MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 10, 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 : 42,323: 3,337 573 7,316 23,964 24,078 34,616 31,967: 7,706 10,356
Old : 42,323: 3,337 573 7,316 23,964 24,078 34,616 31,967: 7,706 10,356
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 3, 2007 :
: 1,648: -271 -91 647 504 462 880 1,018: 768 630
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.9 1.4 17.3 56.6 56.9 81.8 75.5: 18.2 24.5
Old : 100.0: 7.9 1.4 17.3 56.6 56.9 81.8 75.5: 18.2 24.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 59: 13 7 12 29 27 47 41:
Old : 59: 13 7 12 29 27 47 41:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.1 29.6 50.7 46.4 35.2 27.3 44.1 40.8
Old : 36.1 29.6 50.7 46.4 35.2 27.3 44.1 40.8
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 10, 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 : 182,102: 33,648 22,076 43,022 80,294 90,848 156,965 155,947: 25,137 26,155
Old : 165,317: 25,855 25,357 38,187 79,952 79,106 143,994 142,650: 21,322 22,667
Other: 16,785: 11,567 494 1,061 342 11,742 12,970 13,297: 3,815 3,488
: : :
: : Changes in Commitments from: April 3, 2007 :
: -3,301: 843 756 -3,726 -807 566 -3,690 -2,404: 389 -897
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.5 12.1 23.6 44.1 49.9 86.2 85.6: 13.8 14.4
Old : 100.0: 15.6 15.3 23.1 48.4 47.9 87.1 86.3: 12.9 13.7
Other: 100.0: 68.9 2.9 6.3 2.0 70.0 77.3 79.2: 22.7 20.8
: : :
:# Traders : Number of Traders in Each Category :
All : 186: 67 53 69 34 38 137 136:
Old : 184: 61 59 68 34 38 134 136:
Other: 61: 29 7 10 7 23 38 38:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.5 33.5 37.0 42.1 25.5 31.1 35.2 37.1
Old : 28.1 34.7 40.1 42.2 28.1 33.1 38.1 38.6
Other: 46.0 43.6 58.3 59.9 45.3 43.0 56.9 58.8
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 10, 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 : 316,785: 75,300 32,198 89,250 122,158 133,095 286,709 254,543: 30,076 62,242
Old : 316,785: 75,300 32,198 89,250 122,158 133,095 286,709 254,543: 30,076 62,242
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 3, 2007 :
: -16,706: 191 -23 -12,925 -3,833 -2,278 -16,567 -15,226: -140 -1,481
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.8 10.2 28.2 38.6 42.0 90.5 80.4: 9.5 19.6
Old : 100.0: 23.8 10.2 28.2 38.6 42.0 90.5 80.4: 9.5 19.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 362: 127 46 103 96 143 280 263:
Old : 362: 127 46 103 96 143 280 263:
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 : 20.1 15.4 30.5 24.0 20.1 12.8 29.0 18.4
Old : 20.1 15.4 30.5 24.0 20.1 12.8 29.0 18.4
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 10, 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 : 9,027: 2,515 3,969 1,290 2,421 1,599 6,226 6,859: 2,801 2,168
Old : 9,027: 2,515 3,969 1,290 2,421 1,599 6,226 6,859: 2,801 2,168
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 3, 2007 :
: -494: 39 -45 -325 39 23 -248 -347: -246 -147
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.9 44.0 14.3 26.8 17.7 69.0 76.0: 31.0 24.0
Old : 100.0: 27.9 44.0 14.3 26.8 17.7 69.0 76.0: 31.0 24.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 87: 25 32 17 18 20 56 61:
Old : 87: 25 32 17 18 20 56 61:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.7 21.4 34.6 30.9 24.7 21.1 34.2 29.4
Old : 24.7 21.4 34.6 30.9 24.7 21.1 34.2 29.4
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 10, 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 : 32,816: 10,157 3,001 4,258 11,677 10,601 26,092 17,860: 6,724 14,956
Old : 32,816: 10,157 3,001 4,258 11,677 10,601 26,092 17,860: 6,724 14,956
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 3, 2007 :
: -1,422: 499 -842 -1,466 -750 -4 -1,718 -2,311: 296 889
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.0 9.1 13.0 35.6 32.3 79.5 54.4: 20.5 45.6
Old : 100.0: 31.0 9.1 13.0 35.6 32.3 79.5 54.4: 20.5 45.6
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 : 156: 45 18 27 42 64 106 98:
Old : 156: 45 18 27 42 64 106 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 : 12.6 9.8 22.7 17.0 12.5 9.0 22.3 14.7
Old : 12.6 9.8 22.7 17.0 12.5 9.0 22.3 14.7
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 10, 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 : 118,460: 22,906 38,697 6,357 57,980 45,508 87,243 90,563: 31,216 27,897
Old : 118,460: 22,906 38,697 6,357 57,980 45,508 87,243 90,563: 31,216 27,897
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 3, 2007 :
: -3,761: 981 -19,573 258 -4,019 14,375 -2,781 -4,941: -980 1,180
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.3 32.7 5.4 48.9 38.4 73.6 76.5: 26.4 23.5
Old : 100.0: 19.3 32.7 5.4 48.9 38.4 73.6 76.5: 26.4 23.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 86: 21 32 9 21 23 48 58:
Old : 86: 21 32 9 21 23 48 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 : 38.5 19.2 47.6 30.8 35.8 19.1 44.9 30.7
Old : 38.5 19.2 47.6 30.8 35.8 19.1 44.9 30.7
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 10, 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 : 62,641: 13,247 36,688 1,763 33,381 11,365 48,391 49,817: 14,250 12,824
Old : 62,641: 13,247 36,688 1,763 33,381 11,365 48,391 49,817: 14,250 12,824
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 3, 2007 :
: -246: 2,897 -836 -543 2,158 860 4,512 -520: -4,758 275
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.1 58.6 2.8 53.3 18.1 77.3 79.5: 22.7 20.5
Old : 100.0: 21.1 58.6 2.8 53.3 18.1 77.3 79.5: 22.7 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 : 50: 15 21 2 6 12 22 34:
Old : 50: 15 21 2 6 12 22 34:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.2 34.8 60.8 46.2 47.4 34.8 58.3 46.0
Old : 49.2 34.8 60.8 46.2 47.4 34.8 58.3 46.0
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 with Delta-adjusted Options and Futures Combined, April 10, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF MXN 500,000) :
: : :
All : 75,109: 30,440 16,696 654 36,719 54,854 67,813 72,204: 7,296 2,905
Old : 75,109: 30,440 16,696 654 36,719 54,854 67,813 72,204: 7,296 2,905
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 3, 2007 :
: 2,006: 6,991 -4,970 0 -3,746 9,263 3,245 4,293: -1,239 -2,287
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.5 22.2 0.9 48.9 73.0 90.3 96.1: 9.7 3.9
Old : 100.0: 40.5 22.2 0.9 48.9 73.0 90.3 96.1: 9.7 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 : 80: 40 15 1 13 16 53 32:
Old : 80: 40 15 1 13 16 53 32:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.8 62.0 58.1 77.7 39.9 60.3 54.2 75.2
Old : 43.8 62.0 58.1 77.7 39.9 60.3 54.2 75.2
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 10, 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 : 128,016: 70,240 20,564 4,460 23,320 79,789 98,020 104,813: 29,996 23,203
Old : 128,016: 70,240 20,564 4,460 23,320 79,789 98,020 104,813: 29,996 23,203
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 3, 2007 :
: -6,098: -2,979 4,861 -2,777 2,320 -8,008 -3,436 -5,924: -2,661 -173
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.9 16.1 3.5 18.2 62.3 76.6 81.9: 23.4 18.1
Old : 100.0: 54.9 16.1 3.5 18.2 62.3 76.6 81.9: 23.4 18.1
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 : 80: 41 13 11 15 18 58 40:
Old : 80: 41 13 11 15 18 58 40:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.7 34.9 38.7 51.9 28.7 34.7 37.8 51.4
Old : 28.7 34.9 38.7 51.9 28.7 34.7 37.8 51.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 10, 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 : 260,886: 36,957 107,880 13,382 164,334 100,697 214,673 221,958: 46,214 38,928
Old : 260,886: 36,957 107,880 13,382 164,334 100,697 214,673 221,958: 46,214 38,928
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 3, 2007 :
: 4,187: 6,181 6,987 -2,312 -439 182 3,430 4,857: 757 -670
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.2 41.4 5.1 63.0 38.6 82.3 85.1: 17.7 14.9
Old : 100.0: 14.2 41.4 5.1 63.0 38.6 82.3 85.1: 17.7 14.9
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 : 116: 36 43 17 29 20 72 73:
Old : 116: 36 43 17 29 20 72 73:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.1 34.1 54.0 50.6 39.0 29.8 50.3 45.6
Old : 39.1 34.1 54.0 50.6 39.0 29.8 50.3 45.6
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 10, 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 : 238,898: 124,322 20,754 17,535 30,556 159,174 172,413 197,464: 66,485 41,434
Old : 238,898: 124,322 20,754 17,535 30,556 159,174 172,413 197,464: 66,485 41,434
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 3, 2007 :
: 7,266: 10,558 -372 -4,983 1,184 8,309 6,759 2,954: 507 4,312
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.0 8.7 7.3 12.8 66.6 72.2 82.7: 27.8 17.3
Old : 100.0: 52.0 8.7 7.3 12.8 66.6 72.2 82.7: 27.8 17.3
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 : 149: 69 38 29 30 31 117 80:
Old : 149: 69 38 29 30 31 117 80:
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 : 20.3 40.9 29.0 54.9 20.1 39.7 28.4 52.4
Old : 20.3 40.9 29.0 54.9 20.1 39.7 28.4 52.4
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 with Delta-adjusted Options and Futures Combined, April 10, 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 : 25,383: 21,068 1,001 0 1,916 22,835 22,984 23,836: 2,399 1,547
Old : 25,383: 21,068 1,001 0 1,916 22,835 22,984 23,836: 2,399 1,547
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 3, 2007 :
: -1,642: -2,293 165 0 4 -1,606 -2,289 -1,441: 647 -201
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.0 3.9 0.0 7.5 90.0 90.5 93.9: 9.5 6.1
Old : 100.0: 83.0 3.9 0.0 7.5 90.0 90.5 93.9: 9.5 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 : 33: 16 1 0 6 14 22 15:
Old : 33: 16 1 0 6 14 22 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 : 62.7 58.5 75.8 80.6 62.7 57.8 75.4 79.9
Old : 62.7 58.5 75.8 80.6 62.7 57.8 75.4 79.9
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 10, 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 : 78,840: 13,712 7,219 630 60,889 67,604 75,231 75,453: 3,609 3,387
Old : 78,840: 13,712 7,219 630 60,889 67,604 75,231 75,453: 3,609 3,387
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 3, 2007 :
: 2,583: -396 855 155 3,538 237 3,297 1,247: -714 1,336
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.4 9.2 0.8 77.2 85.7 95.4 95.7: 4.6 4.3
Old : 100.0: 17.4 9.2 0.8 77.2 85.7 95.4 95.7: 4.6 4.3
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 : 29: 5 2 1 18 15 23 18:
Old : 29: 5 2 1 18 15 23 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.9 61.7 70.0 84.5 44.7 48.5 59.6 67.7
Old : 45.9 61.7 70.0 84.5 44.7 48.5 59.6 67.7
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 10, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $1,000,000) :
: : :
All :16,730,072: 1,060,519 660,786 4,887,595 9,682,255 9,781,056 15,630,369 15,329,437: 1,099,704 1,400,636
Old :16,730,072: 1,060,519 660,786 4,887,595 9,682,255 9,781,056 15,630,369 15,329,437: 1,099,704 1,400,636
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 3, 2007 :
: 144,128: 182,807 122,513 -180,238 212,820 181,633 215,389 123,908: -71,261 20,221
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.3 3.9 29.2 57.9 58.5 93.4 91.6: 6.6 8.4
Old : 100.0: 6.3 3.9 29.2 57.9 58.5 93.4 91.6: 6.6 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 : 345: 64 79 126 176 179 313 321:
Old : 345: 64 79 126 176 179 313 321:
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 : 27.6 12.9 38.9 24.1 23.6 8.5 27.8 14.3
Old : 27.6 12.9 38.9 24.1 23.6 8.5 27.8 14.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 10, 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 : 798,712: 67,801 33,367 112,171 477,121 477,806 657,093 623,344: 141,619 175,368
Old : 798,712: 67,801 33,367 112,171 477,121 477,806 657,093 623,344: 141,619 175,368
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 3, 2007 :
: 15,812: -5,390 -2,338 9,666 8,377 3,472 12,654 10,799: 3,158 5,013
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.5 4.2 14.0 59.7 59.8 82.3 78.0: 17.7 22.0
Old : 100.0: 8.5 4.2 14.0 59.7 59.8 82.3 78.0: 17.7 22.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 220: 59 47 81 91 63 192 149:
Old : 220: 59 47 81 91 63 192 149:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.6 25.1 28.2 34.3 17.2 25.1 25.3 33.6
Old : 18.6 25.1 28.2 34.3 17.2 25.1 25.3 33.6
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 10, 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 : 1,996,668: 298,880 619,940 117,026 1,098,388 1,096,912 1,514,294 1,833,879: 482,374 162,789
Old : 1,996,668: 298,880 619,940 117,026 1,098,388 1,096,912 1,514,294 1,833,879: 482,374 162,789
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 3, 2007 :
: 21,190: 2,683 -17,996 13,783 31,486 36,538 47,952 32,324: -26,762 -11,134
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.0 31.0 5.9 55.0 54.9 75.8 91.8: 24.2 8.2
Old : 100.0: 15.0 31.0 5.9 55.0 54.9 75.8 91.8: 24.2 8.2
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 : 311: 67 116 77 87 92 211 228:
Old : 311: 67 116 77 87 92 211 228:
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 : 15.9 21.3 25.8 31.9 11.8 14.8 20.4 23.9
Old : 15.9 21.3 25.8 31.9 11.8 14.8 20.4 23.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-338741
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 10, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 400 INDEX X $500) :
: : :
All : 7,717: 1,060 0 0 4,208 5,748 5,268 5,748: 2,449 1,969
Old : 7,717: 1,060 0 0 4,208 5,748 5,268 5,748: 2,449 1,969
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 3, 2007 :
: 329: 39 0 0 240 291 279 291: 50 38
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.7 0.0 0.0 54.5 74.5 68.3 74.5: 31.7 25.5
Old : 100.0: 13.7 0.0 0.0 54.5 74.5 68.3 74.5: 31.7 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 : 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 : 38.1 52.1 54.9 71.7 38.1 52.1 54.9 69.5
Old : 38.1 52.1 54.9 71.7 38.1 52.1 54.9 69.5
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 10, 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 : 87,997: 11,585 25,564 0 64,866 56,895 76,451 82,459: 11,546 5,538
Old : 87,997: 11,585 25,564 0 64,866 56,895 76,451 82,459: 11,546 5,538
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 3, 2007 :
: 274: 933 -424 0 -474 -451 459 -875: -185 1,149
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.2 29.1 0.0 73.7 64.7 86.9 93.7: 13.1 6.3
Old : 100.0: 13.2 29.1 0.0 73.7 64.7 86.9 93.7: 13.1 6.3
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 : 83: 15 13 0 37 31 52 44:
Old : 83: 15 13 0 37 31 52 44:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.1 47.2 51.9 68.1 31.6 47.1 50.8 67.9
Old : 32.1 47.2 51.9 68.1 31.6 47.1 50.8 67.9
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 10, 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 : 49,364: 6,800 14,074 292 34,810 24,669 41,902 39,035: 7,462 10,329
Old : 49,364: 6,800 14,074 292 34,810 24,669 41,902 39,035: 7,462 10,329
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 3, 2007 :
: 2,567: 1,260 -170 3 1,040 345 2,302 178: 264 2,389
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.8 28.5 0.6 70.5 50.0 84.9 79.1: 15.1 20.9
Old : 100.0: 13.8 28.5 0.6 70.5 50.0 84.9 79.1: 15.1 20.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 74: 13 18 6 26 25 42 46:
Old : 74: 13 18 6 26 25 42 46:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.3 41.5 54.6 54.1 39.0 41.2 54.3 53.9
Old : 39.3 41.5 54.6 54.1 39.0 41.2 54.3 53.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 10, 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 : 389,298: 74,627 150,843 9,360 262,907 208,756 346,894 368,959: 42,404 20,339
Old : 389,298: 74,627 150,843 9,360 262,907 208,756 346,894 368,959: 42,404 20,339
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 3, 2007 :
: 29,285: -14,716 12,710 -577 34,417 16,634 19,124 28,766: 10,161 519
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.2 38.7 2.4 67.5 53.6 89.1 94.8: 10.9 5.2
Old : 100.0: 19.2 38.7 2.4 67.5 53.6 89.1 94.8: 10.9 5.2
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 : 217: 68 61 16 49 55 129 120:
Old : 217: 68 61 16 49 55 129 120:
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 : 35.1 26.1 47.0 41.7 33.3 25.4 45.3 40.8
Old : 35.1 26.1 47.0 41.7 33.3 25.4 45.3 40.8
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 10, 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 : 119,193: 80,596 6,222 1,555 5,364 96,347 87,514 104,124: 31,679 15,070
Old : 119,193: 80,596 6,222 1,555 5,364 96,347 87,514 104,124: 31,679 15,070
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 3, 2007 :
: -4,269: -7,246 250 34 677 -7,160 -6,535 -6,875: 2,266 2,606
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.6 5.2 1.3 4.5 80.8 73.4 87.4: 26.6 12.6
Old : 100.0: 67.6 5.2 1.3 4.5 80.8 73.4 87.4: 26.6 12.6
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 : 74: 45 8 3 12 17 57 28:
Old : 74: 45 8 3 12 17 57 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.5 43.1 36.2 64.8 26.5 43.0 36.2 64.2
Old : 26.5 43.1 36.2 64.8 26.5 43.0 36.2 64.2
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 10, 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 : 33,577: 1,486 6,523 0 28,460 23,121 29,947 29,644: 3,630 3,933
Old : 33,577: 1,486 6,523 0 28,460 23,121 29,947 29,644: 3,630 3,933
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 3, 2007 :
: 194: 52 -336 0 928 2,229 980 1,893: -786 -1,699
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.4 19.4 0.0 84.8 68.9 89.2 88.3: 10.8 11.7
Old : 100.0: 4.4 19.4 0.0 84.8 68.9 89.2 88.3: 10.8 11.7
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 : 57: 4 16 1 24 21 28 38:
Old : 57: 4 16 1 24 21 28 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 : 62.3 38.9 71.7 51.9 62.3 38.8 71.7 51.8
Old : 62.3 38.9 71.7 51.9 62.3 38.8 71.7 51.8
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 10, 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 : 441,470: 70,244 203,347 11,720 340,085 207,721 422,049 422,788: 19,421 18,682
Old : 441,470: 70,244 203,347 11,720 340,085 207,721 422,049 422,788: 19,421 18,682
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 3, 2007 :
: 8,834: 3,592 7,650 -998 4,920 3,616 7,514 10,268: 1,319 -1,434
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.9 46.1 2.7 77.0 47.1 95.6 95.8: 4.4 4.2
Old : 100.0: 15.9 46.1 2.7 77.0 47.1 95.6 95.8: 4.4 4.2
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 : 243: 38 108 51 49 68 131 183:
Old : 243: 38 108 51 49 68 131 183:
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 : 50.3 23.4 67.6 33.9 49.6 19.7 63.2 28.6
Old : 50.3 23.4 67.6 33.9 49.6 19.7 63.2 28.6
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 10, 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 : 48,017: 9,926 15,861 241 27,623 18,153 37,790 34,255: 10,227 13,761
Old : 48,017: 9,926 15,861 241 27,623 18,153 37,790 34,255: 10,227 13,761
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 3, 2007 :
: -3,155: 472 -1,518 -17 -3,384 -706 -2,929 -2,241: -226 -914
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.7 33.0 0.5 57.5 37.8 78.7 71.3: 21.3 28.7
Old : 100.0: 20.7 33.0 0.5 57.5 37.8 78.7 71.3: 21.3 28.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 77: 22 16 5 19 26 42 46:
Old : 77: 22 16 5 19 26 42 46:
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 : 32.2 31.7 50.8 43.3 32.2 29.4 47.3 39.4
Old : 32.2 31.7 50.8 43.3 32.2 29.4 47.3 39.4
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 10, 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 : 47,281: 21,054 1,515 271 17,656 27,071 38,981 28,857: 8,300 18,424
Old : 47,281: 21,054 1,515 271 17,656 27,071 38,981 28,857: 8,300 18,424
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 3, 2007 :
: 72: 969 -502 -364 -576 3,261 29 2,395: 43 -2,323
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.5 3.2 0.6 37.3 57.3 82.4 61.0: 17.6 39.0
Old : 100.0: 44.5 3.2 0.6 37.3 57.3 82.4 61.0: 17.6 39.0
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 : 58: 20 5 1 16 19 36 25:
Old : 58: 20 5 1 16 19 36 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 : 37.5 35.8 55.9 48.5 37.5 34.7 53.4 45.2
Old : 37.5 35.8 55.9 48.5 37.5 34.7 53.4 45.2
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 10, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (GSCI X $250) :
: : :
All : 21,320: 5,271 1,678 289 14,033 18,204 19,593 20,171: 1,727 1,149
Old : 21,320: 5,271 1,678 289 14,033 18,204 19,593 20,171: 1,727 1,149
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 3, 2007 :
: 561: -159 209 9 -83 261 -233 479: 794 82
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.7 7.9 1.4 65.8 85.4 91.9 94.6: 8.1 5.4
Old : 100.0: 24.7 7.9 1.4 65.8 85.4 91.9 94.6: 8.1 5.4
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 : 25: 8 6 2 8 5 18 11:
Old : 25: 8 6 2 8 5 18 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 : 68.5 87.3 84.5 92.5 68.5 86.2 84.5 90.4
Old : 68.5 87.3 84.5 92.5 68.5 86.2 84.5 90.4
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 10, 2007
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: 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 : 50,840: 3,303 11,654 3,629 21,139 28,741 28,071 44,024: 22,769 6,816
Old : 50,840: 3,303 11,654 3,629 21,139 28,741 28,071 44,024: 22,769 6,816
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 3, 2007 :
: 902: 432 489 38 60 167 530 694: 372 208
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.5 22.9 7.1 41.6 56.5 55.2 86.6: 44.8 13.4
Old : 100.0: 6.5 22.9 7.1 41.6 56.5 55.2 86.6: 44.8 13.4
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 : 57: 5 20 7 21 27 33 47:
Old : 57: 5 20 7 21 27 33 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 : 23.7 29.9 36.7 45.3 19.3 27.5 29.5 39.9
Old : 23.7 29.9 36.7 45.3 19.3 27.5 29.5 39.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated April 13, 2007