BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders - Futures Only, July 10, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 20,000 POUNDS) :
: : :
All : 4,511: 67 0 0 3,490 4,441 3,557 4,441: 954 70
Old : 4,511: 67 0 0 3,490 4,441 3,557 4,441: 954 70
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2007 :
: 6: 0 0 0 42 7 42 7: -36 -1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.5 0.0 0.0 77.4 98.4 78.9 98.4: 21.1 1.6
Old : 100.0: 1.5 0.0 0.0 77.4 98.4 78.9 98.4: 21.1 1.6
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 : 20: 1 0 0 15 10 16 10:
Old : 20: 1 0 0 15 10 16 10:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.4 80.8 68.3 97.2 50.4 80.3 68.3 94.1
Old : 50.4 80.8 68.3 97.2 50.4 80.3 68.3 94.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders - Futures Only, July 10, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 37,369: 9,304 1,300 714 21,509 27,857 31,527 29,871: 5,842 7,498
Old : 37,369: 9,304 1,300 714 21,509 27,857 31,527 29,871: 5,842 7,498
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2007 :
: -23: 131 98 -146 -92 155 -107 107: 84 -130
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.9 3.5 1.9 57.6 74.5 84.4 79.9: 15.6 20.1
Old : 100.0: 24.9 3.5 1.9 57.6 74.5 84.4 79.9: 15.6 20.1
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 : 60: 19 4 11 24 22 47 34:
Old : 60: 19 4 11 24 22 47 34:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.7 40.9 53.8 56.4 34.7 40.0 53.3 55.4
Old : 34.7 40.9 53.8 56.4 34.7 40.0 53.3 55.4
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, July 10, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 169,978: 31,978 52,579 36,078 83,999 51,326 152,055 139,983: 17,923 29,995
Old : 121,293: 21,238 59,079 20,020 68,325 22,896 109,583 101,995: 11,710 19,298
Other: 48,685: 23,405 6,165 3,393 15,674 28,430 42,472 37,988: 6,213 10,697
: : :
: : Changes in Commitments from: July 3, 2007 :
: 542: 498 3,465 -2,255 1,058 -2,018 -699 -808: 1,241 1,350
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.8 30.9 21.2 49.4 30.2 89.5 82.4: 10.5 17.6
Old : 100.0: 17.5 48.7 16.5 56.3 18.9 90.3 84.1: 9.7 15.9
Other: 100.0: 48.1 12.7 7.0 32.2 58.4 87.2 78.0: 12.8 22.0
: : :
:# Traders : Number of Traders in Each Category :
All : 214: 45 100 76 29 37 130 175:
Old : 204: 37 109 52 27 35 104 164:
Other: 116: 39 32 26 16 31 70 76:
:----------------------------------------------------------------------------------------------------
: 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 : 28.1 15.8 42.1 24.3 27.7 12.2 39.0 18.8
Old : 35.8 12.2 49.7 22.6 35.8 11.4 49.5 20.3
Other: 37.0 37.5 51.2 47.3 27.5 24.4 39.9 33.2
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders - Futures Only, July 10, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 229,572: 58,623 42,518 39,083 111,121 100,202 208,827 181,803: 20,745 47,769
Old : 229,572: 58,623 42,518 39,083 111,121 100,202 208,827 181,803: 20,745 47,769
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2007 :
: 9,329: 8,589 2,457 -958 -1,979 3,602 5,652 5,101: 3,677 4,228
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.5 18.5 17.0 48.4 43.6 91.0 79.2: 9.0 20.8
Old : 100.0: 25.5 18.5 17.0 48.4 43.6 91.0 79.2: 9.0 20.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 284: 77 65 72 51 118 172 221:
Old : 284: 77 65 72 51 118 172 221:
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 : 27.5 15.9 39.8 23.7 27.5 13.6 39.8 20.3
Old : 27.5 15.9 39.8 23.7 27.5 13.6 39.8 20.3
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, July 10, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 110,000 BOARD FEET) :
: : :
All : 7,130: 2,822 1,950 838 1,800 2,530 5,460 5,318: 1,670 1,812
Old : 7,130: 2,822 1,950 838 1,800 2,530 5,460 5,318: 1,670 1,812
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2007 :
: -354: 68 -104 -140 -1 154 -73 -90: -281 -264
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.6 27.3 11.8 25.2 35.5 76.6 74.6: 23.4 25.4
Old : 100.0: 39.6 27.3 11.8 25.2 35.5 76.6 74.6: 23.4 25.4
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 : 70: 20 18 8 15 28 42 48:
Old : 70: 20 18 8 15 28 42 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 : 31.6 24.2 46.4 38.0 29.8 20.7 41.9 30.8
Old : 31.6 24.2 46.4 38.0 29.8 20.7 41.9 30.8
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, July 10, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50,000 POUNDS) :
: : :
All : 25,557: 9,185 5,008 3,142 7,817 4,541 20,144 12,691: 5,413 12,866
Old : 25,557: 9,185 5,008 3,142 7,817 4,541 20,144 12,691: 5,413 12,866
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2007 :
: 2,047: 1,213 -465 767 69 437 2,049 739: -2 1,308
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.9 19.6 12.3 30.6 17.8 78.8 49.7: 21.2 50.3
Old : 100.0: 35.9 19.6 12.3 30.6 17.8 78.8 49.7: 21.2 50.3
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 : 125: 39 26 25 27 39 86 77:
Old : 125: 39 26 25 27 39 86 77:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.1 14.1 30.4 21.3 18.0 10.5 28.3 15.7
Old : 19.1 14.1 30.4 21.3 18.0 10.5 28.3 15.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
Commitments of Traders - Futures Only, July 10, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF CAD 100,000) :
: : :
All : 143,434: 82,889 15,511 1,483 22,255 106,004 106,627 122,998: 36,807 20,436
Old : 143,434: 82,889 15,511 1,483 22,255 106,004 106,627 122,998: 36,807 20,436
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2007 :
: 299: 3,236 1,111 -6 -4,654 2,000 -1,424 3,105: 1,723 -2,806
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.8 10.8 1.0 15.5 73.9 74.3 85.8: 25.7 14.2
Old : 100.0: 57.8 10.8 1.0 15.5 73.9 74.3 85.8: 25.7 14.2
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 : 83: 38 15 3 17 19 57 35:
Old : 83: 38 15 3 17 19 57 35:
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 : 33.6 53.1 44.1 68.1 33.6 50.7 43.3 65.7
Old : 33.6 53.1 44.1 68.1 33.6 50.7 43.3 65.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
Commitments of Traders - Futures Only, July 10, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF CHF 125,000) :
: : :
All : 102,992: 20,339 58,411 0 70,250 26,864 90,589 85,275: 12,403 17,717
Old : 102,992: 20,339 58,411 0 70,250 26,864 90,589 85,275: 12,403 17,717
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2007 :
: 7,962: 5,463 9,960 0 446 -503 5,909 9,457: 2,053 -1,495
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.7 56.7 0.0 68.2 26.1 88.0 82.8: 12.0 17.2
Old : 100.0: 19.7 56.7 0.0 68.2 26.1 88.0 82.8: 12.0 17.2
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 : 64: 19 27 0 10 11 29 38:
Old : 64: 19 27 0 10 11 29 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 : 61.2 41.4 73.6 56.0 61.2 39.7 70.7 52.1
Old : 61.2 41.4 73.6 56.0 61.2 39.7 70.7 52.1
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, July 10, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF MXN 500,000) :
: : :
All : 95,605: 59,061 6,849 371 26,730 85,855 86,162 93,075: 9,443 2,530
Old : 95,605: 59,061 6,849 371 26,730 85,855 86,162 93,075: 9,443 2,530
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2007 :
: 1,016: 3,445 13 43 -1,514 1,270 1,974 1,326: -958 -310
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.8 7.2 0.4 28.0 89.8 90.1 97.4: 9.9 2.6
Old : 100.0: 61.8 7.2 0.4 28.0 89.8 90.1 97.4: 9.9 2.6
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 : 92: 53 12 2 13 20 67 33:
Old : 92: 53 12 2 13 20 67 33:
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 69.8 58.9 82.0 32.6 47.7 40.4 59.0
Old : 47.2 69.8 58.9 82.0 32.6 47.7 40.4 59.0
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, July 10, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF GBP 62,500) :
: : :
All : 156,362: 112,950 24,419 548 8,054 105,737 121,552 130,704: 34,810 25,658
Old : 156,362: 112,950 24,419 548 8,054 105,737 121,552 130,704: 34,810 25,658
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2007 :
: -8,277: -9,429 213 -120 -711 -7,651 -10,260 -7,558: 1,983 -719
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.2 15.6 0.4 5.2 67.6 77.7 83.6: 22.3 16.4
Old : 100.0: 72.2 15.6 0.4 5.2 67.6 77.7 83.6: 22.3 16.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 94: 49 19 5 14 18 67 38:
Old : 94: 49 19 5 14 18 67 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 : 29.1 39.1 40.8 56.3 29.1 38.8 40.8 55.7
Old : 29.1 39.1 40.8 56.3 29.1 38.8 40.8 55.7
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, July 10, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF JPY 12,500,000) :
: : :
All : 320,333: 51,549 177,439 530 226,591 104,651 278,670 282,620: 41,663 37,713
Old : 320,333: 51,549 177,439 530 226,591 104,651 278,670 282,620: 41,663 37,713
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2007 :
: -6,478: 8,176 -21,072 -4 -17,673 13,217 -9,501 -7,859: 3,023 1,381
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.1 55.4 0.2 70.7 32.7 87.0 88.2: 13.0 11.8
Old : 100.0: 16.1 55.4 0.2 70.7 32.7 87.0 88.2: 13.0 11.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 139: 39 56 4 28 25 69 83:
Old : 139: 39 56 4 28 25 69 83:
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 : 46.6 30.3 59.5 46.3 45.6 30.0 57.3 44.2
Old : 46.6 30.3 59.5 46.3 45.6 30.0 57.3 44.2
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, July 10, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF EUR 125,000) :
: : :
All : 223,674: 129,843 26,947 1,561 27,319 157,712 158,723 186,220: 64,951 37,454
Old : 223,674: 129,843 26,947 1,561 27,319 157,712 158,723 186,220: 64,951 37,454
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2007 :
: 28,674: 28,200 1,828 231 -2,282 20,790 26,149 22,849: 2,525 5,825
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.1 12.0 0.7 12.2 70.5 71.0 83.3: 29.0 16.7
Old : 100.0: 58.1 12.0 0.7 12.2 70.5 71.0 83.3: 29.0 16.7
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 : 140: 64 32 9 26 33 95 69:
Old : 140: 64 32 9 26 33 95 69:
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 : 24.0 43.8 33.1 56.0 23.9 42.5 33.0 54.8
Old : 24.0 43.8 33.1 56.0 23.9 42.5 33.0 54.8
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, July 10, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF NZD 100,000) :
: : :
All : 41,167: 25,480 2,230 374 12,028 36,581 37,882 39,185: 3,285 1,982
Old : 41,167: 25,480 2,230 374 12,028 36,581 37,882 39,185: 3,285 1,982
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2007 :
: -149: -31 -387 -6 420 198 383 -195: -532 46
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.9 5.4 0.9 29.2 88.9 92.0 95.2: 8.0 4.8
Old : 100.0: 61.9 5.4 0.9 29.2 88.9 92.0 95.2: 8.0 4.8
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 : 39: 16 7 1 9 10 25 18:
Old : 39: 16 7 1 9 10 25 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.0 83.2 75.1 89.0 61.0 82.0 75.1 87.8
Old : 61.0 83.2 75.1 89.0 61.0 82.0 75.1 87.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE Code-032741
Commitments of Traders - Futures Only, July 10, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $3,000,000) :
: : :
All : 85,134: 12,030 26,680 2,241 64,363 52,935 78,634 81,856: 6,500 3,278
Old : 85,134: 12,030 26,680 2,241 64,363 52,935 78,634 81,856: 6,500 3,278
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2007 :
: -1,253: -857 -2,425 0 -380 950 -1,237 -1,475: -16 222
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.1 31.3 2.6 75.6 62.2 92.4 96.1: 7.6 3.9
Old : 100.0: 14.1 31.3 2.6 75.6 62.2 92.4 96.1: 7.6 3.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 6 2 2 18 15 25 18:
Old : 31: 6 2 2 18 15 25 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.2 66.1 65.5 86.5 40.6 60.9 59.6 79.8
Old : 44.2 66.1 65.5 86.5 40.6 60.9 59.6 79.8
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, July 10, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $1,000,000) :
: : :
All :11,019,923: 1,547,131 744,426 975,267 7,417,426 7,879,307 9,939,824 9,599,000: 1,080,099 1,420,923
Old :11,019,923: 1,547,131 744,426 975,267 7,417,426 7,879,307 9,939,824 9,599,000: 1,080,099 1,420,923
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2007 :
: 434,956: 94,791 132,802 108,108 187,808 178,782 390,707 419,692: 44,249 15,264
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.0 6.8 8.9 67.3 71.5 90.2 87.1: 9.8 12.9
Old : 100.0: 14.0 6.8 8.9 67.3 71.5 90.2 87.1: 9.8 12.9
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 : 318: 70 58 92 151 162 264 282:
Old : 318: 70 58 92 151 162 264 282:
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 : 38.9 15.1 47.5 28.4 36.7 14.0 41.7 23.7
Old : 38.9 15.1 47.5 28.4 36.7 14.0 41.7 23.7
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, July 10, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 500 INDEX X $250.00) :
: : :
All : 598,046: 42,262 87,010 7,204 431,077 418,049 480,543 512,263: 117,503 85,783
Old : 598,046: 42,262 87,010 7,204 431,077 418,049 480,543 512,263: 117,503 85,783
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2007 :
: 1,358: -1,500 4,585 -128 -2,538 1,638 -4,166 6,095: 5,524 -4,737
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.1 14.5 1.2 72.1 69.9 80.4 85.7: 19.6 14.3
Old : 100.0: 7.1 14.5 1.2 72.1 69.9 80.4 85.7: 19.6 14.3
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 : 190: 35 43 17 82 58 128 107:
Old : 190: 35 43 17 82 58 128 107:
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 : 24.0 28.5 33.3 42.7 23.8 28.4 32.4 42.1
Old : 24.0 28.5 33.3 42.7 23.8 28.4 32.4 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, July 10, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($50 X S&P 500 INDEX) :
: : :
All : 1,682,680: 350,879 544,207 31,064 1,128,674 941,072 1,510,617 1,516,343: 172,063 166,337
Old : 1,682,680: 350,879 544,207 31,064 1,128,674 941,072 1,510,617 1,516,343: 172,063 166,337
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2007 :
: 62,756: -7,261 41,517 -5,132 87,279 -2,768 74,886 33,617: -12,130 29,139
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.9 32.3 1.8 67.1 55.9 89.8 90.1: 10.2 9.9
Old : 100.0: 20.9 32.3 1.8 67.1 55.9 89.8 90.1: 10.2 9.9
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 : 314: 70 105 37 89 95 180 216:
Old : 314: 70 105 37 89 95 180 216:
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 : 24.8 21.4 37.2 30.0 17.5 16.5 29.7 24.4
Old : 24.8 21.4 37.2 30.0 17.5 16.5 29.7 24.4
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, July 10, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 400 INDEX X $100) :
: : :
All : 91,915: 9,863 28,481 0 72,271 59,756 82,134 88,237: 9,781 3,678
Old : 91,915: 9,863 28,481 0 72,271 59,756 82,134 88,237: 9,781 3,678
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2007 :
: 1,765: -621 -793 0 3,581 1,934 2,960 1,141: -1,195 624
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.7 31.0 0.0 78.6 65.0 89.4 96.0: 10.6 4.0
Old : 100.0: 10.7 31.0 0.0 78.6 65.0 89.4 96.0: 10.6 4.0
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 : 95: 13 18 0 39 37 52 55:
Old : 95: 13 18 0 39 37 52 55:
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 : 38.3 37.8 59.0 55.7 37.9 36.8 57.9 54.7
Old : 38.3 37.8 59.0 55.7 37.9 36.8 57.9 54.7
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, July 10, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NASDAQ 100 INDEX X $100) :
: : :
All : 60,447: 6,831 16,825 17 44,059 36,041 50,907 52,883: 9,540 7,564
Old : 60,447: 6,831 16,825 17 44,059 36,041 50,907 52,883: 9,540 7,564
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2007 :
: -2,037: -572 25 -8 -563 -685 -1,143 -668: -894 -1,369
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.3 27.8 0.0 72.9 59.6 84.2 87.5: 15.8 12.5
Old : 100.0: 11.3 27.8 0.0 72.9 59.6 84.2 87.5: 15.8 12.5
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 : 58: 9 12 2 24 20 34 33:
Old : 58: 9 12 2 24 20 34 33:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.8 44.4 61.4 63.3 43.8 41.2 60.0 57.0
Old : 43.8 44.4 61.4 63.3 43.8 41.2 60.0 57.0
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, July 10, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ( NASDAQ 100 STOCK INDEX X $20) :
: : :
All : 395,988: 137,073 104,877 8,194 225,573 260,750 370,840 373,821: 25,148 22,167
Old : 395,988: 137,073 104,877 8,194 225,573 260,750 370,840 373,821: 25,148 22,167
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2007 :
: 787: -1,120 13,198 2,080 -2,029 -9,437 -1,069 5,841: 1,856 -5,054
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.6 26.5 2.1 57.0 65.8 93.6 94.4: 6.4 5.6
Old : 100.0: 34.6 26.5 2.1 57.0 65.8 93.6 94.4: 6.4 5.6
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 : 232: 88 59 12 47 48 141 113:
Old : 232: 88 59 12 47 48 141 113:
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 : 29.5 30.8 41.1 45.1 28.0 30.5 38.0 44.5
Old : 29.5 30.8 41.1 45.1 28.0 30.5 38.0 44.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
Commitments of Traders - Futures Only, July 10, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF AUD 100,000) :
: : :
All : 110,984: 69,945 4,787 829 6,466 93,890 77,240 99,506: 33,744 11,478
Old : 110,984: 69,945 4,787 829 6,466 93,890 77,240 99,506: 33,744 11,478
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2007 :
: 1,837: 1,892 -5,169 15 -3,705 4,826 -1,798 -328: 3,635 2,165
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.0 4.3 0.7 5.8 84.6 69.6 89.7: 30.4 10.3
Old : 100.0: 63.0 4.3 0.7 5.8 84.6 69.6 89.7: 30.4 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 : 61: 40 6 2 6 12 46 20:
Old : 61: 40 6 2 6 12 46 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 : 20.0 66.9 32.5 82.2 20.0 65.5 32.5 80.7
Old : 20.0 66.9 32.5 82.2 20.0 65.5 32.5 80.7
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, July 10, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (RUSSEL 2000 INDEX X $500) :
: : :
All : 39,173: 265 8,249 0 33,397 25,669 33,662 33,918: 5,511 5,255
Old : 39,173: 265 8,249 0 33,397 25,669 33,662 33,918: 5,511 5,255
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2007 :
: 2,417: 27 170 0 2,127 2,248 2,154 2,418: 263 -1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.7 21.1 0.0 85.3 65.5 85.9 86.6: 14.1 13.4
Old : 100.0: 0.7 21.1 0.0 85.3 65.5 85.9 86.6: 14.1 13.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 49: 1 16 0 20 19 21 35:
Old : 49: 1 16 0 20 19 21 35:
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 : 58.1 35.9 73.2 53.0 54.1 34.8 69.3 51.7
Old : 58.1 35.9 73.2 53.0 54.1 34.8 69.3 51.7
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, July 10, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (RUSSEL 2000 INDEX X $100) :
: : :
All : 565,219: 75,502 259,441 1,371 474,699 276,393 551,572 537,205: 13,647 28,014
Old : 565,219: 75,502 259,441 1,371 474,699 276,393 551,572 537,205: 13,647 28,014
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2007 :
: 23,776: 1,386 8,720 -645 23,508 12,582 24,249 20,657: -473 3,119
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.4 45.9 0.2 84.0 48.9 97.6 95.0: 2.4 5.0
Old : 100.0: 13.4 45.9 0.2 84.0 48.9 97.6 95.0: 2.4 5.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 251: 30 108 8 56 80 90 192:
Old : 251: 30 108 8 56 80 90 192:
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 : 53.6 19.0 76.7 31.4 49.3 18.3 71.5 29.1
Old : 53.6 19.0 76.7 31.4 49.3 18.3 71.5 29.1
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, July 10, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NIKKEI INDEX X $5.00) :
: : :
All : 50,411: 11,158 14,220 2 28,797 25,472 39,957 39,694: 10,454 10,717
Old : 50,411: 11,158 14,220 2 28,797 25,472 39,957 39,694: 10,454 10,717
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2007 :
: -915: -1,610 502 0 1,168 -370 -442 132: -473 -1,047
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.1 28.2 0.0 57.1 50.5 79.3 78.7: 20.7 21.3
Old : 100.0: 22.1 28.2 0.0 57.1 50.5 79.3 78.7: 20.7 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 : 77: 20 17 2 21 22 43 40:
Old : 77: 20 17 2 21 22 43 40:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.7 36.3 45.0 53.6 28.6 33.3 42.1 48.6
Old : 28.7 36.3 45.0 53.6 28.6 33.3 42.1 48.6
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, July 10, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NIKKEI INDEX X JPY 500) :
: : :
All : 40,358: 19,306 3,364 166 14,652 19,236 34,124 22,766: 6,234 17,592
Old : 40,358: 19,306 3,364 166 14,652 19,236 34,124 22,766: 6,234 17,592
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2007 :
: 555: -1,589 678 63 184 716 -1,342 1,457: 1,897 -902
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.8 8.3 0.4 36.3 47.7 84.6 56.4: 15.4 43.6
Old : 100.0: 47.8 8.3 0.4 36.3 47.7 84.6 56.4: 15.4 43.6
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 : 55: 23 6 1 13 14 36 21:
Old : 55: 23 6 1 13 14 36 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.8 33.8 53.5 44.8 37.4 32.5 50.3 42.6
Old : 37.8 33.8 53.5 44.8 37.4 32.5 50.3 42.6
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, July 10, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (GSCI X $250) :
: : :
All : 22,070: 5,478 1,449 216 13,602 18,320 19,296 19,985: 2,774 2,085
Old : 22,070: 5,478 1,449 216 13,602 18,320 19,296 19,985: 2,774 2,085
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2007 :
: 1,789: 89 327 -59 -113 -43 -83 225: 1,872 1,564
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.8 6.6 1.0 61.6 83.0 87.4 90.6: 12.6 9.4
Old : 100.0: 24.8 6.6 1.0 61.6 83.0 87.4 90.6: 12.6 9.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 6 4 1 8 4 15 8:
Old : 20: 6 4 1 8 4 15 8:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.2 87.4 81.0 90.6 63.2 86.8 81.0 89.5
Old : 63.2 87.4 81.0 90.6 63.2 86.8 81.0 89.5
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, July 10, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF JPY 100,000,000) :
: : :
All : 39,377: 6,569 8,774 3,141 19,385 17,189 29,095 29,104: 10,282 10,273
Old : 39,377: 6,569 8,774 3,141 19,385 17,189 29,095 29,104: 10,282 10,273
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2007 :
: 843: 1,464 -50 12 572 108 2,048 70: -1,205 773
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.7 22.3 8.0 49.2 43.7 73.9 73.9: 26.1 26.1
Old : 100.0: 16.7 22.3 8.0 49.2 43.7 73.9 73.9: 26.1 26.1
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 : 51: 9 13 7 22 22 35 39:
Old : 51: 9 13 7 22 22 35 39:
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 : 33.0 23.9 47.4 40.0 25.2 21.9 37.4 35.5
Old : 33.0 23.9 47.4 40.0 25.2 21.9 37.4 35.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 13, 2007