MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 27, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 43,671: 4,348 1,152 7,254 24,350 24,677 35,952 33,084: 7,719 10,587
Old : 43,671: 4,348 1,152 7,254 24,350 24,677 35,952 33,084: 7,719 10,587
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2007 :
: 509: -84 64 -28 67 456 -45 492: 554 17
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.0 2.6 16.6 55.8 56.5 82.3 75.8: 17.7 24.2
Old : 100.0: 10.0 2.6 16.6 55.8 56.5 82.3 75.8: 17.7 24.2
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: 18 5 12 29 26 49 41:
Old : 61: 18 5 12 29 26 49 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 : 35.7 28.6 49.5 45.8 34.4 26.4 43.0 39.9
Old : 35.7 28.6 49.5 45.8 34.4 26.4 43.0 39.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 27, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 186,319: 30,870 20,486 45,413 82,434 92,895 158,717 158,795: 27,602 27,525
Old : 170,745: 23,811 23,283 40,800 82,108 81,774 146,718 145,857: 24,027 24,888
Other: 15,574: 10,870 1,013 803 326 11,121 11,999 12,938: 3,576 2,637
: : :
: : Changes in Commitments from: March 20, 2007 :
: 1,497: 140 2,421 -1,057 1,923 244 1,007 1,608: 490 -111
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.6 11.0 24.4 44.2 49.9 85.2 85.2: 14.8 14.8
Old : 100.0: 13.9 13.6 23.9 48.1 47.9 85.9 85.4: 14.1 14.6
Other: 100.0: 69.8 6.5 5.2 2.1 71.4 77.0 83.1: 23.0 16.9
: : :
:# Traders : Number of Traders in Each Category :
All : 194: 69 55 75 37 39 143 146:
Old : 193: 64 64 75 37 39 142 146:
Other: 62: 30 7 10 5 24 37 39:
:----------------------------------------------------------------------------------------------------
: 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 33.7 36.8 42.1 25.2 30.4 33.8 36.1
Old : 27.5 34.2 40.0 42.1 27.5 32.4 36.7 37.3
Other: 45.9 47.9 58.1 62.1 45.5 47.2 57.5 61.5
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 27, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 331,766: 74,670 30,009 103,241 122,264 133,992 300,175 267,242: 31,591 64,524
Old : 331,766: 74,670 30,009 103,241 122,264 133,992 300,175 267,242: 31,591 64,524
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2007 :
: 1,117: -681 1,591 2,645 -1,251 -2,885 714 1,351: 403 -235
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.5 9.0 31.1 36.9 40.4 90.5 80.6: 9.5 19.4
Old : 100.0: 22.5 9.0 31.1 36.9 40.4 90.5 80.6: 9.5 19.4
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 : 355: 119 54 102 96 140 279 257:
Old : 355: 119 54 102 96 140 279 257:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.4 13.9 30.9 22.6 19.3 11.4 27.4 17.2
Old : 19.4 13.9 30.9 22.6 19.3 11.4 27.4 17.2
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 27, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 110,000 BOARD FEET) :
: : :
All : 8,590: 2,490 3,748 993 2,462 1,677 5,945 6,418: 2,645 2,171
Old : 8,590: 2,490 3,748 993 2,462 1,677 5,945 6,418: 2,645 2,171
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2007 :
: 336: 155 241 1 36 21 191 262: 145 73
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.0 43.6 11.6 28.7 19.5 69.2 74.7: 30.8 25.3
Old : 100.0: 29.0 43.6 11.6 28.7 19.5 69.2 74.7: 30.8 25.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 82: 28 30 10 17 19 47 57:
Old : 82: 28 30 10 17 19 47 57:
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 : 25.9 21.2 38.7 35.2 25.0 20.1 35.1 29.9
Old : 25.9 21.2 38.7 35.2 25.0 20.1 35.1 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 27, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50,000 POUNDS) :
: : :
All : 37,003: 9,389 4,457 7,203 13,495 10,840 30,087 22,500: 6,917 14,503
Old : 37,003: 9,389 4,457 7,203 13,495 10,840 30,087 22,500: 6,917 14,503
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2007 :
: -338: -601 774 181 175 -325 -244 630: -93 -968
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.4 12.0 19.5 36.5 29.3 81.3 60.8: 18.7 39.2
Old : 100.0: 25.4 12.0 19.5 36.5 29.3 81.3 60.8: 18.7 39.2
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 : 161: 50 19 36 50 60 120 104:
Old : 161: 50 19 36 50 60 120 104:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 13.4 12.9 23.0 22.1 10.9 11.3 19.6 16.4
Old : 13.4 12.9 23.0 22.1 10.9 11.3 19.6 16.4
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 27, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF CAD 100,000) :
: : :
All : 123,295: 24,807 57,646 5,562 63,616 30,489 93,985 93,698: 29,311 29,598
Old : 123,295: 24,807 57,646 5,562 63,616 30,489 93,985 93,698: 29,311 29,598
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2007 :
: -46,283: 3,961 -15,389 -5,256 -46,043 -13,503 -47,338 -34,148: 1,055 -12,135
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.1 46.8 4.5 51.6 24.7 76.2 76.0: 23.8 24.0
Old : 100.0: 20.1 46.8 4.5 51.6 24.7 76.2 76.0: 23.8 24.0
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 : 85: 20 35 12 20 19 46 60:
Old : 85: 20 35 12 20 19 46 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 : 41.4 17.4 50.7 31.4 39.4 17.4 48.7 31.4
Old : 41.4 17.4 50.7 31.4 39.4 17.4 48.7 31.4
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 27, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF CHF 125,000) :
: : :
All : 57,848: 19,046 30,132 2,049 18,583 14,018 39,679 46,199: 18,169 11,649
Old : 57,848: 19,046 30,132 2,049 18,583 14,018 39,679 46,199: 18,169 11,649
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2007 :
: -471: 2,624 -948 327 780 3,980 3,730 3,359: -4,202 -3,830
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.9 52.1 3.5 32.1 24.2 68.6 79.9: 31.4 20.1
Old : 100.0: 32.9 52.1 3.5 32.1 24.2 68.6 79.9: 31.4 20.1
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 : 49: 16 17 4 7 13 25 32:
Old : 49: 16 17 4 7 13 25 32:
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 : 28.8 39.3 42.7 52.5 25.4 39.3 37.5 49.7
Old : 28.8 39.3 42.7 52.5 25.4 39.3 37.5 49.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 27, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF MXN 500,000) :
: : :
All : 71,690: 26,718 23,174 654 40,657 44,044 68,029 67,872: 3,661 3,818
Old : 71,690: 26,718 23,174 654 40,657 44,044 68,029 67,872: 3,661 3,818
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2007 :
: -3,775: 5,885 -16,675 154 -9,852 13,262 -3,813 -3,259: 38 -516
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.3 32.3 0.9 56.7 61.4 94.9 94.7: 5.1 5.3
Old : 100.0: 37.3 32.3 0.9 56.7 61.4 94.9 94.7: 5.1 5.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 77: 30 22 1 14 14 44 37:
Old : 77: 30 22 1 14 14 44 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 : 52.4 61.3 66.4 75.2 52.4 61.3 66.4 73.3
Old : 52.4 61.3 66.4 75.2 52.4 61.3 66.4 73.3
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 27, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF GBP 62,500) :
: : :
All : 121,322: 63,063 18,962 5,993 20,004 76,464 89,061 101,419: 32,262 19,903
Old : 121,322: 63,063 18,962 5,993 20,004 76,464 89,061 101,419: 32,262 19,903
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2007 :
: 1,827: -2,735 232 1,174 -2 2,893 -1,563 4,299: 3,390 -2,472
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.0 15.6 4.9 16.5 63.0 73.4 83.6: 26.6 16.4
Old : 100.0: 52.0 15.6 4.9 16.5 63.0 73.4 83.6: 26.6 16.4
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 : 76: 33 16 11 14 20 52 42:
Old : 76: 33 16 11 14 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 : 28.6 36.6 40.3 52.5 28.6 36.5 40.3 52.3
Old : 28.6 36.6 40.3 52.5 28.6 36.5 40.3 52.3
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 27, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF JPY 12,500,000) :
: : :
All : 237,863: 31,845 85,539 14,693 149,508 106,234 196,046 206,466: 41,817 31,397
Old : 237,863: 31,845 85,539 14,693 149,508 106,234 196,046 206,466: 41,817 31,397
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2007 :
: 26,159: 3,493 1,374 -745 27,292 23,050 30,039 23,678: -3,880 2,481
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.4 36.0 6.2 62.9 44.7 82.4 86.8: 17.6 13.2
Old : 100.0: 13.4 36.0 6.2 62.9 44.7 82.4 86.8: 17.6 13.2
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 : 121: 36 47 16 30 23 73 79:
Old : 121: 36 47 16 30 23 73 79:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.6 34.1 54.8 49.5 38.2 29.7 50.8 45.0
Old : 38.6 34.1 54.8 49.5 38.2 29.7 50.8 45.0
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 27, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF EUR 125,000) :
: : :
All : 225,554: 112,772 20,831 21,398 29,758 145,613 163,928 187,842: 61,626 37,712
Old : 225,554: 112,772 20,831 21,398 29,758 145,613 163,928 187,842: 61,626 37,712
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2007 :
: 12,893: 8,723 3,896 2,523 2,013 3,068 13,259 9,486: -365 3,407
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.0 9.2 9.5 13.2 64.6 72.7 83.3: 27.3 16.7
Old : 100.0: 50.0 9.2 9.5 13.2 64.6 72.7 83.3: 27.3 16.7
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 : 148: 74 31 28 28 32 114 79:
Old : 148: 74 31 28 28 32 114 79:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.4 35.9 27.2 51.6 18.0 34.9 25.2 48.6
Old : 18.4 35.9 27.2 51.6 18.0 34.9 25.2 48.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 27, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF NZD 100,000) :
: : :
All : 27,611: 23,824 1,036 0 2,017 24,524 25,841 25,560: 1,770 2,051
Old : 27,611: 23,824 1,036 0 2,017 24,524 25,841 25,560: 1,770 2,051
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2007 :
: 4,512: 4,089 157 0 211 3,992 4,300 4,149: 212 363
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.3 3.8 0.0 7.3 88.8 93.6 92.6: 6.4 7.4
Old : 100.0: 86.3 3.8 0.0 7.3 88.8 93.6 92.6: 6.4 7.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 14 2 0 6 14 20 16:
Old : 32: 14 2 0 6 14 20 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 67.4 57.6 80.0 77.7 67.4 57.1 79.7 77.1
Old : 67.4 57.6 80.0 77.7 67.4 57.1 79.7 77.1
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 27, 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 : 71,796: 10,443 6,588 475 56,535 61,866 67,453 68,929: 4,343 2,867
Old : 71,796: 10,443 6,588 475 56,535 61,866 67,453 68,929: 4,343 2,867
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2007 :
: 19,364: 355 -1,598 108 19,061 22,356 19,524 20,866: -160 -1,502
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.5 9.2 0.7 78.7 86.2 94.0 96.0: 6.0 4.0
Old : 100.0: 14.5 9.2 0.7 78.7 86.2 94.0 96.0: 6.0 4.0
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 : 28: 4 1 1 16 14 20 16:
Old : 28: 4 1 1 16 14 20 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.0 59.0 71.7 83.0 47.3 51.2 62.3 68.8
Old : 49.0 59.0 71.7 83.0 47.3 51.2 62.3 68.8
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 27, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $1,000,000) :
: : :
All :16,424,093: 755,398 471,085 5,136,118 9,393,448 9,481,472 15,284,963 15,088,675: 1,139,129 1,335,418
Old :16,424,093: 755,398 471,085 5,136,118 9,393,448 9,481,472 15,284,963 15,088,675: 1,139,129 1,335,418
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2007 :
: 512,446: -27,237 -16,659 410,864 142,582 125,316 526,210 519,522: -13,763 -7,075
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.6 2.9 31.3 57.2 57.7 93.1 91.9: 6.9 8.1
Old : 100.0: 4.6 2.9 31.3 57.2 57.7 93.1 91.9: 6.9 8.1
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 : 333: 61 75 122 167 177 299 313:
Old : 333: 61 75 122 167 177 299 313:
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 : 25.7 13.3 37.3 24.2 21.6 8.3 25.2 14.4
Old : 25.7 13.3 37.3 24.2 21.6 8.3 25.2 14.4
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 27, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 500 INDEX X $250.00) :
: : :
All : 753,647: 66,159 35,895 96,824 449,457 453,445 612,441 586,165: 141,206 167,482
Old : 753,647: 66,159 35,895 96,824 449,457 453,445 612,441 586,165: 141,206 167,482
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2007 :
: 38,690: 261 -4,867 25,452 6,951 8,468 32,665 29,053: 6,026 9,637
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.8 4.8 12.8 59.6 60.2 81.3 77.8: 18.7 22.2
Old : 100.0: 8.8 4.8 12.8 59.6 60.2 81.3 77.8: 18.7 22.2
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 : 212: 56 45 73 87 61 182 140:
Old : 212: 56 45 73 87 61 182 140:
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 : 18.0 24.5 26.7 33.7 17.2 24.5 24.3 33.4
Old : 18.0 24.5 26.7 33.7 17.2 24.5 24.3 33.4
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 27, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($50 X S&P 500 INDEX) :
: : :
All : 1,840,004: 290,649 575,385 98,575 976,232 1,000,915 1,365,456 1,674,876: 474,548 165,128
Old : 1,840,004: 290,649 575,385 98,575 976,232 1,000,915 1,365,456 1,674,876: 474,548 165,128
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2007 :
: 62,031: 13,080 54,592 14,933 -3,959 1,673 24,054 71,199: 37,977 -9,168
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.8 31.3 5.4 53.1 54.4 74.2 91.0: 25.8 9.0
Old : 100.0: 15.8 31.3 5.4 53.1 54.4 74.2 91.0: 25.8 9.0
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 : 308: 70 114 76 81 83 202 222:
Old : 308: 70 114 76 81 83 202 222:
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 : 16.8 20.8 26.4 31.4 12.9 14.6 21.0 23.0
Old : 16.8 20.8 26.4 31.4 12.9 14.6 21.0 23.0
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 27, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 400 INDEX X $500) :
: : :
All : 7,454: 968 0 0 4,103 6,146 5,071 6,146: 2,383 1,308
Old : 7,454: 968 0 0 4,103 6,146 5,071 6,146: 2,383 1,308
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2007 :
: 94: 48 0 0 229 0 277 0: -183 94
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.0 0.0 0.0 55.0 82.5 68.0 82.5: 32.0 17.5
Old : 100.0: 13.0 0.0 0.0 55.0 82.5 68.0 82.5: 32.0 17.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 2 0 0 11 10 13 10:
Old : 22: 2 0 0 11 10 13 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 : 38.1 54.4 55.6 76.8 38.1 54.3 55.6 76.8
Old : 38.1 54.4 55.6 76.8 38.1 54.3 55.6 76.8
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 27, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 400 INDEX X $100) :
: : :
All : 84,708: 9,840 29,477 257 66,694 49,727 76,791 79,461: 7,917 5,247
Old : 84,708: 9,840 29,477 257 66,694 49,727 76,791 79,461: 7,917 5,247
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2007 :
: 8,863: 1,074 -614 8 7,452 8,567 8,534 7,961: 329 902
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.6 34.8 0.3 78.7 58.7 90.7 93.8: 9.3 6.2
Old : 100.0: 11.6 34.8 0.3 78.7 58.7 90.7 93.8: 9.3 6.2
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 : 84: 13 17 3 35 29 50 47:
Old : 84: 13 17 3 35 29 50 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 : 33.0 47.8 55.9 69.4 32.9 47.7 54.7 69.2
Old : 33.0 47.8 55.9 69.4 32.9 47.7 54.7 69.2
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 27, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NASDAQ 100 INDEX X $100) :
: : :
All : 47,779: 5,977 13,925 272 33,176 25,064 39,424 39,261: 8,355 8,518
Old : 47,779: 5,977 13,925 272 33,176 25,064 39,424 39,261: 8,355 8,518
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2007 :
: 312: -1,651 582 46 1,940 -1,952 334 -1,323: -22 1,635
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.5 29.1 0.6 69.4 52.5 82.5 82.2: 17.5 17.8
Old : 100.0: 12.5 29.1 0.6 69.4 52.5 82.5 82.2: 17.5 17.8
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 : 79: 12 21 6 29 27 45 50:
Old : 79: 12 21 6 29 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 : 37.2 41.5 52.9 54.6 36.9 41.3 52.6 54.3
Old : 37.2 41.5 52.9 54.6 36.9 41.3 52.6 54.3
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 27, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ( NASDAQ 100 STOCK INDEX X $20) :
: : :
All : 340,390: 65,660 136,213 7,127 248,132 179,599 320,919 322,938: 19,472 17,452
Old : 340,390: 65,660 136,213 7,127 248,132 179,599 320,919 322,938: 19,472 17,452
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2007 :
: 3,929: 17,648 -510 414 -16,072 22,070 1,991 21,975: 1,938 -18,046
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.3 40.0 2.1 72.9 52.8 94.3 94.9: 5.7 5.1
Old : 100.0: 19.3 40.0 2.1 72.9 52.8 94.3 94.9: 5.7 5.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 218: 63 63 16 55 54 127 124:
Old : 218: 63 63 16 55 54 127 124:
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 26.1 53.3 43.8 39.4 25.3 50.2 42.6
Old : 41.8 26.1 53.3 43.8 39.4 25.3 50.2 42.6
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 27, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF AUD 100,000) :
: : :
All : 121,570: 88,499 7,902 1,512 3,769 100,350 93,781 109,764: 27,790 11,807
Old : 121,570: 88,499 7,902 1,512 3,769 100,350 93,781 109,764: 27,790 11,807
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2007 :
: 16,428: 16,927 -519 -638 219 16,904 16,509 15,748: -80 681
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.8 6.5 1.2 3.1 82.5 77.1 90.3: 22.9 9.7
Old : 100.0: 72.8 6.5 1.2 3.1 82.5 77.1 90.3: 22.9 9.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 76: 45 12 3 7 17 53 31:
Old : 76: 45 12 3 7 17 53 31:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.3 44.2 41.9 68.8 29.3 44.1 41.6 68.6
Old : 29.3 44.2 41.9 68.8 29.3 44.1 41.6 68.6
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 27, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (RUSSEL 2000 INDEX X $500) :
: : :
All : 32,608: 1,044 7,555 0 27,319 19,780 28,364 27,335: 4,245 5,273
Old : 32,608: 1,044 7,555 0 27,319 19,780 28,364 27,335: 4,245 5,273
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2007 :
: 140: 12 -232 0 -194 742 -182 510: 322 -370
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.2 23.2 0.0 83.8 60.7 87.0 83.8: 13.0 16.2
Old : 100.0: 3.2 23.2 0.0 83.8 60.7 87.0 83.8: 13.0 16.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 54: 3 17 1 22 19 26 36:
Old : 54: 3 17 1 22 19 26 36:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.1 36.4 72.6 49.2 64.1 36.4 72.6 49.2
Old : 64.1 36.4 72.6 49.2 64.1 36.4 72.6 49.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-239742
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 27, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (RUSSEL 2000 INDEX X $100) :
: : :
All : 427,226: 61,648 194,148 12,415 335,125 199,921 409,188 406,484: 18,038 20,742
Old : 427,226: 61,648 194,148 12,415 335,125 199,921 409,188 406,484: 18,038 20,742
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2007 :
: 11,623: 6,083 7,901 3,661 2,689 2,242 12,433 13,803: -810 -2,180
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.4 45.4 2.9 78.4 46.8 95.8 95.1: 4.2 4.9
Old : 100.0: 14.4 45.4 2.9 78.4 46.8 95.8 95.1: 4.2 4.9
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 : 238: 33 107 48 52 67 128 179:
Old : 238: 33 107 48 52 67 128 179:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.5 23.3 69.4 34.0 51.1 19.3 65.0 28.9
Old : 51.5 23.3 69.4 34.0 51.1 19.3 65.0 28.9
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 27, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NIKKEI INDEX X $5.00) :
: : :
All : 49,648: 12,428 18,003 276 26,888 18,168 39,592 36,448: 10,056 13,200
Old : 49,648: 12,428 18,003 276 26,888 18,168 39,592 36,448: 10,056 13,200
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2007 :
: 2,932: 510 1,213 48 2,169 1,712 2,727 2,973: 205 -41
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.0 36.3 0.6 54.2 36.6 79.7 73.4: 20.3 26.6
Old : 100.0: 25.0 36.3 0.6 54.2 36.6 79.7 73.4: 20.3 26.6
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 : 79: 26 19 5 15 24 42 47:
Old : 79: 26 19 5 15 24 42 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 : 32.4 32.0 50.0 42.8 32.4 31.9 48.3 40.1
Old : 32.4 32.0 50.0 42.8 32.4 31.9 48.3 40.1
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 27, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NIKKEI INDEX X JPY 500) :
: : :
All : 48,520: 25,372 1,975 217 15,329 22,251 40,918 24,443: 7,602 24,077
Old : 48,520: 25,372 1,975 217 15,329 22,251 40,918 24,443: 7,602 24,077
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2007 :
: 1,781: 5,243 310 214 -2,335 832 3,122 1,356: -1,341 425
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.3 4.1 0.4 31.6 45.9 84.3 50.4: 15.7 49.6
Old : 100.0: 52.3 4.1 0.4 31.6 45.9 84.3 50.4: 15.7 49.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 56: 20 7 2 14 17 35 25:
Old : 56: 20 7 2 14 17 35 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.2 31.0 60.8 38.8 45.2 31.0 59.9 38.6
Old : 45.2 31.0 60.8 38.8 45.2 31.0 59.9 38.6
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 27, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (GSCI X $250) :
: : :
All : 20,714: 5,226 1,830 306 14,273 17,595 19,805 19,731: 909 983
Old : 20,714: 5,226 1,830 306 14,273 17,595 19,805 19,731: 909 983
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2007 :
: 963: 648 -273 0 24 909 672 636: 291 327
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.2 8.8 1.5 68.9 84.9 95.6 95.3: 4.4 4.7
Old : 100.0: 25.2 8.8 1.5 68.9 84.9 95.6 95.3: 4.4 4.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 8 6 2 7 4 16 11:
Old : 25: 8 6 2 7 4 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 : 71.8 88.1 88.1 93.8 71.6 87.5 87.9 92.5
Old : 71.8 88.1 88.1 93.8 71.6 87.5 87.9 92.5
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 27, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
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: : (CONTRACTS OF JPY 100,000,000) :
: : :
All : 52,953: 3,502 10,529 3,339 20,630 27,029 27,471 40,897: 25,482 12,056
Old : 52,953: 3,502 10,529 3,339 20,630 27,029 27,471 40,897: 25,482 12,056
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2007 :
: 4,163: -1,859 -1,673 -484 2,867 1,400 524 -757: 3,639 4,920
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.6 19.9 6.3 39.0 51.0 51.9 77.2: 48.1 22.8
Old : 100.0: 6.6 19.9 6.3 39.0 51.0 51.9 77.2: 48.1 22.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 57: 6 18 7 22 26 34 45:
Old : 57: 6 18 7 22 26 34 45:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.2 25.8 32.1 38.7 16.1 23.0 24.2 33.3
Old : 20.2 25.8 32.1 38.7 16.1 23.0 24.2 33.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 30, 2007