BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders - Futures Only, August 28, 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 : 4,272: 198 0 0 3,071 4,121 3,269 4,121: 1,003 151
Old : 4,272: 198 0 0 3,071 4,121 3,269 4,121: 1,003 151
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 21, 2007 :
: 35: -116 0 -1 31 -22 -86 -23: 121 58
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.6 0.0 0.0 71.9 96.5 76.5 96.5: 23.5 3.5
Old : 100.0: 4.6 0.0 0.0 71.9 96.5 76.5 96.5: 23.5 3.5
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 : 21: 2 0 0 14 9 16 9:
Old : 21: 2 0 0 14 9 16 9:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.7 82.6 65.1 96.2 47.7 82.3 65.1 93.5
Old : 47.7 82.6 65.1 96.2 47.7 82.3 65.1 93.5
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 28, 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 : 36,344: 9,099 1,137 688 20,828 26,501 30,615 28,326: 5,729 8,018
Old : 36,344: 9,099 1,137 688 20,828 26,501 30,615 28,326: 5,729 8,018
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 21, 2007 :
: 613: 45 21 -12 256 444 289 453: 324 160
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.0 3.1 1.9 57.3 72.9 84.2 77.9: 15.8 22.1
Old : 100.0: 25.0 3.1 1.9 57.3 72.9 84.2 77.9: 15.8 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 : 64: 20 7 15 26 24 53 39:
Old : 64: 20 7 15 26 24 53 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 : 40.0 39.4 56.8 54.7 40.0 38.8 56.6 53.8
Old : 40.0 39.4 56.8 54.7 40.0 38.8 56.6 53.8
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 28, 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 : 175,910: 33,177 27,052 37,078 90,133 82,746 160,388 146,876: 15,522 29,034
Old : 72,816: 16,575 40,368 1,043 51,886 20,954 69,504 62,365: 3,312 10,451
Other: 103,094: 40,530 10,612 12,107 38,247 61,792 90,884 84,511: 12,210 18,583
: : :
: : Changes in Commitments from: August 21, 2007 :
: 4,065: 2,090 141 -52 1,651 2,870 3,689 2,959: 376 1,106
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.9 15.4 21.1 51.2 47.0 91.2 83.5: 8.8 16.5
Old : 100.0: 22.8 55.4 1.4 71.3 28.8 95.5 85.6: 4.5 14.4
Other: 100.0: 39.3 10.3 11.7 37.1 59.9 88.2 82.0: 11.8 18.0
: : :
:# Traders : Number of Traders in Each Category :
All : 197: 58 52 63 32 48 135 138:
Old : 173: 38 71 6 21 44 61 119:
Other: 157: 64 21 32 29 46 109 91:
:----------------------------------------------------------------------------------------------------
: 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 24.5 40.5 33.7 26.2 18.8 36.8 26.2
Old : 50.5 17.2 66.4 29.4 50.5 17.2 66.4 29.4
Other: 25.0 33.9 37.8 43.7 18.9 22.7 27.9 31.4
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders - Futures Only, August 28, 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 : 228,259: 57,952 34,442 40,652 112,285 107,520 210,889 182,614: 17,370 45,645
Old : 228,259: 57,952 34,442 40,652 112,285 107,520 210,889 182,614: 17,370 45,645
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 21, 2007 :
: 4,576: 8,718 -4,057 1,110 -3,609 3,414 6,219 467: -1,643 4,109
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.4 15.1 17.8 49.2 47.1 92.4 80.0: 7.6 20.0
Old : 100.0: 25.4 15.1 17.8 49.2 47.1 92.4 80.0: 7.6 20.0
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 : 271: 77 59 66 50 115 164 212:
Old : 271: 77 59 66 50 115 164 212:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.8 14.1 40.0 21.1 26.8 13.9 39.9 20.5
Old : 26.8 14.1 40.0 21.1 26.8 13.9 39.9 20.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
Commitments of Traders - Futures Only, August 28, 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 : 6,830: 2,431 2,579 516 2,189 1,889 5,136 4,984: 1,694 1,846
Old : 6,830: 2,431 2,579 516 2,189 1,889 5,136 4,984: 1,694 1,846
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 21, 2007 :
: -788: 202 519 -712 -309 -393 -819 -586: 31 -202
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.6 37.8 7.6 32.0 27.7 75.2 73.0: 24.8 27.0
Old : 100.0: 35.6 37.8 7.6 32.0 27.7 75.2 73.0: 24.8 27.0
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 : 64: 18 21 9 12 18 35 47:
Old : 64: 18 21 9 12 18 35 47:
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 : 30.6 21.0 44.6 34.0 30.0 18.9 41.2 29.9
Old : 30.6 21.0 44.6 34.0 30.0 18.9 41.2 29.9
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 28, 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 : 29,356: 11,879 3,276 4,092 8,130 5,449 24,101 12,817: 5,255 16,539
Old : 29,356: 11,879 3,276 4,092 8,130 5,449 24,101 12,817: 5,255 16,539
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 21, 2007 :
: 1,834: 660 -493 603 406 329 1,669 439: 165 1,395
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.5 11.2 13.9 27.7 18.6 82.1 43.7: 17.9 56.3
Old : 100.0: 40.5 11.2 13.9 27.7 18.6 82.1 43.7: 17.9 56.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 125: 44 22 23 31 38 89 73:
Old : 125: 44 22 23 31 38 89 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 : 20.6 11.1 31.3 17.9 16.2 7.4 26.2 11.8
Old : 20.6 11.1 31.3 17.9 16.2 7.4 26.2 11.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
Commitments of Traders - Futures Only, August 28, 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 : 133,856: 68,013 22,919 2,516 36,520 88,212 107,049 113,647: 26,807 20,209
Old : 133,856: 68,013 22,919 2,516 36,520 88,212 107,049 113,647: 26,807 20,209
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 21, 2007 :
: 5,265: 7,969 2,908 -1,244 -1,812 3,152 4,913 4,816: 352 449
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.8 17.1 1.9 27.3 65.9 80.0 84.9: 20.0 15.1
Old : 100.0: 50.8 17.1 1.9 27.3 65.9 80.0 84.9: 20.0 15.1
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 : 83: 32 15 8 25 20 60 40:
Old : 83: 32 15 8 25 20 60 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 : 25.7 51.5 41.5 64.2 25.7 48.0 40.6 60.5
Old : 25.7 51.5 41.5 64.2 25.7 48.0 40.6 60.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
Commitments of Traders - Futures Only, August 28, 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 : 118,870: 17,923 36,046 2 89,323 69,527 107,248 105,575: 11,622 13,295
Old : 118,870: 17,923 36,046 2 89,323 69,527 107,248 105,575: 11,622 13,295
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 21, 2007 :
: 7,135: 3,281 4,125 -76 4,168 1,877 7,373 5,926: -238 1,209
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.1 30.3 0.0 75.1 58.5 90.2 88.8: 9.8 11.2
Old : 100.0: 15.1 30.3 0.0 75.1 58.5 90.2 88.8: 9.8 11.2
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 : 53: 15 16 1 9 16 25 32:
Old : 53: 15 16 1 9 16 25 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 : 71.1 38.5 81.3 60.1 70.9 35.5 79.6 57.1
Old : 71.1 38.5 81.3 60.1 70.9 35.5 79.6 57.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
Commitments of Traders - Futures Only, August 28, 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 : 101,179: 10,761 30,963 568 84,807 65,280 96,136 96,811: 5,043 4,368
Old : 101,179: 10,761 30,963 568 84,807 65,280 96,136 96,811: 5,043 4,368
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 21, 2007 :
: -325: 1,087 -2,845 365 -1,973 1,986 -521 -494: 196 169
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.6 30.6 0.6 83.8 64.5 95.0 95.7: 5.0 4.3
Old : 100.0: 10.6 30.6 0.6 83.8 64.5 95.0 95.7: 5.0 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 : 76: 20 31 4 17 11 39 45:
Old : 76: 20 31 4 17 11 39 45:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.8 67.9 77.2 82.1 45.2 46.5 57.8 57.8
Old : 60.8 67.9 77.2 82.1 45.2 46.5 57.8 57.8
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 28, 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 : 123,570: 55,525 20,954 1,237 45,882 85,074 102,644 107,265: 20,926 16,305
Old : 123,570: 55,525 20,954 1,237 45,882 85,074 102,644 107,265: 20,926 16,305
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 21, 2007 :
: 6,002: 6,695 1,263 -751 2,669 6,672 8,613 7,184: -2,611 -1,182
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.9 17.0 1.0 37.1 68.8 83.1 86.8: 16.9 13.2
Old : 100.0: 44.9 17.0 1.0 37.1 68.8 83.1 86.8: 16.9 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 : 74: 24 22 5 18 19 46 42:
Old : 74: 24 22 5 18 19 46 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 : 50.2 35.6 61.6 53.2 50.2 33.1 61.4 50.3
Old : 50.2 35.6 61.6 53.2 50.2 33.1 61.4 50.3
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 28, 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 : 276,995: 66,128 56,282 2,144 173,334 195,871 241,606 254,297: 35,389 22,698
Old : 276,995: 66,128 56,282 2,144 173,334 195,871 241,606 254,297: 35,389 22,698
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 21, 2007 :
: 3,987: 4,910 -3,420 -490 -216 8,038 4,204 4,128: -217 -141
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.9 20.3 0.8 62.6 70.7 87.2 91.8: 12.8 8.2
Old : 100.0: 23.9 20.3 0.8 62.6 70.7 87.2 91.8: 12.8 8.2
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 : 113: 37 36 6 26 24 67 62:
Old : 113: 37 36 6 26 24 67 62:
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 52.7 60.0 65.3 47.7 50.8 59.5 63.4
Old : 48.1 52.7 60.0 65.3 47.7 50.8 59.5 63.4
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 28, 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 : 221,098: 74,495 31,669 5,085 98,326 152,882 177,906 189,636: 43,192 31,462
Old : 221,098: 74,495 31,669 5,085 98,326 152,882 177,906 189,636: 43,192 31,462
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 21, 2007 :
: 5,072: 458 -3,905 -413 9,793 5,510 9,838 1,192: -4,766 3,880
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.7 14.3 2.3 44.5 69.1 80.5 85.8: 19.5 14.2
Old : 100.0: 33.7 14.3 2.3 44.5 69.1 80.5 85.8: 19.5 14.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 135: 53 35 16 31 30 92 73:
Old : 135: 53 35 16 31 30 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 : 44.0 42.7 50.0 57.6 43.0 41.4 49.0 56.0
Old : 44.0 42.7 50.0 57.6 43.0 41.4 49.0 56.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
Commitments of Traders - Futures Only, August 28, 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 : 29,236: 8,429 4,604 105 18,194 22,069 26,728 26,778: 2,508 2,458
Old : 29,236: 8,429 4,604 105 18,194 22,069 26,728 26,778: 2,508 2,458
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 21, 2007 :
: -306: -3,483 1,577 0 3,005 -2,862 -478 -1,285: 172 979
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.8 15.7 0.4 62.2 75.5 91.4 91.6: 8.6 8.4
Old : 100.0: 28.8 15.7 0.4 62.2 75.5 91.4 91.6: 8.6 8.4
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 : 34: 11 5 1 13 12 24 18:
Old : 34: 11 5 1 13 12 24 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.5 67.7 77.7 83.7 60.2 67.4 75.8 80.0
Old : 60.5 67.7 77.7 83.7 60.2 67.4 75.8 80.0
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, August 28, 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 : 61,216: 19,573 19,606 3,772 34,918 34,208 58,263 57,586: 2,953 3,630
Old : 61,216: 19,573 19,606 3,772 34,918 34,208 58,263 57,586: 2,953 3,630
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 21, 2007 :
: 12,204: 10,710 4,428 -2,300 4,543 9,186 12,953 11,314: -749 890
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.0 32.0 6.2 57.0 55.9 95.2 94.1: 4.8 5.9
Old : 100.0: 32.0 32.0 6.2 57.0 55.9 95.2 94.1: 4.8 5.9
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 : 23: 4 1 2 15 9 20 11:
Old : 23: 4 1 2 15 9 20 11:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.7 76.8 72.3 90.6 53.2 74.7 68.0 80.5
Old : 54.7 76.8 72.3 90.6 53.2 74.7 68.0 80.5
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 28, 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 :11,107,037: 1,609,016 499,321 1,268,215 7,075,473 8,133,400 9,952,704 9,900,936: 1,154,333 1,206,101
Old :11,107,037: 1,609,016 499,321 1,268,215 7,075,473 8,133,400 9,952,704 9,900,936: 1,154,333 1,206,101
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 21, 2007 :
: -115,038: -86,251 -134,849 4,990 22,746 53,998 -58,515 -75,861: -56,523 -39,177
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.5 4.5 11.4 63.7 73.2 89.6 89.1: 10.4 10.9
Old : 100.0: 14.5 4.5 11.4 63.7 73.2 89.6 89.1: 10.4 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 : 313: 82 42 87 166 161 285 259:
Old : 313: 82 42 87 166 161 285 259:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.2 20.1 37.5 34.9 26.9 16.4 32.9 30.1
Old : 29.2 20.1 37.5 34.9 26.9 16.4 32.9 30.1
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, August 28, 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 : 675,892: 53,115 97,669 10,011 489,584 465,574 552,710 573,254: 123,182 102,638
Old : 675,892: 53,115 97,669 10,011 489,584 465,574 552,710 573,254: 123,182 102,638
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 21, 2007 :
: 26,880: 643 254 3,201 21,607 16,251 25,451 19,706: 1,429 7,174
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.9 14.5 1.5 72.4 68.9 81.8 84.8: 18.2 15.2
Old : 100.0: 7.9 14.5 1.5 72.4 68.9 81.8 84.8: 18.2 15.2
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 : 200: 41 43 23 90 61 144 114:
Old : 200: 41 43 23 90 61 144 114:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.4 26.3 32.8 40.2 21.0 25.9 31.8 39.3
Old : 21.4 26.3 32.8 40.2 21.0 25.9 31.8 39.3
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 28, 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 : 2,115,440: 332,784 697,934 60,877 1,500,344 1,172,578 1,894,005 1,931,389: 221,435 184,051
Old : 2,115,440: 332,784 697,934 60,877 1,500,344 1,172,578 1,894,005 1,931,389: 221,435 184,051
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 21, 2007 :
: 29,859: 3,577 -9,354 20,936 -16,562 1,234 7,951 12,816: 21,908 17,043
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.7 33.0 2.9 70.9 55.4 89.5 91.3: 10.5 8.7
Old : 100.0: 15.7 33.0 2.9 70.9 55.4 89.5 91.3: 10.5 8.7
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 : 337: 63 121 36 99 110 183 246:
Old : 337: 63 121 36 99 110 183 246:
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 : 26.7 18.4 37.9 28.3 20.3 15.0 30.8 23.6
Old : 26.7 18.4 37.9 28.3 20.3 15.0 30.8 23.6
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, August 28, 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 : 84,978: 6,372 27,076 49 71,127 53,714 77,548 80,839: 7,430 4,139
Old : 84,978: 6,372 27,076 49 71,127 53,714 77,548 80,839: 7,430 4,139
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 21, 2007 :
: 725: -705 -560 49 2,334 94 1,678 -417: -953 1,142
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.5 31.9 0.1 83.7 63.2 91.3 95.1: 8.7 4.9
Old : 100.0: 7.5 31.9 0.1 83.7 63.2 91.3 95.1: 8.7 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 : 86: 7 16 2 34 38 43 54:
Old : 86: 7 16 2 34 38 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 : 40.1 39.4 63.1 54.5 39.7 38.9 62.0 54.0
Old : 40.1 39.4 63.1 54.5 39.7 38.9 62.0 54.0
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 28, 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 : 67,903: 3,424 24,660 7 58,133 33,717 61,564 58,384: 6,339 9,519
Old : 67,903: 3,424 24,660 7 58,133 33,717 61,564 58,384: 6,339 9,519
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 21, 2007 :
: 247: 414 1,009 4 155 -484 573 529: -326 -282
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.0 36.3 0.0 85.6 49.7 90.7 86.0: 9.3 14.0
Old : 100.0: 5.0 36.3 0.0 85.6 49.7 90.7 86.0: 9.3 14.0
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 : 63: 11 14 1 27 19 39 33:
Old : 63: 11 14 1 27 19 39 33:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.4 43.1 65.2 61.3 44.6 39.9 59.2 54.4
Old : 48.4 43.1 65.2 61.3 44.6 39.9 59.2 54.4
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, August 28, 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 : 410,512: 124,741 131,035 13,576 234,893 248,291 373,210 392,902: 37,302 17,610
Old : 410,512: 124,741 131,035 13,576 234,893 248,291 373,210 392,902: 37,302 17,610
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 21, 2007 :
: -7,518: -4,182 2,599 2,005 183 -12,371 -1,994 -7,767: -5,524 249
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.4 31.9 3.3 57.2 60.5 90.9 95.7: 9.1 4.3
Old : 100.0: 30.4 31.9 3.3 57.2 60.5 90.9 95.7: 9.1 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 : 225: 71 65 16 51 52 130 125:
Old : 225: 71 65 16 51 52 130 125:
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 : 30.1 34.1 46.7 49.4 29.6 33.9 45.1 49.2
Old : 30.1 34.1 46.7 49.4 29.6 33.9 45.1 49.2
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 28, 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 : 96,642: 23,209 11,250 264 53,347 72,862 76,820 84,376: 19,822 12,266
Old : 96,642: 23,209 11,250 264 53,347 72,862 76,820 84,376: 19,822 12,266
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 21, 2007 :
: 741: -988 -7,971 -834 2,168 6,364 346 -2,441: 395 3,182
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.0 11.6 0.3 55.2 75.4 79.5 87.3: 20.5 12.7
Old : 100.0: 24.0 11.6 0.3 55.2 75.4 79.5 87.3: 20.5 12.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 46: 16 10 1 14 12 30 23:
Old : 46: 16 10 1 14 12 30 23:
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 66.2 60.2 77.4 45.2 65.8 55.7 75.0
Old : 49.5 66.2 60.2 77.4 45.2 65.8 55.7 75.0
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 28, 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 : 58,341: 0 10,297 112 50,180 42,278 50,292 52,687: 8,049 5,654
Old : 58,341: 0 10,297 112 50,180 42,278 50,292 52,687: 8,049 5,654
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 21, 2007 :
: 250: -562 -175 94 795 78 327 -3: -77 253
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 17.6 0.2 86.0 72.5 86.2 90.3: 13.8 9.7
Old : 100.0: 0.0 17.6 0.2 86.0 72.5 86.2 90.3: 13.8 9.7
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 : 56: 0 20 3 23 20 26 41:
Old : 56: 0 20 3 23 20 26 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 : 57.6 42.1 76.2 58.8 56.5 41.4 73.9 57.9
Old : 57.6 42.1 76.2 58.8 56.5 41.4 73.9 57.9
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 28, 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 : 598,964: 62,708 229,658 3,451 521,130 329,309 587,289 562,418: 11,675 36,546
Old : 598,964: 62,708 229,658 3,451 521,130 329,309 587,289 562,418: 11,675 36,546
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 21, 2007 :
: 9,107: 1,941 7,440 697 8,879 5,389 11,517 13,526: -2,410 -4,419
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.5 38.3 0.6 87.0 55.0 98.1 93.9: 1.9 6.1
Old : 100.0: 10.5 38.3 0.6 87.0 55.0 98.1 93.9: 1.9 6.1
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 : 263: 27 119 19 55 93 93 221:
Old : 263: 27 119 19 55 93 93 221:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.2 17.7 74.2 28.2 42.2 15.3 65.7 23.8
Old : 47.2 17.7 74.2 28.2 42.2 15.3 65.7 23.8
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 28, 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 : 61,116: 13,619 23,851 8 38,050 28,751 51,677 52,610: 9,439 8,506
Old : 61,116: 13,619 23,851 8 38,050 28,751 51,677 52,610: 9,439 8,506
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 21, 2007 :
: 2,611: 830 4,845 7 3,205 1,258 4,042 6,110: -1,431 -3,499
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.3 39.0 0.0 62.3 47.0 84.6 86.1: 15.4 13.9
Old : 100.0: 22.3 39.0 0.0 62.3 47.0 84.6 86.1: 15.4 13.9
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 : 81: 19 24 2 22 21 42 46:
Old : 81: 19 24 2 22 21 42 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 : 24.5 36.4 41.6 54.4 24.5 31.9 40.2 49.9
Old : 24.5 36.4 41.6 54.4 24.5 31.9 40.2 49.9
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 28, 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 : 57,715: 21,660 6,299 202 28,064 30,882 49,926 37,383: 7,789 20,332
Old : 57,715: 21,660 6,299 202 28,064 30,882 49,926 37,383: 7,789 20,332
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 21, 2007 :
: 162: 4,024 -630 6 -4,440 1,127 -410 503: 572 -341
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.5 10.9 0.3 48.6 53.5 86.5 64.8: 13.5 35.2
Old : 100.0: 37.5 10.9 0.3 48.6 53.5 86.5 64.8: 13.5 35.2
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: 22 8 2 19 18 42 27:
Old : 63: 22 8 2 19 18 42 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 : 28.9 33.9 48.7 45.9 28.7 30.4 45.6 40.4
Old : 28.9 33.9 48.7 45.9 28.7 30.4 45.6 40.4
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 28, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (GSCI X $250) :
: : :
All : 20,513: 5,073 2,343 270 14,531 17,436 19,874 20,049: 639 464
Old : 20,513: 5,073 2,343 270 14,531 17,436 19,874 20,049: 639 464
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 21, 2007 :
: 851: 155 -58 0 732 777 887 719: -36 132
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.7 11.4 1.3 70.8 85.0 96.9 97.7: 3.1 2.3
Old : 100.0: 24.7 11.4 1.3 70.8 85.0 96.9 97.7: 3.1 2.3
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 : 25: 8 5 1 8 4 17 9:
Old : 25: 8 5 1 8 4 17 9:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 71.0 91.0 88.5 97.2 71.0 91.0 88.5 96.1
Old : 71.0 91.0 88.5 97.2 71.0 91.0 88.5 96.1
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 28, 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 : 51,793: 12,221 7,887 4,603 25,396 19,894 42,220 32,384: 9,573 19,409
Old : 51,793: 12,221 7,887 4,603 25,396 19,894 42,220 32,384: 9,573 19,409
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 21, 2007 :
: 511: -1,167 1,148 251 1,334 4 418 1,403: 93 -892
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.6 15.2 8.9 49.0 38.4 81.5 62.5: 18.5 37.5
Old : 100.0: 23.6 15.2 8.9 49.0 38.4 81.5 62.5: 18.5 37.5
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 : 55: 10 12 7 23 28 37 44:
Old : 55: 10 12 7 23 28 37 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 : 37.2 17.0 53.6 28.7 30.4 14.3 42.6 23.2
Old : 37.2 17.0 53.6 28.7 30.4 14.3 42.6 23.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 31, 2007