MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders - Futures Only, June 12, 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 : 38,714: 11,439 891 1,124 19,620 28,337 32,183 30,352: 6,531 8,362
Old : 38,714: 11,439 891 1,124 19,620 28,337 32,183 30,352: 6,531 8,362
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 5, 2007 :
: 1,140: 1,627 -7 97 -590 1,222 1,134 1,312: 6 -172
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.5 2.3 2.9 50.7 73.2 83.1 78.4: 16.9 21.6
Old : 100.0: 29.5 2.3 2.9 50.7 73.2 83.1 78.4: 16.9 21.6
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 : 62: 22 4 15 24 22 51 37:
Old : 62: 22 4 15 24 22 51 37:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.8 40.5 49.8 55.6 33.8 39.5 49.4 54.7
Old : 33.8 40.5 49.8 55.6 33.8 39.5 49.4 54.7
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, June 12, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 182,184: 41,003 40,608 35,964 81,405 79,364 158,372 155,936: 23,812 26,248
Old : 156,974: 32,298 45,678 28,283 76,678 62,758 137,259 136,719: 19,715 20,255
Other: 25,210: 15,491 1,716 895 4,727 16,606 21,113 19,217: 4,097 5,993
: : :
: : Changes in Commitments from: June 5, 2007 :
: -1,947: 1,495 1,896 -4,843 -1,066 -1,188 -4,414 -4,135: 2,467 2,188
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.5 22.3 19.7 44.7 43.6 86.9 85.6: 13.1 14.4
Old : 100.0: 20.6 29.1 18.0 48.8 40.0 87.4 87.1: 12.6 12.9
Other: 100.0: 61.4 6.8 3.6 18.8 65.9 83.7 76.2: 16.3 23.8
: : :
:# Traders : Number of Traders in Each Category :
All : 211: 74 77 85 27 35 155 152:
Old : 207: 65 86 76 26 34 143 149:
Other: 85: 34 18 18 11 25 55 51:
:----------------------------------------------------------------------------------------------------
: 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 : 26.3 30.5 38.2 39.0 26.3 28.9 36.7 34.5
Old : 30.4 31.6 42.8 40.2 30.4 30.6 41.8 37.1
Other: 42.1 42.5 53.9 57.2 34.9 31.4 45.2 46.1
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders - Futures Only, June 12, 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 : 243,270: 57,108 32,586 45,453 117,409 113,319 219,970 191,358: 23,300 51,912
Old : 243,270: 57,108 32,586 45,453 117,409 113,319 219,970 191,358: 23,300 51,912
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 5, 2007 :
: -7,788: -2,530 -307 -1,832 -2,847 -5,938 -7,209 -8,077: -579 289
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.5 13.4 18.7 48.3 46.6 90.4 78.7: 9.6 21.3
Old : 100.0: 23.5 13.4 18.7 48.3 46.6 90.4 78.7: 9.6 21.3
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 : 297: 72 68 72 71 125 192 233:
Old : 297: 72 68 72 71 125 192 233:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.9 15.5 38.7 24.6 26.8 13.2 38.3 20.0
Old : 26.9 15.5 38.7 24.6 26.8 13.2 38.3 20.0
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, June 12, 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 : 8,330: 2,706 2,654 1,606 1,952 1,995 6,264 6,255: 2,066 2,075
Old : 8,330: 2,706 2,654 1,606 1,952 1,995 6,264 6,255: 2,066 2,075
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 5, 2007 :
: 325: 45 -91 155 35 104 235 168: 90 157
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.5 31.9 19.3 23.4 23.9 75.2 75.1: 24.8 24.9
Old : 100.0: 32.5 31.9 19.3 23.4 23.9 75.2 75.1: 24.8 24.9
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 : 77: 20 25 16 17 23 50 56:
Old : 77: 20 25 16 17 23 50 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 : 23.9 17.3 36.8 30.0 23.9 16.1 34.6 26.0
Old : 23.9 17.3 36.8 30.0 23.9 16.1 34.6 26.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
Commitments of Traders - Futures Only, June 12, 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 : 21,730: 7,853 4,825 1,248 8,237 4,853 17,338 10,926: 4,392 10,804
Old : 21,730: 7,853 4,825 1,248 8,237 4,853 17,338 10,926: 4,392 10,804
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 5, 2007 :
: 723: -140 1,039 244 626 -489 730 794: -7 -71
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.1 22.2 5.7 37.9 22.3 79.8 50.3: 20.2 49.7
Old : 100.0: 36.1 22.2 5.7 37.9 22.3 79.8 50.3: 20.2 49.7
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 : 119: 29 29 14 27 44 67 78:
Old : 119: 29 29 14 27 44 67 78:
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 : 21.2 11.6 35.3 18.5 19.9 10.7 33.5 16.8
Old : 21.2 11.6 35.3 18.5 19.9 10.7 33.5 16.8
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, June 12, 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 : 232,090: 98,404 36,399 4,125 95,888 165,135 198,417 205,659: 33,673 26,431
Old : 232,090: 98,404 36,399 4,125 95,888 165,135 198,417 205,659: 33,673 26,431
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 5, 2007 :
: 47,368: 12,923 -5,224 1,354 35,390 51,822 49,667 47,952: -2,299 -584
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.4 15.7 1.8 41.3 71.2 85.5 88.6: 14.5 11.4
Old : 100.0: 42.4 15.7 1.8 41.3 71.2 85.5 88.6: 14.5 11.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 105: 47 22 8 22 24 76 49:
Old : 105: 47 22 8 22 24 76 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 : 43.1 41.0 54.5 60.4 24.1 29.7 33.0 43.8
Old : 43.1 41.0 54.5 60.4 24.1 29.7 33.0 43.8
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, June 12, 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 : 155,140: 10,341 89,522 1,074 131,863 43,904 143,278 134,500: 11,862 20,640
Old : 155,140: 10,341 89,522 1,074 131,863 43,904 143,278 134,500: 11,862 20,640
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 5, 2007 :
: 55,593: -1,195 19,734 549 55,573 34,726 54,927 55,009: 666 584
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.7 57.7 0.7 85.0 28.3 92.4 86.7: 7.6 13.3
Old : 100.0: 6.7 57.7 0.7 85.0 28.3 92.4 86.7: 7.6 13.3
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 : 72: 12 42 4 14 13 28 57:
Old : 72: 12 42 4 14 13 28 57:
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 : 73.7 45.3 82.1 55.5 56.2 30.3 62.5 37.8
Old : 73.7 45.3 82.1 55.5 56.2 30.3 62.5 37.8
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, June 12, 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 : 138,039: 72,598 16,268 4,392 50,730 112,620 127,720 133,280: 10,319 4,759
Old : 138,039: 72,598 16,268 4,392 50,730 112,620 127,720 133,280: 10,319 4,759
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 5, 2007 :
: -3,393: -24,767 9,959 1,097 20,127 -15,101 -3,543 -4,045: 150 652
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.6 11.8 3.2 36.8 81.6 92.5 96.6: 7.5 3.4
Old : 100.0: 52.6 11.8 3.2 36.8 81.6 92.5 96.6: 7.5 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 : 104: 59 17 9 14 24 79 45:
Old : 104: 59 17 9 14 24 79 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 : 40.0 55.9 58.2 76.5 29.7 43.7 43.4 58.5
Old : 40.0 55.9 58.2 76.5 29.7 43.7 43.4 58.5
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, June 12, 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 : 133,395: 63,644 24,227 3,755 39,569 84,461 106,968 112,443: 26,427 20,952
Old : 133,395: 63,644 24,227 3,755 39,569 84,461 106,968 112,443: 26,427 20,952
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 5, 2007 :
: -8,919: -22,355 88 3,241 17,181 -12,778 -1,933 -9,449: -6,986 530
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.7 18.2 2.8 29.7 63.3 80.2 84.3: 19.8 15.7
Old : 100.0: 47.7 18.2 2.8 29.7 63.3 80.2 84.3: 19.8 15.7
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 : 80: 31 18 10 23 24 60 46:
Old : 80: 31 18 10 23 24 60 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 : 30.3 33.9 43.2 50.4 24.3 28.8 34.6 42.8
Old : 30.3 33.9 43.2 50.4 24.3 28.8 34.6 42.8
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, June 12, 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 : 380,532: 48,791 176,353 2,091 279,030 162,878 329,912 341,322: 50,620 39,210
Old : 380,532: 48,791 176,353 2,091 279,030 162,878 329,912 341,322: 50,620 39,210
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 5, 2007 :
: 69,244: -4,990 -1,434 994 69,201 65,066 65,205 64,626: 4,039 4,618
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.8 46.3 0.5 73.3 42.8 86.7 89.7: 13.3 10.3
Old : 100.0: 12.8 46.3 0.5 73.3 42.8 86.7 89.7: 13.3 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 : 144: 39 65 12 35 24 80 95:
Old : 144: 39 65 12 35 24 80 95:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.2 36.5 59.7 53.3 34.6 21.5 41.4 31.5
Old : 47.2 36.5 59.7 53.3 34.6 21.5 41.4 31.5
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, June 12, 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 : 227,892: 93,562 42,924 2,945 71,199 140,403 167,706 186,272: 60,186 41,620
Old : 227,892: 93,562 42,924 2,945 71,199 140,403 167,706 186,272: 60,186 41,620
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 5, 2007 :
: 12,944: -25,779 8,548 216 37,702 3,446 12,139 12,210: 805 734
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.1 18.8 1.3 31.2 61.6 73.6 81.7: 26.4 18.3
Old : 100.0: 41.1 18.8 1.3 31.2 61.6 73.6 81.7: 26.4 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 : 141: 55 39 20 35 34 97 86:
Old : 141: 55 39 20 35 34 97 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 : 21.3 31.3 30.7 45.0 19.3 24.7 27.4 36.2
Old : 21.3 31.3 30.7 45.0 19.3 24.7 27.4 36.2
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, June 12, 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 : 55,629: 27,973 1,577 18 24,618 52,210 52,609 53,805: 3,020 1,824
Old : 55,629: 27,973 1,577 18 24,618 52,210 52,609 53,805: 3,020 1,824
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 5, 2007 :
: 28,101: 6,763 285 12 20,795 27,394 27,570 27,691: 531 410
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.3 2.8 0.0 44.3 93.9 94.6 96.7: 5.4 3.3
Old : 100.0: 50.3 2.8 0.0 44.3 93.9 94.6 96.7: 5.4 3.3
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 : 43: 21 2 1 10 17 31 20:
Old : 43: 21 2 1 10 17 31 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 68.0 69.2 78.0 87.9 35.5 35.7 43.1 49.7
Old : 68.0 69.2 78.0 87.9 35.5 35.7 43.1 49.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE Code-032741
Commitments of Traders - Futures Only, June 12, 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 : 58,606: 5,818 22,753 2,585 46,516 28,524 54,919 53,862: 3,687 4,744
Old : 58,606: 5,818 22,753 2,585 46,516 28,524 54,919 53,862: 3,687 4,744
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 5, 2007 :
: 1,573: -294 -194 161 1,438 1,010 1,305 977: 268 596
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.9 38.8 4.4 79.4 48.7 93.7 91.9: 6.3 8.1
Old : 100.0: 9.9 38.8 4.4 79.4 48.7 93.7 91.9: 6.3 8.1
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 : 22: 3 1 3 16 12 20 15:
Old : 22: 3 1 3 16 12 20 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 : 45.8 73.0 65.6 85.5 42.3 59.3 55.5 63.9
Old : 45.8 73.0 65.6 85.5 42.3 59.3 55.5 63.9
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, June 12, 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 :11,887,492: 1,578,518 1,146,376 999,543 8,128,638 8,232,911 10,706,699 10,378,830: 1,180,793 1,508,662
Old :11,887,492: 1,578,518 1,146,376 999,543 8,128,638 8,232,911 10,706,699 10,378,830: 1,180,793 1,508,662
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 5, 2007 :
: -129,871: 134,083 -72,921 -186,939 -53,183 96,213 -106,039 -163,647: -23,832 33,776
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.3 9.6 8.4 68.4 69.3 90.1 87.3: 9.9 12.7
Old : 100.0: 13.3 9.6 8.4 68.4 69.3 90.1 87.3: 9.9 12.7
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 : 326: 78 54 96 152 173 266 298:
Old : 326: 78 54 96 152 173 266 298:
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 : 36.5 16.5 46.5 28.8 33.9 13.6 38.8 22.3
Old : 36.5 16.5 46.5 28.8 33.9 13.6 38.8 22.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
Commitments of Traders - Futures Only, June 12, 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 : 768,946: 58,401 68,345 27,949 525,062 529,037 611,412 625,331: 157,534 143,615
Old : 768,946: 58,401 68,345 27,949 525,062 529,037 611,412 625,331: 157,534 143,615
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 5, 2007 :
: 65,412: -2,585 3,996 5,184 49,828 52,264 52,427 61,444: 12,985 3,968
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.6 8.9 3.6 68.3 68.8 79.5 81.3: 20.5 18.7
Old : 100.0: 7.6 8.9 3.6 68.3 68.8 79.5 81.3: 20.5 18.7
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 : 198: 43 42 37 99 66 162 126:
Old : 198: 43 42 37 99 66 162 126:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.5 30.6 29.4 41.6 20.0 29.0 27.6 38.6
Old : 21.5 30.6 29.4 41.6 20.0 29.0 27.6 38.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
Commitments of Traders - Futures Only, June 12, 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 : 2,861,518: 478,837 745,970 100,544 1,839,955 1,719,044 2,419,336 2,565,558: 442,182 295,960
Old : 2,861,518: 478,837 745,970 100,544 1,839,955 1,719,044 2,419,336 2,565,558: 442,182 295,960
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 5, 2007 :
: 456,404: -15,779 -13,274 68,224 361,494 282,426 413,939 337,376: 42,465 119,028
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.7 26.1 3.5 64.3 60.1 84.5 89.7: 15.5 10.3
Old : 100.0: 16.7 26.1 3.5 64.3 60.1 84.5 89.7: 15.5 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 : 328: 88 106 71 109 102 236 241:
Old : 328: 88 106 71 109 102 236 241:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.7 20.4 35.4 31.0 17.1 12.2 24.9 20.1
Old : 24.7 20.4 35.4 31.0 17.1 12.2 24.9 20.1
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, June 12, 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 : 11,882: 953 0 0 7,666 8,626 8,619 8,626: 3,263 3,256
Old : 11,882: 953 0 0 7,666 8,626 8,619 8,626: 3,263 3,256
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 5, 2007 :
: 2,232: 62 0 0 1,522 1,423 1,584 1,423: 648 809
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.0 0.0 0.0 64.5 72.6 72.5 72.6: 27.5 27.4
Old : 100.0: 8.0 0.0 0.0 64.5 72.6 72.5 72.6: 27.5 27.4
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 : 23: 2 0 0 14 14 16 14:
Old : 23: 2 0 0 14 14 16 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 : 37.6 41.6 53.6 62.3 30.4 38.2 44.1 53.4
Old : 37.6 41.6 53.6 62.3 30.4 38.2 44.1 53.4
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, June 12, 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 : 122,943: 12,181 28,692 685 92,002 85,460 104,868 114,837: 18,075 8,106
Old : 122,943: 12,181 28,692 685 92,002 85,460 104,868 114,837: 18,075 8,106
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 5, 2007 :
: 26,262: -450 1,516 685 20,748 19,587 20,983 21,788: 5,279 4,474
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.9 23.3 0.6 74.8 69.5 85.3 93.4: 14.7 6.6
Old : 100.0: 9.9 23.3 0.6 74.8 69.5 85.3 93.4: 14.7 6.6
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 : 96: 17 15 2 45 42 63 59:
Old : 96: 17 15 2 45 42 63 59:
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 : 25.7 42.1 43.3 55.3 23.8 36.1 38.4 48.1
Old : 25.7 42.1 43.3 55.3 23.8 36.1 38.4 48.1
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, June 12, 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 : 75,436: 5,247 13,886 2,310 55,074 46,575 62,631 62,771: 12,805 12,665
Old : 75,436: 5,247 13,886 2,310 55,074 46,575 62,631 62,771: 12,805 12,665
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 5, 2007 :
: 13,735: -1,785 -71 2,283 7,721 9,431 8,219 11,643: 5,516 2,092
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.0 18.4 3.1 73.0 61.7 83.0 83.2: 17.0 16.8
Old : 100.0: 7.0 18.4 3.1 73.0 61.7 83.0 83.2: 17.0 16.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 71: 10 18 7 30 28 45 49:
Old : 71: 10 18 7 30 28 45 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 : 39.8 37.1 54.5 50.8 39.7 31.9 53.0 43.4
Old : 39.8 37.1 54.5 50.8 39.7 31.9 53.0 43.4
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, June 12, 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 : 605,929: 146,359 203,800 16,096 383,160 337,438 545,615 557,334: 60,314 48,595
Old : 605,929: 146,359 203,800 16,096 383,160 337,438 545,615 557,334: 60,314 48,595
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 5, 2007 :
: 128,674: -17,040 6,912 12,720 117,835 83,346 113,515 102,978: 15,159 25,696
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.2 33.6 2.7 63.2 55.7 90.0 92.0: 10.0 8.0
Old : 100.0: 24.2 33.6 2.7 63.2 55.7 90.0 92.0: 10.0 8.0
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 : 247: 79 74 28 62 67 159 151:
Old : 247: 79 74 28 62 67 159 151:
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 26.4 41.6 42.4 25.3 24.7 33.7 37.4
Old : 31.0 26.4 41.6 42.4 25.3 24.7 33.7 37.4
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, June 12, 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 : 157,047: 90,443 17,069 1,821 29,955 125,734 122,219 144,624: 34,828 12,423
Old : 157,047: 90,443 17,069 1,821 29,955 125,734 122,219 144,624: 34,828 12,423
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 5, 2007 :
: 34,927: 5,337 9,219 1,423 23,356 23,780 30,116 34,422: 4,811 505
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.6 10.9 1.2 19.1 80.1 77.8 92.1: 22.2 7.9
Old : 100.0: 57.6 10.9 1.2 19.1 80.1 77.8 92.1: 22.2 7.9
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 : 75: 44 10 4 10 17 55 30:
Old : 75: 44 10 4 10 17 55 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 : 30.3 50.9 43.0 69.3 21.9 38.9 31.5 56.7
Old : 30.3 50.9 43.0 69.3 21.9 38.9 31.5 56.7
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, June 12, 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 : 61,023: 2,420 8,271 1,361 50,370 43,562 54,151 53,194: 6,872 7,829
Old : 61,023: 2,420 8,271 1,361 50,370 43,562 54,151 53,194: 6,872 7,829
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 5, 2007 :
: 9,873: 12 80 861 6,785 6,588 7,658 7,529: 2,215 2,344
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.0 13.6 2.2 82.5 71.4 88.7 87.2: 11.3 12.8
Old : 100.0: 4.0 13.6 2.2 82.5 71.4 88.7 87.2: 11.3 12.8
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 : 61: 4 15 3 27 28 33 46:
Old : 61: 4 15 3 27 28 33 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 : 60.8 40.5 70.3 57.2 57.8 38.9 65.7 53.7
Old : 60.8 40.5 70.3 57.2 57.8 38.9 65.7 53.7
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, June 12, 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 : 715,932: 65,140 265,256 14,240 603,647 397,436 683,027 676,932: 32,905 39,000
Old : 715,932: 65,140 265,256 14,240 603,647 397,436 683,027 676,932: 32,905 39,000
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 5, 2007 :
: 115,170: -7,051 223 11,419 91,821 87,989 96,189 99,631: 18,981 15,539
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.1 37.1 2.0 84.3 55.5 95.4 94.6: 4.6 5.4
Old : 100.0: 9.1 37.1 2.0 84.3 55.5 95.4 94.6: 4.6 5.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 248: 43 95 25 66 85 121 193:
Old : 248: 43 95 25 66 85 121 193:
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 : 47.4 25.5 70.7 36.1 38.2 13.8 53.5 23.3
Old : 47.4 25.5 70.7 36.1 38.2 13.8 53.5 23.3
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, June 12, 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 : 49,932: 8,940 12,961 98 29,307 23,786 38,345 36,845: 11,587 13,087
Old : 49,932: 8,940 12,961 98 29,307 23,786 38,345 36,845: 11,587 13,087
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 5, 2007 :
: -33,503: -4,212 -3,647 -5,093 -19,015 -17,263 -28,320 -26,003: -5,183 -7,500
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.9 26.0 0.2 58.7 47.6 76.8 73.8: 23.2 26.2
Old : 100.0: 17.9 26.0 0.2 58.7 47.6 76.8 73.8: 23.2 26.2
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 : 68: 17 16 3 19 19 37 38:
Old : 68: 17 16 3 19 19 37 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 : 27.9 28.8 48.4 43.6 27.8 28.8 45.7 43.6
Old : 27.9 28.8 48.4 43.6 27.8 28.8 45.7 43.6
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, June 12, 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 : 38,023: 15,554 815 112 14,780 14,447 30,446 15,374: 7,577 22,649
Old : 38,023: 15,554 815 112 14,780 14,447 30,446 15,374: 7,577 22,649
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 5, 2007 :
: -32,764: -8,147 -3,985 -1,120 -13,802 -21,377 -23,069 -26,482: -9,695 -6,282
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.9 2.1 0.3 38.9 38.0 80.1 40.4: 19.9 59.6
Old : 100.0: 40.9 2.1 0.3 38.9 38.0 80.1 40.4: 19.9 59.6
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 : 45: 17 3 1 13 13 30 17:
Old : 45: 17 3 1 13 13 30 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 : 38.0 22.8 53.9 33.4 38.0 22.8 53.9 31.7
Old : 38.0 22.8 53.9 33.4 38.0 22.8 53.9 31.7
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, June 12, 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 : 21,011: 5,048 1,233 319 14,412 18,405 19,779 19,957: 1,232 1,054
Old : 21,011: 5,048 1,233 319 14,412 18,405 19,779 19,957: 1,232 1,054
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 5, 2007 :
: 591: 0 195 49 3 -98 52 146: 539 445
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.0 5.9 1.5 68.6 87.6 94.1 95.0: 5.9 5.0
Old : 100.0: 24.0 5.9 1.5 68.6 87.6 94.1 95.0: 5.9 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 : 26: 8 6 3 7 5 18 11:
Old : 26: 8 6 3 7 5 18 11:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 68.1 88.2 86.3 92.9 68.1 87.1 86.3 91.4
Old : 68.1 88.2 86.3 92.9 68.1 87.1 86.3 91.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE Code-597741
Commitments of Traders - Futures Only, June 12, 2007
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: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
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: : (CONTRACTS OF JPY 100,000,000) :
: : :
All : 61,044: 5,669 15,422 4,312 24,065 28,768 34,046 48,502: 26,998 12,542
Old : 61,044: 5,669 15,422 4,312 24,065 28,768 34,046 48,502: 26,998 12,542
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 5, 2007 :
: 449: 3,507 -2,923 -1,198 -721 1,803 1,588 -2,318: -1,139 2,767
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.3 25.3 7.1 39.4 47.1 55.8 79.5: 44.2 20.5
Old : 100.0: 9.3 25.3 7.1 39.4 47.1 55.8 79.5: 44.2 20.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 57: 8 18 10 25 25 40 46:
Old : 57: 8 18 10 25 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 : 21.2 28.7 31.9 42.7 14.2 26.4 22.4 39.3
Old : 21.2 28.7 31.9 42.7 14.2 26.4 22.4 39.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 15, 2007