BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders - Futures Only, August 14, 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 : 4,252: 296 0 0 3,004 4,139 3,300 4,139: 952 113
Old : 4,252: 296 0 0 3,004 4,139 3,300 4,139: 952 113
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 7, 2007 :
: -11: 77 0 0 -38 -37 39 -37: -50 26
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.0 0.0 0.0 70.6 97.3 77.6 97.3: 22.4 2.7
Old : 100.0: 7.0 0.0 0.0 70.6 97.3 77.6 97.3: 22.4 2.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 4 0 0 14 10 18 10:
Old : 23: 4 0 0 14 10 18 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 : 45.9 81.7 63.3 95.2 45.9 81.5 63.3 92.4
Old : 45.9 81.7 63.3 95.2 45.9 81.5 63.3 92.4
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, August 14, 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 : 34,872: 8,321 1,176 595 20,435 25,944 29,351 27,715: 5,521 7,157
Old : 34,872: 8,321 1,176 595 20,435 25,944 29,351 27,715: 5,521 7,157
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 7, 2007 :
: 629: 551 153 -79 217 460 689 534: -60 95
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.9 3.4 1.7 58.6 74.4 84.2 79.5: 15.8 20.5
Old : 100.0: 23.9 3.4 1.7 58.6 74.4 84.2 79.5: 15.8 20.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 64: 18 7 13 27 23 51 37:
Old : 64: 18 7 13 27 23 51 37:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.4 40.4 56.4 56.1 40.4 39.8 56.1 55.1
Old : 40.4 40.4 56.4 56.1 40.4 39.8 56.1 55.1
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, August 14, 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 : 177,487: 34,431 29,627 36,843 90,182 82,379 161,456 148,849: 16,031 28,638
Old : 81,461: 18,913 43,396 2,668 54,999 23,554 76,580 69,618: 4,881 11,843
Other: 96,026: 38,888 9,601 10,805 35,183 58,825 84,876 79,231: 11,150 16,795
: : :
: : Changes in Commitments from: August 7, 2007 :
: 2,639: 155 -538 2,926 176 4,723 3,257 7,111: -618 -4,472
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.4 16.7 20.8 50.8 46.4 91.0 83.9: 9.0 16.1
Old : 100.0: 23.2 53.3 3.3 67.5 28.9 94.0 85.5: 6.0 14.5
Other: 100.0: 40.5 10.0 11.3 36.6 61.3 88.4 82.5: 11.6 17.5
: : :
:# Traders : Number of Traders in Each Category :
All : 207: 60 61 63 34 51 140 144:
Old : 186: 36 81 13 24 46 70 130:
Other: 156: 63 25 29 28 47 104 92:
:----------------------------------------------------------------------------------------------------
: 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 : 26.4 23.4 39.3 31.9 25.8 18.1 36.2 25.4
Old : 46.3 15.4 60.5 27.6 46.3 15.4 60.5 27.3
Other: 26.1 34.0 37.7 43.1 19.1 22.6 28.3 31.0
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders - Futures Only, August 14, 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 : 224,582: 53,722 35,342 36,910 114,869 109,173 205,501 181,425: 19,081 43,157
Old : 224,582: 53,722 35,342 36,910 114,869 109,173 205,501 181,425: 19,081 43,157
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 7, 2007 :
: -16,945: -10,534 -979 -3,287 -2,080 -7,554 -15,901 -11,820: -1,044 -5,125
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.9 15.7 16.4 51.1 48.6 91.5 80.8: 8.5 19.2
Old : 100.0: 23.9 15.7 16.4 51.1 48.6 91.5 80.8: 8.5 19.2
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 : 279: 80 50 70 57 118 184 206:
Old : 279: 80 50 70 57 118 184 206:
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 15.8 40.7 24.4 27.5 14.3 40.7 22.0
Old : 27.5 15.8 40.7 24.4 27.5 14.3 40.7 22.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
Commitments of Traders - Futures Only, August 14, 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 : 7,971: 2,167 2,443 1,375 2,552 2,170 6,094 5,988: 1,877 1,983
Old : 7,971: 2,167 2,443 1,375 2,552 2,170 6,094 5,988: 1,877 1,983
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 7, 2007 :
: -420: -540 125 -215 89 -327 -666 -417: 246 -3
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.2 30.6 17.3 32.0 27.2 76.5 75.1: 23.5 24.9
Old : 100.0: 27.2 30.6 17.3 32.0 27.2 76.5 75.1: 23.5 24.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 79: 22 21 11 18 24 48 53:
Old : 79: 22 21 11 18 24 48 53:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.1 21.6 43.1 35.3 25.4 18.3 34.3 26.6
Old : 29.1 21.6 43.1 35.3 25.4 18.3 34.3 26.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
Commitments of Traders - Futures Only, August 14, 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 : 28,245: 11,234 4,601 3,378 7,983 5,107 22,595 13,086: 5,650 15,159
Old : 28,245: 11,234 4,601 3,378 7,983 5,107 22,595 13,086: 5,650 15,159
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 7, 2007 :
: -1,920: -1,443 -347 -534 74 -660 -1,903 -1,541: -17 -379
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.8 16.3 12.0 28.3 18.1 80.0 46.3: 20.0 53.7
Old : 100.0: 39.8 16.3 12.0 28.3 18.1 80.0 46.3: 20.0 53.7
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 : 126: 43 26 25 31 34 92 73:
Old : 126: 43 26 25 31 34 92 73:
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 : 17.8 10.2 27.5 17.1 14.9 8.6 24.5 14.3
Old : 17.8 10.2 27.5 17.1 14.9 8.6 24.5 14.3
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, August 14, 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 : 134,044: 66,527 18,717 3,851 32,100 88,453 102,478 111,021: 31,566 23,023
Old : 134,044: 66,527 18,717 3,851 32,100 88,453 102,478 111,021: 31,566 23,023
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 7, 2007 :
: -1,902: -5,162 -1,034 1,689 2,069 -7,055 -1,404 -6,400: -498 4,498
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.6 14.0 2.9 23.9 66.0 76.5 82.8: 23.5 17.2
Old : 100.0: 49.6 14.0 2.9 23.9 66.0 76.5 82.8: 23.5 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 : 82: 34 13 8 25 18 63 35:
Old : 82: 34 13 8 25 18 63 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 : 24.8 50.5 38.4 61.8 24.7 48.0 38.0 59.2
Old : 24.8 50.5 38.4 61.8 24.7 48.0 38.0 59.2
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, August 14, 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 : 117,264: 26,255 40,245 749 72,603 65,120 99,607 106,114: 17,657 11,150
Old : 117,264: 26,255 40,245 749 72,603 65,120 99,607 106,114: 17,657 11,150
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 7, 2007 :
: -4,559: -8,146 3,540 2 6,585 -5,186 -1,559 -1,644: -3,000 -2,915
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.4 34.3 0.6 61.9 55.5 84.9 90.5: 15.1 9.5
Old : 100.0: 22.4 34.3 0.6 61.9 55.5 84.9 90.5: 15.1 9.5
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 : 63: 21 21 2 11 13 34 34:
Old : 63: 21 21 2 11 13 34 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 : 57.5 40.8 69.3 61.8 57.3 38.2 68.4 59.2
Old : 57.5 40.8 69.3 61.8 57.3 38.2 68.4 59.2
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, August 14, 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 : 94,014: 26,630 14,915 643 61,276 73,010 88,549 88,568: 5,465 5,446
Old : 94,014: 26,630 14,915 643 61,276 73,010 88,549 88,568: 5,465 5,446
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 7, 2007 :
: -566: -527 4,128 -251 3,932 -6,474 3,154 -2,597: -3,720 2,031
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.3 15.9 0.7 65.2 77.7 94.2 94.2: 5.8 5.8
Old : 100.0: 28.3 15.9 0.7 65.2 77.7 94.2 94.2: 5.8 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 : 83: 33 23 3 16 17 50 42:
Old : 83: 33 23 3 16 17 50 42:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.6 67.2 69.9 75.2 37.0 40.8 46.7 48.6
Old : 51.6 67.2 69.9 75.2 37.0 40.8 46.7 48.6
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, August 14, 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 : 120,623: 58,864 17,506 1,935 32,309 83,052 93,108 102,493: 27,515 18,130
Old : 120,623: 58,864 17,506 1,935 32,309 83,052 93,108 102,493: 27,515 18,130
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 7, 2007 :
: -5,139: -15,451 -2,676 1,051 9,201 -1,082 -5,199 -2,707: 60 -2,432
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.8 14.5 1.6 26.8 68.9 77.2 85.0: 22.8 15.0
Old : 100.0: 48.8 14.5 1.6 26.8 68.9 77.2 85.0: 22.8 15.0
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 : 78: 33 18 3 17 17 51 37:
Old : 78: 33 18 3 17 17 51 37:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.9 37.6 50.9 55.6 39.9 35.6 50.8 53.3
Old : 39.9 37.6 50.9 55.6 39.9 35.6 50.8 53.3
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, August 14, 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 : 278,398: 57,759 79,648 3,172 178,281 169,749 239,212 252,569: 39,186 25,829
Old : 278,398: 57,759 79,648 3,172 178,281 169,749 239,212 252,569: 39,186 25,829
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 7, 2007 :
: 14,493: 10,649 -1,955 1,945 5,475 17,383 18,069 17,373: -3,576 -2,880
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.7 28.6 1.1 64.0 61.0 85.9 90.7: 14.1 9.3
Old : 100.0: 20.7 28.6 1.1 64.0 61.0 85.9 90.7: 14.1 9.3
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 : 119: 38 39 10 28 24 72 67:
Old : 119: 38 39 10 28 24 72 67:
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 : 47.5 48.1 58.8 61.8 47.4 46.7 58.7 60.3
Old : 47.5 48.1 58.8 61.8 47.4 46.7 58.7 60.3
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, August 14, 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 : 218,546: 90,832 26,158 4,081 71,894 158,307 166,807 188,546: 51,739 30,000
Old : 218,546: 90,832 26,158 4,081 71,894 158,307 166,807 188,546: 51,739 30,000
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 7, 2007 :
: -8,986: -20,802 -6,447 1,479 18,112 -2,719 -1,211 -7,687: -7,775 -1,299
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.6 12.0 1.9 32.9 72.4 76.3 86.3: 23.7 13.7
Old : 100.0: 41.6 12.0 1.9 32.9 72.4 76.3 86.3: 23.7 13.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 136: 60 31 12 30 28 96 65:
Old : 136: 60 31 12 30 28 96 65:
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 : 37.1 43.6 45.6 58.4 36.3 42.1 44.7 56.7
Old : 37.1 43.6 45.6 58.4 36.3 42.1 44.7 56.7
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, August 14, 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 : 31,708: 16,345 2,308 0 12,769 27,971 29,114 30,279: 2,594 1,429
Old : 31,708: 16,345 2,308 0 12,769 27,971 29,114 30,279: 2,594 1,429
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 7, 2007 :
: -908: -1,433 1,190 0 209 -2,028 -1,224 -838: 316 -70
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.5 7.3 0.0 40.3 88.2 91.8 95.5: 8.2 4.5
Old : 100.0: 51.5 7.3 0.0 40.3 88.2 91.8 95.5: 8.2 4.5
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 : 35: 14 4 0 11 11 25 15:
Old : 35: 14 4 0 11 11 25 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.8 70.4 78.3 84.7 64.8 68.0 78.3 82.4
Old : 64.8 70.4 78.3 84.7 64.8 68.0 78.3 82.4
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, August 14, 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 :11,518,161: 2,012,976 812,703 951,394 7,336,130 8,496,141 10,300,500 10,260,238: 1,217,661 1,257,923
Old :11,518,161: 2,012,976 812,703 951,394 7,336,130 8,496,141 10,300,500 10,260,238: 1,217,661 1,257,923
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 7, 2007 :
: -232,471: -142,417 3,313 -84,238 -134,785 -186,169 -361,440 -267,094: 128,969 34,623
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.5 7.1 8.3 63.7 73.8 89.4 89.1: 10.6 10.9
Old : 100.0: 17.5 7.1 8.3 63.7 73.8 89.4 89.1: 10.6 10.9
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 : 325: 76 51 102 166 173 288 290:
Old : 325: 76 51 102 166 173 288 290:
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 : 30.7 17.4 39.0 31.8 29.4 14.8 35.6 26.8
Old : 30.7 17.4 39.0 31.8 29.4 14.8 35.6 26.8
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, August 14, 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 : 635,924: 46,244 94,960 7,323 450,358 429,545 503,925 531,828: 131,999 104,096
Old : 635,924: 46,244 94,960 7,323 450,358 429,545 503,925 531,828: 131,999 104,096
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 7, 2007 :
: 12,616: -4,140 7,505 -2,838 11,896 658 4,918 5,325: 7,698 7,291
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.3 14.9 1.2 70.8 67.5 79.2 83.6: 20.8 16.4
Old : 100.0: 7.3 14.9 1.2 70.8 67.5 79.2 83.6: 20.8 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 : 205: 36 57 26 84 56 135 124:
Old : 205: 36 57 26 84 56 135 124:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.0 27.6 31.8 39.9 22.8 27.4 31.3 39.6
Old : 23.0 27.6 31.8 39.9 22.8 27.4 31.3 39.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
Commitments of Traders - Futures Only, August 14, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($50 X S&P 500 INDEX) :
: : :
All : 2,121,969: 370,333 700,528 37,944 1,527,630 1,202,460 1,935,907 1,940,932: 186,062 181,037
Old : 2,121,969: 370,333 700,528 37,944 1,527,630 1,202,460 1,935,907 1,940,932: 186,062 181,037
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 7, 2007 :
: 9,989: 28,419 13,342 -17,945 60,686 64,795 71,160 60,192: -61,171 -50,203
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.5 33.0 1.8 72.0 56.7 91.2 91.5: 8.8 8.5
Old : 100.0: 17.5 33.0 1.8 72.0 56.7 91.2 91.5: 8.8 8.5
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 : 346: 66 130 42 97 106 193 248:
Old : 346: 66 130 42 97 106 193 248:
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 : 29.8 18.1 40.2 27.8 22.7 14.1 33.1 23.4
Old : 29.8 18.1 40.2 27.8 22.7 14.1 33.1 23.4
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, August 14, 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 : 83,249: 6,267 25,836 0 70,901 53,940 77,168 79,776: 6,081 3,473
Old : 83,249: 6,267 25,836 0 70,901 53,940 77,168 79,776: 6,081 3,473
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 7, 2007 :
: -2,778: -1,706 -1,069 0 -20 -259 -1,726 -1,328: -1,052 -1,450
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.5 31.0 0.0 85.2 64.8 92.7 95.8: 7.3 4.2
Old : 100.0: 7.5 31.0 0.0 85.2 64.8 92.7 95.8: 7.3 4.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 87: 9 15 0 34 39 43 54:
Old : 87: 9 15 0 34 39 43 54:
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 : 43.0 39.6 65.3 54.4 42.6 38.9 64.1 53.8
Old : 43.0 39.6 65.3 54.4 42.6 38.9 64.1 53.8
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, August 14, 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 : 67,526: 3,568 21,706 8 57,098 35,068 60,674 56,782: 6,852 10,744
Old : 67,526: 3,568 21,706 8 57,098 35,068 60,674 56,782: 6,852 10,744
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 7, 2007 :
: 215: -1,474 1,112 -8 1,725 -1,236 243 -132: -28 347
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.3 32.1 0.0 84.6 51.9 89.9 84.1: 10.1 15.9
Old : 100.0: 5.3 32.1 0.0 84.6 51.9 89.9 84.1: 10.1 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 : 63: 8 16 1 28 19 37 35:
Old : 63: 8 16 1 28 19 37 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 : 44.8 40.7 64.4 59.4 44.8 37.5 58.5 52.3
Old : 44.8 40.7 64.4 59.4 44.8 37.5 58.5 52.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
Commitments of Traders - Futures Only, August 14, 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 : 429,354: 143,306 116,511 12,429 220,760 282,771 376,495 411,711: 52,859 17,643
Old : 429,354: 143,306 116,511 12,429 220,760 282,771 376,495 411,711: 52,859 17,643
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 7, 2007 :
: -20,829: -7,105 14,655 -3,108 -10,522 -26,198 -20,735 -14,651: -94 -6,178
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.4 27.1 2.9 51.4 65.9 87.7 95.9: 12.3 4.1
Old : 100.0: 33.4 27.1 2.9 51.4 65.9 87.7 95.9: 12.3 4.1
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 : 229: 73 64 16 48 56 128 129:
Old : 229: 73 64 16 48 56 128 129:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.3 36.0 44.3 50.3 30.2 35.9 41.0 50.1
Old : 30.3 36.0 44.3 50.3 30.2 35.9 41.0 50.1
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, August 14, 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 : 105,080: 42,572 19,252 1,619 34,581 75,452 78,772 96,323: 26,308 8,757
Old : 105,080: 42,572 19,252 1,619 34,581 75,452 78,772 96,323: 26,308 8,757
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 7, 2007 :
: -5,537: -10,399 -3,000 834 2,766 -2,585 -6,799 -4,751: 1,262 -786
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.5 18.3 1.5 32.9 71.8 75.0 91.7: 25.0 8.3
Old : 100.0: 40.5 18.3 1.5 32.9 71.8 75.0 91.7: 25.0 8.3
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 : 54: 25 8 3 11 15 36 26:
Old : 54: 25 8 3 11 15 36 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.5 67.1 47.1 79.3 27.7 66.0 41.7 75.2
Old : 30.5 67.1 47.1 79.3 27.7 66.0 41.7 75.2
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, August 14, 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 : 57,929: 366 10,349 6 49,873 42,046 50,245 52,401: 7,684 5,528
Old : 57,929: 366 10,349 6 49,873 42,046 50,245 52,401: 7,684 5,528
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 7, 2007 :
: 1,572: 0 -99 1 1,048 1,445 1,049 1,347: 523 225
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.6 17.9 0.0 86.1 72.6 86.7 90.5: 13.3 9.5
Old : 100.0: 0.6 17.9 0.0 86.1 72.6 86.7 90.5: 13.3 9.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 57: 1 20 1 24 20 26 40:
Old : 57: 1 20 1 24 20 26 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 : 55.1 42.8 74.1 59.8 53.9 42.1 71.7 59.1
Old : 55.1 42.8 74.1 59.8 53.9 42.1 71.7 59.1
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, August 14, 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 : 653,957: 60,390 263,440 1,972 578,684 347,040 641,046 612,452: 12,911 41,505
Old : 653,957: 60,390 263,440 1,972 578,684 347,040 641,046 612,452: 12,911 41,505
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 7, 2007 :
: -32,162: -4,216 -27,134 -327 -28,897 -9,936 -33,440 -37,397: 1,278 5,235
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.2 40.3 0.3 88.5 53.1 98.0 93.7: 2.0 6.3
Old : 100.0: 9.2 40.3 0.3 88.5 53.1 98.0 93.7: 2.0 6.3
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 : 259: 28 120 10 50 90 85 213:
Old : 259: 28 120 10 50 90 85 213:
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 16.5 77.4 27.3 45.2 14.7 69.3 23.5
Old : 48.1 16.5 77.4 27.3 45.2 14.7 69.3 23.5
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, August 14, 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 : 55,017: 12,290 16,016 35 32,210 28,173 44,535 44,224: 10,482 10,793
Old : 55,017: 12,290 16,016 35 32,210 28,173 44,535 44,224: 10,482 10,793
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 7, 2007 :
: 1,116: 897 1,340 35 -505 -986 427 389: 689 727
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.3 29.1 0.1 58.5 51.2 80.9 80.4: 19.1 19.6
Old : 100.0: 22.3 29.1 0.1 58.5 51.2 80.9 80.4: 19.1 19.6
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 : 78: 17 21 2 21 24 39 46:
Old : 78: 17 21 2 21 24 39 46:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.5 34.8 40.7 47.5 25.5 30.2 39.0 42.8
Old : 25.5 34.8 40.7 47.5 25.5 30.2 39.0 42.8
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, August 14, 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 : 50,090: 13,840 7,655 184 29,158 31,185 43,182 39,024: 6,908 11,066
Old : 50,090: 13,840 7,655 184 29,158 31,185 43,182 39,024: 6,908 11,066
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 7, 2007 :
: 1,065: 639 1,052 15 -628 2,640 26 3,707: 1,039 -2,642
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.6 15.3 0.4 58.2 62.3 86.2 77.9: 13.8 22.1
Old : 100.0: 27.6 15.3 0.4 58.2 62.3 86.2 77.9: 13.8 22.1
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: 18 9 1 18 17 36 27:
Old : 60: 18 9 1 18 17 36 27:
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 : 35.7 36.2 53.2 54.2 30.3 35.6 47.4 51.4
Old : 35.7 36.2 53.2 54.2 30.3 35.6 47.4 51.4
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, August 14, 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 : 24,754: 5,460 859 1,784 14,215 19,275 21,459 21,918: 3,295 2,836
Old : 24,754: 5,460 859 1,784 14,215 19,275 21,459 21,918: 3,295 2,836
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 7, 2007 :
: 3,194: -3 324 1,181 42 -6 1,220 1,499: 1,974 1,695
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.1 3.5 7.2 57.4 77.9 86.7 88.5: 13.3 11.5
Old : 100.0: 22.1 3.5 7.2 57.4 77.9 86.7 88.5: 13.3 11.5
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 : 25: 9 4 2 8 5 18 10:
Old : 25: 9 4 2 8 5 18 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 : 56.8 83.5 76.5 88.1 56.1 78.7 70.8 81.3
Old : 56.8 83.5 76.5 88.1 56.1 78.7 70.8 81.3
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, August 14, 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 : 48,060: 13,576 6,979 4,497 20,302 20,569 38,375 32,045: 9,685 16,015
Old : 48,060: 13,576 6,979 4,497 20,302 20,569 38,375 32,045: 9,685 16,015
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 7, 2007 :
: 2,822: 1,781 -15 76 568 727 2,425 788: 397 2,034
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.2 14.5 9.4 42.2 42.8 79.8 66.7: 20.2 33.3
Old : 100.0: 28.2 14.5 9.4 42.2 42.8 79.8 66.7: 20.2 33.3
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 : 57: 12 12 8 24 28 41 44:
Old : 57: 12 12 8 24 28 41 44:
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 : 35.0 17.0 49.5 30.3 28.1 15.3 37.2 24.3
Old : 35.0 17.0 49.5 30.3 28.1 15.3 37.2 24.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 17, 2007