BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders - Futures Only, September 18, 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 : 3,733: 234 92 15 2,720 3,430 2,969 3,537: 764 196
Old : 3,733: 234 92 15 2,720 3,430 2,969 3,537: 764 196
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 11, 2007 :
: 181: -5 92 13 218 51 226 156: -45 25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.3 2.5 0.4 72.9 91.9 79.5 94.7: 20.5 5.3
Old : 100.0: 6.3 2.5 0.4 72.9 91.9 79.5 94.7: 20.5 5.3
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 : 26: 3 3 3 15 11 20 15:
Old : 26: 3 3 3 15 11 20 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 : 47.0 75.9 64.0 89.7 47.0 75.7 64.0 87.2
Old : 47.0 75.9 64.0 89.7 47.0 75.7 64.0 87.2
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, September 18, 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 : 34,819: 7,815 1,745 518 20,214 24,988 28,547 27,251: 6,272 7,568
Old : 34,819: 7,815 1,745 518 20,214 24,988 28,547 27,251: 6,272 7,568
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 11, 2007 :
: 1,295: 10 352 36 1,022 854 1,068 1,242: 227 53
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.4 5.0 1.5 58.1 71.8 82.0 78.3: 18.0 21.7
Old : 100.0: 22.4 5.0 1.5 58.1 71.8 82.0 78.3: 18.0 21.7
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 : 61: 18 8 12 25 23 49 37:
Old : 61: 18 8 12 25 23 49 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 : 42.4 37.2 57.3 52.6 42.4 36.3 57.0 51.5
Old : 42.4 37.2 57.3 52.6 42.4 36.3 57.0 51.5
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, September 18, 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 : 175,884: 33,648 28,238 34,111 90,495 79,840 158,254 142,189: 17,630 33,695
Old : 28,525: 9,470 9,992 208 14,322 12,408 24,000 22,608: 4,525 5,917
Other: 147,359: 28,809 22,877 29,272 76,173 67,432 134,254 119,581: 13,105 27,778
: : :
: : Changes in Commitments from: September 11, 2007 :
: 4,062: -19 375 3,218 455 -1,117 3,654 2,476: 408 1,586
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.1 16.1 19.4 51.5 45.4 90.0 80.8: 10.0 19.2
Old : 100.0: 33.2 35.0 0.7 50.2 43.5 84.1 79.3: 15.9 20.7
Other: 100.0: 19.6 15.5 19.9 51.7 45.8 91.1 81.1: 8.9 18.9
: : :
:# Traders : Number of Traders in Each Category :
All : 209: 55 66 76 28 48 135 159:
Old : 133: 43 36 2 18 37 61 75:
Other: 198: 51 70 60 27 48 121 146:
:----------------------------------------------------------------------------------------------------
: 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 22.9 40.8 32.1 26.7 18.8 37.1 25.7
Old : 33.2 30.9 46.2 43.1 33.2 30.9 46.2 43.1
Other: 26.9 24.2 40.8 33.6 26.1 18.4 38.0 24.9
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders - Futures Only, September 18, 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 : 231,028: 56,766 34,237 41,326 113,872 107,742 211,964 183,305: 19,064 47,723
Old : 231,028: 56,766 34,237 41,326 113,872 107,742 211,964 183,305: 19,064 47,723
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 11, 2007 :
: 3,920: -3,053 1,428 5,201 335 -2,006 2,483 4,623: 1,437 -703
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.6 14.8 17.9 49.3 46.6 91.7 79.3: 8.3 20.7
Old : 100.0: 24.6 14.8 17.9 49.3 46.6 91.7 79.3: 8.3 20.7
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 : 288: 76 64 80 61 113 192 221:
Old : 288: 76 64 80 61 113 192 221:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.2 14.7 40.1 22.7 27.2 14.5 40.0 21.2
Old : 27.2 14.7 40.1 22.7 27.2 14.5 40.0 21.2
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, September 18, 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 : 6,049: 2,469 3,343 329 1,772 420 4,570 4,092: 1,479 1,957
Old : 6,049: 2,469 3,343 329 1,772 420 4,570 4,092: 1,479 1,957
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 11, 2007 :
: 241: 132 333 95 4 -273 231 155: 10 86
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.8 55.3 5.4 29.3 6.9 75.5 67.6: 24.5 32.4
Old : 100.0: 40.8 55.3 5.4 29.3 6.9 75.5 67.6: 24.5 32.4
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 : 53: 19 21 5 10 8 31 33:
Old : 53: 19 21 5 10 8 31 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 : 40.9 29.9 56.0 42.5 40.9 29.9 52.8 41.2
Old : 40.9 29.9 56.0 42.5 40.9 29.9 52.8 41.2
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, September 18, 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 : 28,314: 12,558 3,247 3,743 7,299 5,659 23,600 12,649: 4,714 15,665
Old : 28,314: 12,558 3,247 3,743 7,299 5,659 23,600 12,649: 4,714 15,665
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 11, 2007 :
: -2,124: -525 639 -876 -596 -891 -1,997 -1,128: -127 -996
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.4 11.5 13.2 25.8 20.0 83.4 44.7: 16.6 55.3
Old : 100.0: 44.4 11.5 13.2 25.8 20.0 83.4 44.7: 16.6 55.3
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 : 130: 48 22 22 28 37 90 74:
Old : 130: 48 22 22 28 37 90 74:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.1 9.7 30.9 17.2 16.4 7.7 27.9 12.6
Old : 19.1 9.7 30.9 17.2 16.4 7.7 27.9 12.6
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, September 18, 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 : 167,680: 88,758 8,930 7,683 33,172 125,869 129,613 142,482: 38,067 25,198
Old : 167,680: 88,758 8,930 7,683 33,172 125,869 129,613 142,482: 38,067 25,198
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 11, 2007 :
: 22,292: 10,609 -10,465 3,637 2,577 22,527 16,823 15,699: 5,469 6,593
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.9 5.3 4.6 19.8 75.1 77.3 85.0: 22.7 15.0
Old : 100.0: 52.9 5.3 4.6 19.8 75.1 77.3 85.0: 22.7 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 : 88: 43 10 13 24 18 73 36:
Old : 88: 43 10 13 24 18 73 36:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.6 49.9 35.4 68.2 22.6 47.5 34.4 61.8
Old : 22.6 49.9 35.4 68.2 22.6 47.5 34.4 61.8
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, September 18, 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 : 66,122: 28,647 23,158 3 16,440 34,060 45,090 57,221: 21,032 8,901
Old : 66,122: 28,647 23,158 3 16,440 34,060 45,090 57,221: 21,032 8,901
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 11, 2007 :
: -69,923: 2,120 -708 -1,873 -73,718 -62,827 -73,471 -65,408: 3,548 -4,515
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.3 35.0 0.0 24.9 51.5 68.2 86.5: 31.8 13.5
Old : 100.0: 43.3 35.0 0.0 24.9 51.5 68.2 86.5: 31.8 13.5
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 : 54: 23 14 2 9 10 34 24:
Old : 54: 23 14 2 9 10 34 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.0 47.4 47.7 67.1 32.0 46.5 44.7 66.1
Old : 35.0 47.4 47.7 67.1 32.0 46.5 44.7 66.1
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, September 18, 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 : 72,554: 9,948 38,020 0 58,397 31,056 68,345 69,076: 4,209 3,478
Old : 72,554: 9,948 38,020 0 58,397 31,056 68,345 69,076: 4,209 3,478
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 11, 2007 :
: -56,293: -6,857 8,082 -2,624 -45,375 -61,445 -54,856 -55,987: -1,437 -306
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.7 52.4 0.0 80.5 42.8 94.2 95.2: 5.8 4.8
Old : 100.0: 13.7 52.4 0.0 80.5 42.8 94.2 95.2: 5.8 4.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 79: 20 34 0 14 12 34 46:
Old : 79: 20 34 0 14 12 34 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 : 67.4 69.1 78.8 77.7 67.4 69.1 78.8 77.7
Old : 67.4 69.1 78.8 77.7 67.4 69.1 78.8 77.7
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, September 18, 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 : 78,793: 38,917 25,524 1,084 17,150 36,868 57,151 63,476: 21,642 15,317
Old : 78,793: 38,917 25,524 1,084 17,150 36,868 57,151 63,476: 21,642 15,317
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 11, 2007 :
: -64,395: -23,152 5,046 -3,525 -34,079 -62,687 -60,756 -61,166: -3,639 -3,229
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.4 32.4 1.4 21.8 46.8 72.5 80.6: 27.5 19.4
Old : 100.0: 49.4 32.4 1.4 21.8 46.8 72.5 80.6: 27.5 19.4
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 : 64: 18 24 6 11 15 33 41:
Old : 64: 18 24 6 11 15 33 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 : 40.5 27.6 53.6 43.9 40.1 27.6 53.3 43.7
Old : 40.5 27.6 53.6 43.9 40.1 27.6 53.3 43.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
Commitments of Traders - Futures Only, September 18, 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 : 168,189: 41,534 62,601 1,078 93,739 84,116 136,351 147,795: 31,838 20,394
Old : 168,189: 41,534 62,601 1,078 93,739 84,116 136,351 147,795: 31,838 20,394
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 11, 2007 :
: -131,349: -21,199 5,453 -127 -101,513 -130,694 -122,839 -125,368: -8,510 -5,981
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.7 37.2 0.6 55.7 50.0 81.1 87.9: 18.9 12.1
Old : 100.0: 24.7 37.2 0.6 55.7 50.0 81.1 87.9: 18.9 12.1
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 : 99: 31 34 6 26 15 61 51:
Old : 99: 31 34 6 26 15 61 51:
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 : 36.9 45.6 49.1 62.2 36.7 45.5 48.8 62.0
Old : 36.9 45.6 49.1 62.2 36.7 45.5 48.8 62.0
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, September 18, 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 : 203,437: 123,169 37,120 1,320 25,057 136,525 149,546 174,965: 53,891 28,472
Old : 203,437: 123,169 37,120 1,320 25,057 136,525 149,546 174,965: 53,891 28,472
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 11, 2007 :
: -31,732: 36,693 8,858 -1,109 -68,039 -37,163 -32,455 -29,414: 723 -2,318
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.5 18.2 0.6 12.3 67.1 73.5 86.0: 26.5 14.0
Old : 100.0: 60.5 18.2 0.6 12.3 67.1 73.5 86.0: 26.5 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 : 140: 68 30 8 24 27 96 61:
Old : 140: 68 30 8 24 27 96 61:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.7 44.1 33.4 59.6 24.5 44.1 33.2 59.6
Old : 24.7 44.1 33.4 59.6 24.5 44.1 33.2 59.6
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, September 18, 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 : 19,015: 14,444 3,272 154 2,553 14,342 17,151 17,768: 1,864 1,247
Old : 19,015: 14,444 3,272 154 2,553 14,342 17,151 17,768: 1,864 1,247
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 11, 2007 :
: -14,383: 431 -1,067 -138 -14,367 -12,820 -14,074 -14,025: -309 -358
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.0 17.2 0.8 13.4 75.4 90.2 93.4: 9.8 6.6
Old : 100.0: 76.0 17.2 0.8 13.4 75.4 90.2 93.4: 9.8 6.6
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 : 30: 10 7 2 6 9 16 18:
Old : 30: 10 7 2 6 9 16 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 : 66.5 64.9 80.9 81.9 66.1 64.4 79.5 80.7
Old : 66.5 64.9 80.9 81.9 66.1 64.4 79.5 80.7
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, September 18, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $3,000,000) :
: : :
All : 85,358: 13,246 16,408 2,541 63,693 61,457 79,480 80,406: 5,878 4,952
Old : 85,358: 13,246 16,408 2,541 63,693 61,457 79,480 80,406: 5,878 4,952
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 11, 2007 :
: -2,208: -6,580 -7,027 -764 2,128 2,007 -5,216 -5,784: 3,008 3,576
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.5 19.2 3.0 74.6 72.0 93.1 94.2: 6.9 5.8
Old : 100.0: 15.5 19.2 3.0 74.6 72.0 93.1 94.2: 6.9 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 : 29: 3 2 2 16 15 20 18:
Old : 29: 3 2 2 16 15 20 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 : 48.9 66.8 73.7 81.1 46.9 59.6 71.1 74.0
Old : 48.9 66.8 73.7 81.1 46.9 59.6 71.1 74.0
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, September 18, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $1,000,000) :
: : :
All :10,039,755: 1,352,278 547,796 1,175,302 6,397,645 7,180,154 8,925,225 8,903,252: 1,114,530 1,136,503
Old :10,039,755: 1,352,278 547,796 1,175,302 6,397,645 7,180,154 8,925,225 8,903,252: 1,114,530 1,136,503
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 11, 2007 :
:-1,551,566: -359,712 93,611 -427,939 -676,161 -1,164,388 -1,463,812 -1,498,716: -87,754 -52,850
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.5 5.5 11.7 63.7 71.5 88.9 88.7: 11.1 11.3
Old : 100.0: 13.5 5.5 11.7 63.7 71.5 88.9 88.7: 11.1 11.3
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 : 284: 77 38 88 145 145 258 245:
Old : 284: 77 38 88 145 145 258 245:
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 : 29.6 19.8 37.6 33.9 27.6 16.2 32.6 28.5
Old : 29.6 19.8 37.6 33.9 27.6 16.2 32.6 28.5
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, September 18, 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 : 774,772: 57,067 104,905 20,989 491,717 490,930 569,773 616,824: 204,999 157,948
Old : 774,772: 57,067 104,905 20,989 491,717 490,930 569,773 616,824: 204,999 157,948
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 11, 2007 :
: 71,266: -1,816 279 2,119 16,284 22,298 16,587 24,696: 54,679 46,570
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.4 13.5 2.7 63.5 63.4 73.5 79.6: 26.5 20.4
Old : 100.0: 7.4 13.5 2.7 63.5 63.4 73.5 79.6: 26.5 20.4
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 : 199: 46 43 30 90 65 151 123:
Old : 199: 46 43 30 90 65 151 123:
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 : 18.2 20.8 27.9 33.8 18.0 20.8 26.8 33.6
Old : 18.2 20.8 27.9 33.8 18.0 20.8 26.8 33.6
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, September 18, 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 : 2,851,893: 297,650 693,183 177,005 1,951,008 1,445,312 2,425,663 2,315,500: 426,230 536,393
Old : 2,851,893: 297,650 693,183 177,005 1,951,008 1,445,312 2,425,663 2,315,500: 426,230 536,393
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 11, 2007 :
: 587,029: 2,790 -10,330 103,224 262,869 240,716 368,883 333,610: 218,146 253,419
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.4 24.3 6.2 68.4 50.7 85.1 81.2: 14.9 18.8
Old : 100.0: 10.4 24.3 6.2 68.4 50.7 85.1 81.2: 14.9 18.8
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 : 343: 67 120 71 110 123 222 270:
Old : 343: 67 120 71 110 123 222 270:
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 16.2 38.2 24.9 17.4 10.8 25.4 16.6
Old : 28.9 16.2 38.2 24.9 17.4 10.8 25.4 16.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-338741
Commitments of Traders - Futures Only, September 18, 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 $500) :
: : :
All : 9,777: 340 234 229 4,206 5,361 4,775 5,824: 5,002 3,953
Old : 9,777: 340 234 229 4,206 5,361 4,775 5,824: 5,002 3,953
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 11, 2007 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.5 2.4 2.3 43.0 54.8 48.8 59.6: 51.2 40.4
Old : 100.0: 3.5 2.4 2.3 43.0 54.8 48.8 59.6: 51.2 40.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 1 2 1 12 9 14 11:
Old : 20: 1 2 1 12 9 14 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 : 21.9 37.6 34.5 53.2 20.2 29.9 31.2 42.0
Old : 21.9 37.6 34.5 53.2 20.2 29.9 31.2 42.0
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, September 18, 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 : 131,666: 8,540 26,596 2,125 101,223 85,146 111,888 113,867: 19,778 17,799
Old : 131,666: 8,540 26,596 2,125 101,223 85,146 111,888 113,867: 19,778 17,799
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 11, 2007 :
: 43,196: 1,704 909 2,125 27,897 27,112 31,726 30,146: 11,470 13,050
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.5 20.2 1.6 76.9 64.7 85.0 86.5: 15.0 13.5
Old : 100.0: 6.5 20.2 1.6 76.9 64.7 85.0 86.5: 15.0 13.5
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 : 95: 14 13 4 47 43 62 60:
Old : 95: 14 13 4 47 43 62 60:
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 : 27.3 31.2 42.7 47.8 24.6 23.7 37.9 32.8
Old : 27.3 31.2 42.7 47.8 24.6 23.7 37.9 32.8
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, September 18, 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 : 88,375: 7,091 26,060 170 67,025 41,599 74,286 67,829: 14,089 20,546
Old : 88,375: 7,091 26,060 170 67,025 41,599 74,286 67,829: 14,089 20,546
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 11, 2007 :
: 15,874: 875 571 149 8,160 8,418 9,184 9,138: 6,690 6,736
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.0 29.5 0.2 75.8 47.1 84.1 76.8: 15.9 23.2
Old : 100.0: 8.0 29.5 0.2 75.8 47.1 84.1 76.8: 15.9 23.2
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 : 66: 14 15 4 32 24 49 40:
Old : 66: 14 15 4 32 24 49 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 : 40.9 34.6 56.4 50.2 35.7 32.2 46.7 43.7
Old : 40.9 34.6 56.4 50.2 35.7 32.2 46.7 43.7
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, September 18, 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 : 573,788: 130,320 105,712 28,084 336,203 413,985 494,607 547,781: 79,181 26,007
Old : 573,788: 130,320 105,712 28,084 336,203 413,985 494,607 547,781: 79,181 26,007
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 11, 2007 :
: 84,925: 12,749 -1,373 15,413 48,859 64,721 77,021 78,761: 7,904 6,164
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.7 18.4 4.9 58.6 72.1 86.2 95.5: 13.8 4.5
Old : 100.0: 22.7 18.4 4.9 58.6 72.1 86.2 95.5: 13.8 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 : 237: 86 60 28 62 64 161 139:
Old : 237: 86 60 28 62 64 161 139:
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 32.5 38.3 46.3 22.7 31.6 31.4 43.7
Old : 25.7 32.5 38.3 46.3 22.7 31.6 31.4 43.7
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, September 18, 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 : 59,950: 34,512 11,396 249 2,703 41,350 37,464 52,995: 22,486 6,955
Old : 59,950: 34,512 11,396 249 2,703 41,350 37,464 52,995: 22,486 6,955
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 11, 2007 :
: -46,724: -5,407 1,924 -915 -40,795 -43,274 -47,117 -42,265: 393 -4,459
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.6 19.0 0.4 4.5 69.0 62.5 88.4: 37.5 11.6
Old : 100.0: 57.6 19.0 0.4 4.5 69.0 62.5 88.4: 37.5 11.6
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 : 48: 20 9 1 4 16 24 26:
Old : 48: 20 9 1 4 16 24 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 : 32.0 42.6 43.2 62.9 32.0 42.0 43.2 62.3
Old : 32.0 42.6 43.2 62.9 32.0 42.0 43.2 62.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE Code-239741
Commitments of Traders - Futures Only, September 18, 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 : 68,701: 350 13,448 820 52,957 44,208 54,127 58,476: 14,574 10,225
Old : 68,701: 350 13,448 820 52,957 44,208 54,127 58,476: 14,574 10,225
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 11, 2007 :
: 8,342: -2 59 745 2,046 2,521 2,789 3,325: 5,553 5,017
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.5 19.6 1.2 77.1 64.3 78.8 85.1: 21.2 14.9
Old : 100.0: 0.5 19.6 1.2 77.1 64.3 78.8 85.1: 21.2 14.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 58: 1 20 4 26 22 31 44:
Old : 58: 1 20 4 26 22 31 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 : 51.0 38.2 64.0 54.0 50.4 37.6 60.5 53.2
Old : 51.0 38.2 64.0 54.0 50.4 37.6 60.5 53.2
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, September 18, 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 : 728,843: 77,800 267,611 13,738 607,605 375,875 699,143 657,224: 29,700 71,619
Old : 728,843: 77,800 267,611 13,738 607,605 375,875 699,143 657,224: 29,700 71,619
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 11, 2007 :
: 73,220: 4,182 9,292 7,901 40,564 28,526 52,647 45,719: 20,573 27,501
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.7 36.7 1.9 83.4 51.6 95.9 90.2: 4.1 9.8
Old : 100.0: 10.7 36.7 1.9 83.4 51.6 95.9 90.2: 4.1 9.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 260: 34 116 28 61 85 108 218:
Old : 260: 34 116 28 61 85 108 218:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.8 17.5 67.2 27.6 36.6 14.1 57.5 21.4
Old : 41.8 17.5 67.2 27.6 36.6 14.1 57.5 21.4
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, September 18, 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 : 68,937: 8,149 32,044 300 50,654 21,963 59,103 54,307: 9,834 14,630
Old : 68,937: 8,149 32,044 300 50,654 21,963 59,103 54,307: 9,834 14,630
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 11, 2007 :
: -53,841: -4,360 9,096 -18,025 -22,221 -40,488 -44,606 -49,417: -9,235 -4,424
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.8 46.5 0.4 73.5 31.9 85.7 78.8: 14.3 21.2
Old : 100.0: 11.8 46.5 0.4 73.5 31.9 85.7 78.8: 14.3 21.2
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 : 68: 12 25 1 18 15 31 41:
Old : 68: 12 25 1 18 15 31 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 : 48.6 46.9 65.0 60.3 48.5 46.9 65.0 59.7
Old : 48.6 46.9 65.0 60.3 48.5 46.9 65.0 59.7
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, September 18, 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 : 70,323: 32,258 4,194 101 31,552 20,058 63,911 24,353: 6,412 45,970
Old : 70,323: 32,258 4,194 101 31,552 20,058 63,911 24,353: 6,412 45,970
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 11, 2007 :
: -22,715: 13,438 457 -16,696 -4,988 -19,647 -8,246 -35,886: -14,469 13,171
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.9 6.0 0.1 44.9 28.5 90.9 34.6: 9.1 65.4
Old : 100.0: 45.9 6.0 0.1 44.9 28.5 90.9 34.6: 9.1 65.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 49: 17 6 2 17 10 35 17:
Old : 49: 17 6 2 17 10 35 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.8 22.9 70.7 30.0 51.8 22.9 70.7 28.6
Old : 51.8 22.9 70.7 30.0 51.8 22.9 70.7 28.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
Commitments of Traders - Futures Only, September 18, 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 : 24,097: 6,235 2,803 0 16,742 20,664 22,977 23,467: 1,120 630
Old : 24,097: 6,235 2,803 0 16,742 20,664 22,977 23,467: 1,120 630
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 11, 2007 :
: 2,559: 501 -135 -7 2,798 3,135 3,292 2,993: -733 -434
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.9 11.6 0.0 69.5 85.8 95.4 97.4: 4.6 2.6
Old : 100.0: 25.9 11.6 0.0 69.5 85.8 95.4 97.4: 4.6 2.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 10 5 0 7 4 17 9:
Old : 25: 10 5 0 7 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 : 64.8 91.5 85.9 96.8 62.0 80.4 77.1 85.8
Old : 64.8 91.5 85.9 96.8 62.0 80.4 77.1 85.8
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, September 18, 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 : 27,857: 4,493 7,045 4,657 11,487 13,148 20,637 24,850: 7,220 3,007
Old : 27,857: 4,493 7,045 4,657 11,487 13,148 20,637 24,850: 7,220 3,007
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 11, 2007 :
: -20,020: -5,507 758 -531 -13,032 -5,365 -19,070 -5,138: -950 -14,882
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.1 25.3 16.7 41.2 47.2 74.1 89.2: 25.9 10.8
Old : 100.0: 16.1 25.3 16.7 41.2 47.2 74.1 89.2: 25.9 10.8
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 : 50: 7 15 7 18 22 30 40:
Old : 50: 7 15 7 18 22 30 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 : 27.2 29.1 41.6 46.4 21.2 21.8 30.3 35.3
Old : 27.2 29.1 41.6 46.4 21.2 21.8 30.3 35.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 21, 2007