MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 17, 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 : 43,347: 4,160 488 7,877 23,199 24,374 35,236 32,739: 8,111 10,609
Old : 43,347: 4,160 488 7,877 23,199 24,374 35,236 32,739: 8,111 10,609
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 10, 2007 :
: 1,025: 823 -86 561 -764 296 620 772: 405 253
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.6 1.1 18.2 53.5 56.2 81.3 75.5: 18.7 24.5
Old : 100.0: 9.6 1.1 18.2 53.5 56.2 81.3 75.5: 18.7 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 : 60: 16 7 14 28 26 49 42:
Old : 60: 16 7 14 28 26 49 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 : 35.8 29.5 49.3 46.7 34.9 27.1 43.2 41.1
Old : 35.8 29.5 49.3 46.7 34.9 27.1 43.2 41.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 17, 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 : 176,486: 37,084 23,417 40,896 75,846 87,297 153,826 151,610: 22,661 24,876
Old : 159,630: 29,646 27,047 35,682 75,339 75,393 140,667 138,122: 18,964 21,509
Other: 16,856: 11,644 576 1,009 507 11,904 13,159 13,488: 3,697 3,368
: : :
: : Changes in Commitments from: April 10, 2007 :
: -5,616: 3,435 1,340 -2,126 -4,448 -3,551 -3,139 -4,337: -2,477 -1,279
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.0 13.3 23.2 43.0 49.5 87.2 85.9: 12.8 14.1
Old : 100.0: 18.6 16.9 22.4 47.2 47.2 88.1 86.5: 11.9 13.5
Other: 100.0: 69.1 3.4 6.0 3.0 70.6 78.1 80.0: 21.9 20.0
: : :
:# Traders : Number of Traders in Each Category :
All : 192: 73 54 72 30 36 142 136:
Old : 190: 66 61 71 30 36 139 136:
Other: 65: 30 10 12 8 23 42 41:
:----------------------------------------------------------------------------------------------------
: 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 34.0 37.5 42.9 25.9 32.2 35.7 38.3
Old : 28.7 35.5 40.9 43.1 28.7 33.8 39.0 39.2
Other: 44.8 41.3 56.7 60.5 43.8 39.7 55.7 59.0
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 17, 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 : 302,068: 66,181 27,030 86,133 120,734 130,541 273,048 243,703: 29,020 58,365
Old : 302,068: 66,181 27,030 86,133 120,734 130,541 273,048 243,703: 29,020 58,365
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 10, 2007 :
: -14,717: -9,120 -5,169 -3,117 -1,424 -2,554 -13,661 -10,840: -1,056 -3,877
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.9 8.9 28.5 40.0 43.2 90.4 80.7: 9.6 19.3
Old : 100.0: 21.9 8.9 28.5 40.0 43.2 90.4 80.7: 9.6 19.3
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 : 338: 111 47 95 95 139 260 250:
Old : 338: 111 47 95 95 139 260 250:
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 : 20.8 15.3 31.4 24.2 20.8 13.1 30.3 19.2
Old : 20.8 15.3 31.4 24.2 20.8 13.1 30.3 19.2
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, April 17, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 110,000 BOARD FEET) :
: : :
All : 9,038: 2,834 4,002 1,110 2,278 1,621 6,221 6,732: 2,816 2,305
Old : 9,038: 2,834 4,002 1,110 2,278 1,621 6,221 6,732: 2,816 2,305
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 10, 2007 :
: 11: 319 32 -180 -144 21 -5 -126: 15 137
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.4 44.3 12.3 25.2 17.9 68.8 74.5: 31.2 25.5
Old : 100.0: 31.4 44.3 12.3 25.2 17.9 68.8 74.5: 31.2 25.5
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 : 86: 24 35 17 17 19 54 61:
Old : 86: 24 35 17 17 19 54 61:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.8 21.7 36.3 31.5 24.8 21.0 35.9 29.9
Old : 24.8 21.7 36.3 31.5 24.8 21.0 35.9 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, April 17, 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 : 29,579: 8,915 2,283 3,801 10,716 9,771 23,433 15,855: 6,147 13,724
Old : 29,579: 8,915 2,283 3,801 10,716 9,771 23,433 15,855: 6,147 13,724
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 10, 2007 :
: -3,237: -1,242 -719 -456 -961 -830 -2,659 -2,005: -578 -1,232
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.1 7.7 12.9 36.2 33.0 79.2 53.6: 20.8 46.4
Old : 100.0: 30.1 7.7 12.9 36.2 33.0 79.2 53.6: 20.8 46.4
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 : 148: 44 19 21 45 59 102 91:
Old : 148: 44 19 21 45 59 102 91:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 13.8 9.6 24.3 16.7 13.2 8.7 23.4 13.2
Old : 13.8 9.6 24.3 16.7 13.2 8.7 23.4 13.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 17, 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 : 125,892: 24,931 41,670 8,777 58,658 47,696 92,366 98,143: 33,526 27,749
Old : 125,892: 24,931 41,670 8,777 58,658 47,696 92,366 98,143: 33,526 27,749
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 10, 2007 :
: 7,432: 2,025 2,973 2,420 678 2,187 5,123 7,580: 2,309 -148
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.8 33.1 7.0 46.6 37.9 73.4 78.0: 26.6 22.0
Old : 100.0: 19.8 33.1 7.0 46.6 37.9 73.4 78.0: 26.6 22.0
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 : 84: 21 30 11 21 22 48 57:
Old : 84: 21 30 11 21 22 48 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 : 37.2 20.0 47.1 32.4 34.3 20.0 43.0 31.9
Old : 37.2 20.0 47.1 32.4 34.3 20.0 43.0 31.9
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, April 17, 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 : 71,710: 17,996 40,324 1,965 34,262 17,060 54,223 59,349: 17,487 12,360
Old : 71,710: 17,996 40,324 1,965 34,262 17,060 54,223 59,349: 17,487 12,360
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 10, 2007 :
: 9,069: 4,749 3,636 202 882 5,695 5,832 9,533: 3,237 -464
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.1 56.2 2.7 47.8 23.8 75.6 82.8: 24.4 17.2
Old : 100.0: 25.1 56.2 2.7 47.8 23.8 75.6 82.8: 24.4 17.2
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 : 55: 18 20 4 6 14 25 37:
Old : 55: 18 20 4 6 14 25 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 : 47.4 34.2 58.2 46.4 46.0 33.9 55.2 46.1
Old : 47.4 34.2 58.2 46.4 46.0 33.9 55.2 46.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 17, 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 : 77,553: 28,366 18,607 654 41,136 55,290 70,156 74,551: 7,397 3,002
Old : 77,553: 28,366 18,607 654 41,136 55,290 70,156 74,551: 7,397 3,002
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 10, 2007 :
: 2,444: -2,074 1,911 0 4,417 436 2,343 2,347: 101 97
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.6 24.0 0.8 53.0 71.3 90.5 96.1: 9.5 3.9
Old : 100.0: 36.6 24.0 0.8 53.0 71.3 90.5 96.1: 9.5 3.9
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 : 84: 42 17 1 13 16 55 34:
Old : 84: 42 17 1 13 16 55 34:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.3 63.6 59.2 77.4 39.9 61.9 55.8 74.6
Old : 43.3 63.6 59.2 77.4 39.9 61.9 55.8 74.6
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, April 17, 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 : 146,258: 83,380 21,625 7,482 20,747 88,513 111,609 117,620: 34,649 28,638
Old : 146,258: 83,380 21,625 7,482 20,747 88,513 111,609 117,620: 34,649 28,638
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 10, 2007 :
: 18,242: 13,140 1,061 3,021 -2,572 8,724 13,589 12,806: 4,653 5,436
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.0 14.8 5.1 14.2 60.5 76.3 80.4: 23.7 19.6
Old : 100.0: 57.0 14.8 5.1 14.2 60.5 76.3 80.4: 23.7 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 : 91: 47 16 14 14 21 67 45:
Old : 91: 47 16 14 14 21 67 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 : 26.6 32.7 37.1 48.2 26.6 32.7 37.0 47.4
Old : 26.6 32.7 37.1 48.2 26.6 32.7 37.0 47.4
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, April 17, 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 : 266,328: 37,761 114,116 11,870 173,667 101,731 223,298 227,717: 43,030 38,611
Old : 266,328: 37,761 114,116 11,870 173,667 101,731 223,298 227,717: 43,030 38,611
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 10, 2007 :
: 5,442: 805 6,236 -1,512 9,333 1,034 8,625 5,759: -3,183 -317
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.2 42.8 4.5 65.2 38.2 83.8 85.5: 16.2 14.5
Old : 100.0: 14.2 42.8 4.5 65.2 38.2 83.8 85.5: 16.2 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 : 122: 32 53 17 30 21 71 82:
Old : 122: 32 53 17 30 21 71 82:
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 : 41.2 30.0 56.8 46.4 41.0 25.9 51.5 41.2
Old : 41.2 30.0 56.8 46.4 41.0 25.9 51.5 41.2
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, April 17, 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 : 251,975: 124,603 19,110 24,262 33,358 166,421 182,223 209,794: 69,752 42,181
Old : 251,975: 124,603 19,110 24,262 33,358 166,421 182,223 209,794: 69,752 42,181
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 10, 2007 :
: 13,078: 281 -1,643 6,727 2,802 7,247 9,811 12,331: 3,267 747
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.5 7.6 9.6 13.2 66.0 72.3 83.3: 27.7 16.7
Old : 100.0: 49.5 7.6 9.6 13.2 66.0 72.3 83.3: 27.7 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 : 162: 79 38 34 31 35 129 88:
Old : 162: 79 38 34 31 35 129 88:
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 : 17.5 38.8 27.0 52.1 17.1 37.8 24.7 49.3
Old : 17.5 38.8 27.0 52.1 17.1 37.8 24.7 49.3
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, April 17, 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 : 28,672: 24,198 1,101 0 1,772 25,992 25,970 27,093: 2,702 1,579
Old : 28,672: 24,198 1,101 0 1,772 25,992 25,970 27,093: 2,702 1,579
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 10, 2007 :
: 3,289: 3,130 100 0 -144 3,157 2,986 3,257: 303 32
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.4 3.8 0.0 6.2 90.7 90.6 94.5: 9.4 5.5
Old : 100.0: 84.4 3.8 0.0 6.2 90.7 90.6 94.5: 9.4 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 : 35: 16 2 0 6 15 22 17:
Old : 35: 16 2 0 6 15 22 17:
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 : 62.5 57.9 75.9 78.6 62.5 57.3 75.9 78.0
Old : 62.5 57.9 75.9 78.6 62.5 57.3 75.9 78.0
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, April 17, 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 : 59,861: 13,181 0 550 42,445 56,951 56,176 57,501: 3,685 2,360
Old : 59,861: 13,181 0 550 42,445 56,951 56,176 57,501: 3,685 2,360
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 10, 2007 :
: -18,979: -531 -7,219 -80 -18,444 -10,653 -19,055 -17,952: 76 -1,027
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.0 0.0 0.9 70.9 95.1 93.8 96.1: 6.2 3.9
Old : 100.0: 22.0 0.0 0.9 70.9 95.1 93.8 96.1: 6.2 3.9
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 : 25: 5 0 1 14 13 19 14:
Old : 25: 5 0 1 14 13 19 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.5 68.5 68.7 87.5 46.2 57.1 64.7 74.0
Old : 47.5 68.5 68.7 87.5 46.2 57.1 64.7 74.0
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, April 17, 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 :16,769,322: 1,035,120 818,174 4,805,991 9,763,910 9,645,816 15,605,021 15,269,982: 1,164,300 1,499,340
Old :16,769,322: 1,035,120 818,174 4,805,991 9,763,910 9,645,816 15,605,021 15,269,982: 1,164,300 1,499,340
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 10, 2007 :
: 39,249: -25,399 157,388 -81,604 81,655 -135,240 -25,347 -59,455: 64,597 98,704
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.2 4.9 28.7 58.2 57.5 93.1 91.1: 6.9 8.9
Old : 100.0: 6.2 4.9 28.7 58.2 57.5 93.1 91.1: 6.9 8.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 346: 66 83 130 172 176 312 325:
Old : 346: 66 83 130 172 176 312 325:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.4 13.3 38.7 23.7 23.6 8.1 28.3 13.9
Old : 27.4 13.3 38.7 23.7 23.6 8.1 28.3 13.9
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, April 17, 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 : 845,880: 74,880 37,264 141,516 479,646 487,256 696,043 666,037: 149,837 179,843
Old : 845,880: 74,880 37,264 141,516 479,646 487,256 696,043 666,037: 149,837 179,843
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 10, 2007 :
: 47,167: 7,079 3,896 29,346 2,525 9,450 38,950 42,692: 8,218 4,475
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.9 4.4 16.7 56.7 57.6 82.3 78.7: 17.7 21.3
Old : 100.0: 8.9 4.4 16.7 56.7 57.6 82.3 78.7: 17.7 21.3
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 : 225: 59 53 83 91 63 196 153:
Old : 225: 59 53 83 91 63 196 153:
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 : 17.6 23.8 26.7 33.3 16.4 23.8 22.6 31.8
Old : 17.6 23.8 26.7 33.3 16.4 23.8 22.6 31.8
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, April 17, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($50 X S&P 500 INDEX) :
: : :
All : 2,102,176: 297,459 625,972 163,957 1,183,319 1,116,999 1,644,735 1,906,929: 457,441 195,247
Old : 2,102,176: 297,459 625,972 163,957 1,183,319 1,116,999 1,644,735 1,906,929: 457,441 195,247
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 10, 2007 :
: 105,508: -1,421 6,032 46,931 84,931 20,087 130,441 73,050: -24,933 32,458
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.2 29.8 7.8 56.3 53.1 78.2 90.7: 21.8 9.3
Old : 100.0: 14.2 29.8 7.8 56.3 53.1 78.2 90.7: 21.8 9.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 347: 76 135 91 92 94 232 256:
Old : 347: 76 135 91 92 94 232 256:
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 : 17.6 19.4 28.7 29.6 14.0 13.1 23.4 20.9
Old : 17.6 19.4 28.7 29.6 14.0 13.1 23.4 20.9
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, April 17, 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 : 7,911: 1,065 0 0 4,200 5,683 5,265 5,683: 2,646 2,228
Old : 7,911: 1,065 0 0 4,200 5,683 5,265 5,683: 2,646 2,228
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 10, 2007 :
: 194: 5 0 0 -8 -65 -3 -65: 197 259
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.5 0.0 0.0 53.1 71.8 66.6 71.8: 33.4 28.2
Old : 100.0: 13.5 0.0 0.0 53.1 71.8 66.6 71.8: 33.4 28.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 2 0 0 11 9 13 9:
Old : 20: 2 0 0 11 9 13 9:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.1 50.0 52.5 69.1 34.1 50.0 52.5 67.0
Old : 34.1 50.0 52.5 69.1 34.1 50.0 52.5 67.0
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, April 17, 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 : 91,123: 13,164 26,101 0 65,619 59,813 78,783 85,914: 12,340 5,209
Old : 91,123: 13,164 26,101 0 65,619 59,813 78,783 85,914: 12,340 5,209
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 10, 2007 :
: 3,126: 1,579 537 0 753 2,918 2,332 3,455: 794 -329
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.4 28.6 0.0 72.0 65.6 86.5 94.3: 13.5 5.7
Old : 100.0: 14.4 28.6 0.0 72.0 65.6 86.5 94.3: 13.5 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 : 86: 14 14 0 38 33 52 47:
Old : 86: 14 14 0 38 33 52 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 : 30.9 46.7 49.7 67.3 30.4 46.6 48.6 67.1
Old : 30.9 46.7 49.7 67.3 30.4 46.6 48.6 67.1
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, April 17, 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 : 52,906: 6,203 14,102 286 38,430 27,465 44,920 41,853: 7,986 11,053
Old : 52,906: 6,203 14,102 286 38,430 27,465 44,920 41,853: 7,986 11,053
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 10, 2007 :
: 3,542: -597 27 -6 3,621 2,796 3,018 2,818: 524 724
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.7 26.7 0.5 72.6 51.9 84.9 79.1: 15.1 20.9
Old : 100.0: 11.7 26.7 0.5 72.6 51.9 84.9 79.1: 15.1 20.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 72: 9 19 6 26 26 39 47:
Old : 72: 9 19 6 26 26 39 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 : 43.2 41.0 58.5 53.3 43.1 40.8 58.1 52.6
Old : 43.2 41.0 58.5 53.3 43.1 40.8 58.1 52.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 17, 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 : 405,889: 92,417 163,928 13,580 252,478 205,009 358,474 382,517: 47,415 23,371
Old : 405,889: 92,417 163,928 13,580 252,478 205,009 358,474 382,517: 47,415 23,371
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 10, 2007 :
: 16,591: 17,790 13,085 4,220 -10,429 -3,747 11,581 13,558: 5,010 3,033
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.8 40.4 3.3 62.2 50.5 88.3 94.2: 11.7 5.8
Old : 100.0: 22.8 40.4 3.3 62.2 50.5 88.3 94.2: 11.7 5.8
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 : 233: 71 70 23 51 59 135 139:
Old : 233: 71 70 23 51 59 135 139:
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 : 32.3 27.9 44.0 41.9 30.2 26.6 41.9 40.6
Old : 32.3 27.9 44.0 41.9 30.2 26.6 41.9 40.6
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, April 17, 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 : 125,608: 88,724 10,407 259 5,405 100,630 94,388 111,296: 31,220 14,312
Old : 125,608: 88,724 10,407 259 5,405 100,630 94,388 111,296: 31,220 14,312
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 10, 2007 :
: 6,415: 8,128 4,185 -1,295 41 4,283 6,874 7,172: -459 -758
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.6 8.3 0.2 4.3 80.1 75.1 88.6: 24.9 11.4
Old : 100.0: 70.6 8.3 0.2 4.3 80.1 75.1 88.6: 24.9 11.4
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: 43 11 2 10 19 54 31:
Old : 76: 43 11 2 10 19 54 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 : 29.7 45.7 41.2 64.7 29.7 45.7 41.2 63.9
Old : 29.7 45.7 41.2 64.7 29.7 45.7 41.2 63.9
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, April 17, 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 : 36,833: 2,081 6,819 0 30,593 24,923 32,675 31,742: 4,158 5,091
Old : 36,833: 2,081 6,819 0 30,593 24,923 32,675 31,742: 4,158 5,091
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 10, 2007 :
: 3,256: 595 296 0 2,133 1,802 2,728 2,098: 528 1,158
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.7 18.5 0.0 83.1 67.7 88.7 86.2: 11.3 13.8
Old : 100.0: 5.7 18.5 0.0 83.1 67.7 88.7 86.2: 11.3 13.8
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: 4 17 1 22 21 26 39:
Old : 57: 4 17 1 22 21 26 39:
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 : 61.1 36.9 72.9 51.2 59.4 36.9 71.2 51.2
Old : 61.1 36.9 72.9 51.2 59.4 36.9 71.2 51.2
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, April 17, 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 : 462,172: 74,186 211,676 14,939 353,022 213,164 442,148 439,779: 20,024 22,393
Old : 462,172: 74,186 211,676 14,939 353,022 213,164 442,148 439,779: 20,024 22,393
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 10, 2007 :
: 20,702: 3,942 8,329 3,219 12,937 5,443 20,098 16,991: 604 3,711
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.1 45.8 3.2 76.4 46.1 95.7 95.2: 4.3 4.8
Old : 100.0: 16.1 45.8 3.2 76.4 46.1 95.7 95.2: 4.3 4.8
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 : 247: 38 109 54 51 70 134 188:
Old : 247: 38 109 54 51 70 134 188:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.0 23.1 64.5 34.0 47.5 18.9 60.4 28.2
Old : 48.0 23.1 64.5 34.0 47.5 18.9 60.4 28.2
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, April 17, 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 : 52,448: 9,276 17,356 614 32,421 20,204 42,311 38,174: 10,137 14,273
Old : 52,448: 9,276 17,356 614 32,421 20,204 42,311 38,174: 10,137 14,273
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 10, 2007 :
: 4,431: -650 1,495 373 4,798 2,051 4,521 3,919: -90 512
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.7 33.1 1.2 61.8 38.5 80.7 72.8: 19.3 27.2
Old : 100.0: 17.7 33.1 1.2 61.8 38.5 80.7 72.8: 19.3 27.2
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 : 83: 22 18 6 22 27 46 49:
Old : 83: 22 18 6 22 27 46 49:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.0 31.9 51.1 43.3 29.2 28.0 45.5 37.6
Old : 31.0 31.9 51.1 43.3 29.2 28.0 45.5 37.6
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, April 17, 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 : 52,726: 23,259 1,410 298 19,598 28,065 43,155 29,773: 9,571 22,953
Old : 52,726: 23,259 1,410 298 19,598 28,065 43,155 29,773: 9,571 22,953
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 10, 2007 :
: 5,445: 2,205 -105 27 1,942 994 4,174 916: 1,271 4,529
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.1 2.7 0.6 37.2 53.2 81.8 56.5: 18.2 43.5
Old : 100.0: 44.1 2.7 0.6 37.2 53.2 81.8 56.5: 18.2 43.5
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 : 59: 26 3 2 17 15 43 20:
Old : 59: 26 3 2 17 15 43 20:
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 : 33.1 35.7 50.6 46.9 33.1 33.3 48.3 42.6
Old : 33.1 35.7 50.6 46.9 33.1 33.3 48.3 42.6
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, April 17, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (GSCI X $250) :
: : :
All : 21,299: 5,546 1,657 294 14,505 17,871 20,345 19,822: 954 1,477
Old : 21,299: 5,546 1,657 294 14,505 17,871 20,345 19,822: 954 1,477
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 10, 2007 :
: -21: 275 -21 5 472 -333 752 -349: -773 328
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.0 7.8 1.4 68.1 83.9 95.5 93.1: 4.5 6.9
Old : 100.0: 26.0 7.8 1.4 68.1 83.9 95.5 93.1: 4.5 6.9
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 : 26: 10 6 2 8 3 20 9:
Old : 26: 10 6 2 8 3 20 9:
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 : 68.0 88.7 84.1 92.4 68.0 85.0 84.1 88.6
Old : 68.0 88.7 84.1 92.4 68.0 85.0 84.1 88.6
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, April 17, 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 : 53,895: 3,133 14,189 4,153 21,796 29,171 29,082 47,513: 24,813 6,382
Old : 53,895: 3,133 14,189 4,153 21,796 29,171 29,082 47,513: 24,813 6,382
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 10, 2007 :
: 3,055: -170 2,535 524 657 430 1,011 3,489: 2,044 -434
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.8 26.3 7.7 40.4 54.1 54.0 88.2: 46.0 11.8
Old : 100.0: 5.8 26.3 7.7 40.4 54.1 54.0 88.2: 46.0 11.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 60: 6 23 8 21 26 34 50:
Old : 60: 6 23 8 21 26 34 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 : 23.4 29.1 35.8 44.0 19.3 26.5 28.2 39.5
Old : 23.4 29.1 35.8 44.0 19.3 26.5 28.2 39.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated April 20, 2007