MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders - Futures Only, May 15, 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 : 37,927: 10,692 1,090 578 20,465 27,726 31,735 29,394: 6,192 8,533
Old : 37,927: 10,692 1,090 578 20,465 27,726 31,735 29,394: 6,192 8,533
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 8, 2007 :
: 1,846: 1,005 -41 -59 759 1,734 1,705 1,634: 141 212
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.2 2.9 1.5 54.0 73.1 83.7 77.5: 16.3 22.5
Old : 100.0: 28.2 2.9 1.5 54.0 73.1 83.7 77.5: 16.3 22.5
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 : 57: 20 3 9 24 20 46 30:
Old : 57: 20 3 9 24 20 46 30:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.5 39.7 50.7 56.3 33.5 39.4 50.3 55.5
Old : 33.5 39.7 50.7 56.3 33.5 39.4 50.3 55.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
Commitments of Traders - Futures Only, May 15, 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 : 175,823: 32,677 27,615 43,118 78,285 80,776 154,080 151,509: 21,743 24,314
Old : 158,853: 26,344 31,748 37,886 76,199 68,156 140,429 137,790: 18,424 21,063
Other: 16,970: 11,386 920 179 2,086 12,620 13,651 13,719: 3,319 3,251
: : :
: : Changes in Commitments from: May 8, 2007 :
: 2,259: -85 1,812 4,933 -1,605 -3,617 3,243 3,128: -984 -869
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.6 15.7 24.5 44.5 45.9 87.6 86.2: 12.4 13.8
Old : 100.0: 16.6 20.0 23.8 48.0 42.9 88.4 86.7: 11.6 13.3
Other: 100.0: 67.1 5.4 1.1 12.3 74.4 80.4 80.8: 19.6 19.2
: : :
:# Traders : Number of Traders in Each Category :
All : 205: 65 65 82 28 33 145 154:
Old : 203: 60 74 79 28 32 140 153:
Other: 69: 31 12 7 5 22 39 39:
:----------------------------------------------------------------------------------------------------
: 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 : 26.7 34.0 38.4 41.6 26.7 33.1 37.1 38.5
Old : 29.6 34.9 42.2 42.6 29.6 34.6 40.8 40.1
Other: 46.7 47.4 57.4 66.2 41.2 38.6 50.4 57.4
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders - Futures Only, May 15, 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 : 261,875: 66,057 41,341 50,108 120,292 118,923 236,457 210,372: 25,418 51,503
Old : 261,875: 66,057 41,341 50,108 120,292 118,923 236,457 210,372: 25,418 51,503
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 8, 2007 :
: 8,419: 3,080 1,422 1,531 3,231 3,908 7,842 6,861: 577 1,558
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.2 15.8 19.1 45.9 45.4 90.3 80.3: 9.7 19.7
Old : 100.0: 25.2 15.8 19.1 45.9 45.4 90.3 80.3: 9.7 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 : 321: 81 62 86 76 136 224 240:
Old : 321: 81 62 86 76 136 224 240:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.6 15.7 36.3 25.4 24.6 13.5 35.6 19.9
Old : 24.6 15.7 36.3 25.4 24.6 13.5 35.6 19.9
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 15, 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 : 7,181: 2,654 3,986 429 2,134 937 5,217 5,352: 1,964 1,829
Old : 7,181: 2,654 3,986 429 2,134 937 5,217 5,352: 1,964 1,829
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 8, 2007 :
: -1,011: -307 -150 -88 -461 -780 -856 -1,018: -155 7
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.0 55.5 6.0 29.7 13.0 72.7 74.5: 27.3 25.5
Old : 100.0: 37.0 55.5 6.0 29.7 13.0 72.7 74.5: 27.3 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 : 79: 24 28 11 17 18 47 56:
Old : 79: 24 28 11 17 18 47 56:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.0 27.0 43.5 38.1 31.0 27.0 43.0 38.1
Old : 31.0 27.0 43.5 38.1 31.0 27.0 43.0 38.1
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 15, 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 : 22,694: 8,291 2,596 1,807 7,787 6,352 17,885 10,755: 4,809 11,939
Old : 22,694: 8,291 2,596 1,807 7,787 6,352 17,885 10,755: 4,809 11,939
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 8, 2007 :
: 619: 240 -780 342 -98 -77 484 -515: 135 1,134
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.5 11.4 8.0 34.3 28.0 78.8 47.4: 21.2 52.6
Old : 100.0: 36.5 11.4 8.0 34.3 28.0 78.8 47.4: 21.2 52.6
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 : 132: 42 19 16 32 47 86 74:
Old : 132: 42 19 16 32 47 86 74:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.7 11.7 30.6 18.2 16.9 9.1 29.0 14.9
Old : 17.7 11.7 30.6 18.2 16.9 9.1 29.0 14.9
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 15, 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 : 168,888: 82,619 39,522 1,358 50,330 102,977 134,307 143,857: 34,581 25,031
Old : 168,888: 82,619 39,522 1,358 50,330 102,977 134,307 143,857: 34,581 25,031
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 8, 2007 :
: 22,577: 17,502 -7,776 -1,344 3,675 30,856 19,833 21,736: 2,744 841
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.9 23.4 0.8 29.8 61.0 79.5 85.2: 20.5 14.8
Old : 100.0: 48.9 23.4 0.8 29.8 61.0 79.5 85.2: 20.5 14.8
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 : 96: 38 22 2 19 23 58 46:
Old : 96: 38 22 2 19 23 58 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 : 37.2 33.8 47.6 51.0 32.0 33.3 42.4 49.1
Old : 37.2 33.8 47.6 51.0 32.0 33.3 42.4 49.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
Commitments of Traders - Futures Only, May 15, 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 : 81,328: 17,093 51,838 482 51,673 14,385 69,248 66,705: 12,080 14,623
Old : 81,328: 17,093 51,838 482 51,673 14,385 69,248 66,705: 12,080 14,623
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 8, 2007 :
: -408: 2,233 2,626 -140 106 -3,395 2,199 -909: -2,607 501
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.0 63.7 0.6 63.5 17.7 85.1 82.0: 14.9 18.0
Old : 100.0: 21.0 63.7 0.6 63.5 17.7 85.1 82.0: 14.9 18.0
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: 17 24 2 7 14 26 38:
Old : 58: 17 24 2 7 14 26 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 : 62.7 38.4 71.1 50.2 60.5 38.4 68.9 50.0
Old : 62.7 38.4 71.1 50.2 60.5 38.4 68.9 50.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
Commitments of Traders - Futures Only, May 15, 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 : 142,943: 85,844 22,782 1,363 46,229 115,506 133,436 139,651: 9,507 3,292
Old : 142,943: 85,844 22,782 1,363 46,229 115,506 133,436 139,651: 9,507 3,292
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 8, 2007 :
: 16,266: 16,506 1,771 -359 -796 14,432 15,351 15,844: 915 422
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.1 15.9 1.0 32.3 80.8 93.3 97.7: 6.7 2.3
Old : 100.0: 60.1 15.9 1.0 32.3 80.8 93.3 97.7: 6.7 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 : 112: 66 19 4 14 19 82 40:
Old : 112: 66 19 4 14 19 82 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 : 37.8 64.8 54.6 82.0 29.4 56.3 43.5 68.9
Old : 37.8 64.8 54.6 82.0 29.4 56.3 43.5 68.9
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 15, 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 : 126,092: 64,011 22,933 273 32,792 82,193 97,076 105,399: 29,016 20,693
Old : 126,092: 64,011 22,933 273 32,792 82,193 97,076 105,399: 29,016 20,693
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 8, 2007 :
: -8,048: -10,971 -52 217 6,717 -9,575 -4,037 -9,410: -4,011 1,362
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.8 18.2 0.2 26.0 65.2 77.0 83.6: 23.0 16.4
Old : 100.0: 50.8 18.2 0.2 26.0 65.2 77.0 83.6: 23.0 16.4
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 : 83: 36 17 3 14 22 52 40:
Old : 83: 36 17 3 14 22 52 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 : 28.8 32.8 43.6 50.1 28.1 32.4 40.7 49.6
Old : 28.8 32.8 43.6 50.1 28.1 32.4 40.7 49.6
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 15, 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 : 297,263: 46,650 174,546 1,435 204,220 85,983 252,305 261,964: 44,958 35,299
Old : 297,263: 46,650 174,546 1,435 204,220 85,983 252,305 261,964: 44,958 35,299
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 8, 2007 :
: 12,483: -4,563 11,074 33 13,549 1,128 9,019 12,235: 3,464 248
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.7 58.7 0.5 68.7 28.9 84.9 88.1: 15.1 11.9
Old : 100.0: 15.7 58.7 0.5 68.7 28.9 84.9 88.1: 15.1 11.9
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 : 133: 33 63 5 29 20 64 86:
Old : 133: 33 63 5 29 20 64 86:
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 28.0 61.3 45.6 48.3 24.8 57.2 40.6
Old : 48.4 28.0 61.3 45.6 48.3 24.8 57.2 40.6
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 15, 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 : 236,773: 146,922 27,384 2,594 28,486 170,028 178,002 200,006: 58,771 36,767
Old : 236,773: 146,922 27,384 2,594 28,486 170,028 178,002 200,006: 58,771 36,767
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 8, 2007 :
: 13,409: 16,580 2,312 522 -1,913 9,604 15,189 12,438: -1,780 971
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.1 11.6 1.1 12.0 71.8 75.2 84.5: 24.8 15.5
Old : 100.0: 62.1 11.6 1.1 12.0 71.8 75.2 84.5: 24.8 15.5
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 : 154: 78 28 12 31 35 113 72:
Old : 154: 78 28 12 31 35 113 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 : 24.2 37.3 33.0 53.3 24.2 35.6 32.6 51.4
Old : 24.2 37.3 33.0 53.3 24.2 35.6 32.6 51.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
Commitments of Traders - Futures Only, May 15, 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 : 26,331: 20,095 856 6 3,430 23,794 23,531 24,656: 2,800 1,675
Old : 26,331: 20,095 856 6 3,430 23,794 23,531 24,656: 2,800 1,675
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 8, 2007 :
: 2,714: 3,679 -305 6 -821 2,860 2,864 2,561: -150 153
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.3 3.3 0.0 13.0 90.4 89.4 93.6: 10.6 6.4
Old : 100.0: 76.3 3.3 0.0 13.0 90.4 89.4 93.6: 10.6 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 : 37: 17 2 1 8 14 25 17:
Old : 37: 17 2 1 8 14 25 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.1 66.1 69.8 82.7 55.1 65.5 68.6 82.1
Old : 56.1 66.1 69.8 82.7 55.1 65.5 68.6 82.1
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 15, 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 :11,978,719: 1,323,043 960,013 1,235,493 8,249,541 8,305,382 10,808,077 10,500,888: 1,170,642 1,477,831
Old :11,978,719: 1,323,043 960,013 1,235,493 8,249,541 8,305,382 10,808,077 10,500,888: 1,170,642 1,477,831
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 8, 2007 :
: 119,439: 173,515 69,028 -32,158 101,678 226,315 243,035 263,185: -123,596 -143,746
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.0 8.0 10.3 68.9 69.3 90.2 87.7: 9.8 12.3
Old : 100.0: 11.0 8.0 10.3 68.9 69.3 90.2 87.7: 9.8 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 : 324: 76 56 102 158 173 276 298:
Old : 324: 76 56 102 158 173 276 298:
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 : 35.6 16.7 46.3 28.8 34.2 13.0 40.2 22.2
Old : 35.6 16.7 46.3 28.8 34.2 13.0 40.2 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 15, 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 : 660,594: 58,608 57,166 7,914 461,243 450,068 527,765 515,148: 132,829 145,446
Old : 660,594: 58,608 57,166 7,914 461,243 450,068 527,765 515,148: 132,829 145,446
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 8, 2007 :
: 8,516: -1,584 5,683 788 2,123 -256 1,327 6,215: 7,189 2,301
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.9 8.7 1.2 69.8 68.1 79.9 78.0: 20.1 22.0
Old : 100.0: 8.9 8.7 1.2 69.8 68.1 79.9 78.0: 20.1 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 : 196: 44 40 11 86 57 136 102:
Old : 196: 44 40 11 86 57 136 102:
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 31.7 32.8 42.3 22.5 31.7 31.1 42.2
Old : 23.7 31.7 32.8 42.3 22.5 31.7 31.1 42.2
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 15, 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 : 2,010,006: 425,206 599,999 21,997 1,070,133 1,212,170 1,517,336 1,834,166: 492,670 175,840
Old : 2,010,006: 425,206 599,999 21,997 1,070,133 1,212,170 1,517,336 1,834,166: 492,670 175,840
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 8, 2007 :
: 1,785: 17,636 7,410 -1,610 -33,878 -26,718 -17,852 -20,918: 19,637 22,703
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.2 29.9 1.1 53.2 60.3 75.5 91.3: 24.5 8.7
Old : 100.0: 21.2 29.9 1.1 53.2 60.3 75.5 91.3: 24.5 8.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 317: 89 90 28 81 99 186 201:
Old : 317: 89 90 28 81 99 186 201:
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 : 19.0 21.9 30.6 34.0 15.2 15.3 24.4 27.1
Old : 19.0 21.9 30.6 34.0 15.2 15.3 24.4 27.1
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 15, 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 : 9,294: 919 0 0 5,934 7,165 6,853 7,165: 2,441 2,129
Old : 9,294: 919 0 0 5,934 7,165 6,853 7,165: 2,441 2,129
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 8, 2007 :
: 589: 1 0 0 624 565 625 565: -36 24
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.9 0.0 0.0 63.8 77.1 73.7 77.1: 26.3 22.9
Old : 100.0: 9.9 0.0 0.0 63.8 77.1 73.7 77.1: 26.3 22.9
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 : 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 : 42.1 48.1 59.6 70.0 39.0 48.1 56.4 69.0
Old : 42.1 48.1 59.6 70.0 39.0 48.1 56.4 69.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
Commitments of Traders - Futures Only, May 15, 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 : 90,696: 14,265 28,413 0 65,193 57,733 79,458 86,146: 11,238 4,550
Old : 90,696: 14,265 28,413 0 65,193 57,733 79,458 86,146: 11,238 4,550
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 8, 2007 :
: 1,113: 1,525 475 -45 -116 673 1,364 1,103: -251 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.7 31.3 0.0 71.9 63.7 87.6 95.0: 12.4 5.0
Old : 100.0: 15.7 31.3 0.0 71.9 63.7 87.6 95.0: 12.4 5.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 92: 15 18 0 38 35 53 53:
Old : 92: 15 18 0 38 35 53 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 : 33.2 44.8 52.3 61.6 32.6 44.5 51.0 61.4
Old : 33.2 44.8 52.3 61.6 32.6 44.5 51.0 61.4
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 15, 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 : 58,255: 6,476 14,897 96 44,100 32,333 50,672 47,326: 7,583 10,929
Old : 58,255: 6,476 14,897 96 44,100 32,333 50,672 47,326: 7,583 10,929
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 8, 2007 :
: 2,431: -1,764 1,710 11 4,337 1,417 2,584 3,138: -153 -707
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.1 25.6 0.2 75.7 55.5 87.0 81.2: 13.0 18.8
Old : 100.0: 11.1 25.6 0.2 75.7 55.5 87.0 81.2: 13.0 18.8
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 : 76: 13 20 4 25 25 41 46:
Old : 76: 13 20 4 25 25 41 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 : 44.3 37.3 60.9 51.4 44.2 37.3 60.7 51.2
Old : 44.3 37.3 60.9 51.4 44.2 37.3 60.7 51.2
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 15, 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 : 458,310: 149,707 180,772 7,588 243,873 245,536 401,168 433,896: 57,142 24,414
Old : 458,310: 149,707 180,772 7,588 243,873 245,536 401,168 433,896: 57,142 24,414
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 8, 2007 :
: -15,596: -13,070 9,063 -4,275 7,091 -17,830 -10,254 -13,042: -5,342 -2,554
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.7 39.4 1.7 53.2 53.6 87.5 94.7: 12.5 5.3
Old : 100.0: 32.7 39.4 1.7 53.2 53.6 87.5 94.7: 12.5 5.3
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 : 246: 88 71 12 50 51 145 127:
Old : 246: 88 71 12 50 51 145 127:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.4 30.1 38.3 45.6 24.9 30.1 35.8 45.5
Old : 27.4 30.1 38.3 45.6 24.9 30.1 35.8 45.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
Commitments of Traders - Futures Only, May 15, 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 : 114,784: 83,700 8,562 374 4,597 94,056 88,671 102,992: 26,113 11,792
Old : 114,784: 83,700 8,562 374 4,597 94,056 88,671 102,992: 26,113 11,792
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 8, 2007 :
: 105: 1,720 208 31 -1,336 2,040 415 2,279: -310 -2,174
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.9 7.5 0.3 4.0 81.9 77.3 89.7: 22.7 10.3
Old : 100.0: 72.9 7.5 0.3 4.0 81.9 77.3 89.7: 22.7 10.3
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 : 75: 45 9 1 10 18 55 28:
Old : 75: 45 9 1 10 18 55 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 : 21.4 40.9 33.0 61.4 21.4 40.8 33.0 60.3
Old : 21.4 40.9 33.0 61.4 21.4 40.8 33.0 60.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE Code-239741
Commitments of Traders - Futures Only, May 15, 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 : 45,755: 2,821 8,531 0 38,003 32,924 40,824 41,455: 4,931 4,300
Old : 45,755: 2,821 8,531 0 38,003 32,924 40,824 41,455: 4,931 4,300
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 8, 2007 :
: 3,813: 34 2,180 0 3,248 2,281 3,282 4,461: 531 -648
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.2 18.6 0.0 83.1 72.0 89.2 90.6: 10.8 9.4
Old : 100.0: 6.2 18.6 0.0 83.1 72.0 89.2 90.6: 10.8 9.4
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 : 56: 4 16 0 23 20 27 36:
Old : 56: 4 16 0 23 20 27 36:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.5 44.7 73.6 63.8 60.7 44.7 71.8 63.8
Old : 62.5 44.7 73.6 63.8 60.7 44.7 71.8 63.8
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 - Futures Only, May 15, 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 : 537,523: 65,009 249,730 1,765 455,243 263,320 522,017 514,815: 15,506 22,708
Old : 537,523: 65,009 249,730 1,765 455,243 263,320 522,017 514,815: 15,506 22,708
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 8, 2007 :
: 42,395: -3,077 16,131 -1,060 53,067 30,354 48,930 45,425: -6,535 -3,030
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.1 46.5 0.3 84.7 49.0 97.1 95.8: 2.9 4.2
Old : 100.0: 12.1 46.5 0.3 84.7 49.0 97.1 95.8: 2.9 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 : 239: 41 92 9 56 77 103 172:
Old : 239: 41 92 9 56 77 103 172:
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 : 51.0 23.1 69.7 34.6 48.0 18.5 64.8 29.4
Old : 51.0 23.1 69.7 34.6 48.0 18.5 64.8 29.4
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 15, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NIKKEI INDEX X $5.00) :
: : :
All : 56,893: 11,736 16,669 941 32,452 25,711 45,129 43,321: 11,764 13,572
Old : 56,893: 11,736 16,669 941 32,452 25,711 45,129 43,321: 11,764 13,572
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 8, 2007 :
: -1,020: 2,185 -1,876 199 -3,210 1,751 -826 74: -194 -1,094
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.6 29.3 1.7 57.0 45.2 79.3 76.1: 20.7 23.9
Old : 100.0: 20.6 29.3 1.7 57.0 45.2 79.3 76.1: 20.7 23.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 84: 20 20 4 20 27 42 49:
Old : 84: 20 20 4 20 27 42 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 : 26.6 38.8 44.8 47.8 26.0 32.8 41.6 41.8
Old : 26.6 38.8 44.8 47.8 26.0 32.8 41.6 41.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
Commitments of Traders - Futures Only, May 15, 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 : 59,311: 25,413 4,753 664 23,174 34,481 49,251 39,898: 10,060 19,413
Old : 59,311: 25,413 4,753 664 23,174 34,481 49,251 39,898: 10,060 19,413
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 8, 2007 :
: -204: -2,103 625 235 -196 2,427 -2,064 3,287: 1,860 -3,491
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.8 8.0 1.1 39.1 58.1 83.0 67.3: 17.0 32.7
Old : 100.0: 42.8 8.0 1.1 39.1 58.1 83.0 67.3: 17.0 32.7
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 : 67: 27 6 2 17 18 44 26:
Old : 67: 27 6 2 17 18 44 26:
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 : 31.2 40.4 49.1 51.2 30.5 34.6 45.5 44.8
Old : 31.2 40.4 49.1 51.2 30.5 34.6 45.5 44.8
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 15, 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 : 21,441: 5,002 701 270 14,616 18,715 19,888 19,686: 1,553 1,755
Old : 21,441: 5,002 701 270 14,616 18,715 19,888 19,686: 1,553 1,755
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 8, 2007 :
: 467: 452 -70 -7 511 643 956 566: -489 -99
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.3 3.3 1.3 68.2 87.3 92.8 91.8: 7.2 8.2
Old : 100.0: 23.3 3.3 1.3 68.2 87.3 92.8 91.8: 7.2 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 : 24: 9 3 1 9 5 19 8:
Old : 24: 9 3 1 9 5 19 8:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.1 89.4 79.6 91.8 63.1 84.5 78.6 86.7
Old : 63.1 89.4 79.6 91.8 63.1 84.5 78.6 86.7
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 15, 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 : 62,401: 2,968 18,708 5,389 25,401 26,915 33,758 51,012: 28,643 11,389
Old : 62,401: 2,968 18,708 5,389 25,401 26,915 33,758 51,012: 28,643 11,389
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 8, 2007 :
: 2,363: 0 -100 735 -367 319 368 954: 1,995 1,409
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.8 30.0 8.6 40.7 43.1 54.1 81.7: 45.9 18.3
Old : 100.0: 4.8 30.0 8.6 40.7 43.1 54.1 81.7: 45.9 18.3
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 : 60: 5 24 10 24 26 39 50:
Old : 60: 5 24 10 24 26 39 50:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.8 23.9 32.5 38.8 12.8 21.0 20.8 33.2
Old : 20.8 23.9 32.5 38.8 12.8 21.0 20.8 33.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated May 18, 2007