MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 20, 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 : 43,162: 4,432 1,088 7,282 24,283 24,221 35,997 32,591: 7,165 10,571
Old : 43,162: 4,432 1,088 7,282 24,283 24,221 35,997 32,591: 7,165 10,571
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 13, 2007 :
: 2,889: 470 -367 625 1,488 1,954 2,584 2,212: 305 677
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.3 2.5 16.9 56.3 56.1 83.4 75.5: 16.6 24.5
Old : 100.0: 10.3 2.5 16.9 56.3 56.1 83.4 75.5: 16.6 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 : 62: 16 6 12 30 27 50 41:
Old : 62: 16 6 12 30 27 50 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 : 34.7 28.2 49.1 45.5 33.7 25.7 43.0 39.6
Old : 34.7 28.2 49.1 45.5 33.7 25.7 43.0 39.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 20, 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 : 184,822: 30,730 18,065 46,470 80,510 92,651 157,710 157,187: 27,112 27,636
Old : 171,579: 24,716 20,680 42,924 80,273 82,664 147,913 146,268: 23,666 25,311
Other: 13,244: 9,389 760 171 237 9,987 9,797 10,918: 3,446 2,325
: : :
: : Changes in Commitments from: March 13, 2007 :
: -1,737: -4,688 852 3,388 -335 -5,277 -1,635 -1,036: -102 -700
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.6 9.8 25.1 43.6 50.1 85.3 85.0: 14.7 15.0
Old : 100.0: 14.4 12.1 25.0 46.8 48.2 86.2 85.2: 13.8 14.8
Other: 100.0: 70.9 5.7 1.3 1.8 75.4 74.0 82.4: 26.0 17.6
: : :
:# Traders : Number of Traders in Each Category :
All : 194: 71 51 79 34 39 147 142:
Old : 192: 63 60 79 34 39 145 142:
Other: 58: 28 6 7 5 23 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 : 25.4 34.5 36.5 42.8 25.4 31.4 34.5 37.2
Old : 27.3 35.0 39.2 43.3 27.3 33.3 36.7 38.0
Other: 46.2 52.0 57.9 67.0 46.2 51.8 57.9 66.7
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 20, 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 : 330,649: 75,351 28,418 100,595 123,515 136,877 299,461 265,890: 31,188 64,759
Old : 330,649: 75,351 28,418 100,595 123,515 136,877 299,461 265,890: 31,188 64,759
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 13, 2007 :
: -931: -2,703 924 3,524 -2,835 -3,247 -2,014 1,201: 1,083 -2,132
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.8 8.6 30.4 37.4 41.4 90.6 80.4: 9.4 19.6
Old : 100.0: 22.8 8.6 30.4 37.4 41.4 90.6 80.4: 9.4 19.6
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 : 363: 122 57 103 96 144 282 262:
Old : 363: 122 57 103 96 144 282 262:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.3 14.0 30.9 22.8 19.3 11.8 27.4 17.4
Old : 19.3 14.0 30.9 22.8 19.3 11.8 27.4 17.4
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 20, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 110,000 BOARD FEET) :
: : :
All : 8,254: 2,335 3,507 992 2,427 1,657 5,754 6,156: 2,500 2,098
Old : 8,254: 2,335 3,507 992 2,427 1,657 5,754 6,156: 2,500 2,098
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 13, 2007 :
: 380: -102 136 90 218 140 206 366: 174 14
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.3 42.5 12.0 29.4 20.1 69.7 74.6: 30.3 25.4
Old : 100.0: 28.3 42.5 12.0 29.4 20.1 69.7 74.6: 30.3 25.4
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 : 78: 22 31 10 18 19 46 55:
Old : 78: 22 31 10 18 19 46 55:
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 : 26.5 21.0 38.8 34.6 25.7 19.8 35.8 29.9
Old : 26.5 21.0 38.8 34.6 25.7 19.8 35.8 29.9
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 20, 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 : 37,341: 9,989 3,683 7,022 13,320 11,165 30,331 21,870: 7,010 15,471
Old : 37,341: 9,989 3,683 7,022 13,320 11,165 30,331 21,870: 7,010 15,471
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 13, 2007 :
: -484: 111 -724 -691 61 392 -519 -1,023: 35 539
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.8 9.9 18.8 35.7 29.9 81.2 58.6: 18.8 41.4
Old : 100.0: 26.8 9.9 18.8 35.7 29.9 81.2 58.6: 18.8 41.4
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 : 152: 41 19 35 49 59 116 99:
Old : 152: 41 19 35 49 59 116 99:
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 : 14.8 11.0 24.5 19.6 13.4 9.9 22.3 14.4
Old : 14.8 11.0 24.5 19.6 13.4 9.9 22.3 14.4
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 20, 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 : 169,578: 20,845 73,035 10,818 109,659 43,992 141,322 127,845: 28,256 41,733
Old : 169,578: 20,845 73,035 10,818 109,659 43,992 141,322 127,845: 28,256 41,733
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 13, 2007 :
: 3,680: 5,667 -16,952 1,569 -2,911 7,647 4,325 -7,736: -645 11,416
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.3 43.1 6.4 64.7 25.9 83.3 75.4: 16.7 24.6
Old : 100.0: 12.3 43.1 6.4 64.7 25.9 83.3 75.4: 16.7 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 : 89: 18 37 13 25 21 50 64:
Old : 89: 18 37 13 25 21 50 64:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.8 19.7 57.0 32.8 39.2 17.7 49.4 28.6
Old : 44.8 19.7 57.0 32.8 39.2 17.7 49.4 28.6
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, March 20, 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 : 58,319: 16,422 31,080 1,723 17,804 10,037 35,949 42,840: 22,371 15,479
Old : 58,319: 16,422 31,080 1,723 17,804 10,037 35,949 42,840: 22,371 15,479
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 13, 2007 :
: -34,277: 1,558 -8,638 -1,597 -38,309 -26,304 -38,347 -36,539: 4,070 2,262
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.2 53.3 3.0 30.5 17.2 61.6 73.5: 38.4 26.5
Old : 100.0: 28.2 53.3 3.0 30.5 17.2 61.6 73.5: 38.4 26.5
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 : 43: 18 14 2 6 9 24 25:
Old : 43: 18 14 2 6 9 24 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.5 42.4 43.0 54.7 28.0 42.4 37.7 52.8
Old : 29.5 42.4 43.0 54.7 28.0 42.4 37.7 52.8
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 20, 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 : 75,465: 20,833 39,849 500 50,509 30,782 71,842 71,131: 3,623 4,334
Old : 75,465: 20,833 39,849 500 50,509 30,782 71,842 71,131: 3,623 4,334
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 13, 2007 :
: -37,842: -7,486 -2,998 -2,009 -28,340 -32,566 -37,835 -37,573: -7 -269
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.6 52.8 0.7 66.9 40.8 95.2 94.3: 4.8 5.7
Old : 100.0: 27.6 52.8 0.7 66.9 40.8 95.2 94.3: 4.8 5.7
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 : 82: 22 35 1 16 12 38 48:
Old : 82: 22 35 1 16 12 38 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 : 54.1 58.3 70.0 70.9 54.1 57.0 70.0 69.6
Old : 54.1 58.3 70.0 70.9 54.1 57.0 70.0 69.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 20, 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 : 119,495: 65,798 18,730 4,819 20,006 73,571 90,624 97,120: 28,871 22,376
Old : 119,495: 65,798 18,730 4,819 20,006 73,571 90,624 97,120: 28,871 22,376
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 13, 2007 :
: -47,367: 15,705 -10,495 -588 -60,957 -35,670 -45,840 -46,752: -1,528 -615
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.1 15.7 4.0 16.7 61.6 75.8 81.3: 24.2 18.7
Old : 100.0: 55.1 15.7 4.0 16.7 61.6 75.8 81.3: 24.2 18.7
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 : 77: 34 15 10 15 20 52 42:
Old : 77: 34 15 10 15 20 52 42:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.9 36.5 44.1 52.4 30.9 36.5 44.1 51.7
Old : 30.9 36.5 44.1 52.4 30.9 36.5 44.1 51.7
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 20, 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 : 211,704: 28,353 84,165 15,438 122,217 83,184 166,007 182,787: 45,697 28,917
Old : 211,704: 28,353 84,165 15,438 122,217 83,184 166,007 182,787: 45,697 28,917
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 13, 2007 :
: -105,277: -5,567 -7,912 -2,001 -87,507 -80,287 -95,075 -90,200: -10,202 -15,077
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.4 39.8 7.3 57.7 39.3 78.4 86.3: 21.6 13.7
Old : 100.0: 13.4 39.8 7.3 57.7 39.3 78.4 86.3: 21.6 13.7
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 : 108: 28 43 16 31 21 68 71:
Old : 108: 28 43 16 31 21 68 71:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.3 36.1 48.0 50.0 29.8 31.0 43.5 44.7
Old : 30.3 36.1 48.0 50.0 29.8 31.0 43.5 44.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 20, 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 : 212,660: 104,049 16,935 18,875 27,745 142,546 150,669 178,356: 61,991 34,305
Old : 212,660: 104,049 16,935 18,875 27,745 142,546 150,669 178,356: 61,991 34,305
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 13, 2007 :
: -26,903: -7,827 827 3,491 -23,968 -31,960 -28,304 -27,642: 1,401 739
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.9 8.0 8.9 13.0 67.0 70.8 83.9: 29.2 16.1
Old : 100.0: 48.9 8.0 8.9 13.0 67.0 70.8 83.9: 29.2 16.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 137: 69 28 27 28 28 110 70:
Old : 137: 69 28 27 28 28 110 70:
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 : 17.4 39.7 26.0 55.3 17.2 38.9 24.2 52.8
Old : 17.4 39.7 26.0 55.3 17.2 38.9 24.2 52.8
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 20, 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 : 23,099: 19,735 879 0 1,806 20,532 21,541 21,411: 1,558 1,688
Old : 23,099: 19,735 879 0 1,806 20,532 21,541 21,411: 1,558 1,688
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 13, 2007 :
: -343: 4,644 550 -181 -4,427 -910 36 -541: -379 198
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.4 3.8 0.0 7.8 88.9 93.3 92.7: 6.7 7.3
Old : 100.0: 85.4 3.8 0.0 7.8 88.9 93.3 92.7: 6.7 7.3
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 : 30: 13 2 0 5 13 18 15:
Old : 30: 13 2 0 5 13 18 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 66.8 59.6 80.1 77.9 66.8 58.9 78.7 77.2
Old : 66.8 59.6 80.1 77.9 66.8 58.9 78.7 77.2
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 20, 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 : 52,432: 10,088 8,186 367 37,474 39,510 47,929 48,063: 4,503 4,369
Old : 52,432: 10,088 8,186 367 37,474 39,510 47,929 48,063: 4,503 4,369
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 13, 2007 :
: -14,749: -283 5,939 -1,170 -14,599 -21,904 -16,052 -17,135: 1,303 2,386
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.2 15.6 0.7 71.5 75.4 91.4 91.7: 8.6 8.3
Old : 100.0: 19.2 15.6 0.7 71.5 75.4 91.4 91.7: 8.6 8.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 5 1 2 12 10 17 13:
Old : 22: 5 1 2 12 10 17 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 : 54.5 72.2 73.8 87.4 52.0 66.1 70.9 80.4
Old : 54.5 72.2 73.8 87.4 52.0 66.1 70.9 80.4
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, March 20, 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 :15,911,646: 782,634 487,744 4,725,253 9,250,866 9,356,156 14,758,754 14,569,153: 1,152,892 1,342,493
Old :15,911,646: 782,634 487,744 4,725,253 9,250,866 9,356,156 14,758,754 14,569,153: 1,152,892 1,342,493
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 13, 2007 :
:-2,759,028: -216,256 9,279 -824,591 -1,601,047 -1,803,386 -2,641,894 -2,618,699: -117,133 -140,329
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.9 3.1 29.7 58.1 58.8 92.8 91.6: 7.2 8.4
Old : 100.0: 4.9 3.1 29.7 58.1 58.8 92.8 91.6: 7.2 8.4
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 : 323: 61 73 120 164 171 293 304:
Old : 323: 61 73 120 164 171 293 304:
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 12.9 36.5 24.1 22.6 8.6 27.1 15.3
Old : 26.1 12.9 36.5 24.1 22.6 8.6 27.1 15.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 20, 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 : 714,956: 65,898 40,763 71,372 442,506 444,977 579,776 557,112: 135,180 157,844
Old : 714,956: 65,898 40,763 71,372 442,506 444,977 579,776 557,112: 135,180 157,844
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 13, 2007 :
: -241,413: -1,410 -22,852 -81,095 -94,488 -128,802 -176,993 -232,749: -64,419 -8,664
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.2 5.7 10.0 61.9 62.2 81.1 77.9: 18.9 22.1
Old : 100.0: 9.2 5.7 10.0 61.9 62.2 81.1 77.9: 18.9 22.1
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 : 208: 56 41 66 88 58 177 132:
Old : 208: 56 41 66 88 58 177 132:
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 : 18.6 24.9 26.4 34.4 18.5 24.9 25.5 34.3
Old : 18.6 24.9 26.4 34.4 18.5 24.9 25.5 34.3
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 20, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($50 X S&P 500 INDEX) :
: : :
All : 1,777,973: 277,569 520,793 83,642 980,191 999,242 1,341,402 1,603,678: 436,571 174,296
Old : 1,777,973: 277,569 520,793 83,642 980,191 999,242 1,341,402 1,603,678: 436,571 174,296
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 13, 2007 :
:-1,079,352: -105,742 -66,466 -151,901 -846,242 -739,994 -1,103,886 -958,361: 24,534 -120,991
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.6 29.3 4.7 55.1 56.2 75.4 90.2: 24.6 9.8
Old : 100.0: 15.6 29.3 4.7 55.1 56.2 75.4 90.2: 24.6 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 : 302: 59 123 75 81 81 199 220:
Old : 302: 59 123 75 81 81 199 220:
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 : 19.2 19.6 29.4 31.1 13.5 14.9 21.9 23.9
Old : 19.2 19.6 29.4 31.1 13.5 14.9 21.9 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 20, 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 : 7,360: 920 0 0 3,874 6,146 4,794 6,146: 2,566 1,214
Old : 7,360: 920 0 0 3,874 6,146 4,794 6,146: 2,566 1,214
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 13, 2007 :
: -2,473: -108 0 0 -1,659 -1,609 -1,767 -1,609: -706 -864
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.5 0.0 0.0 52.6 83.5 65.1 83.5: 34.9 16.5
Old : 100.0: 12.5 0.0 0.0 52.6 83.5 65.1 83.5: 34.9 16.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 2 0 0 10 10 12 10:
Old : 21: 2 0 0 10 10 12 10:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.3 55.1 55.3 77.8 37.3 55.0 55.3 77.7
Old : 37.3 55.1 55.3 77.8 37.3 55.0 55.3 77.7
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 20, 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 : 75,845: 8,766 30,091 249 59,242 41,160 68,257 71,500: 7,588 4,345
Old : 75,845: 8,766 30,091 249 59,242 41,160 68,257 71,500: 7,588 4,345
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 13, 2007 :
: -20,676: 907 -3,039 -1,217 -16,427 -13,216 -16,737 -17,472: -3,939 -3,204
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.6 39.7 0.3 78.1 54.3 90.0 94.3: 10.0 5.7
Old : 100.0: 11.6 39.7 0.3 78.1 54.3 90.0 94.3: 10.0 5.7
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 : 77: 11 15 2 33 29 46 44:
Old : 77: 11 15 2 33 29 46 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 : 35.1 42.8 56.0 64.8 34.5 42.5 54.7 64.4
Old : 35.1 42.8 56.0 64.8 34.5 42.5 54.7 64.4
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 20, 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 : 47,467: 7,628 13,343 226 31,236 27,016 39,090 40,585: 8,377 6,882
Old : 47,467: 7,628 13,343 226 31,236 27,016 39,090 40,585: 8,377 6,882
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 13, 2007 :
: -28,790: -1,250 5,304 -2,469 -7,098 -27,981 -10,818 -25,146: -17,973 -3,644
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.1 28.1 0.5 65.8 56.9 82.4 85.5: 17.6 14.5
Old : 100.0: 16.1 28.1 0.5 65.8 56.9 82.4 85.5: 17.6 14.5
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 : 78: 11 21 6 30 27 45 50:
Old : 78: 11 21 6 30 27 45 50:
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 : 41.8 36.0 57.3 49.2 41.7 35.7 57.0 48.9
Old : 41.8 36.0 57.3 49.2 41.7 35.7 57.0 48.9
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 20, 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 : 336,461: 48,012 136,722 6,712 264,204 157,528 318,928 300,963: 17,534 35,498
Old : 336,461: 48,012 136,722 6,712 264,204 157,528 318,928 300,963: 17,534 35,498
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 13, 2007 :
: -282,378: -6,246 -34,795 -27,353 -201,966 -123,536 -235,565 -185,684: -46,813 -96,694
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.3 40.6 2.0 78.5 46.8 94.8 89.4: 5.2 10.6
Old : 100.0: 14.3 40.6 2.0 78.5 46.8 94.8 89.4: 5.2 10.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 207: 53 72 17 52 44 115 123:
Old : 207: 53 72 17 52 44 115 123:
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 : 47.1 23.9 59.3 37.1 45.2 23.4 57.2 34.5
Old : 47.1 23.9 59.3 37.1 45.2 23.4 57.2 34.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 20, 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 : 105,142: 71,572 8,421 2,150 3,550 83,445 77,272 94,016: 27,870 11,126
Old : 105,142: 71,572 8,421 2,150 3,550 83,445 77,272 94,016: 27,870 11,126
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 13, 2007 :
: -27,604: 18,918 3,836 -968 -48,840 -29,281 -30,890 -26,413: 3,286 -1,191
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.1 8.0 2.0 3.4 79.4 73.5 89.4: 26.5 10.6
Old : 100.0: 68.1 8.0 2.0 3.4 79.4 73.5 89.4: 26.5 10.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 63: 34 11 4 6 16 42 29:
Old : 63: 34 11 4 6 16 42 29:
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 : 30.2 46.6 44.6 64.3 30.2 46.6 43.4 64.1
Old : 30.2 46.6 44.6 64.3 30.2 46.6 43.4 64.1
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 20, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (RUSSEL 2000 INDEX X $500) :
: : :
All : 32,468: 1,032 7,787 0 27,513 19,038 28,545 26,825: 3,923 5,643
Old : 32,468: 1,032 7,787 0 27,513 19,038 28,545 26,825: 3,923 5,643
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 13, 2007 :
: -28,498: -724 1,825 -532 -21,510 -25,060 -22,765 -23,766: -5,733 -4,732
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.2 24.0 0.0 84.7 58.6 87.9 82.6: 12.1 17.4
Old : 100.0: 3.2 24.0 0.0 84.7 58.6 87.9 82.6: 12.1 17.4
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 : 56: 3 18 1 23 19 27 37:
Old : 56: 3 18 1 23 19 27 37:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.3 36.6 72.9 47.9 64.3 36.6 72.9 47.9
Old : 64.3 36.6 72.9 47.9 64.3 36.6 72.9 47.9
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 20, 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 : 415,603: 55,565 186,248 8,754 332,436 197,679 396,755 392,681: 18,848 22,922
Old : 415,603: 55,565 186,248 8,754 332,436 197,679 396,755 392,681: 18,848 22,922
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 13, 2007 :
: -174,113: -6,864 -9,148 -15,579 -138,741 -126,016 -161,183 -150,743: -12,930 -23,370
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.4 44.8 2.1 80.0 47.6 95.5 94.5: 4.5 5.5
Old : 100.0: 13.4 44.8 2.1 80.0 47.6 95.5 94.5: 4.5 5.5
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 : 231: 28 104 44 51 70 119 178:
Old : 231: 28 104 44 51 70 119 178:
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 : 53.0 22.5 72.0 33.6 52.5 18.0 67.0 28.3
Old : 53.0 22.5 72.0 33.6 52.5 18.0 67.0 28.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 20, 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 : 46,716: 11,918 16,790 228 24,719 16,457 36,865 33,475: 9,851 13,241
Old : 46,716: 11,918 16,790 228 24,719 16,457 36,865 33,475: 9,851 13,241
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 13, 2007 :
: 1,031: 1,743 -537 -7 219 60 1,955 -483: -925 1,514
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.5 35.9 0.5 52.9 35.2 78.9 71.7: 21.1 28.3
Old : 100.0: 25.5 35.9 0.5 52.9 35.2 78.9 71.7: 21.1 28.3
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 : 77: 27 16 4 18 20 45 40:
Old : 77: 27 16 4 18 20 45 40:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.8 33.1 47.0 47.2 32.8 33.0 47.0 45.0
Old : 32.8 33.1 47.0 47.2 32.8 33.0 47.0 45.0
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, March 20, 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 : 46,739: 20,129 1,665 3 17,664 21,419 37,796 23,087: 8,943 23,652
Old : 46,739: 20,129 1,665 3 17,664 21,419 37,796 23,087: 8,943 23,652
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 13, 2007 :
: 579: -434 -66 -260 2,306 2,645 1,612 2,319: -1,033 -1,740
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.1 3.6 0.0 37.8 45.8 80.9 49.4: 19.1 50.6
Old : 100.0: 43.1 3.6 0.0 37.8 45.8 80.9 49.4: 19.1 50.6
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: 23 6 1 15 16 38 23:
Old : 59: 23 6 1 15 16 38 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.4 32.2 54.1 40.2 37.8 32.0 51.4 38.9
Old : 39.4 32.2 54.1 40.2 37.8 32.0 51.4 38.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GOLDMAN-SACHS COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 20, 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 : 19,751: 4,578 2,103 306 14,249 16,686 19,133 19,095: 618 656
Old : 19,751: 4,578 2,103 306 14,249 16,686 19,133 19,095: 618 656
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 13, 2007 :
: -2,478: -1,859 -35 180 -124 -1,869 -1,803 -1,724: -675 -754
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.2 10.6 1.5 72.1 84.5 96.9 96.7: 3.1 3.3
Old : 100.0: 23.2 10.6 1.5 72.1 84.5 96.9 96.7: 3.1 3.3
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 : 25: 8 7 2 7 3 16 11:
Old : 25: 8 7 2 7 3 16 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 : 71.5 89.5 88.6 95.4 71.3 89.1 88.4 94.0
Old : 71.5 89.5 88.6 95.4 71.3 89.1 88.4 94.0
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 20, 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 : 48,790: 5,361 12,202 3,823 17,763 25,629 26,947 41,654: 21,843 7,136
Old : 48,790: 5,361 12,202 3,823 17,763 25,629 26,947 41,654: 21,843 7,136
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 13, 2007 :
: -16,193: 548 -3,591 -2,039 -14,637 -8,120 -16,128 -13,750: -65 -2,443
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.0 25.0 7.8 36.4 52.5 55.2 85.4: 44.8 14.6
Old : 100.0: 11.0 25.0 7.8 36.4 52.5 55.2 85.4: 44.8 14.6
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 : 57: 8 18 10 22 25 37 47:
Old : 57: 8 18 10 22 25 37 47:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.2 28.2 34.9 43.1 16.2 25.5 25.7 37.3
Old : 22.2 28.2 34.9 43.1 16.2 25.5 25.7 37.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 23, 2007