MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders - Futures Only, May 1, 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 : 36,886: 10,066 1,147 514 19,618 26,436 30,198 28,097: 6,688 8,789
Old : 36,886: 10,066 1,147 514 19,618 26,436 30,198 28,097: 6,688 8,789
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 24, 2007 :
: 1,305: 305 117 -94 230 818 441 841: 864 464
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.3 3.1 1.4 53.2 71.7 81.9 76.2: 18.1 23.8
Old : 100.0: 27.3 3.1 1.4 53.2 71.7 81.9 76.2: 18.1 23.8
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 : 54: 18 3 9 23 19 43 29:
Old : 54: 18 3 9 23 19 43 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.8 39.0 50.4 55.9 34.5 38.6 50.0 55.5
Old : 34.8 39.0 50.4 55.9 34.5 38.6 50.0 55.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
Commitments of Traders - Futures Only, May 1, 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 : 173,056: 31,555 23,093 39,511 78,994 86,664 150,060 149,268: 22,996 23,788
Old : 156,212: 25,088 27,562 33,892 77,506 73,951 136,486 135,405: 19,726 20,807
Other: 16,844: 11,787 851 299 1,488 12,713 13,574 13,863: 3,270 2,981
: : :
: : Changes in Commitments from: April 24, 2007 :
: -3,885: -5,438 -758 -2,995 3,181 147 -5,252 -3,606: 1,367 -279
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.2 13.3 22.8 45.6 50.1 86.7 86.3: 13.3 13.7
Old : 100.0: 16.1 17.6 21.7 49.6 47.3 87.4 86.7: 12.6 13.3
Other: 100.0: 70.0 5.1 1.8 8.8 75.5 80.6 82.3: 19.4 17.7
: : :
:# Traders : Number of Traders in Each Category :
All : 200: 73 54 78 30 37 149 145:
Old : 198: 68 65 74 29 36 143 143:
Other: 69: 32 13 9 5 22 39 42:
:----------------------------------------------------------------------------------------------------
: 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 : 26.9 34.6 37.6 43.7 26.9 33.1 36.3 39.1
Old : 29.8 36.4 41.5 44.5 29.8 34.8 40.1 40.6
Other: 43.9 46.1 59.4 65.8 42.6 38.0 53.3 57.7
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders - Futures Only, May 1, 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 : 264,813: 63,804 41,925 60,960 115,423 113,177 240,187 216,062: 24,626 48,751
Old : 264,813: 63,804 41,925 60,960 115,423 113,177 240,187 216,062: 24,626 48,751
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 24, 2007 :
: -3,236: 1,244 3,275 -3,454 -746 -959 -2,956 -1,138: -280 -2,098
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.1 15.8 23.0 43.6 42.7 90.7 81.6: 9.3 18.4
Old : 100.0: 24.1 15.8 23.0 43.6 42.7 90.7 81.6: 9.3 18.4
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 : 301: 87 55 80 60 123 205 219:
Old : 301: 87 55 80 60 123 205 219:
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 : 24.2 15.3 35.8 24.5 24.2 12.9 35.1 19.6
Old : 24.2 15.3 35.8 24.5 24.2 12.9 35.1 19.6
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 - Futures Only, May 1, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 110,000 BOARD FEET) :
: : :
All : 8,817: 2,914 3,977 955 2,556 1,669 6,425 6,601: 2,392 2,216
Old : 8,817: 2,914 3,977 955 2,556 1,669 6,425 6,601: 2,392 2,216
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 24, 2007 :
: 107: -38 108 2 200 41 164 151: -57 -44
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.0 45.1 10.8 29.0 18.9 72.9 74.9: 27.1 25.1
Old : 100.0: 33.0 45.1 10.8 29.0 18.9 72.9 74.9: 27.1 25.1
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 : 77: 25 26 10 16 18 46 53:
Old : 77: 25 26 10 16 18 46 53:
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 : 26.9 22.2 39.4 34.7 25.3 21.8 36.0 32.0
Old : 26.9 22.2 39.4 34.7 25.3 21.8 36.0 32.0
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 - Futures Only, May 1, 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 : 24,283: 8,918 3,504 1,706 8,705 7,162 19,329 12,372: 4,954 11,911
Old : 24,283: 8,918 3,504 1,706 8,705 7,162 19,329 12,372: 4,954 11,911
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 24, 2007 :
: -2,570: -47 -402 -167 -1,540 -1,647 -1,754 -2,216: -816 -354
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.7 14.4 7.0 35.8 29.5 79.6 50.9: 20.4 49.1
Old : 100.0: 36.7 14.4 7.0 35.8 29.5 79.6 50.9: 20.4 49.1
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 : 132: 39 20 11 33 46 80 72:
Old : 132: 39 20 11 33 46 80 72:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.5 12.5 29.3 18.3 15.6 8.7 27.2 14.1
Old : 16.5 12.5 29.3 18.3 15.6 8.7 27.2 14.1
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 - Futures Only, May 1, 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 : 138,029: 52,582 43,731 2,873 49,392 67,864 104,847 114,468: 33,182 23,561
Old : 138,029: 52,582 43,731 2,873 49,392 67,864 104,847 114,468: 33,182 23,561
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 24, 2007 :
: 16,243: 13,565 3,083 -168 1,008 13,156 14,405 16,071: 1,838 172
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.1 31.7 2.1 35.8 49.2 76.0 82.9: 24.0 17.1
Old : 100.0: 38.1 31.7 2.1 35.8 49.2 76.0 82.9: 24.0 17.1
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 : 96: 32 31 6 20 20 55 54:
Old : 96: 32 31 6 20 20 55 54:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.7 26.5 46.1 43.0 33.3 26.5 41.7 42.1
Old : 37.7 26.5 46.1 43.0 33.3 26.5 41.7 42.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
Commitments of Traders - Futures Only, May 1, 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 : 79,989: 16,669 47,839 654 46,332 19,270 63,655 67,763: 16,334 12,226
Old : 79,989: 16,669 47,839 654 46,332 19,270 63,655 67,763: 16,334 12,226
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 24, 2007 :
: 2,033: -6,560 7,759 424 10,044 -5,571 3,908 2,612: -1,875 -579
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.8 59.8 0.8 57.9 24.1 79.6 84.7: 20.4 15.3
Old : 100.0: 20.8 59.8 0.8 57.9 24.1 79.6 84.7: 20.4 15.3
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 : 61: 18 23 2 8 14 28 37:
Old : 61: 18 23 2 8 14 28 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 : 55.7 38.1 64.5 49.7 53.1 38.1 61.9 49.0
Old : 55.7 38.1 64.5 49.7 53.1 38.1 61.9 49.0
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 - Futures Only, May 1, 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 : 107,566: 50,776 24,209 1,143 46,442 78,404 98,361 103,756: 9,205 3,810
Old : 107,566: 50,776 24,209 1,143 46,442 78,404 98,361 103,756: 9,205 3,810
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 24, 2007 :
: 26,764: 22,723 1,885 489 2,423 24,561 25,635 26,935: 1,129 -171
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.2 22.5 1.1 43.2 72.9 91.4 96.5: 8.6 3.5
Old : 100.0: 47.2 22.5 1.1 43.2 72.9 91.4 96.5: 8.6 3.5
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 : 96: 52 18 2 12 18 66 36:
Old : 96: 52 18 2 12 18 66 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 : 38.5 60.7 57.4 77.6 31.0 56.9 49.9 71.3
Old : 38.5 60.7 57.4 77.6 31.0 56.9 49.9 71.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
Commitments of Traders - Futures Only, May 1, 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 : 144,051: 88,457 24,464 82 22,501 97,649 111,040 122,195: 33,011 21,856
Old : 144,051: 88,457 24,464 82 22,501 97,649 111,040 122,195: 33,011 21,856
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 24, 2007 :
: -3,955: -7,508 -1,435 -63 2,879 -1,547 -4,692 -3,045: 737 -910
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.4 17.0 0.1 15.6 67.8 77.1 84.8: 22.9 15.2
Old : 100.0: 61.4 17.0 0.1 15.6 67.8 77.1 84.8: 22.9 15.2
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 : 94: 47 16 2 17 22 66 38:
Old : 94: 47 16 2 17 22 66 38:
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 : 30.0 31.8 40.9 48.8 30.0 31.6 39.3 48.3
Old : 30.0 31.8 40.9 48.8 30.0 31.6 39.3 48.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
Commitments of Traders - Futures Only, May 1, 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 : 279,868: 47,618 166,400 813 188,716 78,461 237,147 245,674: 42,721 34,194
Old : 279,868: 47,618 166,400 813 188,716 78,461 237,147 245,674: 42,721 34,194
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 24, 2007 :
: 44,337: 9,718 46,728 4 30,473 -3,849 40,195 42,883: 4,142 1,454
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.0 59.5 0.3 67.4 28.0 84.7 87.8: 15.3 12.2
Old : 100.0: 17.0 59.5 0.3 67.4 28.0 84.7 87.8: 15.3 12.2
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 : 129: 32 60 4 28 18 61 81:
Old : 129: 32 60 4 28 18 61 81:
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 : 48.8 31.2 62.2 49.5 48.7 27.8 57.6 44.0
Old : 48.8 31.2 62.2 49.5 48.7 27.8 57.6 44.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
Commitments of Traders - Futures Only, May 1, 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 : 235,249: 135,399 28,711 1,056 31,403 166,590 167,858 196,357: 67,391 38,892
Old : 235,249: 135,399 28,711 1,056 31,403 166,590 167,858 196,357: 67,391 38,892
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 24, 2007 :
: 2,937: -1,923 2,671 204 4,629 435 2,910 3,310: 27 -373
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.6 12.2 0.4 13.3 70.8 71.4 83.5: 28.6 16.5
Old : 100.0: 57.6 12.2 0.4 13.3 70.8 71.4 83.5: 28.6 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 : 153: 77 29 11 29 35 110 71:
Old : 153: 77 29 11 29 35 110 71:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.1 39.4 32.2 54.3 22.1 36.8 31.1 51.4
Old : 22.1 39.4 32.2 54.3 22.1 36.8 31.1 51.4
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 - Futures Only, May 1, 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 : 25,253: 18,777 1,254 0 3,592 22,385 22,369 23,639: 2,884 1,614
Old : 25,253: 18,777 1,254 0 3,592 22,385 22,369 23,639: 2,884 1,614
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 24, 2007 :
: -2,838: -4,024 -444 0 1,408 -2,304 -2,616 -2,748: -222 -90
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.4 5.0 0.0 14.2 88.6 88.6 93.6: 11.4 6.4
Old : 100.0: 74.4 5.0 0.0 14.2 88.6 88.6 93.6: 11.4 6.4
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 : 39: 18 3 0 9 13 27 16:
Old : 39: 18 3 0 9 13 27 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.5 63.3 66.2 83.8 49.7 62.6 65.3 83.2
Old : 50.5 63.3 66.2 83.8 49.7 62.6 65.3 83.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE Code-032741
Commitments of Traders - Futures Only, May 1, 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 : 68,340: 12,617 0 209 52,636 65,495 65,462 65,704: 2,878 2,636
Old : 68,340: 12,617 0 209 52,636 65,495 65,462 65,704: 2,878 2,636
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 24, 2007 :
: 3,887: -794 0 89 5,925 3,516 5,220 3,605: -1,333 282
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.5 0.0 0.3 77.0 95.8 95.8 96.1: 4.2 3.9
Old : 100.0: 18.5 0.0 0.3 77.0 95.8 95.8 96.1: 4.2 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 15 12 20 13:
Old : 25: 5 0 1 15 12 20 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.5 69.4 65.6 88.4 48.3 58.4 63.1 75.3
Old : 49.5 69.4 65.6 88.4 48.3 58.4 63.1 75.3
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 - Futures Only, May 1, 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 :11,710,345: 1,132,056 832,876 1,261,406 8,007,010 7,983,848 10,400,472 10,078,130: 1,309,873 1,632,215
Old :11,710,345: 1,132,056 832,876 1,261,406 8,007,010 7,983,848 10,400,472 10,078,130: 1,309,873 1,632,215
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 24, 2007 :
: 337,556: 42,882 131,458 44,232 159,815 48,275 246,929 223,965: 90,627 113,591
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.7 7.1 10.8 68.4 68.2 88.8 86.1: 11.2 13.9
Old : 100.0: 9.7 7.1 10.8 68.4 68.2 88.8 86.1: 11.2 13.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 331: 72 65 109 153 169 278 303:
Old : 331: 72 65 109 153 169 278 303:
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 : 35.4 16.2 45.3 27.7 33.8 12.7 40.1 21.8
Old : 35.4 16.2 45.3 27.7 33.8 12.7 40.1 21.8
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 - Futures Only, May 1, 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 : 645,212: 59,798 52,439 5,408 453,351 448,984 518,557 506,831: 126,655 138,381
Old : 645,212: 59,798 52,439 5,408 453,351 448,984 518,557 506,831: 126,655 138,381
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 24, 2007 :
: 414: 987 14,974 845 -2,166 -12,265 -334 3,554: 748 -3,140
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.3 8.1 0.8 70.3 69.6 80.4 78.6: 19.6 21.4
Old : 100.0: 9.3 8.1 0.8 70.3 69.6 80.4 78.6: 19.6 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 : 185: 42 34 17 82 56 133 98:
Old : 185: 42 34 17 82 56 133 98:
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 : 23.0 31.6 32.3 42.5 22.5 31.6 30.5 42.4
Old : 23.0 31.6 32.3 42.5 22.5 31.6 30.5 42.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
Commitments of Traders - Futures Only, May 1, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($50 X S&P 500 INDEX) :
: : :
All : 1,993,806: 376,405 560,286 26,876 1,131,967 1,232,396 1,535,248 1,819,558: 458,558 174,248
Old : 1,993,806: 376,405 560,286 26,876 1,131,967 1,232,396 1,535,248 1,819,558: 458,558 174,248
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 24, 2007 :
: -41,609: 15,565 -87,829 -984 -66,140 36,926 -51,559 -51,887: 9,950 10,278
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.9 28.1 1.3 56.8 61.8 77.0 91.3: 23.0 8.7
Old : 100.0: 18.9 28.1 1.3 56.8 61.8 77.0 91.3: 23.0 8.7
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 : 302: 73 98 30 84 90 171 204:
Old : 302: 73 98 30 84 90 171 204:
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 : 18.9 21.6 30.6 34.8 15.5 15.7 24.5 27.3
Old : 18.9 21.6 30.6 34.8 15.5 15.7 24.5 27.3
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 - Futures Only, May 1, 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 : 8,937: 917 0 57 5,249 6,598 6,223 6,655: 2,714 2,282
Old : 8,937: 917 0 57 5,249 6,598 6,223 6,655: 2,714 2,282
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 24, 2007 :
: 615: -114 0 57 572 448 515 505: 100 110
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.3 0.0 0.6 58.7 73.8 69.6 74.5: 30.4 25.5
Old : 100.0: 10.3 0.0 0.6 58.7 73.8 69.6 74.5: 30.4 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 : 21: 2 0 1 11 10 13 11:
Old : 21: 2 0 1 11 10 13 11:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.8 49.4 54.9 68.1 32.9 49.4 51.0 65.6
Old : 36.8 49.4 54.9 68.1 32.9 49.4 51.0 65.6
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 - Futures Only, May 1, 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 : 91,590: 11,730 26,338 0 67,251 59,919 78,981 86,257: 12,609 5,333
Old : 91,590: 11,730 26,338 0 67,251 59,919 78,981 86,257: 12,609 5,333
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 24, 2007 :
: 1,763: -820 -543 0 2,534 2,247 1,714 1,704: 49 59
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.8 28.8 0.0 73.4 65.4 86.2 94.2: 13.8 5.8
Old : 100.0: 12.8 28.8 0.0 73.4 65.4 86.2 94.2: 13.8 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 : 88: 14 15 0 39 36 53 51:
Old : 88: 14 15 0 39 36 53 51:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.7 46.2 50.7 63.5 31.1 46.0 49.4 63.3
Old : 31.7 46.2 50.7 63.5 31.1 46.0 49.4 63.3
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 - Futures Only, May 1, 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 : 54,354: 7,411 13,512 89 39,286 29,278 46,786 42,879: 7,568 11,475
Old : 54,354: 7,411 13,512 89 39,286 29,278 46,786 42,879: 7,568 11,475
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 24, 2007 :
: 27: -269 223 -13 437 1,074 155 1,284: -128 -1,257
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.6 24.9 0.2 72.3 53.9 86.1 78.9: 13.9 21.1
Old : 100.0: 13.6 24.9 0.2 72.3 53.9 86.1 78.9: 13.9 21.1
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 : 69: 12 16 3 23 25 37 42:
Old : 69: 12 16 3 23 25 37 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 : 46.3 39.0 60.4 52.1 46.2 39.0 60.2 51.8
Old : 46.3 39.0 60.4 52.1 46.2 39.0 60.2 51.8
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 - Futures Only, May 1, 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 : 459,779: 155,351 163,933 11,360 230,128 248,544 396,839 423,837: 62,940 35,942
Old : 459,779: 155,351 163,933 11,360 230,128 248,544 396,839 423,837: 62,940 35,942
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 24, 2007 :
: 29,827: 42,129 -15,259 2,504 -15,147 39,489 29,486 26,734: 341 3,093
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.8 35.7 2.5 50.1 54.1 86.3 92.2: 13.7 7.8
Old : 100.0: 33.8 35.7 2.5 50.1 54.1 86.3 92.2: 13.7 7.8
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 : 249: 95 60 8 51 57 151 120:
Old : 249: 95 60 8 51 57 151 120:
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 : 27.1 30.1 37.3 45.5 24.4 30.1 34.6 45.5
Old : 27.1 30.1 37.3 45.5 24.4 30.1 34.6 45.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
Commitments of Traders - Futures Only, May 1, 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 : 107,911: 72,663 8,818 0 6,652 86,586 79,315 95,404: 28,596 12,507
Old : 107,911: 72,663 8,818 0 6,652 86,586 79,315 95,404: 28,596 12,507
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 24, 2007 :
: -15,226: -12,528 104 0 -679 -14,819 -13,207 -14,715: -2,019 -511
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.3 8.2 0.0 6.2 80.2 73.5 88.4: 26.5 11.6
Old : 100.0: 67.3 8.2 0.0 6.2 80.2 73.5 88.4: 26.5 11.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 73: 42 9 0 11 18 53 27:
Old : 73: 42 9 0 11 18 53 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.7 41.1 31.9 61.5 20.7 40.9 31.9 60.3
Old : 20.7 41.1 31.9 61.5 20.7 40.9 31.9 60.3
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 - Futures Only, May 1, 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 : 41,687: 2,791 6,458 0 34,769 30,818 37,560 37,276: 4,127 4,411
Old : 41,687: 2,791 6,458 0 34,769 30,818 37,560 37,276: 4,127 4,411
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 24, 2007 :
: -430: -1 283 0 1,314 1,832 1,313 2,115: -1,743 -2,545
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.7 15.5 0.0 83.4 73.9 90.1 89.4: 9.9 10.6
Old : 100.0: 6.7 15.5 0.0 83.4 73.9 90.1 89.4: 9.9 10.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 55: 4 15 0 22 21 26 36:
Old : 55: 4 15 0 22 21 26 36:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.7 44.3 74.2 59.3 61.8 44.3 72.3 59.3
Old : 63.7 44.3 74.2 59.3 61.8 44.3 72.3 59.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-239742
Commitments of Traders - Futures Only, May 1, 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 : 476,587: 68,618 222,644 2,311 383,670 227,655 454,599 452,610: 21,988 23,977
Old : 476,587: 68,618 222,644 2,311 383,670 227,655 454,599 452,610: 21,988 23,977
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 24, 2007 :
: 20,615: -3,466 9,153 657 25,121 10,956 22,312 20,766: -1,697 -151
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.4 46.7 0.5 80.5 47.8 95.4 95.0: 4.6 5.0
Old : 100.0: 14.4 46.7 0.5 80.5 47.8 95.4 95.0: 4.6 5.0
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 : 217: 37 81 10 50 70 93 155:
Old : 217: 37 81 10 50 70 93 155:
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 : 47.8 23.1 66.8 34.0 47.7 18.9 63.0 29.2
Old : 47.8 23.1 66.8 34.0 47.7 18.9 63.0 29.2
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 - Futures Only, May 1, 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 : 56,067: 9,799 19,110 532 35,478 22,726 45,809 42,368: 10,258 13,699
Old : 56,067: 9,799 19,110 532 35,478 22,726 45,809 42,368: 10,258 13,699
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 24, 2007 :
: 2,724: 426 1,124 0 2,143 1,633 2,569 2,757: 155 -33
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.5 34.1 0.9 63.3 40.5 81.7 75.6: 18.3 24.4
Old : 100.0: 17.5 34.1 0.9 63.3 40.5 81.7 75.6: 18.3 24.4
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 : 89: 20 20 2 24 30 45 51:
Old : 89: 20 20 2 24 30 45 51:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.2 36.2 47.9 45.4 27.0 28.0 42.9 37.2
Old : 29.2 36.2 47.9 45.4 27.0 28.0 42.9 37.2
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 - Futures Only, May 1, 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 : 55,722: 26,321 3,358 425 22,496 30,967 49,242 34,750: 6,480 20,972
Old : 55,722: 26,321 3,358 425 22,496 30,967 49,242 34,750: 6,480 20,972
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 24, 2007 :
: 2,511: 1,003 -60 122 1,560 2,048 2,685 2,110: -174 401
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.2 6.0 0.8 40.4 55.6 88.4 62.4: 11.6 37.6
Old : 100.0: 47.2 6.0 0.8 40.4 55.6 88.4 62.4: 11.6 37.6
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 : 70: 27 5 2 21 18 48 25:
Old : 70: 27 5 2 21 18 48 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.5 38.3 51.1 49.6 33.5 33.9 48.6 44.4
Old : 33.5 38.3 51.1 49.6 33.5 33.9 48.6 44.4
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 - Futures Only, May 1, 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 : 20,297: 4,948 1,101 270 14,278 17,981 19,496 19,352: 801 945
Old : 20,297: 4,948 1,101 270 14,278 17,981 19,496 19,352: 801 945
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 24, 2007 :
: 104: 48 24 0 107 37 155 61: -51 43
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.4 5.4 1.3 70.3 88.6 96.1 95.3: 3.9 4.7
Old : 100.0: 24.4 5.4 1.3 70.3 88.6 96.1 95.3: 3.9 4.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 10 5 1 8 3 19 8:
Old : 25: 10 5 1 8 3 19 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 : 68.6 91.4 85.6 95.3 68.6 89.4 85.6 93.3
Old : 68.6 91.4 85.6 95.3 68.6 89.4 85.6 93.3
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 - Futures Only, May 1, 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 : 55,467: 3,141 16,493 4,305 21,797 25,383 29,243 46,181: 26,224 9,286
Old : 55,467: 3,141 16,493 4,305 21,797 25,383 29,243 46,181: 26,224 9,286
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 24, 2007 :
: 506: 50 998 91 549 -1,617 690 -528: -184 1,034
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.7 29.7 7.8 39.3 45.8 52.7 83.3: 47.3 16.7
Old : 100.0: 5.7 29.7 7.8 39.3 45.8 52.7 83.3: 47.3 16.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 59: 6 22 9 21 26 35 49:
Old : 59: 6 22 9 21 26 35 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 : 21.5 25.4 33.4 38.9 16.7 23.9 25.6 36.7
Old : 21.5 25.4 33.4 38.9 16.7 23.9 25.6 36.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated April 27, 2007