MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 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 : 39,235: 3,295 1,353 6,208 23,005 21,955 32,508 29,516: 6,726 9,719
Old : 39,235: 3,295 1,353 6,208 23,005 21,955 32,508 29,516: 6,726 9,719
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 27, 2007 :
: -2,751: -445 -701 -294 -1,114 -1,137 -1,853 -2,131: -898 -620
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.4 3.4 15.8 58.6 56.0 82.9 75.2: 17.1 24.8
Old : 100.0: 8.4 3.4 15.8 58.6 56.0 82.9 75.2: 17.1 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 : 60: 13 9 12 28 27 48 41:
Old : 60: 13 9 12 28 27 48 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 28.2 49.6 46.5 34.8 26.1 44.4 39.5
Old : 35.5 28.2 49.6 46.5 34.8 26.1 44.4 39.5
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, March 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 : 188,006: 33,610 19,296 41,958 84,287 96,957 159,855 158,212: 28,151 29,794
Old : 175,580: 28,004 21,326 39,236 84,033 87,281 151,274 147,843: 24,306 27,736
Other: 12,426: 8,189 554 138 254 9,676 8,581 10,368: 3,845 2,058
: : :
: : Changes in Commitments from: February 27, 2007 :
: -1,327: -1,339 -877 -3,444 3,121 1,346 -1,662 -2,975: 335 1,648
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.9 10.3 22.3 44.8 51.6 85.0 84.2: 15.0 15.8
Old : 100.0: 15.9 12.1 22.3 47.9 49.7 86.2 84.2: 13.8 15.8
Other: 100.0: 65.9 4.5 1.1 2.0 77.9 69.1 83.4: 30.9 16.6
: : :
:# Traders : Number of Traders in Each Category :
All : 218: 71 63 97 36 44 171 163:
Old : 217: 68 67 96 35 44 168 163:
Other: 57: 27 6 8 6 22 34 35:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.6 35.1 37.1 42.7 25.6 31.0 34.8 36.8
Old : 27.4 35.2 39.7 42.5 27.4 32.8 36.6 37.4
Other: 45.1 55.1 56.2 69.4 45.1 54.9 56.2 69.2
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE Code-056641
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 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 : 1,427: 338 256 146 243 252 727 654: 700 773
Old : 1,427: 338 256 146 243 252 727 654: 700 773
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 27, 2007 :
: -107: -159 51 76 47 21 -36 148: -71 -255
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.7 17.9 10.2 17.0 17.7 50.9 45.8: 49.1 54.2
Old : 100.0: 23.7 17.9 10.2 17.0 17.7 50.9 45.8: 49.1 54.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 8 6 3 4 4 15 11:
Old : 20: 8 6 3 4 4 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 : 24.1 30.3 38.0 41.8 22.9 27.0 34.0 32.4
Old : 24.1 30.3 38.0 41.8 22.9 27.0 34.0 32.4
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, March 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 : 311,045: 75,799 26,976 77,197 128,089 140,048 281,085 244,221: 29,960 66,824
Old : 311,045: 75,799 26,976 77,197 128,089 140,048 281,085 244,221: 29,960 66,824
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 27, 2007 :
: 4,053: -2,707 -1,524 5,532 1,962 -977 4,787 3,031: -733 1,022
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.4 8.7 24.8 41.2 45.0 90.4 78.5: 9.6 21.5
Old : 100.0: 24.4 8.7 24.8 41.2 45.0 90.4 78.5: 9.6 21.5
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 : 378: 116 64 108 104 157 293 281:
Old : 378: 116 64 108 104 157 293 281:
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 : 20.7 12.6 31.6 20.3 20.7 11.2 29.6 16.9
Old : 20.7 12.6 31.6 20.3 20.7 11.2 29.6 16.9
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, March 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 : 7,325: 2,485 3,368 746 1,895 1,155 5,126 5,269: 2,199 2,056
Old : 7,325: 2,485 3,368 746 1,895 1,155 5,126 5,269: 2,199 2,056
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 27, 2007 :
: -230: 98 -263 -133 -94 -37 -128 -433: -102 203
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.9 46.0 10.2 25.9 15.8 70.0 71.9: 30.0 28.1
Old : 100.0: 33.9 46.0 10.2 25.9 15.8 70.0 71.9: 30.0 28.1
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 : 70: 20 29 10 11 15 38 49:
Old : 70: 20 29 10 11 15 38 49:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.1 22.4 41.5 35.8 29.1 21.4 41.0 32.5
Old : 29.1 22.4 41.5 35.8 29.1 21.4 41.0 32.5
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, March 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 : 39,272: 10,390 4,519 7,949 13,706 10,578 32,046 23,046: 7,227 16,226
Old : 39,272: 10,390 4,519 7,949 13,706 10,578 32,046 23,046: 7,227 16,226
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 27, 2007 :
: -106: 7 -1,214 -211 -44 760 -248 -666: 142 560
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.5 11.5 20.2 34.9 26.9 81.6 58.7: 18.4 41.3
Old : 100.0: 26.5 11.5 20.2 34.9 26.9 81.6 58.7: 18.4 41.3
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 : 153: 46 21 37 50 53 119 100:
Old : 153: 46 21 37 50 53 119 100:
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 : 12.8 11.2 23.2 18.5 12.8 10.4 22.7 15.7
Old : 12.8 11.2 23.2 18.5 12.8 10.4 22.7 15.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 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 : 167,450: 21,805 96,561 7,523 106,247 33,896 135,575 137,980: 31,875 29,471
Old : 167,450: 21,805 96,561 7,523 106,247 33,896 135,575 137,980: 31,875 29,471
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 27, 2007 :
: 20,597: 3,882 21,887 1,536 16,702 -847 22,120 22,576: -1,523 -1,979
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.0 57.7 4.5 63.4 20.2 81.0 82.4: 19.0 17.6
Old : 100.0: 13.0 57.7 4.5 63.4 20.2 81.0 82.4: 19.0 17.6
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 : 91: 20 39 11 24 21 49 66:
Old : 91: 20 39 11 24 21 49 66:
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 : 45.4 29.0 54.6 41.1 44.1 29.0 53.2 41.1
Old : 45.4 29.0 54.6 41.1 44.1 29.0 53.2 41.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 6, 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 : 88,526: 16,722 38,376 2,501 50,239 34,470 69,462 75,348: 19,063 13,178
Old : 88,526: 16,722 38,376 2,501 50,239 34,470 69,462 75,348: 19,063 13,178
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 27, 2007 :
: -19,640: 925 -21,259 369 -19,287 5,947 -17,993 -14,943: -1,647 -4,697
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.9 43.4 2.8 56.8 38.9 78.5 85.1: 21.5 14.9
Old : 100.0: 18.9 43.4 2.8 56.8 38.9 78.5 85.1: 21.5 14.9
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 : 55: 18 18 4 14 15 34 35:
Old : 55: 18 18 4 14 15 34 35:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.9 44.0 59.2 59.0 47.8 42.4 57.0 55.3
Old : 48.9 44.0 59.2 59.0 47.8 42.4 57.0 55.3
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, March 6, 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 : 102,085: 30,811 46,405 1,751 66,234 49,740 98,797 97,896: 3,288 4,189
Old : 102,085: 30,811 46,405 1,751 66,234 49,740 98,797 97,896: 3,288 4,189
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 27, 2007 :
: 7,322: -2,857 12,925 1,626 9,542 -7,417 8,312 7,134: -990 188
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.2 45.5 1.7 64.9 48.7 96.8 95.9: 3.2 4.1
Old : 100.0: 30.2 45.5 1.7 64.9 48.7 96.8 95.9: 3.2 4.1
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 : 95: 24 43 7 20 12 48 60:
Old : 95: 24 43 7 20 12 48 60:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.4 49.9 72.8 62.5 40.3 33.7 55.3 44.7
Old : 52.4 49.9 72.8 62.5 40.3 33.7 55.3 44.7
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, March 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 : 161,846: 57,133 29,487 5,651 68,172 104,183 130,956 139,320: 30,890 22,526
Old : 161,846: 57,133 29,487 5,651 68,172 104,183 130,956 139,320: 30,890 22,526
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 27, 2007 :
: -6,038: -31,627 10,014 1,764 33,698 -14,207 3,835 -2,429: -9,873 -3,609
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.3 18.2 3.5 42.1 64.4 80.9 86.1: 19.1 13.9
Old : 100.0: 35.3 18.2 3.5 42.1 64.4 80.9 86.1: 19.1 13.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 86: 32 22 13 23 20 59 51:
Old : 86: 32 22 13 23 20 59 51:
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 : 28.4 42.6 43.3 57.0 28.2 39.7 42.4 53.7
Old : 28.4 42.6 43.3 57.0 28.2 39.7 42.4 53.7
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, March 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 : 324,247: 25,633 94,521 23,137 228,969 169,095 277,739 286,753: 46,507 37,494
Old : 324,247: 25,633 94,521 23,137 228,969 169,095 277,739 286,753: 46,507 37,494
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 27, 2007 :
: -45,281: -5,648 -57,754 1,693 -31,635 14,941 -35,589 -41,119: -9,692 -4,162
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.9 29.2 7.1 70.6 52.2 85.7 88.4: 14.3 11.6
Old : 100.0: 7.9 29.2 7.1 70.6 52.2 85.7 88.4: 14.3 11.6
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 : 122: 32 49 26 29 26 76 86:
Old : 122: 32 49 26 29 26 76 86:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.1 36.9 60.5 50.4 41.3 29.0 50.4 39.6
Old : 48.1 36.9 60.5 50.4 41.3 29.0 50.4 39.6
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, March 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 : 232,143: 104,106 17,055 21,402 46,453 161,050 171,962 199,508: 60,182 32,636
Old : 232,143: 104,106 17,055 21,402 46,453 161,050 171,962 199,508: 60,182 32,636
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 27, 2007 :
: -23,408: -16,613 -1,646 -1,702 1,813 -13,011 -16,502 -16,360: -6,907 -7,049
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.8 7.3 9.2 20.0 69.4 74.1 85.9: 25.9 14.1
Old : 100.0: 44.8 7.3 9.2 20.0 69.4 74.1 85.9: 25.9 14.1
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 : 143: 67 32 39 36 28 122 80:
Old : 143: 67 32 39 36 28 122 80:
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 : 19.5 46.8 26.4 57.6 18.9 44.8 25.3 54.7
Old : 19.5 46.8 26.4 57.6 18.9 44.8 25.3 54.7
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, March 6, 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 : 21,159: 14,404 115 105 4,468 19,240 18,977 19,460: 2,182 1,699
Old : 21,159: 14,404 115 105 4,468 19,240 18,977 19,460: 2,182 1,699
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 27, 2007 :
: -1,620: -2,394 -177 105 1,045 -1,784 -1,244 -1,856: -376 236
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.1 0.5 0.5 21.1 90.9 89.7 92.0: 10.3 8.0
Old : 100.0: 68.1 0.5 0.5 21.1 90.9 89.7 92.0: 10.3 8.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 14 1 1 10 12 25 14:
Old : 32: 14 1 1 10 12 25 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 : 56.4 71.1 69.1 86.2 55.6 70.2 68.3 82.9
Old : 56.4 71.1 69.1 86.2 55.6 70.2 68.3 82.9
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, March 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) :
: : :
All : 54,354: 11,370 1,035 1 40,691 50,806 52,062 51,842: 2,292 2,512
Old : 54,354: 11,370 1,035 1 40,691 50,806 52,062 51,842: 2,292 2,512
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 27, 2007 :
: -12,793: -17 -5,354 1 -10,180 -4,416 -10,196 -9,769: -2,597 -3,024
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.9 1.9 0.0 74.9 93.5 95.8 95.4: 4.2 4.6
Old : 100.0: 20.9 1.9 0.0 74.9 93.5 95.8 95.4: 4.2 4.6
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 : 20: 5 1 1 13 10 18 12:
Old : 20: 5 1 1 13 10 18 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.3 81.3 76.9 93.5 47.7 68.4 67.6 78.6
Old : 52.3 81.3 76.9 93.5 47.7 68.4 67.6 78.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 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) :
: : :
All :17,902,372: 1,017,430 417,675 5,047,020 10,606,260 10,945,785 16,670,710 16,410,480: 1,231,662 1,491,892
Old :17,902,372: 1,017,430 417,675 5,047,020 10,606,260 10,945,785 16,670,710 16,410,480: 1,231,662 1,491,892
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 27, 2007 :
: 493,493: -2,665 -235,124 243,535 361,700 595,238 602,569 603,648: -109,076 -110,155
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.7 2.3 28.2 59.2 61.1 93.1 91.7: 6.9 8.3
Old : 100.0: 5.7 2.3 28.2 59.2 61.1 93.1 91.7: 6.9 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 : 340: 61 79 120 174 180 310 313:
Old : 340: 61 79 120 174 180 310 313:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.2 14.6 35.7 24.9 21.9 9.7 26.1 15.0
Old : 25.2 14.6 35.7 24.9 21.9 9.7 26.1 15.0
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, March 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 : 840,107: 64,524 58,036 120,495 483,456 522,915 668,475 701,445: 171,631 138,661
Old : 840,107: 64,524 58,036 120,495 483,456 522,915 668,475 701,445: 171,631 138,661
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 27, 2007 :
: 1,750: -16,630 -8,282 13,471 19,661 8,735 16,502 13,924: -14,753 -12,174
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.7 6.9 14.3 57.5 62.2 79.6 83.5: 20.4 16.5
Old : 100.0: 7.7 6.9 14.3 57.5 62.2 79.6 83.5: 20.4 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 : 220: 51 56 76 91 64 189 149:
Old : 220: 51 56 76 91 64 189 149:
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 : 16.5 22.8 22.9 33.1 15.7 22.8 21.0 33.0
Old : 16.5 22.8 22.9 33.1 15.7 22.8 21.0 33.0
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, March 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 : 2,239,289: 338,755 463,462 160,078 1,386,795 1,418,438 1,885,627 2,041,977: 353,662 197,312
Old : 2,239,289: 338,755 463,462 160,078 1,386,795 1,418,438 1,885,627 2,041,977: 353,662 197,312
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 27, 2007 :
: 110,259: -79,023 11,762 5,052 228,275 62,039 154,303 78,852: -44,044 31,407
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.1 20.7 7.1 61.9 63.3 84.2 91.2: 15.8 8.8
Old : 100.0: 15.1 20.7 7.1 61.9 63.3 84.2 91.2: 15.8 8.8
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 : 326: 84 110 104 92 90 234 246:
Old : 326: 84 110 104 92 90 234 246:
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 : 23.6 22.9 33.4 35.1 15.2 14.8 23.8 23.9
Old : 23.6 22.9 33.4 35.1 15.2 14.8 23.8 23.9
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, March 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 : 7,879: 987 0 0 3,841 5,704 4,828 5,704: 3,051 2,175
Old : 7,879: 987 0 0 3,841 5,704 4,828 5,704: 3,051 2,175
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 27, 2007 :
: -351: -356 0 0 -202 -185 -558 -185: 207 -166
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.5 0.0 0.0 48.7 72.4 61.3 72.4: 38.7 27.6
Old : 100.0: 12.5 0.0 0.0 48.7 72.4 61.3 72.4: 38.7 27.6
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 : 21: 2 0 0 11 11 13 11:
Old : 21: 2 0 0 11 11 13 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 : 34.8 45.8 50.0 65.2 34.8 43.4 49.9 62.8
Old : 34.8 45.8 50.0 65.2 34.8 43.4 49.9 62.8
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, March 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 : 78,687: 8,915 33,619 451 59,450 40,486 68,816 74,556: 9,871 4,131
Old : 78,687: 8,915 33,619 451 59,450 40,486 68,816 74,556: 9,871 4,131
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 27, 2007 :
: -1,870: -3,405 -1,772 80 3,756 785 431 -907: -2,301 -963
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.3 42.7 0.6 75.6 51.5 87.5 94.8: 12.5 5.2
Old : 100.0: 11.3 42.7 0.6 75.6 51.5 87.5 94.8: 12.5 5.2
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 : 86: 13 15 3 40 31 55 48:
Old : 86: 13 15 3 40 31 55 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 : 31.6 46.7 48.7 63.9 31.0 45.9 47.4 62.9
Old : 31.6 46.7 48.7 63.9 31.0 45.9 47.4 62.9
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, March 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 : 58,171: 9,729 8,543 234 28,202 42,243 38,165 51,020: 20,007 7,151
Old : 58,171: 9,729 8,543 234 28,202 42,243 38,165 51,020: 20,007 7,151
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 27, 2007 :
: 1,492: -3,893 1,958 -580 401 533 -4,072 1,912: 5,564 -419
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.7 14.7 0.4 48.5 72.6 65.6 87.7: 34.4 12.3
Old : 100.0: 16.7 14.7 0.4 48.5 72.6 65.6 87.7: 34.4 12.3
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 : 79: 14 17 8 29 32 46 54:
Old : 79: 14 17 8 29 32 46 54:
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 : 33.8 37.6 42.5 52.2 33.6 37.6 40.5 50.8
Old : 33.8 37.6 42.5 52.2 33.6 37.6 40.5 50.8
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, March 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 : 456,187: 63,770 143,445 17,595 326,981 193,561 408,346 354,601: 47,841 101,586
Old : 456,187: 63,770 143,445 17,595 326,981 193,561 408,346 354,601: 47,841 101,586
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 27, 2007 :
: 61,417: -48,867 -15,872 1,281 104,378 13,073 56,791 -1,519: 4,626 62,936
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.0 31.4 3.9 71.7 42.4 89.5 77.7: 10.5 22.3
Old : 100.0: 14.0 31.4 3.9 71.7 42.4 89.5 77.7: 10.5 22.3
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 : 230: 68 71 25 58 53 139 137:
Old : 230: 68 71 25 58 53 139 137:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.1 17.2 48.6 27.4 33.3 15.7 45.3 24.6
Old : 34.1 17.2 48.6 27.4 33.3 15.7 45.3 24.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 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 : 121,693: 45,864 18,961 1,576 49,184 89,942 96,625 110,480: 25,068 11,213
Old : 121,693: 45,864 18,961 1,576 49,184 89,942 96,625 110,480: 25,068 11,213
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 27, 2007 :
: -19,192: -46,805 9,333 1,432 32,977 -28,637 -12,396 -17,872: -6,797 -1,320
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.7 15.6 1.3 40.4 73.9 79.4 90.8: 20.6 9.2
Old : 100.0: 37.7 15.6 1.3 40.4 73.9 79.4 90.8: 20.6 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 : 61: 32 8 3 13 14 45 25:
Old : 61: 32 8 3 13 14 45 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 : 31.8 63.6 44.0 77.2 29.5 63.6 41.1 77.1
Old : 31.8 63.6 44.0 77.2 29.5 63.6 41.1 77.1
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, March 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 : 44,086: 1,783 5,372 0 36,536 33,576 38,319 38,948: 5,767 5,138
Old : 44,086: 1,783 5,372 0 36,536 33,576 38,319 38,948: 5,767 5,138
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 27, 2007 :
: 6,791: -131 1,292 -17 5,392 5,447 5,244 6,722: 1,547 69
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.0 12.2 0.0 82.9 76.2 86.9 88.3: 13.1 11.7
Old : 100.0: 4.0 12.2 0.0 82.9 76.2 86.9 88.3: 13.1 11.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 58: 2 14 0 25 27 27 41:
Old : 58: 2 14 0 25 27 27 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 : 53.6 41.7 71.1 57.0 49.4 41.7 66.7 55.3
Old : 53.6 41.7 71.1 57.0 49.4 41.7 66.7 55.3
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, March 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 : 501,419: 64,456 179,222 15,372 401,987 274,338 481,815 468,932: 19,605 32,488
Old : 501,419: 64,456 179,222 15,372 401,987 274,338 481,815 468,932: 19,605 32,488
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 27, 2007 :
: 45,626: -4,383 -2,032 1,736 54,478 33,715 51,831 33,419: -6,205 12,207
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.9 35.7 3.1 80.2 54.7 96.1 93.5: 3.9 6.5
Old : 100.0: 12.9 35.7 3.1 80.2 54.7 96.1 93.5: 3.9 6.5
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 : 248: 37 112 61 52 76 136 202:
Old : 248: 37 112 61 52 76 136 202:
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 23.7 62.6 34.3 40.3 22.2 59.6 32.4
Old : 42.6 23.7 62.6 34.3 40.3 22.2 59.6 32.4
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, March 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 : 70,020: 11,167 16,420 11,927 32,717 28,834 55,810 57,181: 14,210 12,839
Old : 70,020: 11,167 16,420 11,927 32,717 28,834 55,810 57,181: 14,210 12,839
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 27, 2007 :
: 12,993: 1,375 -1,110 10,930 -624 1,120 11,681 10,940: 1,312 2,053
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.9 23.5 17.0 46.7 41.2 79.7 81.7: 20.3 18.3
Old : 100.0: 15.9 23.5 17.0 46.7 41.2 79.7 81.7: 20.3 18.3
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: 23 15 16 29 28 63 51:
Old : 82: 23 15 16 29 28 63 51:
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 : 28.1 37.4 44.7 52.6 22.5 25.2 33.2 36.1
Old : 28.1 37.4 44.7 52.6 22.5 25.2 33.2 36.1
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, March 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 JPY 500) :
: : :
All : 88,406: 11,092 8,025 9,837 34,525 37,442 55,454 55,304: 32,952 33,102
Old : 88,406: 11,092 8,025 9,837 34,525 37,442 55,454 55,304: 32,952 33,102
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 27, 2007 :
: 32,907: -20 3,598 8,048 6,697 -434 14,725 11,212: 18,182 21,695
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.5 9.1 11.1 39.1 42.4 62.7 62.6: 37.3 37.4
Old : 100.0: 12.5 9.1 11.1 39.1 42.4 62.7 62.6: 37.3 37.4
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 : 73: 21 17 8 22 22 47 43:
Old : 73: 21 17 8 22 22 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 : 27.7 34.8 38.7 43.1 18.2 27.2 26.0 32.8
Old : 27.7 34.8 38.7 43.1 18.2 27.2 26.0 32.8
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, March 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 : 21,484: 6,511 1,959 311 14,264 18,483 21,086 20,753: 398 731
Old : 21,484: 6,511 1,959 311 14,264 18,483 21,086 20,753: 398 731
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 27, 2007 :
: 1,102: 711 436 -5 239 404 945 835: 157 267
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.3 9.1 1.4 66.4 86.0 98.1 96.6: 1.9 3.4
Old : 100.0: 30.3 9.1 1.4 66.4 86.0 98.1 96.6: 1.9 3.4
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 : 27: 8 8 2 7 4 16 13:
Old : 27: 8 8 2 7 4 16 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 74.6 88.4 90.2 94.3 74.4 88.4 90.0 93.1
Old : 74.6 88.4 90.2 94.3 74.4 88.4 90.0 93.1
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, March 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 100,000,000) :
: : :
All : 67,734: 3,133 14,820 6,228 30,207 32,879 39,568 53,927: 28,166 13,807
Old : 67,734: 3,133 14,820 6,228 30,207 32,879 39,568 53,927: 28,166 13,807
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 27, 2007 :
: -1,049: 25 -1,439 -856 -4,597 -3,355 -5,428 -5,650: 4,379 4,601
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.6 21.9 9.2 44.6 48.5 58.4 79.6: 41.6 20.4
Old : 100.0: 4.6 21.9 9.2 44.6 48.5 58.4 79.6: 41.6 20.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 63: 8 21 12 26 26 43 52:
Old : 63: 8 21 12 26 26 43 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 : 21.5 23.6 33.0 39.6 12.3 18.1 17.0 26.5
Old : 21.5 23.6 33.0 39.6 12.3 18.1 17.0 26.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 9, 2007