8 39.0 69.7 95.8 96.8: 4.2 3.2
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 : 89: 36 22 3 21 15 58 39:
Old : 89: 36 22 3 21 15 58 39:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.4 57.0 63.9 77.1 36.6 46.3 48.1 62.5
Old : 52.4 57.0 63.9 77.1 36.6 46.3 48.1 62.5
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 with Delta-adjusted Options and Futures Combined, January 9, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 62,500 POUNDS STERLING) :
: : :
All : 136,490: 68,853 10,047 2,500 28,235 101,893 99,589 114,440: 36,901 22,050
Old : 136,490: 68,853 10,047 2,500 28,235 101,893 99,589 114,440: 36,901 22,050
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 3, 2007 :
: -6,098: -9,711 -2,730 -1,417 4,834 -5,143 -6,294 -9,291: 196 3,193
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.4 7.4 1.8 20.7 74.7 73.0 83.8: 27.0 16.2
Old : 100.0: 50.4 7.4 1.8 20.7 74.7 73.0 83.8: 27.0 16.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 69: 29 10 8 18 16 51 30:
Old : 69: 29 10 8 18 16 51 30:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.5 51.5 43.9 68.0 31.5 51.4 43.9 67.8
Old : 31.5 51.5 43.9 68.0 31.5 51.4 43.9 67.8
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 with Delta-adjusted Options and Futures Combined, January 9, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 12,500,000 JAPANESE YEN) :
: : :
All : 295,729: 53,623 177,723 6,264 184,979 69,116 244,865 253,103: 50,864 42,626
Old : 295,729: 53,623 177,723 6,264 184,979 69,116 244,865 253,103: 50,864 42,626
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 3, 2007 :
: 5,422: -917 4,059 83 47 -913 -787 3,229: 6,209 2,193
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.1 60.1 2.1 62.6 23.4 82.8 85.6: 17.2 14.4
Old : 100.0: 18.1 60.1 2.1 62.6 23.4 82.8 85.6: 17.2 14.4
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 : 122: 27 61 16 26 20 64 86:
Old : 122: 27 61 16 26 20 64 86:
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 : 50.5 34.0 63.6 48.1 49.7 34.0 62.4 47.8
Old : 50.5 34.0 63.6 48.1 49.7 34.0 62.4 47.8
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 with Delta-adjusted Options and Futures Combined, January 9, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 125,000 EUROS) :
: : :
All : 205,308: 92,019 18,562 13,663 34,171 138,093 139,853 170,318: 65,455 34,990
Old : 205,308: 92,019 18,562 13,663 34,171 138,093 139,853 170,318: 65,455 34,990
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 3, 2007 :
: -16,674: -4,927 -1,436 -6,931 -826 -6,098 -12,684 -14,465: -3,990 -2,209
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.8 9.0 6.7 16.6 67.3 68.1 83.0: 31.9 17.0
Old : 100.0: 44.8 9.0 6.7 16.6 67.3 68.1 83.0: 31.9 17.0
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 : 138: 63 29 37 36 30 114 81:
Old : 138: 63 29 37 36 30 114 81:
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 : 20.6 42.1 27.2 57.2 20.5 41.3 27.1 55.6
Old : 20.6 42.1 27.2 57.2 20.5 41.3 27.1 55.6
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 with Delta-adjusted Options and Futures Combined, January 9, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF NZ$ 100,000) :
: : :
All : 20,440: 15,283 665 0 3,300 18,804 18,583 19,469: 1,857 971
Old : 20,440: 15,283 665 0 3,300 18,804 18,583 19,469: 1,857 971
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 3, 2007 :
: -2,415: -3,771 -37 0 1,406 -2,307 -2,365 -2,344: -50 -71
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.8 3.3 0.0 16.1 92.0 90.9 95.2: 9.1 4.8
Old : 100.0: 74.8 3.3 0.0 16.1 92.0 90.9 95.2: 9.1 4.8
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 : 35: 17 2 0 9 9 26 11:
Old : 35: 17 2 0 9 9 26 11:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.2 80.9 67.9 92.5 57.2 77.2 66.8 88.7
Old : 57.2 80.9 67.9 92.5 57.2 77.2 66.8 88.7
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 with Delta-adjusted Options and Futures Combined, January 9, 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 FACE VALUE) :
: : :
All : 54,532: 12,461 0 274 37,329 48,695 50,064 48,969: 4,468 5,563
Old : 54,532: 12,461 0 274 37,329 48,695 50,064 48,969: 4,468 5,563
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 3, 2007 :
: 1,567: 2,342 -825 -354 867 1,531 2,855 352: -1,288 1,215
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.9 0.0 0.5 68.5 89.3 91.8 89.8: 8.2 10.2
Old : 100.0: 22.9 0.0 0.5 68.5 89.3 91.8 89.8: 8.2 10.2
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 : 23: 6 0 1 13 11 19 12:
Old : 23: 6 0 1 13 11 19 12:
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 : 48.3 77.1 66.5 87.3 45.6 71.9 62.7 78.6
Old : 48.3 77.1 66.5 87.3 45.6 71.9 62.7 78.6
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 with Delta-adjusted Options and Futures Combined, January 9, 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 FACE VALUE) :
: : :
All :14,256,530: 361,899 640,656 3,834,069 9,048,550 8,395,804 13,244,518 12,870,530: 1,012,012 1,386,000
Old :14,256,530: 361,899 640,656 3,834,069 9,048,550 8,395,804 13,244,518 12,870,530: 1,012,012 1,386,000
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 3, 2007 :
: -19,950: -128,950 4,045 -25,126 121,378 -15,712 -32,697 -36,792: 12,747 16,843
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.5 4.5 26.9 63.5 58.9 92.9 90.3: 7.1 9.7
Old : 100.0: 2.5 4.5 26.9 63.5 58.9 92.9 90.3: 7.1 9.7
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 : 322: 68 66 116 163 171 292 301:
Old : 322: 68 66 116 163 171 292 301:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.3 13.5 38.3 22.2 26.3 8.4 29.5 13.3
Old : 29.3 13.5 38.3 22.2 26.3 8.4 29.5 13.3
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 with Delta-adjusted Options and Futures Combined, January 9, 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 : 710,903: 63,753 54,803 52,458 440,029 486,680 556,240 593,941: 154,662 116,961
Old : 710,903: 63,753 54,803 52,458 440,029 486,680 556,240 593,941: 154,662 116,961
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 3, 2007 :
: 11,540: 1,017 3,250 3,624 5,772 9,229 10,414 16,103: 1,126 -4,563
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.0 7.7 7.4 61.9 68.5 78.2 83.5: 21.8 16.5
Old : 100.0: 9.0 7.7 7.4 61.9 68.5 78.2 83.5: 21.8 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 : 225: 48 60 77 87 65 187 153:
Old : 225: 48 60 77 87 65 187 153:
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 : 19.1 26.5 25.7 37.8 19.0 26.5 25.4 37.7
Old : 19.1 26.5 25.7 37.8 19.0 26.5 25.4 37.7
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 with Delta-adjusted Options and Futures Combined, January 9, 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 : 1,676,435: 325,676 225,821 105,433 925,148 1,198,515 1,356,257 1,529,769: 320,178 146,666
Old : 1,676,435: 325,676 225,821 105,433 925,148 1,198,515 1,356,257 1,529,769: 320,178 146,666
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 3, 2007 :
: 74,630: 14,691 8,264 9,418 64,001 46,399 88,110 64,081: -13,480 10,549
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.4 13.5 6.3 55.2 71.5 80.9 91.3: 19.1 8.7
Old : 100.0: 19.4 13.5 6.3 55.2 71.5 80.9 91.3: 19.1 8.7
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 : 269: 77 83 71 80 62 201 172:
Old : 269: 77 83 71 80 62 201 172:
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 : 19.4 28.5 29.7 45.7 14.0 27.5 22.8 40.2
Old : 19.4 28.5 29.7 45.7 14.0 27.5 22.8 40.2
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 with Delta-adjusted Options and Futures Combined, January 9, 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 : 7,693: 1,277 0 0 3,658 5,734 4,935 5,734: 2,758 1,959
Old : 7,693: 1,277 0 0 3,658 5,734 4,935 5,734: 2,758 1,959
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 3, 2007 :
: 215: -12 0 0 279 365 267 365: -52 -150
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.6 0.0 0.0 47.5 74.5 64.1 74.5: 35.9 25.5
Old : 100.0: 16.6 0.0 0.0 47.5 74.5 64.1 74.5: 35.9 25.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 3 0 0 11 10 14 10:
Old : 22: 3 0 0 11 10 14 10:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.5 50.1 49.5 69.3 32.5 47.6 49.5 66.9
Old : 32.5 50.1 49.5 69.3 32.5 47.6 49.5 66.9
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 with Delta-adjusted Options and Futures Combined, January 9, 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 : 73,378: 10,140 34,985 530 52,262 34,435 62,932 69,950: 10,446 3,428
Old : 73,378: 10,140 34,985 530 52,262 34,435 62,932 69,950: 10,446 3,428
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 3, 2007 :
: 1,349: -180 -317 0 2,758 1,287 2,578 970: -1,229 379
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.8 47.7 0.7 71.2 46.9 85.8 95.3: 14.2 4.7
Old : 100.0: 13.8 47.7 0.7 71.2 46.9 85.8 95.3: 14.2 4.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 69: 7 12 2 32 25 41 38:
Old : 69: 7 12 2 32 25 41 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 : 33.9 50.4 54.6 66.8 33.3 49.4 53.0 65.8
Old : 33.9 50.4 54.6 66.8 33.3 49.4 53.0 65.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NEW YORK HDD - CHICAGO MERCANTILE EXCHANGE Code-16264H
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 9, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CME HDD INDEX X $20) :
: : :
All : 2,965: 1,225 1,360 569 1,029 878 2,823 2,807: 142 158
Old : 2,965: 1,225 1,360 569 1,029 878 2,823 2,807: 142 158
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 3, 2007 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.3 45.9 19.2 34.7 29.6 95.2 94.7: 4.8 5.3
Old : 100.0: 41.3 45.9 19.2 34.7 29.6 95.2 94.7: 4.8 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 : 20: 5 6 3 4 7 12 13:
Old : 20: 5 6 3 4 7 12 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.9 68.8 85.1 86.1 55.8 46.4 65.9 59.3
Old : 58.9 68.8 85.1 86.1 55.8 46.4 65.9 59.3
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 with Delta-adjusted Options and Futures Combined, January 9, 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 : 45,500: 7,491 10,902 194 23,536 28,571 31,220 39,667: 14,280 5,834
Old : 45,500: 7,491 10,902 194 23,536 28,571 31,220 39,667: 14,280 5,834
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 3, 2007 :
: 1,075: 1,071 1,013 100 36 466 1,208 1,579: -133 -503
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.5 24.0 0.4 51.7 62.8 68.6 87.2: 31.4 12.8
Old : 100.0: 16.5 24.0 0.4 51.7 62.8 68.6 87.2: 31.4 12.8
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 : 73: 15 18 6 26 22 43 44:
Old : 73: 15 18 6 26 22 43 44:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.4 38.8 43.7 52.6 33.4 38.5 42.1 52.0
Old : 33.4 38.8 43.7 52.6 33.4 38.5 42.1 52.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 9, 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 : 342,845: 111,998 84,131 10,716 186,588 188,130 309,301 282,977: 33,544 59,868
Old : 342,845: 111,998 84,131 10,716 186,588 188,130 309,301 282,977: 33,544 59,868
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 3, 2007 :
: -20,084: -6,166 -29,575 1,787 -17,817 20,805 -22,197 -6,983: 2,113 -13,100
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.7 24.5 3.1 54.4 54.9 90.2 82.5: 9.8 17.5
Old : 100.0: 32.7 24.5 3.1 54.4 54.9 90.2 82.5: 9.8 17.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 222: 80 54 23 56 45 150 108:
Old : 222: 80 54 23 56 45 150 108:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.1 29.5 45.5 43.8 30.8 26.8 40.2 39.1
Old : 35.1 29.5 45.5 43.8 30.8 26.8 40.2 39.1
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 with Delta-adjusted Options and Futures Combined, January 9, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100,000 AUSTRALIAN DOLLARS) :
: : :
All : 116,757: 61,978 12,132 815 26,854 94,414 89,647 107,361: 27,110 9,396
Old : 116,757: 61,978 12,132 815 26,854 94,414 89,647 107,361: 27,110 9,396
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 3, 2007 :
: -15,982: -35,432 3,488 777 21,796 -21,250 -12,860 -16,986: -3,122 1,003
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.1 10.4 0.7 23.0 80.9 76.8 92.0: 23.2 8.0
Old : 100.0: 53.1 10.4 0.7 23.0 80.9 76.8 92.0: 23.2 8.0
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 : 66: 35 9 3 13 13 50 23:
Old : 66: 35 9 3 13 13 50 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.7 66.1 38.3 78.2 25.7 66.1 38.3 77.4
Old : 25.7 66.1 38.3 78.2 25.7 66.1 38.3 77.4
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 with Delta-adjusted Options and Futures Combined, January 9, 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 : 26,964: 827 5,362 0 21,523 14,603 22,350 19,965: 4,614 6,999
Old : 26,964: 827 5,362 0 21,523 14,603 22,350 19,965: 4,614 6,999
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 3, 2007 :
: 2,694: 489 1,650 0 1,502 1,321 1,991 2,971: 703 -277
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.1 19.9 0.0 79.8 54.2 82.9 74.0: 17.1 26.0
Old : 100.0: 3.1 19.9 0.0 79.8 54.2 82.9 74.0: 17.1 26.0
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 : 51: 2 12 0 23 21 25 33:
Old : 51: 2 12 0 23 21 25 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 : 48.0 28.3 61.6 42.4 47.8 28.3 61.4 42.4
Old : 48.0 28.3 61.6 42.4 47.8 28.3 61.4 42.4
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 with Delta-adjusted Options and Futures Combined, January 9, 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 : 360,890: 66,961 118,635 8,496 251,070 214,303 326,526 341,434: 34,364 19,456
Old : 360,890: 66,961 118,635 8,496 251,070 214,303 326,526 341,434: 34,364 19,456
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 3, 2007 :
: 5,207: 85 -4,499 399 -315 5,541 169 1,441: 5,038 3,766
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.6 32.9 2.4 69.6 59.4 90.5 94.6: 9.5 5.4
Old : 100.0: 18.6 32.9 2.4 69.6 59.4 90.5 94.6: 9.5 5.4
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 : 239: 48 95 50 46 72 131 180:
Old : 239: 48 95 50 46 72 131 180:
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 : 46.4 24.7 57.3 37.3 46.1 22.7 56.8 35.2
Old : 46.4 24.7 57.3 37.3 46.1 22.7 56.8 35.2
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 with Delta-adjusted Options and Futures Combined, January 9, 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 : 43,789: 11,035 10,780 11 24,077 25,099 35,122 35,889: 8,667 7,900
Old : 43,789: 11,035 10,780 11 24,077 25,099 35,122 35,889: 8,667 7,900
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 3, 2007 :
: -911: -123 -477 0 -782 -292 -905 -769: -6 -142
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.2 24.6 0.0 55.0 57.3 80.2 82.0: 19.8 18.0
Old : 100.0: 25.2 24.6 0.0 55.0 57.3 80.2 82.0: 19.8 18.0
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 : 74: 25 15 3 16 23 43 39:
Old : 74: 25 15 3 16 23 43 39:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.2 37.7 51.6 53.2 39.1 35.7 50.3 49.8
Old : 39.2 37.7 51.6 53.2 39.1 35.7 50.3 49.8
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 with Delta-adjusted Options and Futures Combined, January 9, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NIKKEI INDEX X 500 YEN) :
: : :
All : 36,207: 6,546 2,293 542 20,317 25,807 27,405 28,642: 8,802 7,565
Old : 36,207: 6,546 2,293 542 20,317 25,807 27,405 28,642: 8,802 7,565
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 3, 2007 :
: 925: 674 1,122 276 401 1,645 1,351 3,043: -426 -2,118
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.1 6.3 1.5 56.1 71.3 75.7 79.1: 24.3 20.9
Old : 100.0: 18.1 6.3 1.5 56.1 71.3 75.7 79.1: 24.3 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 : 51: 15 6 1 18 14 33 21:
Old : 51: 15 6 1 18 14 33 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.3 61.0 41.9 68.3 25.8 56.6 38.5 62.5
Old : 28.3 61.0 41.9 68.3 25.8 56.6 38.5 62.5
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 with Delta-adjusted Options and Futures Combined, January 9, 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 : 22,507: 6,177 2,810 70 15,727 18,840 21,974 21,720: 533 787
Old : 22,507: 6,177 2,810 70 15,727 18,840 21,974 21,720: 533 787
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 3, 2007 :
: 423: -405 463 29 745 129 369 621: 54 -198
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.4 12.5 0.3 69.9 83.7 97.6 96.5: 2.4 3.5
Old : 100.0: 27.4 12.5 0.3 69.9 83.7 97.6 96.5: 2.4 3.5
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: 6 9 2 9 3 15 14:
Old : 26: 6 9 2 9 3 15 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 : 75.8 89.7 88.3 94.6 75.6 89.7 88.0 94.6
Old : 75.8 89.7 88.3 94.6 75.6 89.7 88.0 94.6
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 with Delta-adjusted Options and Futures Combined, January 9, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF Y100,000,000 FACE VALUE) :
: : :
All : 42,287: 4,395 7,614 2,023 22,254 27,628 28,672 37,265: 13,615 5,022
Old : 42,287: 4,395 7,614 2,023 22,254 27,628 28,672 37,265: 13,615 5,022
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 3, 2007 :
: 1,789: -43 62 -15 421 622 363 669: 1,426 1,120
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.4 18.0 4.8 52.6 65.3 67.8 88.1: 32.2 11.9
Old : 100.0: 10.4 18.0 4.8 52.6 65.3 67.8 88.1: 32.2 11.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 53: 6 12 8 25 30 35 46:
Old : 53: 6 12 8 25 30 35 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 : 25.7 29.0 40.6 46.6 16.1 19.2 23.5 31.0
Old : 25.7 29.0 40.6 46.6 16.1 19.2 23.5 31.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 12, 2007