BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders - Futures Only, October 2, 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 : 4,122: 195 54 32 3,069 3,895 3,296 3,981: 826 141
Old : 4,122: 195 54 32 3,069 3,895 3,296 3,981: 826 141
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 25, 2007 :
: 158: -16 4 16 119 142 119 162: 39 -4
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.7 1.3 0.8 74.5 94.5 80.0 96.6: 20.0 3.4
Old : 100.0: 4.7 1.3 0.8 74.5 94.5 80.0 96.6: 20.0 3.4
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 : 27: 3 2 3 16 12 21 15:
Old : 27: 3 2 3 16 12 21 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 : 44.3 72.3 62.4 88.7 44.3 72.1 61.6 86.2
Old : 44.3 72.3 62.4 88.7 44.3 72.1 61.6 86.2
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, October 2, 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 : 35,571: 7,683 2,031 663 21,440 25,253 29,786 27,947: 5,785 7,624
Old : 35,571: 7,683 2,031 663 21,440 25,253 29,786 27,947: 5,785 7,624
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 25, 2007 :
: 265: -347 -24 172 942 166 767 314: -502 -49
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.6 5.7 1.9 60.3 71.0 83.7 78.6: 16.3 21.4
Old : 100.0: 21.6 5.7 1.9 60.3 71.0 83.7 78.6: 16.3 21.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 61: 17 9 14 25 23 50 38:
Old : 61: 17 9 14 25 23 50 38:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.2 37.4 59.2 53.6 43.2 36.5 58.7 52.5
Old : 43.2 37.4 59.2 53.6 43.2 36.5 58.7 52.5
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, October 2, 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 : 178,232: 38,102 34,307 34,763 86,307 74,508 159,172 143,578: 19,060 34,654
Old : 178,232: 38,102 34,307 34,763 86,307 74,508 159,172 143,578: 19,060 34,654
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 25, 2007 :
: 2,754: 2,881 1,897 387 -890 -790 2,378 1,494: 376 1,260
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.4 19.2 19.5 48.4 41.8 89.3 80.6: 10.7 19.4
Old : 100.0: 21.4 19.2 19.5 48.4 41.8 89.3 80.6: 10.7 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 : 217: 61 76 70 27 50 136 162:
Old : 217: 61 76 70 27 50 136 162:
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 : 27.0 22.3 40.5 29.7 26.0 19.4 38.5 26.3
Old : 27.0 22.3 40.5 29.7 26.0 19.4 38.5 26.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE Code-056641
Commitments of Traders - Futures Only, October 2, 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 : 1,309: 32 746 105 748 29 885 880: 424 429
Old : 1,309: 32 746 105 748 29 885 880: 424 429
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 25, 2007 :
: 162: 29 112 33 181 29 243 174: -81 -12
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.4 57.0 8.0 57.1 2.2 67.6 67.2: 32.4 32.8
Old : 100.0: 2.4 57.0 8.0 57.1 2.2 67.6 67.2: 32.4 32.8
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 : 25: 1 18 2 5 1 8 19:
Old : 25: 1 18 2 5 1 8 19:
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 : 57.8 28.3 67.6 44.3 55.2 25.2 59.6 38.8
Old : 57.8 28.3 67.6 44.3 55.2 25.2 59.6 38.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders - Futures Only, October 2, 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 : 241,252: 58,021 34,902 44,744 119,245 111,095 222,010 190,741: 19,242 50,511
Old : 241,252: 58,021 34,902 44,744 119,245 111,095 222,010 190,741: 19,242 50,511
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 25, 2007 :
: -5,662: -1,716 1,051 -1,930 1,155 -2,126 -2,491 -3,005: -3,171 -2,657
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.0 14.5 18.5 49.4 46.0 92.0 79.1: 8.0 20.9
Old : 100.0: 24.0 14.5 18.5 49.4 46.0 92.0 79.1: 8.0 20.9
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 : 282: 76 63 80 59 114 183 223:
Old : 282: 76 63 80 59 114 183 223:
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 : 26.3 14.5 39.2 22.2 26.3 13.6 39.1 19.8
Old : 26.3 14.5 39.2 22.2 26.3 13.6 39.1 19.8
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, October 2, 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 : 9,641: 3,666 4,044 1,269 2,231 1,510 7,166 6,823: 2,475 2,818
Old : 9,641: 3,666 4,044 1,269 2,231 1,510 7,166 6,823: 2,475 2,818
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 25, 2007 :
: 2,314: 463 213 876 356 693 1,695 1,782: 619 532
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.0 41.9 13.2 23.1 15.7 74.3 70.8: 25.7 29.2
Old : 100.0: 38.0 41.9 13.2 23.1 15.7 74.3 70.8: 25.7 29.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 83: 22 31 15 18 24 52 60:
Old : 83: 22 31 15 18 24 52 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 : 30.2 20.7 43.0 32.6 30.2 20.7 42.6 29.6
Old : 30.2 20.7 43.0 32.6 30.2 20.7 42.6 29.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
Commitments of Traders - Futures Only, October 2, 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 : 26,749: 12,719 3,015 2,996 7,144 5,712 22,859 11,723: 3,890 15,026
Old : 26,749: 12,719 3,015 2,996 7,144 5,712 22,859 11,723: 3,890 15,026
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 25, 2007 :
: -1,946: 852 -541 -1,227 -814 127 -1,189 -1,641: -757 -305
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.5 11.3 11.2 26.7 21.4 85.5 43.8: 14.5 56.2
Old : 100.0: 47.5 11.3 11.2 26.7 21.4 85.5 43.8: 14.5 56.2
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 : 125: 44 18 21 34 38 90 73:
Old : 125: 44 18 21 34 38 90 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 : 21.7 9.4 34.0 15.7 20.7 7.0 32.5 12.1
Old : 21.7 9.4 34.0 15.7 20.7 7.0 32.5 12.1
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, October 2, 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 : 144,193: 87,538 18,359 1,979 19,290 104,569 108,807 124,907: 35,386 19,286
Old : 144,193: 87,538 18,359 1,979 19,290 104,569 108,807 124,907: 35,386 19,286
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 25, 2007 :
: 17,588: 14,496 4,479 -200 726 16,031 15,022 20,310: 2,566 -2,722
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.7 12.7 1.4 13.4 72.5 75.5 86.6: 24.5 13.4
Old : 100.0: 60.7 12.7 1.4 13.4 72.5 75.5 86.6: 24.5 13.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 95: 41 20 7 18 18 64 41:
Old : 95: 41 20 7 18 18 64 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 : 28.2 46.9 40.4 66.7 28.2 46.9 40.4 66.7
Old : 28.2 46.9 40.4 66.7 28.2 46.9 40.4 66.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
Commitments of Traders - Futures Only, October 2, 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 : 75,617: 31,596 34,674 0 19,058 31,154 50,654 65,828: 24,963 9,789
Old : 75,617: 31,596 34,674 0 19,058 31,154 50,654 65,828: 24,963 9,789
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 25, 2007 :
: 5,035: -1,362 8,008 -2 4,563 -2,650 3,199 5,356: 1,836 -321
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.8 45.9 0.0 25.2 41.2 67.0 87.1: 33.0 12.9
Old : 100.0: 41.8 45.9 0.0 25.2 41.2 67.0 87.1: 33.0 12.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 61: 27 16 0 10 11 37 27:
Old : 61: 27 16 0 10 11 37 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 : 29.0 49.0 39.6 62.7 26.4 47.7 37.0 61.4
Old : 29.0 49.0 39.6 62.7 26.4 47.7 37.0 61.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
Commitments of Traders - Futures Only, October 2, 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 : 73,625: 18,098 20,241 581 49,823 49,468 68,502 70,290: 5,123 3,335
Old : 73,625: 18,098 20,241 581 49,823 49,468 68,502 70,290: 5,123 3,335
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 25, 2007 :
: -1,526: -248 -11,026 380 -1,950 9,414 -1,818 -1,232: 292 -294
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.6 27.5 0.8 67.7 67.2 93.0 95.5: 7.0 4.5
Old : 100.0: 24.6 27.5 0.8 67.7 67.2 93.0 95.5: 7.0 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 : 86: 40 19 3 13 17 54 38:
Old : 86: 40 19 3 13 17 54 38:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.5 67.4 68.1 83.3 56.1 67.4 65.2 79.1
Old : 58.5 67.4 68.1 83.3 56.1 67.4 65.2 79.1
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, October 2, 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 : 98,589: 55,395 28,841 437 19,246 51,165 75,078 80,443: 23,511 18,146
Old : 98,589: 55,395 28,841 437 19,246 51,165 75,078 80,443: 23,511 18,146
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 25, 2007 :
: 13,465: 8,015 6,018 81 1,995 4,718 10,091 10,817: 3,374 2,648
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.2 29.3 0.4 19.5 51.9 76.2 81.6: 23.8 18.4
Old : 100.0: 56.2 29.3 0.4 19.5 51.9 76.2 81.6: 23.8 18.4
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 : 76: 29 23 2 12 18 41 43:
Old : 76: 29 23 2 12 18 41 43:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.0 29.6 53.3 48.2 38.4 29.6 52.7 48.0
Old : 39.0 29.6 53.3 48.2 38.4 29.6 52.7 48.0
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, October 2, 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 : 197,060: 35,521 63,590 1,139 127,380 109,662 164,040 174,391: 33,020 22,669
Old : 197,060: 35,521 63,590 1,139 127,380 109,662 164,040 174,391: 33,020 22,669
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 25, 2007 :
: 25,290: -10,530 15,090 -97 35,728 7,737 25,101 22,730: 189 2,560
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.0 32.3 0.6 64.6 55.6 83.2 88.5: 16.8 11.5
Old : 100.0: 18.0 32.3 0.6 64.6 55.6 83.2 88.5: 16.8 11.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 107: 31 37 6 24 21 59 61:
Old : 107: 31 37 6 24 21 59 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 : 50.6 48.2 60.3 62.1 50.4 48.0 59.9 61.9
Old : 50.6 48.2 60.3 62.1 50.4 48.0 59.9 61.9
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, October 2, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF EUR 125,000) :
: : :
All : 214,561: 132,323 37,883 1,493 24,276 137,838 158,092 177,214: 56,469 37,347
Old : 214,561: 132,323 37,883 1,493 24,276 137,838 158,092 177,214: 56,469 37,347
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 25, 2007 :
: 4,909: 10,028 -964 -315 -5,618 6,265 4,095 4,986: 814 -77
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.7 17.7 0.7 11.3 64.2 73.7 82.6: 26.3 17.4
Old : 100.0: 61.7 17.7 0.7 11.3 64.2 73.7 82.6: 26.3 17.4
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 : 143: 69 31 9 23 28 96 64:
Old : 143: 69 31 9 23 28 96 64:
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 : 30.4 37.6 37.3 52.8 30.2 37.6 36.7 52.1
Old : 30.4 37.6 37.3 52.8 30.2 37.6 36.7 52.1
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, October 2, 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 : 25,717: 20,974 2,480 105 2,203 22,027 23,282 24,612: 2,435 1,105
Old : 25,717: 20,974 2,480 105 2,203 22,027 23,282 24,612: 2,435 1,105
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 25, 2007 :
: 4,593: 5,070 -702 0 -528 5,554 4,542 4,852: 51 -259
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.6 9.6 0.4 8.6 85.7 90.5 95.7: 9.5 4.3
Old : 100.0: 81.6 9.6 0.4 8.6 85.7 90.5 95.7: 9.5 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 : 36: 16 4 1 6 13 22 18:
Old : 36: 16 4 1 6 13 22 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 : 59.0 62.5 73.3 79.5 59.0 61.5 73.3 78.5
Old : 59.0 62.5 73.3 79.5 59.0 61.5 73.3 78.5
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, October 2, 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 : 99,083: 21,313 17,040 2,509 66,265 74,628 90,087 94,177: 8,996 4,906
Old : 99,083: 21,313 17,040 2,509 66,265 74,628 90,087 94,177: 8,996 4,906
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 25, 2007 :
: 2,907: 3,535 -946 -437 -1,065 4,235 2,033 2,852: 874 55
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.5 17.2 2.5 66.9 75.3 90.9 95.0: 9.1 5.0
Old : 100.0: 21.5 17.2 2.5 66.9 75.3 90.9 95.0: 9.1 5.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 4 2 2 17 16 22 19:
Old : 32: 4 2 2 17 16 22 19:
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 : 54.3 61.6 71.6 77.7 50.4 55.9 67.1 72.0
Old : 54.3 61.6 71.6 77.7 50.4 55.9 67.1 72.0
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, October 2, 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 :10,066,922: 1,426,818 358,493 1,184,131 6,317,177 7,358,697 8,928,126 8,901,321: 1,138,796 1,165,601
Old :10,066,922: 1,426,818 358,493 1,184,131 6,317,177 7,358,697 8,928,126 8,901,321: 1,138,796 1,165,601
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 25, 2007 :
: -30,356: 58,212 -37,022 -88,369 5,551 103,845 -24,606 -21,546: -5,750 -8,810
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.2 3.6 11.8 62.8 73.1 88.7 88.4: 11.3 11.6
Old : 100.0: 14.2 3.6 11.8 62.8 73.1 88.7 88.4: 11.3 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 : 292: 79 38 86 152 148 269 243:
Old : 292: 79 38 86 152 148 269 243:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.0 20.7 36.4 35.1 25.9 16.5 29.9 28.7
Old : 29.0 20.7 36.4 35.1 25.9 16.5 29.9 28.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
Commitments of Traders - Futures Only, October 2, 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 : 586,509: 53,854 88,882 4,515 417,387 351,118 475,756 444,515: 110,753 141,994
Old : 586,509: 53,854 88,882 4,515 417,387 351,118 475,756 444,515: 110,753 141,994
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 25, 2007 :
: 8,906: 5,507 -1,964 -970 4,305 6,257 8,842 3,323: 64 5,583
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.2 15.2 0.8 71.2 59.9 81.1 75.8: 18.9 24.2
Old : 100.0: 9.2 15.2 0.8 71.2 59.9 81.1 75.8: 18.9 24.2
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 : 186: 37 43 17 78 56 126 105:
Old : 186: 37 43 17 78 56 126 105:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.9 25.3 34.7 37.7 23.8 25.3 34.7 37.7
Old : 23.9 25.3 34.7 37.7 23.8 25.3 34.7 37.7
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, October 2, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($50 X S&P 500 INDEX) :
: : :
All : 1,865,981: 308,356 509,548 25,658 1,122,604 1,189,477 1,456,618 1,724,683: 409,363 141,298
Old : 1,865,981: 308,356 509,548 25,658 1,122,604 1,189,477 1,456,618 1,724,683: 409,363 141,298
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 25, 2007 :
: 118,518: 15,538 65,297 -2,015 80,597 58,618 94,120 121,900: 24,398 -3,382
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.5 27.3 1.4 60.2 63.7 78.1 92.4: 21.9 7.6
Old : 100.0: 16.5 27.3 1.4 60.2 63.7 78.1 92.4: 21.9 7.6
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 : 302: 57 103 22 82 102 151 215:
Old : 302: 57 103 22 82 102 151 215:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.2 21.1 34.2 32.6 17.8 18.9 28.6 29.1
Old : 23.2 21.1 34.2 32.6 17.8 18.9 28.6 29.1
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, October 2, 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 : 102,314: 11,985 25,372 0 71,842 66,631 83,827 92,003: 18,487 10,311
Old : 102,314: 11,985 25,372 0 71,842 66,631 83,827 92,003: 18,487 10,311
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 25, 2007 :
: 5,237: 2,083 -53 0 -1,777 -1,251 306 -1,304: 4,931 6,541
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.7 24.8 0.0 70.2 65.1 81.9 89.9: 18.1 10.1
Old : 100.0: 11.7 24.8 0.0 70.2 65.1 81.9 89.9: 18.1 10.1
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 : 84: 15 13 0 35 34 50 47:
Old : 84: 15 13 0 35 34 50 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 : 29.6 36.7 47.2 53.1 29.2 36.7 44.3 53.1
Old : 29.6 36.7 47.2 53.1 29.2 36.7 44.3 53.1
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, October 2, 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 : 47,069: 12,801 10,023 0 24,868 22,137 37,669 32,160: 9,400 14,909
Old : 47,069: 12,801 10,023 0 24,868 22,137 37,669 32,160: 9,400 14,909
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 25, 2007 :
: 5,606: 3,737 -786 0 470 2,359 4,207 1,573: 1,399 4,033
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.2 21.3 0.0 52.8 47.0 80.0 68.3: 20.0 31.7
Old : 100.0: 27.2 21.3 0.0 52.8 47.0 80.0 68.3: 20.0 31.7
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 : 57: 17 10 0 20 18 37 28:
Old : 57: 17 10 0 20 18 37 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.2 34.4 47.3 47.7 33.3 30.3 44.3 43.1
Old : 34.2 34.4 47.3 47.7 33.3 30.3 44.3 43.1
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, October 2, 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 : 376,929: 143,475 114,495 10,709 153,568 232,497 307,752 357,701: 69,177 19,228
Old : 376,929: 143,475 114,495 10,709 153,568 232,497 307,752 357,701: 69,177 19,228
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 25, 2007 :
: 51,352: 32,317 11,534 3,019 -4,345 36,276 30,991 50,829: 20,361 523
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.1 30.4 2.8 40.7 61.7 81.6 94.9: 18.4 5.1
Old : 100.0: 38.1 30.4 2.8 40.7 61.7 81.6 94.9: 18.4 5.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 237: 92 55 16 48 55 148 118:
Old : 237: 92 55 16 48 55 148 118:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.8 25.8 30.2 41.9 14.2 25.8 26.4 39.9
Old : 17.8 25.8 30.2 41.9 14.2 25.8 26.4 39.9
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, October 2, 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 : 97,556: 66,857 12,225 0 5,729 78,473 72,586 90,698: 24,970 6,858
Old : 97,556: 66,857 12,225 0 5,729 78,473 72,586 90,698: 24,970 6,858
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 25, 2007 :
: 23,539: 20,353 4,763 -266 1,338 18,394 21,425 22,891: 2,114 648
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.5 12.5 0.0 5.9 80.4 74.4 93.0: 25.6 7.0
Old : 100.0: 68.5 12.5 0.0 5.9 80.4 74.4 93.0: 25.6 7.0
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 : 61: 30 10 0 6 17 36 27:
Old : 61: 30 10 0 6 17 36 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.3 43.9 47.6 67.3 35.3 43.5 47.6 66.9
Old : 35.3 43.9 47.6 67.3 35.3 43.5 47.6 66.9
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, October 2, 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 : 31,362: 1,685 11,009 8 19,184 13,855 20,877 24,872: 10,485 6,490
Old : 31,362: 1,685 11,009 8 19,184 13,855 20,877 24,872: 10,485 6,490
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 25, 2007 :
: 757: 409 1,086 0 -259 -300 150 786: 607 -29
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.4 35.1 0.0 61.2 44.2 66.6 79.3: 33.4 20.7
Old : 100.0: 5.4 35.1 0.0 61.2 44.2 66.6 79.3: 33.4 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 : 53: 2 19 2 20 17 24 37:
Old : 53: 2 19 2 20 17 24 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 : 37.3 30.9 50.4 42.5 31.9 26.4 43.3 37.3
Old : 37.3 30.9 50.4 42.5 31.9 26.4 43.3 37.3
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, October 2, 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 : 572,744: 60,483 239,746 3,602 496,800 274,175 560,885 517,523: 11,859 55,221
Old : 572,744: 60,483 239,746 3,602 496,800 274,175 560,885 517,523: 11,859 55,221
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 25, 2007 :
: -903: -200 -12,840 -289 -2,539 3,435 -3,028 -9,694: 2,125 8,791
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.6 41.9 0.6 86.7 47.9 97.9 90.4: 2.1 9.6
Old : 100.0: 10.6 41.9 0.6 86.7 47.9 97.9 90.4: 2.1 9.6
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 : 257: 27 121 8 53 80 82 207:
Old : 257: 27 121 8 53 80 82 207:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.8 17.8 78.4 27.7 53.7 16.7 75.3 25.8
Old : 56.8 17.8 78.4 27.7 53.7 16.7 75.3 25.8
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, October 2, 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 : 68,686: 12,380 31,850 535 47,651 24,688 60,566 57,073: 8,120 11,613
Old : 68,686: 12,380 31,850 535 47,651 24,688 60,566 57,073: 8,120 11,613
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 25, 2007 :
: 2,199: 2,515 401 534 -66 3,016 2,983 3,951: -784 -1,752
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.0 46.4 0.8 69.4 35.9 88.2 83.1: 11.8 16.9
Old : 100.0: 18.0 46.4 0.8 69.4 35.9 88.2 83.1: 11.8 16.9
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 : 69: 13 22 2 15 23 29 46:
Old : 69: 13 22 2 15 23 29 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 : 43.3 43.2 63.4 59.7 43.3 43.2 63.3 58.7
Old : 43.3 43.2 63.4 59.7 43.3 43.2 63.3 58.7
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, October 2, 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 : 63,823: 29,013 4,967 101 28,439 23,183 57,553 28,251: 6,270 35,572
Old : 63,823: 29,013 4,967 101 28,439 23,183 57,553 28,251: 6,270 35,572
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 25, 2007 :
: -590: -473 1,003 1 -276 1,783 -748 2,787: 158 -3,377
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.5 7.8 0.2 44.6 36.3 90.2 44.3: 9.8 55.7
Old : 100.0: 45.5 7.8 0.2 44.6 36.3 90.2 44.3: 9.8 55.7
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 : 50: 15 9 2 15 13 31 23:
Old : 50: 15 9 2 15 13 31 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 : 51.6 26.5 70.6 35.6 51.6 25.5 70.6 32.5
Old : 51.6 26.5 70.6 35.6 51.6 25.5 70.6 32.5
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, October 2, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (GSCI X $250) :
: : :
All : 22,122: 6,714 1,844 24 14,413 19,996 21,151 21,864: 971 258
Old : 22,122: 6,714 1,844 24 14,413 19,996 21,151 21,864: 971 258
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 25, 2007 :
: 453: 13 149 22 320 254 355 425: 98 28
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.3 8.3 0.1 65.2 90.4 95.6 98.8: 4.4 1.2
Old : 100.0: 30.3 8.3 0.1 65.2 90.4 95.6 98.8: 4.4 1.2
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 : 27: 12 5 1 7 4 20 9:
Old : 27: 12 5 1 7 4 20 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 : 69.3 93.0 85.8 98.3 69.3 92.9 85.8 98.2
Old : 69.3 93.0 85.8 98.3 69.3 92.9 85.8 98.2
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, October 2, 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 : 34,652: 4,440 8,997 4,517 15,267 18,090 24,224 31,604: 10,428 3,048
Old : 34,652: 4,440 8,997 4,517 15,267 18,090 24,224 31,604: 10,428 3,048
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 25, 2007 :
: 1,025: 49 275 64 2,086 2,832 2,199 3,171: -1,174 -2,146
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.8 26.0 13.0 44.1 52.2 69.9 91.2: 30.1 8.8
Old : 100.0: 12.8 26.0 13.0 44.1 52.2 69.9 91.2: 30.1 8.8
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 : 52: 7 14 8 18 23 30 41:
Old : 52: 7 14 8 18 23 30 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 : 28.5 31.6 42.9 49.7 28.3 23.8 37.3 38.3
Old : 28.5 31.6 42.9 49.7 28.3 23.8 37.3 38.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 5, 2007