MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 6, 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 : 38,274: 3,488 1,791 6,535 21,362 19,698 31,385 28,024: 6,889 10,250
Old : 38,274: 3,488 1,791 6,535 21,362 19,698 31,385 28,024: 6,889 10,250
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 30, 2007 :
: -1,197: -313 -64 144 -671 -724 -841 -644: -357 -554
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.1 4.7 17.1 55.8 51.5 82.0 73.2: 18.0 26.8
Old : 100.0: 9.1 4.7 17.1 55.8 51.5 82.0 73.2: 18.0 26.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 57: 15 7 11 26 24 45 38:
Old : 57: 15 7 11 26 24 45 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 : 37.2 27.4 49.8 46.5 33.3 25.6 42.8 37.9
Old : 37.2 27.4 49.8 46.5 33.3 25.6 42.8 37.9
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 with Delta-adjusted Options and Futures Combined, February 6, 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 : 187,818: 35,643 21,027 45,585 79,630 90,857 160,859 157,470: 26,959 30,348
Old : 180,274: 32,057 22,086 44,444 79,425 84,645 155,927 151,176: 24,347 29,098
Other: 7,544: 4,727 82 0 205 6,212 4,932 6,294: 2,612 1,250
: : :
: : Changes in Commitments from: January 30, 2007 :
: 807: -799 -1,203 1,281 -767 405 -286 483: 1,092 323
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.0 11.2 24.3 42.4 48.4 85.6 83.8: 14.4 16.2
Old : 100.0: 17.8 12.3 24.7 44.1 47.0 86.5 83.9: 13.5 16.1
Other: 100.0: 62.7 1.1 0.0 2.7 82.3 65.4 83.4: 34.6 16.6
: : :
:# Traders : Number of Traders in Each Category :
All : 227: 91 59 96 38 40 186 156:
Old : 226: 84 63 95 37 40 183 156:
Other: 49: 27 3 1 3 17 30 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 : 25.0 32.9 36.9 40.9 25.0 29.5 33.8 34.9
Old : 26.1 32.7 38.4 40.7 26.1 30.4 35.2 34.7
Other: 40.7 60.8 50.2 77.6 40.7 60.8 50.2 77.6
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE Code-056641
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 6, 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 : 1,612: 420 195 191 296 178 907 564: 705 1,048
Old : 1,612: 420 195 191 296 178 907 564: 705 1,048
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 30, 2007 :
: 185: 75 -5 2 -37 59 40 56: 145 129
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.1 12.1 11.8 18.4 11.0 56.3 35.0: 43.7 65.0
Old : 100.0: 26.1 12.1 11.8 18.4 11.0 56.3 35.0: 43.7 65.0
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 : 21: 9 5 5 5 4 19 10:
Old : 21: 9 5 5 5 4 19 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 : 24.6 19.9 36.8 31.0 24.6 15.1 36.0 20.0
Old : 24.6 19.9 36.8 31.0 24.6 15.1 36.0 20.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 6, 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 : 284,824: 69,571 26,240 64,971 121,564 126,684 256,106 217,895: 28,718 66,929
Old : 284,824: 69,571 26,240 64,971 121,564 126,684 256,106 217,895: 28,718 66,929
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 30, 2007 :
: 9,973: 4,643 2,098 -2,367 4,084 5,931 6,360 5,662: 3,613 4,311
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.4 9.2 22.8 42.7 44.5 89.9 76.5: 10.1 23.5
Old : 100.0: 24.4 9.2 22.8 42.7 44.5 89.9 76.5: 10.1 23.5
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 : 366: 109 59 103 99 153 269 281:
Old : 366: 109 59 103 99 153 269 281:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.1 12.3 33.1 20.9 22.1 10.1 31.9 15.8
Old : 22.1 12.3 33.1 20.9 22.1 10.1 31.9 15.8
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, February 6, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 110,000 BOARD FEET) :
: : :
All : 9,218: 2,581 4,186 1,452 2,451 1,297 6,483 6,935: 2,734 2,283
Old : 9,218: 2,581 4,186 1,452 2,451 1,297 6,483 6,935: 2,734 2,283
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 30, 2007 :
: 1,334: 130 236 462 398 245 990 942: 343 391
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.0 45.4 15.7 26.6 14.1 70.3 75.2: 29.7 24.8
Old : 100.0: 28.0 45.4 15.7 26.6 14.1 70.3 75.2: 29.7 24.8
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 : 85: 29 32 18 17 15 53 61:
Old : 85: 29 32 18 17 15 53 61:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.1 18.6 34.6 30.9 21.8 18.6 31.4 30.7
Old : 22.1 18.6 34.6 30.9 21.8 18.6 31.4 30.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 6, 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 : 36,059: 10,414 8,298 4,696 14,640 7,862 29,749 20,855: 6,309 15,203
Old : 36,059: 10,414 8,298 4,696 14,640 7,862 29,749 20,855: 6,309 15,203
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 30, 2007 :
: 2,908: 792 91 806 896 933 2,495 1,831: 413 1,078
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.9 23.0 13.0 40.6 21.8 82.5 57.8: 17.5 42.2
Old : 100.0: 28.9 23.0 13.0 40.6 21.8 82.5 57.8: 17.5 42.2
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 : 147: 34 33 28 51 51 103 101:
Old : 147: 34 33 28 51 51 103 101:
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 : 15.0 9.9 26.7 16.9 14.9 9.2 26.3 14.8
Old : 15.0 9.9 26.7 16.9 14.9 9.2 26.3 14.8
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, February 6, 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 : 164,930: 19,639 100,576 6,563 102,690 26,272 128,893 133,411: 36,038 31,519
Old : 164,930: 19,639 100,576 6,563 102,690 26,272 128,893 133,411: 36,038 31,519
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 30, 2007 :
: 8,891: -1,764 8,107 -628 6,951 1,464 4,559 8,943: 4,332 -53
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.9 61.0 4.0 62.3 15.9 78.1 80.9: 21.9 19.1
Old : 100.0: 11.9 61.0 4.0 62.3 15.9 78.1 80.9: 21.9 19.1
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 : 97: 21 44 11 24 21 50 71:
Old : 97: 21 44 11 24 21 50 71:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.6 29.1 54.0 39.7 41.0 29.1 52.5 39.7
Old : 42.6 29.1 54.0 39.7 41.0 29.1 52.5 39.7
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, February 6, 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 : 97,150: 9,787 52,314 1,499 75,944 25,464 87,230 79,277: 9,920 17,873
Old : 97,150: 9,787 52,314 1,499 75,944 25,464 87,230 79,277: 9,920 17,873
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 30, 2007 :
: -5,724: 3,020 -13,057 391 -8,664 8,053 -5,253 -4,612: -471 -1,112
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.1 53.8 1.5 78.2 26.2 89.8 81.6: 10.2 18.4
Old : 100.0: 10.1 53.8 1.5 78.2 26.2 89.8 81.6: 10.2 18.4
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 : 60: 14 26 4 14 12 28 42:
Old : 60: 14 26 4 14 12 28 42:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 66.4 36.0 76.0 52.4 66.3 36.0 74.4 51.7
Old : 66.4 36.0 76.0 52.4 66.3 36.0 74.4 51.7
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, February 6, 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 : 93,161: 44,037 27,323 0 44,100 64,319 88,137 91,642: 5,024 1,519
Old : 93,161: 44,037 27,323 0 44,100 64,319 88,137 91,642: 5,024 1,519
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 30, 2007 :
: -2,576: 3,442 -2,757 -509 -5,923 3,012 -2,990 -254: 414 -2,322
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.3 29.3 0.0 47.3 69.0 94.6 98.4: 5.4 1.6
Old : 100.0: 47.3 29.3 0.0 47.3 69.0 94.6 98.4: 5.4 1.6
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 : 77: 32 21 0 16 15 48 36:
Old : 77: 32 21 0 16 15 48 36:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.9 68.7 65.2 86.7 35.6 58.3 48.9 70.9
Old : 51.9 68.7 65.2 86.7 35.6 58.3 48.9 70.9
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, February 6, 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 : 169,922: 106,465 12,256 4,930 22,050 130,189 133,445 147,375: 36,477 22,547
Old : 169,922: 106,465 12,256 4,930 22,050 130,189 133,445 147,375: 36,477 22,547
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 30, 2007 :
: 16,457: 18,775 2,411 1,180 -1,999 14,645 17,957 18,237: -1,500 -1,779
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.7 7.2 2.9 13.0 76.6 78.5 86.7: 21.5 13.3
Old : 100.0: 62.7 7.2 2.9 13.0 76.6 78.5 86.7: 21.5 13.3
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 : 81: 39 12 10 15 24 57 43:
Old : 81: 39 12 10 15 24 57 43:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.0 43.4 49.3 61.2 35.0 43.3 49.2 60.8
Old : 35.0 43.4 49.3 61.2 35.0 43.3 49.2 60.8
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, February 6, 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 : 349,217: 33,691 169,833 15,815 254,020 125,373 303,525 311,021: 45,692 38,196
Old : 349,217: 33,691 169,833 15,815 254,020 125,373 303,525 311,021: 45,692 38,196
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 30, 2007 :
: -26,603: -2,219 -45,913 1,919 -24,719 19,902 -25,019 -24,093: -1,584 -2,510
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.6 48.6 4.5 72.7 35.9 86.9 89.1: 13.1 10.9
Old : 100.0: 9.6 48.6 4.5 72.7 35.9 86.9 89.1: 13.1 10.9
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 : 131: 29 67 21 25 22 68 96:
Old : 131: 29 67 21 25 22 68 96:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.3 33.5 66.0 48.7 48.5 31.8 57.4 41.9
Old : 54.3 33.5 66.0 48.7 48.5 31.8 57.4 41.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 6, 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 : 213,125: 72,749 28,018 19,549 60,886 126,048 153,185 173,616: 59,941 39,509
Old : 213,125: 72,749 28,018 19,549 60,886 126,048 153,185 173,616: 59,941 39,509
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 30, 2007 :
: 9,972: -11,041 5,621 1,106 18,395 5,806 8,461 12,534: 1,511 -2,562
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.1 13.1 9.2 28.6 59.1 71.9 81.5: 28.1 18.5
Old : 100.0: 34.1 13.1 9.2 28.6 59.1 71.9 81.5: 28.1 18.5
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 : 146: 69 33 45 35 30 120 92:
Old : 146: 69 33 45 35 30 120 92:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.9 40.8 28.4 51.2 20.9 39.7 26.7 48.6
Old : 21.9 40.8 28.4 51.2 20.9 39.7 26.7 48.6
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, February 6, 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 : 18,326: 10,592 471 0 5,773 16,837 16,365 17,308: 1,961 1,018
Old : 18,326: 10,592 471 0 5,773 16,837 16,365 17,308: 1,961 1,018
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 30, 2007 :
: 326: 1,834 -166 0 -1,716 424 118 258: 208 68
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.8 2.6 0.0 31.5 91.9 89.3 94.4: 10.7 5.6
Old : 100.0: 57.8 2.6 0.0 31.5 91.9 89.3 94.4: 10.7 5.6
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 : 35: 15 2 0 9 12 24 14:
Old : 35: 15 2 0 9 12 24 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 : 43.7 79.2 66.4 89.0 43.2 77.9 63.1 85.6
Old : 43.7 79.2 66.4 89.0 43.2 77.9 63.1 85.6
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, February 6, 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 : 43,512: 9,767 3,070 2,700 26,939 34,136 39,406 39,906: 4,106 3,606
Old : 43,512: 9,767 3,070 2,700 26,939 34,136 39,406 39,906: 4,106 3,606
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 30, 2007 :
: 4,393: -229 0 0 4,179 4,184 3,950 4,184: 443 209
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.4 7.1 6.2 61.9 78.5 90.6 91.7: 9.4 8.3
Old : 100.0: 22.4 7.1 6.2 61.9 78.5 90.6 91.7: 9.4 8.3
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 : 22: 3 1 1 11 14 15 15:
Old : 22: 3 1 1 11 14 15 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 : 40.6 70.2 69.2 81.8 38.3 63.3 62.0 70.5
Old : 40.6 70.2 69.2 81.8 38.3 63.3 62.0 70.5
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, February 6, 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 :15,931,300: 735,466 1,026,715 4,512,050 9,603,004 8,939,335 14,850,520 14,478,099: 1,080,781 1,453,201
Old :15,931,300: 735,466 1,026,715 4,512,050 9,603,004 8,939,335 14,850,520 14,478,099: 1,080,781 1,453,201
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 30, 2007 :
: 318,600: 173,207 105,725 18,141 100,949 205,431 292,297 329,297: 26,303 -10,697
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.6 6.4 28.3 60.3 56.1 93.2 90.9: 6.8 9.1
Old : 100.0: 4.6 6.4 28.3 60.3 56.1 93.2 90.9: 6.8 9.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 335: 78 70 114 166 178 297 312:
Old : 335: 78 70 114 166 178 297 312:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.5 13.4 38.8 24.2 24.4 8.6 28.6 13.6
Old : 27.5 13.4 38.8 24.2 24.4 8.6 28.6 13.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 6, 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 : 713,553: 69,504 44,891 52,591 450,587 501,109 572,682 598,590: 140,872 114,963
Old : 713,553: 69,504 44,891 52,591 450,587 501,109 572,682 598,590: 140,872 114,963
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 30, 2007 :
: 4,903: 5,499 -2,146 6,185 -3,667 9,006 8,017 13,045: -3,114 -8,143
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.7 6.3 7.4 63.1 70.2 80.3 83.9: 19.7 16.1
Old : 100.0: 9.7 6.3 7.4 63.1 70.2 80.3 83.9: 19.7 16.1
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 : 219: 50 56 75 86 64 183 149:
Old : 219: 50 56 75 86 64 183 149:
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 26.3 25.9 38.2 18.7 26.3 25.1 38.1
Old : 19.1 26.3 25.9 38.2 18.7 26.3 25.1 38.1
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, February 6, 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 : 1,810,569: 397,310 330,738 95,920 1,026,375 1,249,707 1,519,605 1,676,364: 290,964 134,205
Old : 1,810,569: 397,310 330,738 95,920 1,026,375 1,249,707 1,519,605 1,676,364: 290,964 134,205
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 30, 2007 :
: 75,666: 48,944 23,749 25,806 47,491 25,916 122,241 75,471: -46,575 194
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.9 18.3 5.3 56.7 69.0 83.9 92.6: 16.1 7.4
Old : 100.0: 21.9 18.3 5.3 56.7 69.0 83.9 92.6: 16.1 7.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 288: 78 91 79 79 74 210 191:
Old : 288: 78 91 79 79 74 210 191:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.4 28.9 34.1 42.1 16.8 23.6 25.9 33.2
Old : 23.4 28.9 34.1 42.1 16.8 23.6 25.9 33.2
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, February 6, 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 : 7,952: 1,432 0 3 3,856 5,613 5,291 5,616: 2,661 2,336
Old : 7,952: 1,432 0 3 3,856 5,613 5,291 5,616: 2,661 2,336
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 30, 2007 :
: -46: 29 0 0 8 1 37 1: -83 -47
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.0 0.0 0.0 48.5 70.6 66.5 70.6: 33.5 29.4
Old : 100.0: 18.0 0.0 0.0 48.5 70.6 66.5 70.6: 33.5 29.4
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 : 22: 3 0 1 11 10 14 11:
Old : 22: 3 0 1 11 10 14 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 : 36.4 48.5 52.7 65.5 36.4 46.1 52.7 63.2
Old : 36.4 48.5 52.7 65.5 36.4 46.1 52.7 63.2
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, February 6, 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 : 76,135: 13,024 35,331 371 51,062 36,416 64,457 72,118: 11,678 4,017
Old : 76,135: 13,024 35,331 371 51,062 36,416 64,457 72,118: 11,678 4,017
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 30, 2007 :
: 1,298: 1,594 1,256 -127 309 -749 1,776 380: -478 918
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.1 46.4 0.5 67.1 47.8 84.7 94.7: 15.3 5.3
Old : 100.0: 17.1 46.4 0.5 67.1 47.8 84.7 94.7: 15.3 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 : 75: 10 15 2 33 26 45 42:
Old : 75: 10 15 2 33 26 45 42:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.4 47.7 53.2 65.5 31.7 47.2 51.6 64.9
Old : 32.4 47.7 53.2 65.5 31.7 47.2 51.6 64.9
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, February 6, 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 : 49,490: 12,987 9,427 233 26,601 34,318 39,821 43,978: 9,669 5,512
Old : 49,490: 12,987 9,427 233 26,601 34,318 39,821 43,978: 9,669 5,512
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 30, 2007 :
: -2,761: -67 -748 -397 -643 -64 -1,107 -1,209: -1,654 -1,552
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.2 19.0 0.5 53.7 69.3 80.5 88.9: 19.5 11.1
Old : 100.0: 26.2 19.0 0.5 53.7 69.3 80.5 88.9: 19.5 11.1
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 : 76: 17 14 6 27 26 47 43:
Old : 76: 17 14 6 27 26 47 43:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.5 41.2 51.7 58.2 37.4 41.0 51.2 57.0
Old : 37.5 41.2 51.7 58.2 37.4 41.0 51.2 57.0
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, February 6, 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 : 344,187: 114,755 149,040 11,730 179,069 148,475 305,554 309,245: 38,632 34,941
Old : 344,187: 114,755 149,040 11,730 179,069 148,475 305,554 309,245: 38,632 34,941
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 30, 2007 :
: 6,885: -15,136 23,660 4,990 14,753 -25,740 4,607 2,910: 2,278 3,975
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.3 43.3 3.4 52.0 43.1 88.8 89.8: 11.2 10.2
Old : 100.0: 33.3 43.3 3.4 52.0 43.1 88.8 89.8: 11.2 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 : 231: 73 69 23 56 46 145 122:
Old : 231: 73 69 23 56 46 145 122:
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 : 22.2 24.4 33.8 37.7 18.6 22.7 30.1 35.0
Old : 22.2 24.4 33.8 37.7 18.6 22.7 30.1 35.0
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, February 6, 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 : 118,268: 70,786 9,568 836 23,375 96,726 94,997 107,130: 23,271 11,138
Old : 118,268: 70,786 9,568 836 23,375 96,726 94,997 107,130: 23,271 11,138
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 30, 2007 :
: 1,446: 687 3,653 11 4,382 -1,807 5,079 1,856: -3,633 -410
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.9 8.1 0.7 19.8 81.8 80.3 90.6: 19.7 9.4
Old : 100.0: 59.9 8.1 0.7 19.8 81.8 80.3 90.6: 19.7 9.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 64: 37 7 3 11 13 49 22:
Old : 64: 37 7 3 11 13 49 22:
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 : 29.6 65.2 40.6 79.7 29.3 65.1 40.3 79.1
Old : 29.6 65.2 40.6 79.7 29.3 65.1 40.3 79.1
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, February 6, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (RUSSEL 2000 INDEX X $500) :
: : :
All : 32,530: 1,921 4,616 24 26,613 21,090 28,558 25,730: 3,972 6,801
Old : 32,530: 1,921 4,616 24 26,613 21,090 28,558 25,730: 3,972 6,801
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 30, 2007 :
: -239: 94 -733 0 395 1,397 489 664: -728 -903
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.9 14.2 0.1 81.8 64.8 87.8 79.1: 12.2 20.9
Old : 100.0: 5.9 14.2 0.1 81.8 64.8 87.8 79.1: 12.2 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 : 56: 2 14 2 26 22 30 36:
Old : 56: 2 14 2 26 22 30 36:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.2 32.1 63.9 51.4 45.7 32.1 63.3 51.4
Old : 46.2 32.1 63.9 51.4 45.7 32.1 63.3 51.4
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, February 6, 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 : 390,047: 72,856 133,927 8,046 277,058 226,967 357,961 368,940: 32,086 21,106
Old : 390,047: 72,856 133,927 8,046 277,058 226,967 357,961 368,940: 32,086 21,106
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 30, 2007 :
: 9,844: 3,820 6,969 1,497 5,467 2,336 10,784 10,802: -939 -958
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.7 34.3 2.1 71.0 58.2 91.8 94.6: 8.2 5.4
Old : 100.0: 18.7 34.3 2.1 71.0 58.2 91.8 94.6: 8.2 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 : 244: 44 102 49 52 72 138 181:
Old : 244: 44 102 49 52 72 138 181:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.8 25.7 58.0 37.1 45.1 24.1 57.1 35.1
Old : 45.8 25.7 58.0 37.1 45.1 24.1 57.1 35.1
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, February 6, 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 : 48,632: 10,134 14,585 89 26,499 22,627 36,722 37,301: 11,910 11,331
Old : 48,632: 10,134 14,585 89 26,499 22,627 36,722 37,301: 11,910 11,331
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 30, 2007 :
: 1,134: -646 -959 19 -740 27 -1,367 -912: 2,501 2,046
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.8 30.0 0.2 54.5 46.5 75.5 76.7: 24.5 23.3
Old : 100.0: 20.8 30.0 0.2 54.5 46.5 75.5 76.7: 24.5 23.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 73: 24 18 7 15 20 41 43:
Old : 73: 24 18 7 15 20 41 43:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.3 39.9 51.0 49.6 36.8 35.1 48.2 44.8
Old : 37.3 39.9 51.0 49.6 36.8 35.1 48.2 44.8
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, February 6, 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 : 39,601: 8,673 3,899 547 21,982 31,458 31,202 35,904: 8,399 3,697
Old : 39,601: 8,673 3,899 547 21,982 31,458 31,202 35,904: 8,399 3,697
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 30, 2007 :
: 1,788: 425 571 -86 392 2,292 731 2,777: 1,057 -989
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.9 9.8 1.4 55.5 79.4 78.8 90.7: 21.2 9.3
Old : 100.0: 21.9 9.8 1.4 55.5 79.4 78.8 90.7: 21.2 9.3
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 : 56: 16 7 2 19 16 35 25:
Old : 56: 16 7 2 19 16 35 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.5 65.3 44.5 75.4 26.9 57.2 39.1 67.4
Old : 29.5 65.3 44.5 75.4 26.9 57.2 39.1 67.4
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, February 6, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (GSCI X $250) :
: : :
All : 21,593: 5,796 2,139 276 14,473 18,032 20,545 20,447: 1,048 1,146
Old : 21,593: 5,796 2,139 276 14,473 18,032 20,545 20,447: 1,048 1,146
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 30, 2007 :
: 1,622: 692 430 -1 149 898 840 1,327: 782 295
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.8 9.9 1.3 67.0 83.5 95.1 94.7: 4.9 5.3
Old : 100.0: 26.8 9.9 1.3 67.0 83.5 95.1 94.7: 4.9 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 : 22: 7 6 1 7 2 15 8:
Old : 22: 7 6 1 7 2 15 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 : 76.3 89.3 88.8 94.7 76.3 89.0 88.8 93.4
Old : 76.3 89.3 88.8 94.7 76.3 89.0 88.8 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 with Delta-adjusted Options and Futures Combined, February 6, 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 : 46,245: 5,007 11,892 1,930 24,730 26,965 31,667 40,787: 14,578 5,458
Old : 46,245: 5,007 11,892 1,930 24,730 26,965 31,667 40,787: 14,578 5,458
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 30, 2007 :
: 799: -190 -55 -58 -322 777 -570 664: 1,369 135
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.8 25.7 4.2 53.5 58.3 68.5 88.2: 31.5 11.8
Old : 100.0: 10.8 25.7 4.2 53.5 58.3 68.5 88.2: 31.5 11.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 57: 8 16 7 26 28 38 47:
Old : 57: 8 16 7 26 28 38 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 : 26.6 31.7 40.7 48.3 16.8 25.1 25.9 35.6
Old : 26.6 31.7 40.7 48.3 16.8 25.1 25.9 35.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 9, 2007