MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 27, 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 : 41,986: 3,741 2,054 6,501 24,119 23,092 34,361 31,647: 7,625 10,338
Old : 41,986: 3,741 2,054 6,501 24,119 23,092 34,361 31,647: 7,625 10,338
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 20, 2007 :
: 164: 12 357 -540 1,511 1,517 983 1,334: -819 -1,170
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.9 4.9 15.5 57.4 55.0 81.8 75.4: 18.2 24.6
Old : 100.0: 8.9 4.9 15.5 57.4 55.0 81.8 75.4: 18.2 24.6
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 : 59: 12 9 11 28 27 46 41:
Old : 59: 12 9 11 28 27 46 41:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.5 26.9 49.6 45.3 33.3 24.8 43.1 39.1
Old : 35.5 26.9 49.6 45.3 33.3 24.8 43.1 39.1
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 27, 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 : 189,333: 34,949 20,173 45,402 81,166 95,611 161,517 161,187: 27,815 28,146
Old : 177,540: 29,882 22,106 42,948 80,580 86,458 153,410 151,512: 24,130 26,028
Other: 11,792: 7,490 491 31 586 9,153 8,107 9,675: 3,685 2,118
: : :
: : Changes in Commitments from: February 20, 2007 :
: -2,484: -2,923 -2,039 -1,360 -116 1,135 -4,399 -2,263: 1,915 -220
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.5 10.7 24.0 42.9 50.5 85.3 85.1: 14.7 14.9
Old : 100.0: 16.8 12.5 24.2 45.4 48.7 86.4 85.3: 13.6 14.7
Other: 100.0: 63.5 4.2 0.3 5.0 77.6 68.7 82.0: 31.3 18.0
: : :
:# Traders : Number of Traders in Each Category :
All : 215: 80 59 87 36 43 171 150:
Old : 214: 78 60 86 35 43 168 150:
Other: 56: 24 8 3 6 22 32 31:
:----------------------------------------------------------------------------------------------------
: 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 : 25.2 34.4 36.9 42.2 25.2 30.4 34.3 36.4
Old : 26.9 34.8 39.1 42.1 26.9 32.1 36.0 37.3
Other: 41.9 54.3 53.2 68.9 41.9 51.4 52.7 66.0
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 27, 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 : 306,992: 78,507 28,500 71,665 126,127 141,025 276,299 241,190: 30,693 65,802
Old : 306,992: 78,507 28,500 71,665 126,127 141,025 276,299 241,190: 30,693 65,802
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 20, 2007 :
: 12,355: 3,407 556 5,977 912 5,860 10,296 12,393: 2,059 -38
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.6 9.3 23.3 41.1 45.9 90.0 78.6: 10.0 21.4
Old : 100.0: 25.6 9.3 23.3 41.1 45.9 90.0 78.6: 10.0 21.4
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 : 388: 113 78 102 100 161 286 287:
Old : 388: 113 78 102 100 161 286 287:
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 : 20.7 12.6 31.2 20.3 20.7 11.0 29.6 16.5
Old : 20.7 12.6 31.2 20.3 20.7 11.0 29.6 16.5
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 27, 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 : 7,555: 2,387 3,631 878 1,988 1,193 5,254 5,702: 2,301 1,853
Old : 7,555: 2,387 3,631 878 1,988 1,193 5,254 5,702: 2,301 1,853
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 20, 2007 :
: 136: 180 12 270 -242 -136 208 147: -72 -11
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.6 48.1 11.6 26.3 15.8 69.5 75.5: 30.5 24.5
Old : 100.0: 31.6 48.1 11.6 26.3 15.8 69.5 75.5: 30.5 24.5
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 : 77: 22 33 8 15 17 42 53:
Old : 77: 22 33 8 15 17 42 53:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.0 22.8 40.0 35.6 27.0 22.8 38.9 34.2
Old : 27.0 22.8 40.0 35.6 27.0 22.8 38.9 34.2
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 27, 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 : 39,378: 10,383 5,733 8,160 13,750 9,818 32,293 23,711: 7,085 15,666
Old : 39,378: 10,383 5,733 8,160 13,750 9,818 32,293 23,711: 7,085 15,666
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 20, 2007 :
: 809: -595 -531 846 -525 -79 -274 236: 1,082 572
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.4 14.6 20.7 34.9 24.9 82.0 60.2: 18.0 39.8
Old : 100.0: 26.4 14.6 20.7 34.9 24.9 82.0 60.2: 18.0 39.8
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 : 157: 43 27 41 49 53 120 108:
Old : 157: 43 27 41 49 53 120 108:
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 : 13.8 10.3 23.8 17.4 13.3 9.3 22.9 14.2
Old : 13.8 10.3 23.8 17.4 13.3 9.3 22.9 14.2
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, February 27, 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 : 146,853: 17,923 74,674 5,987 89,544 34,743 113,455 115,404: 33,398 31,450
Old : 146,853: 17,923 74,674 5,987 89,544 34,743 113,455 115,404: 33,398 31,450
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 20, 2007 :
: -3,072: 405 -9,001 1,101 -4,546 4,427 -3,040 -3,473: -32 401
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.2 50.8 4.1 61.0 23.7 77.3 78.6: 22.7 21.4
Old : 100.0: 12.2 50.8 4.1 61.0 23.7 77.3 78.6: 22.7 21.4
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 : 84: 16 35 12 24 21 46 62:
Old : 84: 16 35 12 24 21 46 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 : 45.1 23.9 54.3 35.6 43.3 23.9 52.5 35.6
Old : 45.1 23.9 54.3 35.6 43.3 23.9 52.5 35.6
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 27, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF CHF 125,000) :
: : :
All : 108,166: 15,797 59,635 2,132 69,526 28,523 87,455 90,291: 20,711 17,875
Old : 108,166: 15,797 59,635 2,132 69,526 28,523 87,455 90,291: 20,711 17,875
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 20, 2007 :
: 4,107: 9,845 -1,309 364 -12,634 3,756 -2,426 2,811: 6,534 1,297
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.6 55.1 2.0 64.3 26.4 80.9 83.5: 19.1 16.5
Old : 100.0: 14.6 55.1 2.0 64.3 26.4 80.9 83.5: 19.1 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 : 60: 15 27 4 12 13 30 41:
Old : 60: 15 27 4 12 13 30 41:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.4 37.3 67.0 54.1 57.3 37.2 66.1 53.1
Old : 57.4 37.3 67.0 54.1 57.3 37.2 66.1 53.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 27, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF MXN 500,000) :
: : :
All : 94,763: 33,668 33,480 125 56,692 57,157 90,485 90,762: 4,278 4,001
Old : 94,763: 33,668 33,480 125 56,692 57,157 90,485 90,762: 4,278 4,001
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 20, 2007 :
: -4,579: -12,743 4,687 -1 8,553 -9,934 -4,191 -5,248: -388 669
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.5 35.3 0.1 59.8 60.3 95.5 95.8: 4.5 4.2
Old : 100.0: 35.5 35.3 0.1 59.8 60.3 95.5 95.8: 4.5 4.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 89: 31 31 1 17 16 48 48:
Old : 89: 31 31 1 17 16 48 48:
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 : 56.1 58.2 70.9 72.3 41.1 44.1 54.8 56.0
Old : 56.1 58.2 70.9 72.3 41.1 44.1 54.8 56.0
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 27, 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 : 167,884: 88,761 19,473 3,886 34,474 118,390 127,121 141,749: 40,763 26,135
Old : 167,884: 88,761 19,473 3,886 34,474 118,390 127,121 141,749: 40,763 26,135
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 20, 2007 :
: 14,155: 13,879 4,348 1,011 -6,174 7,430 8,716 12,789: 5,439 1,366
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.9 11.6 2.3 20.5 70.5 75.7 84.4: 24.3 15.6
Old : 100.0: 52.9 11.6 2.3 20.5 70.5 75.7 84.4: 24.3 15.6
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 : 85: 40 15 9 17 22 58 45:
Old : 85: 40 15 9 17 22 58 45:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.3 44.0 42.4 59.0 29.3 42.7 42.2 57.8
Old : 29.3 44.0 42.4 59.0 29.3 42.7 42.2 57.8
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 27, 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 : 369,527: 31,281 152,275 21,444 260,603 154,154 313,329 327,872: 56,199 41,655
Old : 369,527: 31,281 152,275 21,444 260,603 154,154 313,329 327,872: 56,199 41,655
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 20, 2007 :
: 3,577: -3,878 -6,105 5,438 43 1,437 1,603 770: 1,974 2,807
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.5 41.2 5.8 70.5 41.7 84.8 88.7: 15.2 11.3
Old : 100.0: 8.5 41.2 5.8 70.5 41.7 84.8 88.7: 15.2 11.3
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 : 133: 33 61 24 29 24 79 92:
Old : 133: 33 61 24 29 24 79 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 : 50.8 32.5 62.2 45.9 45.0 28.9 54.3 39.4
Old : 50.8 32.5 62.2 45.9 45.0 28.9 54.3 39.4
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 27, 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 : 255,552: 120,719 18,702 23,104 44,640 174,061 188,463 215,867: 67,089 39,684
Old : 255,552: 120,719 18,702 23,104 44,640 174,061 188,463 215,867: 67,089 39,684
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 20, 2007 :
: 24,767: 5,727 1,610 3,964 8,088 15,937 17,780 21,511: 6,987 3,256
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.2 7.3 9.0 17.5 68.1 73.7 84.5: 26.3 15.5
Old : 100.0: 47.2 7.3 9.0 17.5 68.1 73.7 84.5: 26.3 15.5
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 : 152: 78 30 39 35 28 131 79:
Old : 152: 78 30 39 35 28 131 79:
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 : 17.8 43.1 24.4 56.7 17.6 42.2 23.1 54.2
Old : 17.8 43.1 24.4 56.7 17.6 42.2 23.1 54.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 27, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF NZD 100,000) :
: : :
All : 22,779: 16,798 292 0 3,423 21,024 20,221 21,316: 2,558 1,463
Old : 22,779: 16,798 292 0 3,423 21,024 20,221 21,316: 2,558 1,463
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 20, 2007 :
: 810: 558 -80 0 60 583 618 503: 192 307
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.7 1.3 0.0 15.0 92.3 88.8 93.6: 11.2 6.4
Old : 100.0: 73.7 1.3 0.0 15.0 92.3 88.8 93.6: 11.2 6.4
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 : 37: 18 2 0 8 14 26 16:
Old : 37: 18 2 0 8 14 26 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.5 70.4 66.8 85.7 49.0 69.8 66.2 82.4
Old : 49.5 70.4 66.8 85.7 49.0 69.8 66.2 82.4
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 27, 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 :17,408,879: 1,020,096 652,799 4,803,485 10,244,561 10,350,548 16,068,141 15,806,832: 1,340,738 1,602,047
Old :17,408,879: 1,020,096 652,799 4,803,485 10,244,561 10,350,548 16,068,141 15,806,832: 1,340,738 1,602,047
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 20, 2007 :
: 1,291,868: 198,911 -175,740 380,266 410,305 874,750 989,482 1,079,275: 302,387 212,593
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.9 3.7 27.6 58.8 59.5 92.3 90.8: 7.7 9.2
Old : 100.0: 5.9 3.7 27.6 58.8 59.5 92.3 90.8: 7.7 9.2
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 : 335: 71 66 117 173 178 303 312:
Old : 335: 71 66 117 173 178 303 312:
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 : 26.1 13.9 36.7 23.5 23.0 9.5 27.3 14.5
Old : 26.1 13.9 36.7 23.5 23.0 9.5 27.3 14.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 27, 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 : 838,357: 81,154 66,318 107,024 463,795 514,180 651,973 687,522: 186,384 150,835
Old : 838,357: 81,154 66,318 107,024 463,795 514,180 651,973 687,522: 186,384 150,835
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 20, 2007 :
: 118,409: 12,410 20,169 57,630 9,198 17,993 79,238 95,792: 39,171 22,617
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.7 7.9 12.8 55.3 61.3 77.8 82.0: 22.2 18.0
Old : 100.0: 9.7 7.9 12.8 55.3 61.3 77.8 82.0: 22.2 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 : 221: 61 48 76 89 61 187 148:
Old : 221: 61 48 76 89 61 187 148:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.4 22.8 22.5 32.7 16.3 22.8 21.5 32.6
Old : 16.4 22.8 22.5 32.7 16.3 22.8 21.5 32.6
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 27, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($50 X S&P 500 INDEX) :
: : :
All : 2,129,030: 417,778 451,700 155,026 1,158,520 1,356,399 1,731,324 1,963,125: 397,706 165,905
Old : 2,129,030: 417,778 451,700 155,026 1,158,520 1,356,399 1,731,324 1,963,125: 397,706 165,905
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 20, 2007 :
: 186,801: -2,736 44,719 70,089 82,240 45,132 149,593 159,940: 37,208 26,861
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.6 21.2 7.3 54.4 63.7 81.3 92.2: 18.7 7.8
Old : 100.0: 19.6 21.2 7.3 54.4 63.7 81.3 92.2: 18.7 7.8
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 : 325: 108 90 95 84 85 233 229:
Old : 325: 108 90 95 84 85 233 229:
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 : 21.8 27.3 30.6 38.8 14.3 19.8 22.1 29.2
Old : 21.8 27.3 30.6 38.8 14.3 19.8 22.1 29.2
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 27, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 400 INDEX X $500) :
: : :
All : 8,230: 1,343 0 0 4,043 5,889 5,386 5,889: 2,844 2,341
Old : 8,230: 1,343 0 0 4,043 5,889 5,386 5,889: 2,844 2,341
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 20, 2007 :
: 22: -64 0 0 179 143 115 143: -93 -121
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.3 0.0 0.0 49.1 71.6 65.4 71.6: 34.6 28.4
Old : 100.0: 16.3 0.0 0.0 49.1 71.6 65.4 71.6: 34.6 28.4
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 : 23: 3 0 0 12 11 15 11:
Old : 23: 3 0 0 12 11 15 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 : 33.3 46.8 49.1 64.7 33.3 44.5 49.1 62.4
Old : 33.3 46.8 49.1 64.7 33.3 44.5 49.1 62.4
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 27, 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 : 80,557: 12,320 35,391 371 55,694 39,701 68,385 75,463: 12,172 5,094
Old : 80,557: 12,320 35,391 371 55,694 39,701 68,385 75,463: 12,172 5,094
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 20, 2007 :
: 1,223: -1,210 -885 0 3,248 1,016 2,038 131: -815 1,092
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.3 43.9 0.5 69.1 49.3 84.9 93.7: 15.1 6.3
Old : 100.0: 15.3 43.9 0.5 69.1 49.3 84.9 93.7: 15.1 6.3
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 : 82: 10 18 2 37 26 49 45:
Old : 82: 10 18 2 37 26 49 45:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.0 45.3 51.3 63.2 29.2 45.0 50.0 62.9
Old : 30.0 45.3 51.3 63.2 29.2 45.0 50.0 62.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CHICAGO HDD - CHICAGO MERCANTILE EXCHANGE Code-16164H
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 27, 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 : 3,889: 1,506 1,495 521 1,713 1,674 3,739 3,689: 150 200
Old : 3,889: 1,506 1,495 521 1,713 1,674 3,739 3,689: 150 200
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 20, 2007 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.7 38.4 13.4 44.0 43.0 96.1 94.9: 3.9 5.1
Old : 100.0: 38.7 38.4 13.4 44.0 43.0 96.1 94.9: 3.9 5.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 5 5 4 5 8 11 16:
Old : 20: 5 5 4 5 8 11 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 70.0 50.8 91.9 78.5 53.7 47.6 71.2 65.6
Old : 70.0 50.8 91.9 78.5 53.7 47.6 71.2 65.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 27, 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 : 56,679: 13,622 6,585 813 27,801 41,710 42,237 49,109: 14,442 7,570
Old : 56,679: 13,622 6,585 813 27,801 41,710 42,237 49,109: 14,442 7,570
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 20, 2007 :
: 5,496: -1,340 1,222 555 1,969 2,333 1,184 4,110: 4,312 1,386
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.0 11.6 1.4 49.1 73.6 74.5 86.6: 25.5 13.4
Old : 100.0: 24.0 11.6 1.4 49.1 73.6 74.5 86.6: 25.5 13.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 81: 17 14 8 28 32 47 52:
Old : 81: 17 14 8 28 32 47 52:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.1 38.6 48.2 54.0 36.9 38.6 46.4 52.6
Old : 37.1 38.6 48.2 54.0 36.9 38.6 46.4 52.6
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 27, 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 : 394,770: 112,637 159,318 16,314 222,604 180,488 351,555 356,120: 43,215 38,650
Old : 394,770: 112,637 159,318 16,314 222,604 180,488 351,555 356,120: 43,215 38,650
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 20, 2007 :
: 20,343: -33,378 -8,325 5,460 41,493 16,429 13,575 13,564: 6,768 6,779
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.5 40.4 4.1 56.4 45.7 89.1 90.2: 10.9 9.8
Old : 100.0: 28.5 40.4 4.1 56.4 45.7 89.1 90.2: 10.9 9.8
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 : 257: 79 83 28 65 54 160 149:
Old : 257: 79 83 28 65 54 160 149:
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 : 22.6 21.5 36.1 33.3 20.2 19.3 33.4 30.1
Old : 22.6 21.5 36.1 33.3 20.2 19.3 33.4 30.1
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, February 27, 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 : 140,885: 92,669 9,628 144 16,207 118,579 109,020 128,352: 31,865 12,533
Old : 140,885: 92,669 9,628 144 16,207 118,579 109,020 128,352: 31,865 12,533
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 20, 2007 :
: 16,585: 16,134 2,671 22 -3,404 13,344 12,752 16,037: 3,834 549
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.8 6.8 0.1 11.5 84.2 77.4 91.1: 22.6 8.9
Old : 100.0: 65.8 6.8 0.1 11.5 84.2 77.4 91.1: 22.6 8.9
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 : 73: 44 9 2 10 15 55 25:
Old : 73: 44 9 2 10 15 55 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 : 29.6 60.6 40.7 77.5 29.6 60.6 40.6 76.2
Old : 29.6 60.6 40.7 77.5 29.6 60.6 40.6 76.2
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 27, 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 : 37,294: 1,914 4,080 17 31,143 28,129 33,074 32,226: 4,220 5,069
Old : 37,294: 1,914 4,080 17 31,143 28,129 33,074 32,226: 4,220 5,069
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 20, 2007 :
: 1,571: -34 -326 0 1,622 2,561 1,588 2,235: -17 -664
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.1 10.9 0.0 83.5 75.4 88.7 86.4: 11.3 13.6
Old : 100.0: 5.1 10.9 0.0 83.5 75.4 88.7 86.4: 11.3 13.6
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 : 56: 2 12 1 24 26 27 38:
Old : 56: 2 12 1 24 26 27 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 : 51.4 41.3 69.3 57.2 51.0 41.3 68.7 57.2
Old : 51.4 41.3 69.3 57.2 51.0 41.3 68.7 57.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-239742
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 27, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (RUSSEL 2000 INDEX X $100) :
: : :
All : 455,793: 68,839 181,253 13,636 347,508 240,623 429,983 435,512: 25,810 20,281
Old : 455,793: 68,839 181,253 13,636 347,508 240,623 429,983 435,512: 25,810 20,281
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 20, 2007 :
: 46,827: -4,195 18,467 3,718 45,947 24,076 45,470 46,262: 1,357 566
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.1 39.8 3.0 76.2 52.8 94.3 95.6: 5.7 4.4
Old : 100.0: 15.1 39.8 3.0 76.2 52.8 94.3 95.6: 5.7 4.4
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 : 257: 58 106 65 50 66 150 195:
Old : 257: 58 106 65 50 66 150 195:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.2 25.7 58.4 37.0 43.2 24.3 58.3 35.4
Old : 43.2 25.7 58.4 37.0 43.2 24.3 58.3 35.4
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 27, 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 : 57,027: 9,791 17,530 997 33,341 27,714 44,129 46,241: 12,898 10,786
Old : 57,027: 9,791 17,530 997 33,341 27,714 44,129 46,241: 12,898 10,786
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 20, 2007 :
: 3,675: -2,513 272 938 3,584 3,255 2,009 4,465: 1,666 -790
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.2 30.7 1.7 58.5 48.6 77.4 81.1: 22.6 18.9
Old : 100.0: 17.2 30.7 1.7 58.5 48.6 77.4 81.1: 22.6 18.9
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 : 78: 21 17 7 24 22 48 44:
Old : 78: 21 17 7 24 22 48 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 : 36.6 40.3 48.7 54.1 36.4 36.2 46.2 50.0
Old : 36.6 40.3 48.7 54.1 36.4 36.2 46.2 50.0
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 27, 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 : 55,499: 11,112 4,427 1,789 27,828 37,876 40,729 44,092: 14,770 11,407
Old : 55,499: 11,112 4,427 1,789 27,828 37,876 40,729 44,092: 14,770 11,407
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 20, 2007 :
: 10,845: 1,522 36 1,015 2,667 3,501 5,204 4,552: 5,641 6,293
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.0 8.0 3.2 50.1 68.2 73.4 79.4: 26.6 20.6
Old : 100.0: 20.0 8.0 3.2 50.1 68.2 73.4 79.4: 26.6 20.6
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 : 63: 19 9 4 18 18 39 30:
Old : 63: 19 9 4 18 18 39 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 : 28.2 52.0 40.9 62.0 25.1 45.5 37.2 55.4
Old : 28.2 52.0 40.9 62.0 25.1 45.5 37.2 55.4
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 27, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (GSCI X $250) :
: : :
All : 20,382: 5,800 1,523 316 14,025 18,079 20,141 19,918: 241 464
Old : 20,382: 5,800 1,523 316 14,025 18,079 20,141 19,918: 241 464
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 20, 2007 :
: 207: 266 18 5 -134 280 137 303: 70 -96
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.5 7.5 1.6 68.8 88.7 98.8 97.7: 1.2 2.3
Old : 100.0: 28.5 7.5 1.6 68.8 88.7 98.8 97.7: 1.2 2.3
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 : 28: 8 8 3 7 5 17 14:
Old : 28: 8 8 3 7 5 17 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 : 78.2 89.9 91.4 94.6 78.0 89.5 91.2 93.3
Old : 78.2 89.9 91.4 94.6 78.0 89.5 91.2 93.3
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 27, 2007
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: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
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: : (CONTRACTS OF Y100,000,000 FACE VALUE) :
: : :
All : 68,783: 3,108 16,259 7,084 34,804 36,234 44,996 59,577: 23,787 9,206
Old : 68,783: 3,108 16,259 7,084 34,804 36,234 44,996 59,577: 23,787 9,206
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 20, 2007 :
: 12,303: -1,933 1,254 2,793 6,610 6,066 7,470 10,113: 4,833 2,190
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.5 23.6 10.3 50.6 52.7 65.4 86.6: 34.6 13.4
Old : 100.0: 4.5 23.6 10.3 50.6 52.7 65.4 86.6: 34.6 13.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 68: 8 22 14 29 29 48 56:
Old : 68: 8 22 14 29 29 48 56:
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 28.7 36.6 46.2 12.0 18.6 18.6 27.2
Old : 22.1 28.7 36.6 46.2 12.0 18.6 18.6 27.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 2, 2007