MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders - Futures Only, May 8, 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 : 36,081: 9,687 1,131 637 19,706 25,992 30,030 27,760: 6,051 8,321
Old : 36,081: 9,687 1,131 637 19,706 25,992 30,030 27,760: 6,051 8,321
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 1, 2007 :
: -805: -379 -16 123 88 -444 -168 -337: -637 -468
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.8 3.1 1.8 54.6 72.0 83.2 76.9: 16.8 23.1
Old : 100.0: 26.8 3.1 1.8 54.6 72.0 83.2 76.9: 16.8 23.1
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 : 56: 19 4 10 23 20 45 31:
Old : 56: 19 4 10 23 20 45 31:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.2 38.8 50.3 55.4 34.2 38.5 49.8 54.8
Old : 34.2 38.8 50.3 55.4 34.2 38.5 49.8 54.8
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 - Futures Only, May 8, 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 : 173,564: 32,762 25,803 38,185 79,890 84,393 150,837 148,381: 22,727 25,183
Old : 157,055: 26,355 29,580 33,284 78,083 72,217 137,722 135,081: 19,333 21,974
Other: 16,509: 11,129 945 179 1,807 12,176 13,115 13,300: 3,394 3,209
: : :
: : Changes in Commitments from: May 1, 2007 :
: 508: 1,207 2,710 -1,326 896 -2,271 777 -887: -269 1,395
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.9 14.9 22.0 46.0 48.6 86.9 85.5: 13.1 14.5
Old : 100.0: 16.8 18.8 21.2 49.7 46.0 87.7 86.0: 12.3 14.0
Other: 100.0: 67.4 5.7 1.1 10.9 73.8 79.4 80.6: 20.6 19.4
: : :
:# Traders : Number of Traders in Each Category :
All : 211: 62 72 78 32 38 144 161:
Old : 210: 60 80 72 32 37 139 158:
Other: 68: 28 13 5 6 23 36 40:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.0 33.3 38.7 41.1 27.0 32.6 37.1 38.4
Old : 29.8 34.5 42.6 41.9 29.8 34.1 40.7 40.1
Other: 44.8 43.6 57.2 63.8 40.1 35.3 50.9 55.5
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders - Futures Only, May 8, 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 : 253,456: 62,977 39,919 48,577 117,061 115,015 228,615 203,511: 24,841 49,945
Old : 253,456: 62,977 39,919 48,577 117,061 115,015 228,615 203,511: 24,841 49,945
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 1, 2007 :
: -11,357: -827 -2,006 -12,383 1,638 1,838 -11,572 -12,551: 215 1,194
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.8 15.7 19.2 46.2 45.4 90.2 80.3: 9.8 19.7
Old : 100.0: 24.8 15.7 19.2 46.2 45.4 90.2 80.3: 9.8 19.7
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 : 294: 81 56 69 62 127 192 218:
Old : 294: 81 56 69 62 127 192 218:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.3 16.7 37.3 26.0 25.3 14.6 36.7 21.1
Old : 25.3 16.7 37.3 26.0 25.3 14.6 36.7 21.1
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 8, 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 : 8,192: 2,961 4,136 517 2,595 1,717 6,073 6,370: 2,119 1,822
Old : 8,192: 2,961 4,136 517 2,595 1,717 6,073 6,370: 2,119 1,822
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 1, 2007 :
: -625: 47 159 -438 39 48 -352 -231: -273 -394
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.1 50.5 6.3 31.7 21.0 74.1 77.8: 25.9 22.2
Old : 100.0: 36.1 50.5 6.3 31.7 21.0 74.1 77.8: 25.9 22.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 81: 24 29 11 17 20 47 58:
Old : 81: 24 29 11 17 20 47 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 : 27.2 24.4 40.3 35.9 27.2 23.4 38.6 33.9
Old : 27.2 24.4 40.3 35.9 27.2 23.4 38.6 33.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
Commitments of Traders - Futures Only, May 8, 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 : 22,075: 8,051 3,376 1,465 7,885 6,429 17,401 11,270: 4,674 10,805
Old : 22,075: 8,051 3,376 1,465 7,885 6,429 17,401 11,270: 4,674 10,805
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 1, 2007 :
: -2,208: -867 -128 -241 -820 -733 -1,928 -1,102: -280 -1,106
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.5 15.3 6.6 35.7 29.1 78.8 51.1: 21.2 48.9
Old : 100.0: 36.5 15.3 6.6 35.7 29.1 78.8 51.1: 21.2 48.9
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 : 125: 38 20 12 30 44 75 71:
Old : 125: 38 20 12 30 44 75 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 : 18.1 12.0 31.4 19.1 17.4 9.5 29.9 15.7
Old : 18.1 12.0 31.4 19.1 17.4 9.5 29.9 15.7
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 - Futures Only, May 8, 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 : 146,311: 65,117 47,298 2,702 46,655 72,121 114,474 122,121: 31,837 24,190
Old : 146,311: 65,117 47,298 2,702 46,655 72,121 114,474 122,121: 31,837 24,190
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 1, 2007 :
: 8,282: 12,535 3,567 -171 -2,737 4,257 9,627 7,653: -1,345 629
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.5 32.3 1.8 31.9 49.3 78.2 83.5: 21.8 16.5
Old : 100.0: 44.5 32.3 1.8 31.9 49.3 78.2 83.5: 21.8 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 : 92: 31 27 4 21 21 55 49:
Old : 92: 31 27 4 21 21 55 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 : 40.3 27.5 49.4 42.5 34.9 26.6 44.1 39.8
Old : 40.3 27.5 49.4 42.5 34.9 26.6 44.1 39.8
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 8, 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 : 81,736: 14,860 49,212 622 51,567 17,780 67,049 67,614: 14,687 14,122
Old : 81,736: 14,860 49,212 622 51,567 17,780 67,049 67,614: 14,687 14,122
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 1, 2007 :
: 1,747: -1,809 1,373 -32 5,235 -1,490 3,394 -149: -1,647 1,896
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.2 60.2 0.8 63.1 21.8 82.0 82.7: 18.0 17.3
Old : 100.0: 18.2 60.2 0.8 63.1 21.8 82.0 82.7: 18.0 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 : 54: 15 22 2 8 12 25 34:
Old : 54: 15 22 2 8 12 25 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 : 59.4 34.2 69.2 47.1 56.7 34.2 66.5 46.8
Old : 59.4 34.2 69.2 47.1 56.7 34.2 66.5 46.8
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 8, 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 : 126,677: 69,338 21,011 1,722 47,025 101,074 118,085 123,807: 8,592 2,870
Old : 126,677: 69,338 21,011 1,722 47,025 101,074 118,085 123,807: 8,592 2,870
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 1, 2007 :
: 19,111: 18,562 -3,198 579 583 22,670 19,724 20,051: -613 -940
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.7 16.6 1.4 37.1 79.8 93.2 97.7: 6.8 2.3
Old : 100.0: 54.7 16.6 1.4 37.1 79.8 93.2 97.7: 6.8 2.3
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 : 107: 60 20 3 12 19 74 40:
Old : 107: 60 20 3 12 19 74 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 : 37.2 64.4 53.4 81.2 26.6 58.6 42.1 71.1
Old : 37.2 64.4 53.4 81.2 26.6 58.6 42.1 71.1
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 8, 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 : 134,140: 74,982 22,985 56 26,075 91,768 101,113 114,809: 33,027 19,331
Old : 134,140: 74,982 22,985 56 26,075 91,768 101,113 114,809: 33,027 19,331
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 1, 2007 :
: -9,911: -13,475 -1,479 -26 3,574 -5,881 -9,927 -7,386: 16 -2,525
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.9 17.1 0.0 19.4 68.4 75.4 85.6: 24.6 14.4
Old : 100.0: 55.9 17.1 0.0 19.4 68.4 75.4 85.6: 24.6 14.4
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 : 86: 39 17 2 15 23 55 41:
Old : 86: 39 17 2 15 23 55 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 : 27.2 31.3 39.6 48.3 27.2 31.2 37.5 47.8
Old : 27.2 31.3 39.6 48.3 27.2 31.2 37.5 47.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
Commitments of Traders - Futures Only, May 8, 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 : 284,780: 51,213 163,472 1,402 190,671 84,855 243,286 249,729: 41,494 35,051
Old : 284,780: 51,213 163,472 1,402 190,671 84,855 243,286 249,729: 41,494 35,051
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 1, 2007 :
: 4,912: 3,595 -2,928 589 1,955 6,394 6,139 4,055: -1,227 857
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.0 57.4 0.5 67.0 29.8 85.4 87.7: 14.6 12.3
Old : 100.0: 18.0 57.4 0.5 67.0 29.8 85.4 87.7: 14.6 12.3
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 : 130: 32 61 6 28 20 63 84:
Old : 130: 32 61 6 28 20 63 84:
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 : 48.4 28.7 61.9 44.7 48.4 25.0 57.2 39.6
Old : 48.4 28.7 61.9 44.7 48.4 25.0 57.2 39.6
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 - Futures Only, May 8, 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 : 223,364: 130,342 25,072 2,072 30,399 160,424 162,813 187,568: 60,551 35,796
Old : 223,364: 130,342 25,072 2,072 30,399 160,424 162,813 187,568: 60,551 35,796
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 1, 2007 :
: -11,885: -5,057 -3,639 1,016 -1,004 -6,166 -5,045 -8,789: -6,840 -3,096
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.4 11.2 0.9 13.6 71.8 72.9 84.0: 27.1 16.0
Old : 100.0: 58.4 11.2 0.9 13.6 71.8 72.9 84.0: 27.1 16.0
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 : 147: 73 27 12 29 36 105 72:
Old : 147: 73 27 12 29 36 105 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 : 23.6 38.1 32.8 53.6 23.5 35.5 31.4 51.0
Old : 23.6 38.1 32.8 53.6 23.5 35.5 31.4 51.0
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 8, 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 : 23,617: 16,416 1,161 0 4,251 20,934 20,667 22,095: 2,950 1,522
Old : 23,617: 16,416 1,161 0 4,251 20,934 20,667 22,095: 2,950 1,522
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 1, 2007 :
: -1,636: -2,361 -93 0 659 -1,451 -1,702 -1,544: 66 -92
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.5 4.9 0.0 18.0 88.6 87.5 93.6: 12.5 6.4
Old : 100.0: 69.5 4.9 0.0 18.0 88.6 87.5 93.6: 12.5 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 : 38: 18 2 0 9 13 27 15:
Old : 38: 18 2 0 9 13 27 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 : 47.1 68.3 61.7 83.5 46.3 67.6 60.9 82.8
Old : 47.1 68.3 61.7 83.5 46.3 67.6 60.9 82.8
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 8, 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 : 76,690: 13,417 3,905 409 60,788 69,778 74,614 74,092: 2,076 2,598
Old : 76,690: 13,417 3,905 409 60,788 69,778 74,614 74,092: 2,076 2,598
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 1, 2007 :
: 8,350: 800 3,905 200 8,152 4,283 9,152 8,388: -802 -38
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.5 5.1 0.5 79.3 91.0 97.3 96.6: 2.7 3.4
Old : 100.0: 17.5 5.1 0.5 79.3 91.0 97.3 96.6: 2.7 3.4
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 : 28: 6 1 1 16 12 22 14:
Old : 28: 6 1 1 16 12 22 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.3 65.6 64.8 85.7 46.5 55.3 63.3 74.6
Old : 47.3 65.6 64.8 85.7 46.5 55.3 63.3 74.6
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 8, 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 :11,859,280: 1,149,528 890,985 1,267,651 8,147,863 8,079,067 10,565,042 10,237,703: 1,294,238 1,621,577
Old :11,859,280: 1,149,528 890,985 1,267,651 8,147,863 8,079,067 10,565,042 10,237,703: 1,294,238 1,621,577
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 1, 2007 :
: 148,935: 17,472 58,109 6,245 140,853 95,219 164,570 159,573: -15,635 -10,638
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.7 7.5 10.7 68.7 68.1 89.1 86.3: 10.9 13.7
Old : 100.0: 9.7 7.5 10.7 68.7 68.1 89.1 86.3: 10.9 13.7
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 : 332: 76 58 111 156 170 281 304:
Old : 332: 76 58 111 156 170 281 304:
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 : 35.0 16.6 45.3 28.2 33.3 12.9 39.5 22.2
Old : 35.0 16.6 45.3 28.2 33.3 12.9 39.5 22.2
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 8, 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 : 652,078: 60,192 51,483 7,126 459,120 450,324 526,438 508,933: 125,640 143,145
Old : 652,078: 60,192 51,483 7,126 459,120 450,324 526,438 508,933: 125,640 143,145
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 1, 2007 :
: 6,866: 394 -956 1,718 5,769 1,340 7,881 2,102: -1,015 4,764
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.2 7.9 1.1 70.4 69.1 80.7 78.0: 19.3 22.0
Old : 100.0: 9.2 7.9 1.1 70.4 69.1 80.7 78.0: 19.3 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 : 195: 45 37 15 87 57 140 101:
Old : 195: 45 37 15 87 57 140 101:
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 : 23.3 32.0 32.5 43.0 22.4 31.8 30.7 42.5
Old : 23.3 32.0 32.5 43.0 22.4 31.8 30.7 42.5
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 8, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($50 X S&P 500 INDEX) :
: : :
All : 2,008,221: 407,570 592,589 23,607 1,104,011 1,238,888 1,535,188 1,855,084: 473,033 153,137
Old : 2,008,221: 407,570 592,589 23,607 1,104,011 1,238,888 1,535,188 1,855,084: 473,033 153,137
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 1, 2007 :
: 14,415: 31,165 32,303 -3,269 -27,956 6,492 -60 35,526: 14,475 -21,111
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.3 29.5 1.2 55.0 61.7 76.4 92.4: 23.6 7.6
Old : 100.0: 20.3 29.5 1.2 55.0 61.7 76.4 92.4: 23.6 7.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 318: 82 94 31 83 100 181 209:
Old : 318: 82 94 31 83 100 181 209:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.7 21.5 30.3 34.8 15.5 15.5 24.5 27.3
Old : 18.7 21.5 30.3 34.8 15.5 15.5 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 8, 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 : 8,705: 918 0 0 5,310 6,600 6,228 6,600: 2,477 2,105
Old : 8,705: 918 0 0 5,310 6,600 6,228 6,600: 2,477 2,105
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 1, 2007 :
: -232: 1 0 -57 61 2 5 -55: -237 -177
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.5 0.0 0.0 61.0 75.8 71.5 75.8: 28.5 24.2
Old : 100.0: 10.5 0.0 0.0 61.0 75.8 71.5 75.8: 28.5 24.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 2 0 0 11 10 13 10:
Old : 21: 2 0 0 11 10 13 10:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.9 50.8 56.4 69.9 34.5 50.8 53.0 67.4
Old : 37.9 50.8 56.4 69.9 34.5 50.8 53.0 67.4
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 8, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 400 INDEX X $100) :
: : :
All : 89,583: 12,740 27,938 45 65,309 57,060 78,094 85,043: 11,489 4,540
Old : 89,583: 12,740 27,938 45 65,309 57,060 78,094 85,043: 11,489 4,540
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 1, 2007 :
: -2,007: 1,010 1,600 45 -1,942 -2,859 -887 -1,214: -1,120 -793
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.2 31.2 0.1 72.9 63.7 87.2 94.9: 12.8 5.1
Old : 100.0: 14.2 31.2 0.1 72.9 63.7 87.2 94.9: 12.8 5.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 92: 17 17 1 37 36 55 53:
Old : 92: 17 17 1 37 36 55 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 : 33.3 45.7 52.7 62.7 32.7 45.6 51.3 62.5
Old : 33.3 45.7 52.7 62.7 32.7 45.6 51.3 62.5
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 8, 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 : 55,824: 8,240 13,187 85 39,763 30,916 48,088 44,188: 7,736 11,636
Old : 55,824: 8,240 13,187 85 39,763 30,916 48,088 44,188: 7,736 11,636
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 1, 2007 :
: 1,470: 829 -325 -4 477 1,638 1,302 1,309: 168 161
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.8 23.6 0.2 71.2 55.4 86.1 79.2: 13.9 20.8
Old : 100.0: 14.8 23.6 0.2 71.2 55.4 86.1 79.2: 13.9 20.8
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 : 71: 12 16 3 23 28 37 45:
Old : 71: 12 16 3 23 28 37 45:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.3 37.9 63.2 50.6 47.2 37.9 63.0 50.4
Old : 47.3 37.9 63.2 50.6 47.2 37.9 63.0 50.4
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 8, 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 : 473,906: 162,777 171,709 11,863 236,782 263,366 411,422 446,938: 62,484 26,968
Old : 473,906: 162,777 171,709 11,863 236,782 263,366 411,422 446,938: 62,484 26,968
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 1, 2007 :
: 14,127: 7,426 7,776 503 6,654 14,822 14,583 23,101: -456 -8,974
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.3 36.2 2.5 50.0 55.6 86.8 94.3: 13.2 5.7
Old : 100.0: 34.3 36.2 2.5 50.0 55.6 86.8 94.3: 13.2 5.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 240: 90 58 12 53 55 149 119:
Old : 240: 90 58 12 53 55 149 119:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.8 32.4 37.9 49.3 23.3 32.4 35.4 49.2
Old : 25.8 32.4 37.9 49.3 23.3 32.4 35.4 49.2
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 8, 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 : 114,679: 81,980 8,354 343 5,933 92,016 88,256 100,713: 26,423 13,966
Old : 114,679: 81,980 8,354 343 5,933 92,016 88,256 100,713: 26,423 13,966
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 1, 2007 :
: 6,768: 9,317 -464 343 -719 5,430 8,941 5,309: -2,173 1,459
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.5 7.3 0.3 5.2 80.2 77.0 87.8: 23.0 12.2
Old : 100.0: 71.5 7.3 0.3 5.2 80.2 77.0 87.8: 23.0 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 : 70: 41 8 2 10 18 51 28:
Old : 70: 41 8 2 10 18 51 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 : 25.9 38.1 36.3 62.0 25.9 37.9 36.3 60.0
Old : 25.9 38.1 36.3 62.0 25.9 37.9 36.3 60.0
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 8, 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 : 41,942: 2,787 6,351 0 34,755 30,643 37,542 36,994: 4,400 4,948
Old : 41,942: 2,787 6,351 0 34,755 30,643 37,542 36,994: 4,400 4,948
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 1, 2007 :
: 255: -4 -107 0 -14 -175 -18 -282: 273 537
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.6 15.1 0.0 82.9 73.1 89.5 88.2: 10.5 11.8
Old : 100.0: 6.6 15.1 0.0 82.9 73.1 89.5 88.2: 10.5 11.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 56: 4 15 0 23 21 27 36:
Old : 56: 4 15 0 23 21 27 36:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.3 45.5 72.8 59.4 60.5 45.5 70.9 59.4
Old : 62.3 45.5 72.8 59.4 60.5 45.5 70.9 59.4
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 8, 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 : 495,128: 68,086 233,599 2,825 402,176 232,966 473,087 469,390: 22,041 25,738
Old : 495,128: 68,086 233,599 2,825 402,176 232,966 473,087 469,390: 22,041 25,738
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 1, 2007 :
: 18,541: -532 10,955 514 18,506 5,311 18,488 16,780: 53 1,761
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.8 47.2 0.6 81.2 47.1 95.5 94.8: 4.5 5.2
Old : 100.0: 13.8 47.2 0.6 81.2 47.1 95.5 94.8: 4.5 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 : 228: 39 85 9 54 76 99 164:
Old : 228: 39 85 9 54 76 99 164:
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 : 48.2 22.8 67.1 33.7 48.0 18.9 63.6 28.8
Old : 48.2 22.8 67.1 33.7 48.0 18.9 63.6 28.8
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 8, 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 : 57,913: 9,551 18,545 742 35,662 23,960 45,955 43,247: 11,958 14,666
Old : 57,913: 9,551 18,545 742 35,662 23,960 45,955 43,247: 11,958 14,666
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 1, 2007 :
: 1,846: -248 -565 210 184 1,234 146 879: 1,700 967
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.5 32.0 1.3 61.6 41.4 79.4 74.7: 20.6 25.3
Old : 100.0: 16.5 32.0 1.3 61.6 41.4 79.4 74.7: 20.6 25.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 80: 19 20 3 19 25 40 46:
Old : 80: 19 20 3 19 25 40 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 : 30.0 37.9 48.8 46.4 26.1 28.2 42.5 36.7
Old : 30.0 37.9 48.8 46.4 26.1 28.2 42.5 36.7
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 8, 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 : 59,515: 27,516 4,128 429 23,370 32,054 51,315 36,611: 8,200 22,904
Old : 59,515: 27,516 4,128 429 23,370 32,054 51,315 36,611: 8,200 22,904
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 1, 2007 :
: 3,793: 1,195 770 4 874 1,087 2,073 1,861: 1,720 1,932
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.2 6.9 0.7 39.3 53.9 86.2 61.5: 13.8 38.5
Old : 100.0: 46.2 6.9 0.7 39.3 53.9 86.2 61.5: 13.8 38.5
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 : 71: 27 7 2 20 18 47 27:
Old : 71: 27 7 2 20 18 47 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 : 31.7 38.1 49.3 48.7 31.7 33.5 46.5 43.4
Old : 31.7 38.1 49.3 48.7 31.7 33.5 46.5 43.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
Commitments of Traders - Futures Only, May 8, 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 : 20,974: 4,550 771 277 14,105 18,072 18,932 19,120: 2,042 1,854
Old : 20,974: 4,550 771 277 14,105 18,072 18,932 19,120: 2,042 1,854
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 1, 2007 :
: 677: -398 -330 7 -173 91 -564 -232: 1,241 909
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.7 3.7 1.3 67.2 86.2 90.3 91.2: 9.7 8.8
Old : 100.0: 21.7 3.7 1.3 67.2 86.2 90.3 91.2: 9.7 8.8
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 : 21: 8 3 2 7 3 16 7:
Old : 21: 8 3 2 7 3 16 7:
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 : 66.7 88.7 82.6 91.2 66.7 87.9 82.6 89.8
Old : 66.7 88.7 82.6 91.2 66.7 87.9 82.6 89.8
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 8, 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 : 60,038: 2,968 18,808 4,654 25,768 26,596 33,390 50,058: 26,648 9,980
Old : 60,038: 2,968 18,808 4,654 25,768 26,596 33,390 50,058: 26,648 9,980
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 1, 2007 :
: 4,571: -173 2,315 349 3,971 1,213 4,147 3,877: 424 694
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.9 31.3 7.8 42.9 44.3 55.6 83.4: 44.4 16.6
Old : 100.0: 4.9 31.3 7.8 42.9 44.3 55.6 83.4: 44.4 16.6
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 : 61: 5 24 8 22 27 35 51:
Old : 61: 5 24 8 22 27 35 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 : 23.8 25.7 35.5 40.4 16.6 23.3 24.6 35.5
Old : 23.8 25.7 35.5 40.4 16.6 23.3 24.6 35.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated May 11, 2007