BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders - Futures Only, July 31, 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 : 4,834: 154 60 42 3,582 4,637 3,778 4,739: 1,056 95
Old : 4,834: 154 60 42 3,582 4,637 3,778 4,739: 1,056 95
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 24, 2007 :
: 46: 47 6 9 89 33 145 48: -99 -2
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.2 1.2 0.9 74.1 95.9 78.2 98.0: 21.8 2.0
Old : 100.0: 3.2 1.2 0.9 74.1 95.9 78.2 98.0: 21.8 2.0
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: 3 3 4 14 10 20 14:
Old : 25: 3 3 4 14 10 20 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 : 48.1 78.8 65.6 94.6 48.1 78.5 65.6 91.1
Old : 48.1 78.8 65.6 94.6 48.1 78.5 65.6 91.1
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 31, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 38,010: 9,745 1,051 656 21,778 28,625 32,179 30,332: 5,831 7,678
Old : 38,010: 9,745 1,051 656 21,778 28,625 32,179 30,332: 5,831 7,678
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 24, 2007 :
: -13: 14 -526 194 -116 241 92 -91: -105 78
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.6 2.8 1.7 57.3 75.3 84.7 79.8: 15.3 20.2
Old : 100.0: 25.6 2.8 1.7 57.3 75.3 84.7 79.8: 15.3 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 : 63: 18 6 12 26 23 51 35:
Old : 63: 18 6 12 26 23 51 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 : 37.6 41.1 54.6 56.8 37.1 40.1 53.9 55.7
Old : 37.6 41.1 54.6 56.8 37.1 40.1 53.9 55.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
Commitments of Traders - Futures Only, July 31, 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 : 183,624: 34,762 37,148 37,395 96,191 74,757 168,348 149,300: 15,276 34,324
Old : 99,099: 22,567 51,319 4,646 65,644 27,140 92,857 83,105: 6,242 15,994
Other: 84,525: 36,911 10,545 8,033 30,547 47,617 75,491 66,195: 9,034 18,330
: : :
: : Changes in Commitments from: July 24, 2007 :
: 9,936: 938 -3,356 2,539 6,778 8,670 10,255 7,853: -319 2,083
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.9 20.2 20.4 52.4 40.7 91.7 81.3: 8.3 18.7
Old : 100.0: 22.8 51.8 4.7 66.2 27.4 93.7 83.9: 6.3 16.1
Other: 100.0: 43.7 12.5 9.5 36.1 56.3 89.3 78.3: 10.7 21.7
: : :
:# Traders : Number of Traders in Each Category :
All : 201: 60 56 70 31 43 143 139:
Old : 188: 47 79 25 27 40 92 127:
Other: 140: 57 23 28 21 40 91 83:
:----------------------------------------------------------------------------------------------------
: 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 23.7 40.7 32.0 25.3 17.2 36.0 24.4
Old : 40.0 14.0 56.5 25.0 40.0 13.0 56.5 23.5
Other: 30.8 35.0 40.9 44.7 20.6 22.8 29.8 31.5
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders - Futures Only, July 31, 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 : 251,840: 66,046 38,039 44,234 120,638 119,960 230,918 202,233: 20,922 49,607
Old : 251,840: 66,046 38,039 44,234 120,638 119,960 230,918 202,233: 20,922 49,607
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 24, 2007 :
: 10,462: 4,774 -451 815 5,233 8,793 10,822 9,157: -360 1,305
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.2 15.1 17.6 47.9 47.6 91.7 80.3: 8.3 19.7
Old : 100.0: 26.2 15.1 17.6 47.9 47.6 91.7 80.3: 8.3 19.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 304: 94 54 76 62 131 202 227:
Old : 304: 94 54 76 62 131 202 227:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.7 16.1 36.3 23.7 24.7 13.9 36.3 20.6
Old : 24.7 16.1 36.3 23.7 24.7 13.9 36.3 20.6
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 31, 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 : 8,103: 2,598 2,075 1,661 2,066 2,143 6,325 5,879: 1,778 2,224
Old : 8,103: 2,598 2,075 1,661 2,066 2,143 6,325 5,879: 1,778 2,224
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 24, 2007 :
: 1,199: 24 178 677 78 -68 779 787: 420 412
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.1 25.6 20.5 25.5 26.4 78.1 72.6: 21.9 27.4
Old : 100.0: 32.1 25.6 20.5 25.5 26.4 78.1 72.6: 21.9 27.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 81: 17 26 17 15 25 48 61:
Old : 81: 17 26 17 15 25 48 61:
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 21.5 46.4 33.0 27.6 15.2 38.6 23.1
Old : 30.8 21.5 46.4 33.0 27.6 15.2 38.6 23.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
Commitments of Traders - Futures Only, July 31, 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 : 32,197: 12,339 5,194 5,182 8,651 6,205 26,172 16,581: 6,025 15,616
Old : 32,197: 12,339 5,194 5,182 8,651 6,205 26,172 16,581: 6,025 15,616
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 24, 2007 :
: 1,073: 1,085 343 -5 76 317 1,156 655: -83 418
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.3 16.1 16.1 26.9 19.3 81.3 51.5: 18.7 48.5
Old : 100.0: 38.3 16.1 16.1 26.9 19.3 81.3 51.5: 18.7 48.5
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 : 137: 49 24 29 32 36 99 81:
Old : 137: 49 24 29 32 36 99 81:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.4 11.6 26.9 19.1 13.9 8.7 23.4 14.2
Old : 17.4 11.6 26.9 19.1 13.9 8.7 23.4 14.2
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 31, 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 : 133,951: 68,138 18,440 2,914 28,278 94,909 99,330 116,263: 34,621 17,688
Old : 133,951: 68,138 18,440 2,914 28,278 94,909 99,330 116,263: 34,621 17,688
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 24, 2007 :
: -24,997: -26,345 921 81 3,224 -23,128 -23,040 -22,126: -1,957 -2,871
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.9 13.8 2.2 21.1 70.9 74.2 86.8: 25.8 13.2
Old : 100.0: 50.9 13.8 2.2 21.1 70.9 74.2 86.8: 25.8 13.2
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 : 88: 38 18 8 22 18 64 40:
Old : 88: 38 18 8 22 18 64 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 : 22.2 52.2 33.2 67.0 22.2 50.0 33.1 64.2
Old : 22.2 52.2 33.2 67.0 22.2 50.0 33.1 64.2
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 31, 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 : 116,838: 28,309 42,942 187 74,115 58,284 102,611 101,413: 14,227 15,425
Old : 116,838: 28,309 42,942 187 74,115 58,284 102,611 101,413: 14,227 15,425
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 24, 2007 :
: 1,455: 6,400 -21,844 -1 -4,560 23,599 1,839 1,754: -384 -299
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.2 36.8 0.2 63.4 49.9 87.8 86.8: 12.2 13.2
Old : 100.0: 24.2 36.8 0.2 63.4 49.9 87.8 86.8: 12.2 13.2
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 : 60: 19 20 1 8 16 28 36:
Old : 60: 19 20 1 8 16 28 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 : 58.1 35.7 74.5 55.3 57.9 30.8 71.7 50.4
Old : 58.1 35.7 74.5 55.3 57.9 30.8 71.7 50.4
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 31, 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 : 95,940: 34,415 11,809 418 49,448 78,785 84,281 91,012: 11,659 4,928
Old : 95,940: 34,415 11,809 418 49,448 78,785 84,281 91,012: 11,659 4,928
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 24, 2007 :
: -7,265: -27,640 -2,518 -822 19,273 -6,151 -9,189 -9,491: 1,924 2,226
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.9 12.3 0.4 51.5 82.1 87.8 94.9: 12.2 5.1
Old : 100.0: 35.9 12.3 0.4 51.5 82.1 87.8 94.9: 12.2 5.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 81: 39 17 2 13 18 53 36:
Old : 81: 39 17 2 13 18 53 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 : 46.6 67.6 60.3 77.5 31.5 46.2 42.0 55.0
Old : 46.6 67.6 60.3 77.5 31.5 46.2 42.0 55.0
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 31, 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 : 128,722: 89,522 20,809 732 9,372 86,690 99,626 108,231: 29,096 20,491
Old : 128,722: 89,522 20,809 732 9,372 86,690 99,626 108,231: 29,096 20,491
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 24, 2007 :
: -30,233: -18,093 -3,302 193 -7,328 -23,365 -25,228 -26,474: -5,005 -3,759
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.5 16.2 0.6 7.3 67.3 77.4 84.1: 22.6 15.9
Old : 100.0: 69.5 16.2 0.6 7.3 67.3 77.4 84.1: 22.6 15.9
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 : 97: 51 20 5 16 18 71 39:
Old : 97: 51 20 5 16 18 71 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 : 29.0 38.5 40.7 56.6 29.0 36.5 40.7 54.2
Old : 29.0 38.5 40.7 56.6 29.0 36.5 40.7 54.2
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 31, 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 : 264,271: 46,600 97,762 695 174,003 133,513 221,298 231,970: 42,973 32,301
Old : 264,271: 46,600 97,762 695 174,003 133,513 221,298 231,970: 42,973 32,301
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 24, 2007 :
: -20,398: -4,488 -45,741 -548 -14,340 26,520 -19,376 -19,769: -1,022 -629
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.6 37.0 0.3 65.8 50.5 83.7 87.8: 16.3 12.2
Old : 100.0: 17.6 37.0 0.3 65.8 50.5 83.7 87.8: 16.3 12.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 121: 33 43 6 26 28 62 74:
Old : 121: 33 43 6 26 28 62 74:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.5 39.2 61.5 51.6 49.4 37.9 61.4 50.3
Old : 49.5 39.2 61.5 51.6 49.4 37.9 61.4 50.3
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 31, 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 : 214,527: 104,189 25,736 2,002 49,491 154,719 155,682 182,457: 58,845 32,070
Old : 214,527: 104,189 25,736 2,002 49,491 154,719 155,682 182,457: 58,845 32,070
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 24, 2007 :
: -11,254: -22,701 -4,739 -13 17,833 -7,297 -4,881 -12,049: -6,373 795
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.6 12.0 0.9 23.1 72.1 72.6 85.1: 27.4 14.9
Old : 100.0: 48.6 12.0 0.9 23.1 72.1 72.6 85.1: 27.4 14.9
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 : 134: 54 35 10 26 31 86 70:
Old : 134: 54 35 10 26 31 86 70:
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 : 29.9 41.2 38.4 55.2 29.4 39.5 38.0 52.9
Old : 29.9 41.2 38.4 55.2 29.4 39.5 38.0 52.9
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 31, 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 : 32,233: 15,457 1,193 0 14,162 29,164 29,619 30,357: 2,614 1,876
Old : 32,233: 15,457 1,193 0 14,162 29,164 29,619 30,357: 2,614 1,876
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 24, 2007 :
: -14,356: -14,590 -1,010 0 980 -12,902 -13,610 -13,912: -746 -444
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.0 3.7 0.0 43.9 90.5 91.9 94.2: 8.1 5.8
Old : 100.0: 48.0 3.7 0.0 43.9 90.5 91.9 94.2: 8.1 5.8
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: 17 4 0 12 10 29 14:
Old : 39: 17 4 0 12 10 29 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 : 54.0 73.7 72.4 89.2 54.0 72.3 72.4 86.8
Old : 54.0 73.7 72.4 89.2 54.0 72.3 72.4 86.8
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 31, 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 : 79,133: 12,683 26,769 3,808 59,853 46,354 76,344 76,931: 2,789 2,202
Old : 79,133: 12,683 26,769 3,808 59,853 46,354 76,344 76,931: 2,789 2,202
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 24, 2007 :
: 6,959: 2,144 432 1,645 2,473 4,460 6,262 6,537: 697 422
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.0 33.8 4.8 75.6 58.6 96.5 97.2: 3.5 2.8
Old : 100.0: 16.0 33.8 4.8 75.6 58.6 96.5 97.2: 3.5 2.8
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 : 33: 6 2 3 19 13 26 17:
Old : 33: 6 2 3 19 13 26 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 : 48.7 71.4 64.8 88.2 41.1 64.5 55.9 77.8
Old : 48.7 71.4 64.8 88.2 41.1 64.5 55.9 77.8
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 31, 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 :11,534,805: 1,975,367 605,819 955,980 7,551,817 8,733,884 10,483,164 10,295,683: 1,051,641 1,239,122
Old :11,534,805: 1,975,367 605,819 955,980 7,551,817 8,733,884 10,483,164 10,295,683: 1,051,641 1,239,122
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 24, 2007 :
: 109,567: 117,251 -160,245 54,082 -29,403 286,602 141,930 180,439: -32,363 -70,872
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.1 5.3 8.3 65.5 75.7 90.9 89.3: 9.1 10.7
Old : 100.0: 17.1 5.3 8.3 65.5 75.7 90.9 89.3: 9.1 10.7
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 : 323: 73 55 107 159 172 289 290:
Old : 323: 73 55 107 159 172 289 290:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.6 15.9 43.2 29.5 33.3 13.3 38.5 25.1
Old : 35.6 15.9 43.2 29.5 33.3 13.3 38.5 25.1
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 31, 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 : 604,309: 46,551 91,583 8,094 441,474 419,174 496,119 518,851: 108,190 85,458
Old : 604,309: 46,551 91,583 8,094 441,474 419,174 496,119 518,851: 108,190 85,458
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 24, 2007 :
: -1,755: 3,846 3,242 612 5,195 -4,283 9,653 -429: -11,408 -1,326
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.7 15.2 1.3 73.1 69.4 82.1 85.9: 17.9 14.1
Old : 100.0: 7.7 15.2 1.3 73.1 69.4 82.1 85.9: 17.9 14.1
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 : 201: 36 51 20 86 58 134 118:
Old : 201: 36 51 20 86 58 134 118:
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 : 23.5 28.6 33.2 42.8 23.4 28.5 32.1 42.1
Old : 23.5 28.6 33.2 42.8 23.4 28.5 32.1 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 31, 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 : 1,981,173: 347,867 685,643 38,045 1,391,592 1,109,737 1,777,504 1,833,425: 203,669 147,748
Old : 1,981,173: 347,867 685,643 38,045 1,391,592 1,109,737 1,777,504 1,833,425: 203,669 147,748
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 24, 2007 :
: 193,898: 5,257 44,967 9,070 166,164 168,851 180,491 222,888: 13,407 -28,990
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.6 34.6 1.9 70.2 56.0 89.7 92.5: 10.3 7.5
Old : 100.0: 17.6 34.6 1.9 70.2 56.0 89.7 92.5: 10.3 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 : 333: 71 114 37 97 104 188 235:
Old : 333: 71 114 37 97 104 188 235:
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 : 31.1 20.6 42.4 29.3 24.0 14.8 34.0 22.6
Old : 31.1 20.6 42.4 29.3 24.0 14.8 34.0 22.6
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 31, 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 : 89,128: 8,425 28,188 0 73,728 56,563 82,153 84,751: 6,975 4,377
Old : 89,128: 8,425 28,188 0 73,728 56,563 82,153 84,751: 6,975 4,377
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 24, 2007 :
: -12,614: -2,719 -825 -41 -6,169 -12,389 -8,929 -13,255: -3,685 641
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.5 31.6 0.0 82.7 63.5 92.2 95.1: 7.8 4.9
Old : 100.0: 9.5 31.6 0.0 82.7 63.5 92.2 95.1: 7.8 4.9
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 : 91: 10 18 0 36 41 46 59:
Old : 91: 10 18 0 36 41 46 59:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.1 36.0 61.8 51.1 40.6 34.1 60.7 49.2
Old : 41.1 36.0 61.8 51.1 40.6 34.1 60.7 49.2
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 31, 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 : 66,926: 6,477 21,616 13 54,952 36,312 61,442 57,941: 5,484 8,985
Old : 66,926: 6,477 21,616 13 54,952 36,312 61,442 57,941: 5,484 8,985
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 24, 2007 :
: -970: -1,212 1,869 -31 2,675 -653 1,432 1,185: -2,402 -2,155
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.7 32.3 0.0 82.1 54.3 91.8 86.6: 8.2 13.4
Old : 100.0: 9.7 32.3 0.0 82.1 54.3 91.8 86.6: 8.2 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 : 61: 9 14 1 28 17 38 31:
Old : 61: 9 14 1 28 17 38 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 : 46.7 43.6 66.4 62.4 46.7 40.4 63.1 55.4
Old : 46.7 43.6 66.4 62.4 46.7 40.4 63.1 55.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
Commitments of Traders - Futures Only, July 31, 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 : 450,054: 171,115 110,261 10,983 217,652 309,578 399,750 430,822: 50,304 19,232
Old : 450,054: 171,115 110,261 10,983 217,652 309,578 399,750 430,822: 50,304 19,232
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 24, 2007 :
: 7,400: -5,754 10,123 -1,137 18,490 -1,915 11,599 7,071: -4,199 329
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.0 24.5 2.4 48.4 68.8 88.8 95.7: 11.2 4.3
Old : 100.0: 38.0 24.5 2.4 48.4 68.8 88.8 95.7: 11.2 4.3
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 : 235: 96 56 20 44 48 148 116:
Old : 235: 96 56 20 44 48 148 116:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.6 45.0 39.1 57.6 25.7 44.9 37.8 56.4
Old : 26.6 45.0 39.1 57.6 25.7 44.9 37.8 56.4
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, July 31, 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 : 108,022: 54,254 18,481 763 27,336 78,588 82,353 97,832: 25,669 10,190
Old : 108,022: 54,254 18,481 763 27,336 78,588 82,353 97,832: 25,669 10,190
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 24, 2007 :
: -10,586: -21,397 9,673 -964 17,537 -16,042 -4,824 -7,333: -5,762 -3,253
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.2 17.1 0.7 25.3 72.8 76.2 90.6: 23.8 9.4
Old : 100.0: 50.2 17.1 0.7 25.3 72.8 76.2 90.6: 23.8 9.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 63: 35 8 2 12 14 47 24:
Old : 63: 35 8 2 12 14 47 24:
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 : 24.1 66.5 36.5 80.5 19.6 63.3 30.7 74.2
Old : 24.1 66.5 36.5 80.5 19.6 63.3 30.7 74.2
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 31, 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 : 52,048: 380 10,519 5 44,332 36,414 44,717 46,938: 7,331 5,110
Old : 52,048: 380 10,519 5 44,332 36,414 44,717 46,938: 7,331 5,110
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 24, 2007 :
: 10,387: 167 2,217 5 9,891 8,149 10,063 10,371: 324 16
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.7 20.2 0.0 85.2 70.0 85.9 90.2: 14.1 9.8
Old : 100.0: 0.7 20.2 0.0 85.2 70.0 85.9 90.2: 14.1 9.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 56: 1 20 1 22 20 24 40:
Old : 56: 1 20 1 22 20 24 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 : 53.9 38.8 72.9 56.9 51.5 38.0 69.5 56.1
Old : 53.9 38.8 72.9 56.9 51.5 38.0 69.5 56.1
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 31, 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 : 659,322: 68,978 278,845 4,678 574,302 339,283 647,958 622,806: 11,364 36,516
Old : 659,322: 68,978 278,845 4,678 574,302 339,283 647,958 622,806: 11,364 36,516
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 24, 2007 :
: 43,437: -7,090 10,165 2,148 51,919 26,124 46,977 38,437: -3,540 5,000
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.5 42.3 0.7 87.1 51.5 98.3 94.5: 1.7 5.5
Old : 100.0: 10.5 42.3 0.7 87.1 51.5 98.3 94.5: 1.7 5.5
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 : 256: 30 116 12 52 85 88 207:
Old : 256: 30 116 12 52 85 88 207:
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 : 47.8 19.2 76.8 30.4 46.0 19.1 70.7 28.6
Old : 47.8 19.2 76.8 30.4 46.0 19.1 70.7 28.6
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 31, 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 : 52,466: 12,615 14,646 1 30,689 28,795 43,305 43,442: 9,161 9,024
Old : 52,466: 12,615 14,646 1 30,689 28,795 43,305 43,442: 9,161 9,024
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 24, 2007 :
: 936: 994 1,143 0 1,988 1,454 2,982 2,597: -2,046 -1,661
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.0 27.9 0.0 58.5 54.9 82.5 82.8: 17.5 17.2
Old : 100.0: 24.0 27.9 0.0 58.5 54.9 82.5 82.8: 17.5 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 : 83: 24 17 1 22 23 47 41:
Old : 83: 24 17 1 22 23 47 41:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.7 34.9 40.1 50.4 25.2 30.4 38.5 45.8
Old : 25.7 34.9 40.1 50.4 25.2 30.4 38.5 45.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
Commitments of Traders - Futures Only, July 31, 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 : 47,847: 13,816 7,070 155 26,701 26,643 40,672 33,868: 7,175 13,979
Old : 47,847: 13,816 7,070 155 26,701 26,643 40,672 33,868: 7,175 13,979
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 24, 2007 :
: 3,990: -5,062 1,884 4 7,354 6,233 2,296 8,121: 1,694 -4,131
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.9 14.8 0.3 55.8 55.7 85.0 70.8: 15.0 29.2
Old : 100.0: 28.9 14.8 0.3 55.8 55.7 85.0 70.8: 15.0 29.2
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: 18 13 1 17 18 35 32:
Old : 64: 18 13 1 17 18 35 32:
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 34.7 56.5 48.2 34.8 34.7 53.0 46.8
Old : 38.3 34.7 56.5 48.2 34.8 34.7 53.0 46.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
Commitments of Traders - Futures Only, July 31, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (GSCI X $250) :
: : :
All : 21,014: 5,764 1,112 270 13,606 18,823 19,640 20,205: 1,374 809
Old : 21,014: 5,764 1,112 270 13,606 18,823 19,640 20,205: 1,374 809
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 24, 2007 :
: 263: -3 -36 -1 -30 35 -34 -2: 297 265
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.4 5.3 1.3 64.7 89.6 93.5 96.2: 6.5 3.8
Old : 100.0: 27.4 5.3 1.3 64.7 89.6 93.5 96.2: 6.5 3.8
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 : 20: 7 4 1 6 3 14 7:
Old : 20: 7 4 1 6 3 14 7:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 66.7 93.2 85.8 96.2 66.7 93.2 85.8 94.9
Old : 66.7 93.2 85.8 96.2 66.7 93.2 85.8 94.9
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 31, 2007
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: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
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: : (CONTRACTS OF JPY 100,000,000) :
: : :
All : 46,763: 11,449 8,484 3,345 20,483 19,569 35,277 31,398: 11,486 15,365
Old : 46,763: 11,449 8,484 3,345 20,483 19,569 35,277 31,398: 11,486 15,365
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 24, 2007 :
: 1,319: 162 200 156 1,437 811 1,755 1,167: -436 152
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.5 18.1 7.2 43.8 41.8 75.4 67.1: 24.6 32.9
Old : 100.0: 24.5 18.1 7.2 43.8 41.8 75.4 67.1: 24.6 32.9
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 : 54: 11 12 7 24 24 39 40:
Old : 54: 11 12 7 24 24 39 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 : 33.6 18.5 47.1 32.2 26.5 18.3 35.1 28.8
Old : 33.6 18.5 47.1 32.2 26.5 18.3 35.1 28.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 3, 2007