MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 24, 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 : 46,046: 4,930 726 8,458 24,869 26,767 38,256 35,952: 7,789 10,094
Old : 46,046: 4,930 726 8,458 24,869 26,767 38,256 35,952: 7,789 10,094
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 17, 2007 :
: 2,698: 770 239 581 1,669 2,393 3,020 3,213: -322 -515
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.7 1.6 18.4 54.0 58.1 83.1 78.1: 16.9 21.9
Old : 100.0: 10.7 1.6 18.4 54.0 58.1 83.1 78.1: 16.9 21.9
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 : 63: 19 5 15 29 28 51 45:
Old : 63: 19 5 15 29 28 51 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 : 34.9 31.0 49.6 47.7 34.5 28.5 42.6 42.0
Old : 34.9 31.0 49.6 47.7 34.5 28.5 42.6 42.0
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 24, 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 : 183,816: 37,430 22,376 46,473 77,179 89,440 161,081 158,288: 22,735 25,528
Old : 166,313: 29,584 26,187 41,259 76,241 76,813 147,084 144,259: 19,229 22,054
Other: 17,503: 12,189 532 870 938 12,627 13,998 14,029: 3,505 3,474
: : :
: : Changes in Commitments from: April 17, 2007 :
: 7,330: 346 -1,041 5,576 1,333 2,143 7,255 6,679: 74 651
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.4 12.2 25.3 42.0 48.7 87.6 86.1: 12.4 13.9
Old : 100.0: 17.8 15.7 24.8 45.8 46.2 88.4 86.7: 11.6 13.3
Other: 100.0: 69.6 3.0 5.0 5.4 72.1 80.0 80.2: 20.0 19.8
: : :
:# Traders : Number of Traders in Each Category :
All : 203: 81 48 77 33 37 155 143:
Old : 201: 73 57 75 32 37 151 142:
Other: 67: 35 7 12 8 23 45 40:
:----------------------------------------------------------------------------------------------------
: 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 : 24.6 33.2 35.8 42.2 24.6 31.3 33.9 37.3
Old : 27.2 34.4 39.2 42.6 27.2 32.8 37.3 38.2
Other: 44.3 42.3 57.5 61.2 44.3 38.4 55.5 57.2
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 24, 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 : 293,664: 63,450 26,866 84,400 118,974 126,897 266,824 238,162: 26,840 55,502
Old : 293,664: 63,450 26,866 84,400 118,974 126,897 266,824 238,162: 26,840 55,502
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 17, 2007 :
: -8,404: -2,731 -164 -1,733 -1,760 -3,644 -6,224 -5,542: -2,180 -2,862
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.6 9.1 28.7 40.5 43.2 90.9 81.1: 9.1 18.9
Old : 100.0: 21.6 9.1 28.7 40.5 43.2 90.9 81.1: 9.1 18.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 319: 101 49 85 92 133 243 234:
Old : 319: 101 49 85 92 133 243 234:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.3 15.7 32.0 24.8 21.3 13.4 31.2 19.4
Old : 21.3 15.7 32.0 24.8 21.3 13.4 31.2 19.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 24, 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 : 9,404: 2,842 3,880 1,300 2,491 1,805 6,633 6,985: 2,771 2,419
Old : 9,404: 2,842 3,880 1,300 2,491 1,805 6,633 6,985: 2,771 2,419
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 17, 2007 :
: 366: 8 -122 190 213 184 411 252: -45 114
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.2 41.3 13.8 26.5 19.2 70.5 74.3: 29.5 25.7
Old : 100.0: 30.2 41.3 13.8 26.5 19.2 70.5 74.3: 29.5 25.7
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: 28 30 14 18 22 52 62:
Old : 86: 28 30 14 18 22 52 62:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.9 21.4 34.9 31.2 23.6 21.0 33.1 29.9
Old : 23.9 21.4 34.9 31.2 23.6 21.0 33.1 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, April 24, 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 : 29,642: 9,038 2,410 3,990 10,389 9,500 23,418 15,901: 6,224 13,741
Old : 29,642: 9,038 2,410 3,990 10,389 9,500 23,418 15,901: 6,224 13,741
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 17, 2007 :
: 63: 123 127 189 -327 -271 -15 46: 77 17
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.5 8.1 13.5 35.1 32.1 79.0 53.6: 21.0 46.4
Old : 100.0: 30.5 8.1 13.5 35.1 32.1 79.0 53.6: 21.0 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 : 155: 48 20 23 46 60 107 95:
Old : 155: 48 20 23 46 60 107 95:
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 9.9 24.4 16.3 12.5 8.5 22.3 13.0
Old : 13.8 9.9 24.4 16.3 12.5 8.5 22.3 13.0
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 24, 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 : 134,638: 37,144 39,721 10,910 51,223 56,374 99,277 107,005: 35,360 27,633
Old : 134,638: 37,144 39,721 10,910 51,223 56,374 99,277 107,005: 35,360 27,633
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 17, 2007 :
: 8,746: 12,214 -1,949 2,133 -7,436 8,678 6,911 8,862: 1,835 -117
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.6 29.5 8.1 38.0 41.9 73.7 79.5: 26.3 20.5
Old : 100.0: 27.6 29.5 8.1 38.0 41.9 73.7 79.5: 26.3 20.5
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 : 88: 23 31 11 22 24 53 58:
Old : 88: 23 31 11 22 24 53 58:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.7 23.5 44.9 36.4 30.6 22.8 39.3 33.7
Old : 34.7 23.5 44.9 36.4 30.6 22.8 39.3 33.7
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 24, 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 : 82,562: 23,155 39,537 2,461 37,638 26,734 63,254 68,732: 19,308 13,830
Old : 82,562: 23,155 39,537 2,461 37,638 26,734 63,254 68,732: 19,308 13,830
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 17, 2007 :
: 10,852: 5,159 -788 496 3,376 9,674 9,031 9,383: 1,821 1,470
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.0 47.9 3.0 45.6 32.4 76.6 83.2: 23.4 16.8
Old : 100.0: 28.0 47.9 3.0 45.6 32.4 76.6 83.2: 23.4 16.8
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 : 62: 23 21 4 6 15 30 39:
Old : 62: 23 21 4 6 15 30 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 : 46.2 36.3 55.4 47.5 43.2 36.3 52.0 46.3
Old : 46.2 36.3 55.4 47.5 43.2 36.3 52.0 46.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 24, 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 : 80,804: 28,053 22,324 654 44,019 53,843 72,726 76,821: 8,078 3,983
Old : 80,804: 28,053 22,324 654 44,019 53,843 72,726 76,821: 8,078 3,983
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 17, 2007 :
: 3,251: -313 3,717 0 2,883 -1,447 2,570 2,270: 681 981
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.7 27.6 0.8 54.5 66.6 90.0 95.1: 10.0 4.9
Old : 100.0: 34.7 27.6 0.8 54.5 66.6 90.0 95.1: 10.0 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 : 86: 43 17 1 16 15 59 33:
Old : 86: 43 17 1 16 15 59 33:
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 60.7 59.0 75.0 39.9 58.9 55.7 72.6
Old : 43.2 60.7 59.0 75.0 39.9 58.9 55.7 72.6
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 24, 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 : 159,463: 95,810 23,853 7,668 21,568 102,694 125,046 134,216: 34,417 25,247
Old : 159,463: 95,810 23,853 7,668 21,568 102,694 125,046 134,216: 34,417 25,247
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 17, 2007 :
: 13,205: 12,430 2,228 187 820 14,181 13,437 16,596: -232 -3,392
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.1 15.0 4.8 13.5 64.4 78.4 84.2: 21.6 15.8
Old : 100.0: 60.1 15.0 4.8 13.5 64.4 78.4 84.2: 21.6 15.8
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 : 97: 50 18 15 16 22 73 48:
Old : 97: 50 18 15 16 22 73 48:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.2 32.3 39.7 48.0 29.2 32.2 38.9 46.8
Old : 29.2 32.3 39.7 48.0 29.2 32.2 38.9 46.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 24, 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 : 268,197: 32,068 120,100 12,468 181,589 100,857 226,125 233,425: 42,072 34,772
Old : 268,197: 32,068 120,100 12,468 181,589 100,857 226,125 233,425: 42,072 34,772
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 17, 2007 :
: 1,869: -5,694 5,983 598 7,923 -873 2,827 5,708: -958 -3,839
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.0 44.8 4.6 67.7 37.6 84.3 87.0: 15.7 13.0
Old : 100.0: 12.0 44.8 4.6 67.7 37.6 84.3 87.0: 15.7 13.0
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 : 123: 29 57 17 30 21 67 87:
Old : 123: 29 57 17 30 21 67 87:
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 : 41.7 31.5 57.4 48.0 41.5 27.0 52.2 42.6
Old : 41.7 31.5 57.4 48.0 41.5 27.0 52.2 42.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 24, 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 : 270,865: 132,284 21,959 27,273 38,507 174,380 198,065 223,612: 72,801 47,253
Old : 270,865: 132,284 21,959 27,273 38,507 174,380 198,065 223,612: 72,801 47,253
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 17, 2007 :
: 18,890: 7,681 2,849 3,011 5,149 7,959 15,841 13,818: 3,049 5,072
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.8 8.1 10.1 14.2 64.4 73.1 82.6: 26.9 17.4
Old : 100.0: 48.8 8.1 10.1 14.2 64.4 73.1 82.6: 26.9 17.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 163: 76 40 33 32 38 128 91:
Old : 163: 76 40 33 32 38 128 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 : 18.0 34.5 27.4 48.2 17.4 32.9 24.5 44.7
Old : 18.0 34.5 27.4 48.2 17.4 32.9 24.5 44.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 24, 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 : 28,091: 22,801 1,698 0 2,184 24,689 24,985 26,387: 3,106 1,704
Old : 28,091: 22,801 1,698 0 2,184 24,689 24,985 26,387: 3,106 1,704
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 17, 2007 :
: -581: -1,397 597 0 412 -1,303 -985 -706: 404 125
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.2 6.0 0.0 7.8 87.9 88.9 93.9: 11.1 6.1
Old : 100.0: 81.2 6.0 0.0 7.8 87.9 88.9 93.9: 11.1 6.1
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 : 36: 16 3 0 7 14 23 17:
Old : 36: 16 3 0 7 14 23 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 : 59.7 60.2 72.9 80.3 59.7 59.6 72.6 79.7
Old : 59.7 60.2 72.9 80.3 59.7 59.6 72.6 79.7
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 24, 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 : 64,453: 13,411 0 120 46,711 61,979 60,242 62,099: 4,211 2,354
Old : 64,453: 13,411 0 120 46,711 61,979 60,242 62,099: 4,211 2,354
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 17, 2007 :
: 4,592: 230 0 -430 4,266 5,028 4,066 4,598: 526 -6
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.8 0.0 0.2 72.5 96.2 93.5 96.3: 6.5 3.7
Old : 100.0: 20.8 0.0 0.2 72.5 96.2 93.5 96.3: 6.5 3.7
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: 5 0 1 13 14 18 15:
Old : 25: 5 0 1 13 14 18 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.0 67.7 67.9 86.7 46.8 56.1 64.8 72.3
Old : 48.0 67.7 67.9 86.7 46.8 56.1 64.8 72.3
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 24, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $1,000,000) :
: : :
All :17,736,707: 1,005,654 711,810 5,115,640 10,295,311 10,293,437 16,416,605 16,120,888: 1,320,102 1,615,819
Old :17,736,707: 1,005,654 711,810 5,115,640 10,295,311 10,293,437 16,416,605 16,120,888: 1,320,102 1,615,819
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 17, 2007 :
: 967,385: -29,466 -106,364 309,649 531,401 647,621 811,584 850,906: 155,802 116,480
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.7 4.0 28.8 58.0 58.0 92.6 90.9: 7.4 9.1
Old : 100.0: 5.7 4.0 28.8 58.0 58.0 92.6 90.9: 7.4 9.1
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 : 352: 72 76 136 177 181 322 334:
Old : 352: 72 76 136 177 181 322 334:
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 : 26.0 13.1 37.4 23.6 22.6 8.1 27.2 13.9
Old : 26.0 13.1 37.4 23.6 22.6 8.1 27.2 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 24, 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 : 794,420: 67,268 39,746 100,904 482,205 483,510 650,377 624,160: 144,044 170,260
Old : 794,420: 67,268 39,746 100,904 482,205 483,510 650,377 624,160: 144,044 170,260
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 17, 2007 :
: -51,459: -7,612 2,482 -40,612 2,558 -3,746 -45,666 -41,876: -5,793 -9,583
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.5 5.0 12.7 60.7 60.9 81.9 78.6: 18.1 21.4
Old : 100.0: 8.5 5.0 12.7 60.7 60.9 81.9 78.6: 18.1 21.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 208: 51 43 68 91 64 177 140:
Old : 208: 51 43 68 91 64 177 140:
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 : 18.7 25.4 27.0 34.6 17.8 25.4 25.0 34.3
Old : 18.7 25.4 27.0 34.6 17.8 25.4 25.0 34.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 24, 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 : 2,133,262: 354,655 640,966 108,045 1,213,312 1,205,342 1,676,012 1,954,353: 457,250 178,909
Old : 2,133,262: 354,655 640,966 108,045 1,213,312 1,205,342 1,676,012 1,954,353: 457,250 178,909
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 17, 2007 :
: 31,086: 57,196 14,994 -55,912 29,993 88,342 31,277 47,424: -191 -16,338
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.6 30.0 5.1 56.9 56.5 78.6 91.6: 21.4 8.4
Old : 100.0: 16.6 30.0 5.1 56.9 56.5 78.6 91.6: 21.4 8.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 328: 74 117 71 92 97 211 240:
Old : 328: 74 117 71 92 97 211 240:
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 19.6 29.4 30.2 15.4 13.9 24.2 23.2
Old : 18.4 19.6 29.4 30.2 15.4 13.9 24.2 23.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-338741
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 24, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 400 INDEX X $500) :
: : :
All : 8,322: 1,031 0 0 4,677 6,150 5,708 6,150: 2,614 2,172
Old : 8,322: 1,031 0 0 4,677 6,150 5,708 6,150: 2,614 2,172
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 17, 2007 :
: 411: -34 0 0 477 467 443 467: -32 -56
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.4 0.0 0.0 56.2 73.9 68.6 73.9: 31.4 26.1
Old : 100.0: 12.4 0.0 0.0 56.2 73.9 68.6 73.9: 31.4 26.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 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 : 34.9 53.1 54.4 71.3 32.1 53.1 50.8 69.3
Old : 34.9 53.1 54.4 71.3 32.1 53.1 50.8 69.3
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 24, 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 : 89,827: 12,550 26,881 0 64,717 57,672 77,267 84,553: 12,560 5,274
Old : 89,827: 12,550 26,881 0 64,717 57,672 77,267 84,553: 12,560 5,274
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 17, 2007 :
: -1,296: -614 780 0 -902 -2,141 -1,516 -1,361: 220 65
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.0 29.9 0.0 72.0 64.2 86.0 94.1: 14.0 5.9
Old : 100.0: 14.0 29.9 0.0 72.0 64.2 86.0 94.1: 14.0 5.9
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 : 82: 13 16 0 35 31 48 47:
Old : 82: 13 16 0 35 31 48 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 : 32.0 46.4 52.9 65.9 31.6 46.2 51.8 65.7
Old : 32.0 46.4 52.9 65.9 31.6 46.2 51.8 65.7
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 24, 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 : 54,855: 7,743 13,322 290 39,028 28,270 47,060 41,881: 7,794 12,973
Old : 54,855: 7,743 13,322 290 39,028 28,270 47,060 41,881: 7,794 12,973
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 17, 2007 :
: 1,949: 1,540 -780 4 597 804 2,141 28: -192 1,920
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.1 24.3 0.5 71.1 51.5 85.8 76.3: 14.2 23.7
Old : 100.0: 14.1 24.3 0.5 71.1 51.5 85.8 76.3: 14.2 23.7
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 : 73: 11 20 8 24 26 41 48:
Old : 73: 11 20 8 24 26 41 48:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.2 38.7 60.6 50.5 46.1 38.4 60.3 49.8
Old : 46.2 38.7 60.6 50.5 46.1 38.4 60.3 49.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 24, 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 : 437,579: 113,526 179,445 14,426 246,812 210,333 374,763 404,204: 62,816 33,375
Old : 437,579: 113,526 179,445 14,426 246,812 210,333 374,763 404,204: 62,816 33,375
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 17, 2007 :
: 31,691: 21,109 15,517 845 -5,666 5,324 16,289 21,687: 15,402 10,004
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.9 41.0 3.3 56.4 48.1 85.6 92.4: 14.4 7.6
Old : 100.0: 25.9 41.0 3.3 56.4 48.1 85.6 92.4: 14.4 7.6
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 : 234: 76 69 18 47 57 136 131:
Old : 234: 76 69 18 47 57 136 131:
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 : 29.4 28.4 40.8 41.2 27.0 27.7 38.2 40.6
Old : 29.4 28.4 40.8 41.2 27.0 27.7 38.2 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 24, 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 : 125,222: 85,137 8,719 373 7,672 101,911 93,183 111,003: 32,039 14,220
Old : 125,222: 85,137 8,719 373 7,672 101,911 93,183 111,003: 32,039 14,220
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 17, 2007 :
: -386: -3,586 -1,689 114 2,267 1,281 -1,205 -293: 819 -92
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.0 7.0 0.3 6.1 81.4 74.4 88.6: 25.6 11.4
Old : 100.0: 68.0 7.0 0.3 6.1 81.4 74.4 88.6: 25.6 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 : 79: 46 11 3 11 18 58 31:
Old : 79: 46 11 3 11 18 58 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 : 23.6 42.8 33.5 64.2 23.6 42.8 33.5 63.2
Old : 23.6 42.8 33.5 64.2 23.6 42.8 33.5 63.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE Code-239741
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 24, 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 : 42,124: 2,792 6,176 0 33,456 28,986 36,248 35,162: 5,875 6,962
Old : 42,124: 2,792 6,176 0 33,456 28,986 36,248 35,162: 5,875 6,962
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 17, 2007 :
: 5,291: 711 -643 -0 2,863 4,063 3,573 3,420: 1,717 1,871
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.6 14.7 0.0 79.4 68.8 86.1 83.5: 13.9 16.5
Old : 100.0: 6.6 14.7 0.0 79.4 68.8 86.1 83.5: 13.9 16.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 56: 4 16 0 23 20 27 36:
Old : 56: 4 16 0 23 20 27 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 : 58.8 41.3 69.2 56.6 56.9 41.3 67.3 56.6
Old : 58.8 41.3 69.2 56.6 56.9 41.3 67.3 56.6
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 24, 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 : 469,381: 73,725 213,579 10,278 361,005 219,374 445,007 443,230: 24,374 26,151
Old : 469,381: 73,725 213,579 10,278 361,005 219,374 445,007 443,230: 24,374 26,151
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 17, 2007 :
: 7,209: -462 1,902 -4,661 7,983 6,210 2,860 3,451: 4,349 3,758
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.7 45.5 2.2 76.9 46.7 94.8 94.4: 5.2 5.6
Old : 100.0: 15.7 45.5 2.2 76.9 46.7 94.8 94.4: 5.2 5.6
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 : 232: 33 102 41 51 70 121 176:
Old : 232: 33 102 41 51 70 121 176:
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 : 47.2 23.0 63.5 33.4 46.4 18.8 59.9 28.2
Old : 47.2 23.0 63.5 33.4 46.4 18.8 59.9 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 24, 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 : 53,353: 9,379 17,986 533 33,338 21,101 43,250 39,621: 10,103 13,732
Old : 53,353: 9,379 17,986 533 33,338 21,101 43,250 39,621: 10,103 13,732
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 17, 2007 :
: 905: 103 630 -81 917 897 939 1,446: -34 -541
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.6 33.7 1.0 62.5 39.6 81.1 74.3: 18.9 25.7
Old : 100.0: 17.6 33.7 1.0 62.5 39.6 81.1 74.3: 18.9 25.7
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 : 85: 23 17 5 22 29 46 50:
Old : 85: 23 17 5 22 29 46 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 : 30.9 33.7 50.1 44.7 28.2 30.3 44.2 38.8
Old : 30.9 33.7 50.1 44.7 28.2 30.3 44.2 38.8
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 24, 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 : 53,211: 25,318 3,418 303 20,936 28,919 46,557 32,640: 6,654 20,571
Old : 53,211: 25,318 3,418 303 20,936 28,919 46,557 32,640: 6,654 20,571
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 17, 2007 :
: 485: 2,059 2,008 5 1,338 854 3,402 2,867: -2,917 -2,382
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.6 6.4 0.6 39.3 54.3 87.5 61.3: 12.5 38.7
Old : 100.0: 47.6 6.4 0.6 39.3 54.3 87.5 61.3: 12.5 38.7
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 : 68: 28 6 2 19 16 47 24:
Old : 68: 28 6 2 19 16 47 24:
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 : 34.2 37.8 51.7 50.0 34.2 33.9 49.5 44.9
Old : 34.2 37.8 51.7 50.0 34.2 33.9 49.5 44.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GOLDMAN-SACHS COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 24, 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 : 20,193: 4,900 1,077 270 14,171 17,944 19,341 19,291: 852 902
Old : 20,193: 4,900 1,077 270 14,171 17,944 19,341 19,291: 852 902
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 17, 2007 :
: -1,106: -646 -580 -24 -334 73 -1,004 -531: -102 -575
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.3 5.3 1.3 70.2 88.9 95.8 95.5: 4.2 4.5
Old : 100.0: 24.3 5.3 1.3 70.2 88.9 95.8 95.5: 4.2 4.5
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 : 26: 11 5 1 8 3 20 8:
Old : 26: 11 5 1 8 3 20 8:
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 91.6 85.0 95.5 68.0 89.6 85.0 93.4
Old : 68.0 91.6 85.0 95.5 68.0 89.6 85.0 93.4
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 24, 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 : 54,961: 3,091 15,495 4,214 21,248 27,000 28,553 46,709: 26,408 8,252
Old : 54,961: 3,091 15,495 4,214 21,248 27,000 28,553 46,709: 26,408 8,252
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 17, 2007 :
: 1,066: -42 1,306 61 -548 -2,171 -529 -804: 1,595 1,870
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.6 28.2 7.7 38.7 49.1 52.0 85.0: 48.0 15.0
Old : 100.0: 5.6 28.2 7.7 38.7 49.1 52.0 85.0: 48.0 15.0
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 : 59: 6 22 8 21 26 34 49:
Old : 59: 6 22 8 21 26 34 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 : 22.4 26.0 34.7 41.1 18.5 24.3 27.5 37.4
Old : 22.4 26.0 34.7 41.1 18.5 24.3 27.5 37.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated April 27, 2007