MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders - Futures Only, June 19, 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 : 40,161: 12,467 1,007 1,076 19,969 29,272 33,512 31,355: 6,649 8,806
Old : 40,161: 12,467 1,007 1,076 19,969 29,272 33,512 31,355: 6,649 8,806
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 12, 2007 :
: 1,447: 1,028 116 -48 349 935 1,329 1,003: 118 444
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.0 2.5 2.7 49.7 72.9 83.4 78.1: 16.6 21.9
Old : 100.0: 31.0 2.5 2.7 49.7 72.9 83.4 78.1: 16.6 21.9
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 : 65: 23 5 15 25 24 53 40:
Old : 65: 23 5 15 25 24 53 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 : 32.7 40.6 49.0 55.3 32.7 39.7 48.8 54.4
Old : 32.7 40.6 49.0 55.3 32.7 39.7 48.8 54.4
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 19, 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 : 176,728: 40,336 42,263 35,476 81,195 76,556 157,007 154,295: 19,721 22,433
Old : 146,258: 30,177 47,810 24,568 76,011 57,368 130,756 129,746: 15,502 16,512
Other: 30,470: 18,743 3,037 2,324 5,184 19,188 26,251 24,549: 4,219 5,921
: : :
: : Changes in Commitments from: June 12, 2007 :
: -5,456: -667 1,655 -488 -210 -2,808 -1,365 -1,641: -4,091 -3,815
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.8 23.9 20.1 45.9 43.3 88.8 87.3: 11.2 12.7
Old : 100.0: 20.6 32.7 16.8 52.0 39.2 89.4 88.7: 10.6 11.3
Other: 100.0: 61.5 10.0 7.6 17.0 63.0 86.2 80.6: 13.8 19.4
: : :
:# Traders : Number of Traders in Each Category :
All : 217: 80 71 88 29 37 164 154:
Old : 208: 74 78 78 28 35 149 148:
Other: 101: 40 25 18 11 28 62 60:
:----------------------------------------------------------------------------------------------------
: 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 : 26.8 29.7 37.6 38.8 26.8 28.0 36.4 34.9
Old : 32.2 31.3 44.2 40.4 32.2 30.8 43.8 38.3
Other: 37.8 38.7 52.7 52.0 32.1 28.5 42.3 41.8
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders - Futures Only, June 19, 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 : 241,428: 59,227 33,440 45,956 116,376 113,255 221,559 192,651: 19,869 48,777
Old : 241,428: 59,227 33,440 45,956 116,376 113,255 221,559 192,651: 19,869 48,777
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 12, 2007 :
: -1,842: 2,119 854 503 -1,033 -64 1,589 1,293: -3,431 -3,135
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.5 13.9 19.0 48.2 46.9 91.8 79.8: 8.2 20.2
Old : 100.0: 24.5 13.9 19.0 48.2 46.9 91.8 79.8: 8.2 20.2
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 : 304: 71 77 68 67 132 182 244:
Old : 304: 71 77 68 67 132 182 244:
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 : 26.8 14.8 38.7 23.6 26.8 12.5 38.3 19.5
Old : 26.8 14.8 38.7 23.6 26.8 12.5 38.3 19.5
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 19, 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 : 8,239: 2,753 2,302 1,107 2,174 2,691 6,034 6,100: 2,205 2,139
Old : 8,239: 2,753 2,302 1,107 2,174 2,691 6,034 6,100: 2,205 2,139
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 12, 2007 :
: -91: 47 -352 -499 222 696 -230 -155: 139 64
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.4 27.9 13.4 26.4 32.7 73.2 74.0: 26.8 26.0
Old : 100.0: 33.4 27.9 13.4 26.4 32.7 73.2 74.0: 26.8 26.0
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 : 72: 23 21 11 17 25 47 50:
Old : 72: 23 21 11 17 25 47 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 : 25.1 20.6 37.7 33.5 25.1 17.8 35.4 27.6
Old : 25.1 20.6 37.7 33.5 25.1 17.8 35.4 27.6
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 19, 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 : 22,011: 7,897 5,532 1,524 8,470 4,472 17,891 11,528: 4,120 10,483
Old : 22,011: 7,897 5,532 1,524 8,470 4,472 17,891 11,528: 4,120 10,483
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 12, 2007 :
: 281: 44 707 276 233 -381 553 602: -272 -321
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.9 25.1 6.9 38.5 20.3 81.3 52.4: 18.7 47.6
Old : 100.0: 35.9 25.1 6.9 38.5 20.3 81.3 52.4: 18.7 47.6
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 : 121: 29 30 14 30 40 70 76:
Old : 121: 29 30 14 30 40 70 76:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.4 12.7 38.0 20.0 20.9 11.5 35.0 17.5
Old : 22.4 12.7 38.0 20.0 20.9 11.5 35.0 17.5
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 19, 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 : 243,351: 92,321 33,525 3,633 115,191 163,257 211,145 200,415: 32,206 42,936
Old : 243,351: 92,321 33,525 3,633 115,191 163,257 211,145 200,415: 32,206 42,936
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 12, 2007 :
: 11,261: -6,083 -2,874 -492 19,303 -1,878 12,728 -5,244: -1,467 16,505
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.9 13.8 1.5 47.3 67.1 86.8 82.4: 13.2 17.6
Old : 100.0: 37.9 13.8 1.5 47.3 67.1 86.8 82.4: 13.2 17.6
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 : 105: 50 21 7 23 23 78 46:
Old : 105: 50 21 7 23 23 78 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 : 42.4 44.1 56.8 60.2 21.6 25.6 30.5 37.5
Old : 42.4 44.1 56.8 60.2 21.6 25.6 30.5 37.5
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 19, 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 : 110,556: 6,682 86,013 11 95,587 2,206 102,280 88,230: 8,276 22,326
Old : 110,556: 6,682 86,013 11 95,587 2,206 102,280 88,230: 8,276 22,326
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 12, 2007 :
: -44,584: -3,659 -3,509 -1,063 -36,276 -41,698 -40,998 -46,270: -3,586 1,686
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.0 77.8 0.0 86.5 2.0 92.5 79.8: 7.5 20.2
Old : 100.0: 6.0 77.8 0.0 86.5 2.0 92.5 79.8: 7.5 20.2
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 : 62: 7 42 1 9 6 17 48:
Old : 62: 7 42 1 9 6 17 48:
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 : 72.5 35.1 86.7 47.1 72.5 35.1 86.6 47.1
Old : 72.5 35.1 86.7 47.1 72.5 35.1 86.6 47.1
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 19, 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 : 104,674: 69,496 4,923 468 25,752 96,470 95,716 101,861: 8,958 2,813
Old : 104,674: 69,496 4,923 468 25,752 96,470 95,716 101,861: 8,958 2,813
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 12, 2007 :
: -33,365: -3,102 -11,345 -3,924 -24,978 -16,150 -32,004 -31,419: -1,361 -1,946
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.4 4.7 0.4 24.6 92.2 91.4 97.3: 8.6 2.7
Old : 100.0: 66.4 4.7 0.4 24.6 92.2 91.4 97.3: 8.6 2.7
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 : 97: 61 11 3 8 22 69 36:
Old : 97: 61 11 3 8 22 69 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 : 43.2 69.4 58.3 82.5 30.4 48.7 41.5 60.9
Old : 43.2 69.4 58.3 82.5 30.4 48.7 41.5 60.9
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, June 19, 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 : 133,035: 92,943 21,250 265 13,029 93,387 106,237 114,902: 26,798 18,133
Old : 133,035: 92,943 21,250 265 13,029 93,387 106,237 114,902: 26,798 18,133
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 12, 2007 :
: -360: 29,299 -2,977 -3,490 -26,540 8,926 -731 2,459: 371 -2,819
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.9 16.0 0.2 9.8 70.2 79.9 86.4: 20.1 13.6
Old : 100.0: 69.9 16.0 0.2 9.8 70.2 79.9 86.4: 20.1 13.6
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 : 81: 37 16 2 13 21 51 38:
Old : 81: 37 16 2 13 21 51 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 : 37.3 38.8 46.6 57.2 37.3 38.6 46.6 56.6
Old : 37.3 38.8 46.6 57.2 37.3 38.6 46.6 56.6
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, June 19, 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 : 310,083: 45,218 206,579 515 227,309 65,979 273,042 273,073: 37,041 37,010
Old : 310,083: 45,218 206,579 515 227,309 65,979 273,042 273,073: 37,041 37,010
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 12, 2007 :
: -70,449: -3,573 30,226 -1,576 -51,721 -96,899 -56,870 -68,249: -13,579 -2,200
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.6 66.6 0.2 73.3 21.3 88.1 88.1: 11.9 11.9
Old : 100.0: 14.6 66.6 0.2 73.3 21.3 88.1 88.1: 11.9 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: 29 65 6 27 22 60 89:
Old : 133: 29 65 6 27 22 60 89:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.4 30.7 61.0 48.3 45.3 30.7 59.1 47.5
Old : 46.4 30.7 61.0 48.3 45.3 30.7 59.1 47.5
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 19, 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 : 183,775: 85,173 38,832 926 47,546 113,147 133,645 152,905: 50,130 30,870
Old : 183,775: 85,173 38,832 926 47,546 113,147 133,645 152,905: 50,130 30,870
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 12, 2007 :
: -44,117: -8,389 -4,092 -2,019 -23,653 -27,256 -34,061 -33,367: -10,056 -10,750
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.3 21.1 0.5 25.9 61.6 72.7 83.2: 27.3 16.8
Old : 100.0: 46.3 21.1 0.5 25.9 61.6 72.7 83.2: 27.3 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 : 128: 46 41 6 25 26 73 71:
Old : 128: 46 41 6 25 26 73 71:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.2 44.2 37.1 55.1 27.2 44.1 36.9 55.0
Old : 27.2 44.2 37.1 55.1 27.2 44.1 36.9 55.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
Commitments of Traders - Futures Only, June 19, 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 : 41,113: 26,386 2,070 397 11,530 36,852 38,313 39,319: 2,800 1,794
Old : 41,113: 26,386 2,070 397 11,530 36,852 38,313 39,319: 2,800 1,794
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 12, 2007 :
: -14,516: -1,587 493 379 -13,088 -15,358 -14,296 -14,486: -220 -30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.2 5.0 1.0 28.0 89.6 93.2 95.6: 6.8 4.4
Old : 100.0: 64.2 5.0 1.0 28.0 89.6 93.2 95.6: 6.8 4.4
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 : 36: 18 3 2 9 9 27 14:
Old : 36: 18 3 2 9 9 27 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 : 62.8 82.7 75.4 92.0 62.8 82.5 75.1 90.6
Old : 62.8 82.7 75.4 92.0 62.8 82.5 75.1 90.6
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 19, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $3,000,000) :
: : :
All : 68,994: 6,456 27,087 2,111 53,501 37,519 62,068 66,717: 6,926 2,277
Old : 68,994: 6,456 27,087 2,111 53,501 37,519 62,068 66,717: 6,926 2,277
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 12, 2007 :
: 10,388: 638 4,334 -474 6,985 8,995 7,149 12,855: 3,239 -2,467
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.4 39.3 3.1 77.5 54.4 90.0 96.7: 10.0 3.3
Old : 100.0: 9.4 39.3 3.1 77.5 54.4 90.0 96.7: 10.0 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 : 24: 4 2 3 14 12 19 16:
Old : 24: 4 2 3 14 12 19 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.6 65.4 70.5 87.8 52.0 59.4 64.4 77.6
Old : 52.6 65.4 70.5 87.8 52.0 59.4 64.4 77.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
Commitments of Traders - Futures Only, June 19, 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 :10,466,816: 1,345,463 903,422 880,400 7,224,932 7,249,806 9,450,795 9,033,628: 1,016,021 1,433,188
Old :10,466,816: 1,345,463 903,422 880,400 7,224,932 7,249,806 9,450,795 9,033,628: 1,016,021 1,433,188
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 12, 2007 :
:-1,420,676: -233,055 -242,954 -119,143 -903,706 -983,105 -1,255,904 -1,345,202: -164,772 -75,474
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.9 8.6 8.4 69.0 69.3 90.3 86.3: 9.7 13.7
Old : 100.0: 12.9 8.6 8.4 69.0 69.3 90.3 86.3: 9.7 13.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 304: 67 51 88 151 159 256 273:
Old : 304: 67 51 88 151 159 256 273:
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 : 40.1 14.8 49.2 27.6 37.5 13.1 42.3 22.4
Old : 40.1 14.8 49.2 27.6 37.5 13.1 42.3 22.4
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 19, 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 : 594,142: 42,238 76,774 3,669 433,472 413,578 479,379 494,021: 114,763 100,121
Old : 594,142: 42,238 76,774 3,669 433,472 413,578 479,379 494,021: 114,763 100,121
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 12, 2007 :
: -174,804: -16,163 8,429 -24,280 -91,590 -115,459 -132,033 -131,310: -42,771 -43,494
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.1 12.9 0.6 73.0 69.6 80.7 83.1: 19.3 16.9
Old : 100.0: 7.1 12.9 0.6 73.0 69.6 80.7 83.1: 19.3 16.9
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 : 179: 33 33 18 81 60 124 101:
Old : 179: 33 33 18 81 60 124 101:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.0 28.7 34.7 42.4 24.9 28.7 34.2 42.1
Old : 25.0 28.7 34.7 42.4 24.9 28.7 34.2 42.1
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 19, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($50 X S&P 500 INDEX) :
: : :
All : 1,577,585: 388,811 431,915 11,782 962,283 988,070 1,362,876 1,431,767: 214,709 145,818
Old : 1,577,585: 388,811 431,915 11,782 962,283 988,070 1,362,876 1,431,767: 214,709 145,818
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 12, 2007 :
:-1,283,933: -90,026 -314,055 -88,762 -877,672 -730,974 -1,056,460 -1,133,791: -227,473 -150,142
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.6 27.4 0.7 61.0 62.6 86.4 90.8: 13.6 9.2
Old : 100.0: 24.6 27.4 0.7 61.0 62.6 86.4 90.8: 13.6 9.2
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 : 293: 69 98 22 74 89 157 195:
Old : 293: 69 98 22 74 89 157 195:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.0 22.0 36.0 32.5 16.6 18.9 28.1 26.2
Old : 23.0 22.0 36.0 32.5 16.6 18.9 28.1 26.2
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 19, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 400 INDEX X $100) :
: : :
All : 89,573: 12,901 28,367 0 65,222 58,444 78,123 86,811: 11,450 2,762
Old : 89,573: 12,901 28,367 0 65,222 58,444 78,123 86,811: 11,450 2,762
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 12, 2007 :
: -33,370: 720 -325 -685 -26,780 -27,016 -26,745 -28,026: -6,625 -5,344
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.4 31.7 0.0 72.8 65.2 87.2 96.9: 12.8 3.1
Old : 100.0: 14.4 31.7 0.0 72.8 65.2 87.2 96.9: 12.8 3.1
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 : 94: 20 14 0 34 38 54 52:
Old : 94: 20 14 0 34 38 54 52:
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 38.5 55.2 54.3 33.4 37.9 53.9 53.7
Old : 33.8 38.5 55.2 54.3 33.4 37.9 53.9 53.7
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 19, 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 : 51,994: 5,946 15,503 24 37,746 31,839 43,716 47,366: 8,278 4,628
Old : 51,994: 5,946 15,503 24 37,746 31,839 43,716 47,366: 8,278 4,628
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 12, 2007 :
: -23,442: 699 1,617 -2,286 -17,328 -14,736 -18,915 -15,405: -4,527 -8,037
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.4 29.8 0.0 72.6 61.2 84.1 91.1: 15.9 8.9
Old : 100.0: 11.4 29.8 0.0 72.6 61.2 84.1 91.1: 15.9 8.9
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 : 59: 7 14 2 24 21 32 36:
Old : 59: 7 14 2 24 21 32 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 : 43.5 46.1 62.2 62.4 43.5 42.5 58.9 57.3
Old : 43.5 46.1 62.2 62.4 43.5 42.5 58.9 57.3
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 19, 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 : 357,164: 141,631 97,660 4,802 188,565 231,798 334,998 334,260: 22,166 22,904
Old : 357,164: 141,631 97,660 4,802 188,565 231,798 334,998 334,260: 22,166 22,904
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 12, 2007 :
: -248,765: -4,728 -106,140 -11,294 -194,595 -105,640 -210,617 -223,074: -38,148 -25,691
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.7 27.3 1.3 52.8 64.9 93.8 93.6: 6.2 6.4
Old : 100.0: 39.7 27.3 1.3 52.8 64.9 93.8 93.6: 6.2 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 : 210: 84 44 8 47 46 134 95:
Old : 210: 84 44 8 47 46 134 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 : 28.7 30.6 39.9 47.2 27.7 30.0 37.3 44.4
Old : 28.7 30.6 39.9 47.2 27.7 30.0 37.3 44.4
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 19, 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 : 115,118: 75,187 9,974 1,402 7,354 95,081 83,943 106,457: 31,175 8,661
Old : 115,118: 75,187 9,974 1,402 7,354 95,081 83,943 106,457: 31,175 8,661
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 12, 2007 :
: -41,929: -15,256 -7,095 -419 -22,601 -30,653 -38,276 -38,167: -3,653 -3,762
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.3 8.7 1.2 6.4 82.6 72.9 92.5: 27.1 7.5
Old : 100.0: 65.3 8.7 1.2 6.4 82.6 72.9 92.5: 27.1 7.5
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 : 68: 39 11 3 7 14 46 28:
Old : 68: 39 11 3 7 14 46 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.1 61.5 39.3 75.5 26.1 61.3 39.3 75.3
Old : 26.1 61.5 39.3 75.5 26.1 61.3 39.3 75.3
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, June 19, 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 : 30,535: 743 7,638 0 25,179 17,599 25,922 25,237: 4,613 5,298
Old : 30,535: 743 7,638 0 25,179 17,599 25,922 25,237: 4,613 5,298
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 12, 2007 :
: -30,488: -1,677 -633 -1,361 -25,191 -25,963 -28,229 -27,957: -2,259 -2,531
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.4 25.0 0.0 82.5 57.6 84.9 82.6: 15.1 17.4
Old : 100.0: 2.4 25.0 0.0 82.5 57.6 84.9 82.6: 15.1 17.4
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 : 45: 2 15 0 19 16 21 31:
Old : 45: 2 15 0 19 16 21 31:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.8 34.9 69.6 51.2 49.9 33.5 64.7 49.4
Old : 54.8 34.9 69.6 51.2 49.9 33.5 64.7 49.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-239742
Commitments of Traders - Futures Only, June 19, 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 : 517,232: 74,650 229,475 2,266 423,927 263,629 500,843 495,370: 16,389 21,862
Old : 517,232: 74,650 229,475 2,266 423,927 263,629 500,843 495,370: 16,389 21,862
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 12, 2007 :
: -198,700: 9,510 -35,781 -11,974 -179,720 -133,807 -182,184 -181,562: -16,516 -17,138
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.4 44.4 0.4 82.0 51.0 96.8 95.8: 3.2 4.2
Old : 100.0: 14.4 44.4 0.4 82.0 51.0 96.8 95.8: 3.2 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 : 234: 37 90 6 51 80 91 173:
Old : 234: 37 90 6 51 80 91 173:
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 : 58.2 19.9 80.5 33.6 53.9 19.7 75.6 32.0
Old : 58.2 19.9 80.5 33.6 53.9 19.7 75.6 32.0
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 19, 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 : 50,440: 10,074 14,910 2 29,915 24,488 39,991 39,400: 10,449 11,040
Old : 50,440: 10,074 14,910 2 29,915 24,488 39,991 39,400: 10,449 11,040
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 12, 2007 :
: 508: 1,134 1,949 -96 608 702 1,646 2,555: -1,138 -2,047
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.0 29.6 0.0 59.3 48.5 79.3 78.1: 20.7 21.9
Old : 100.0: 20.0 29.6 0.0 59.3 48.5 79.3 78.1: 20.7 21.9
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 : 69: 19 15 2 17 20 38 36:
Old : 69: 19 15 2 17 20 38 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 : 30.8 32.2 49.5 49.5 27.6 32.2 45.0 48.0
Old : 30.8 32.2 49.5 49.5 27.6 32.2 45.0 48.0
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 19, 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 : 38,741: 18,201 1,031 125 14,162 14,254 32,488 15,410: 6,253 23,331
Old : 38,741: 18,201 1,031 125 14,162 14,254 32,488 15,410: 6,253 23,331
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 12, 2007 :
: 718: 2,647 216 13 -618 -193 2,042 36: -1,324 682
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.0 2.7 0.3 36.6 36.8 83.9 39.8: 16.1 60.2
Old : 100.0: 47.0 2.7 0.3 36.6 36.8 83.9 39.8: 16.1 60.2
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 : 51: 23 3 1 13 13 36 17:
Old : 51: 23 3 1 13 13 36 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 : 38.6 24.1 52.3 32.4 38.6 22.0 52.3 30.2
Old : 38.6 24.1 52.3 32.4 38.6 22.0 52.3 30.2
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 19, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (GSCI X $250) :
: : :
All : 20,489: 5,697 926 270 13,813 18,681 19,780 19,877: 709 612
Old : 20,489: 5,697 926 270 13,813 18,681 19,780 19,877: 709 612
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 12, 2007 :
: -522: 649 -307 -49 -599 276 1 -80: -523 -442
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.8 4.5 1.3 67.4 91.2 96.5 97.0: 3.5 3.0
Old : 100.0: 27.8 4.5 1.3 67.4 91.2 96.5 97.0: 3.5 3.0
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 : 25: 9 4 1 7 5 17 9:
Old : 25: 9 4 1 7 5 17 9:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 67.7 93.0 87.5 96.5 67.7 91.7 87.5 95.2
Old : 67.7 93.0 87.5 96.5 67.7 91.7 87.5 95.2
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 19, 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 : 36,141: 2,289 8,157 2,904 18,363 16,824 23,556 27,885: 12,585 8,256
Old : 36,141: 2,289 8,157 2,904 18,363 16,824 23,556 27,885: 12,585 8,256
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 12, 2007 :
: -24,903: -3,380 -7,265 -1,408 -5,702 -11,944 -10,490 -20,617: -14,413 -4,286
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.3 22.6 8.0 50.8 46.6 65.2 77.2: 34.8 22.8
Old : 100.0: 6.3 22.6 8.0 50.8 46.6 65.2 77.2: 34.8 22.8
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 : 46: 7 11 7 22 23 33 37:
Old : 46: 7 11 7 22 23 33 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 : 29.2 25.6 44.4 42.7 20.5 23.5 27.6 37.0
Old : 29.2 25.6 44.4 42.7 20.5 23.5 27.6 37.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 22, 2007