BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders - Futures Only, October 30, 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 : 3,349: 137 3 30 2,332 3,209 2,499 3,242: 850 107
Old : 3,349: 137 3 30 2,332 3,209 2,499 3,242: 850 107
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 23, 2007 :
: 24: -7 2 1 10 9 4 12: 20 12
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.1 0.1 0.9 69.6 95.8 74.6 96.8: 25.4 3.2
Old : 100.0: 4.1 0.1 0.9 69.6 95.8 74.6 96.8: 25.4 3.2
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 : 23: 2 1 1 14 11 17 12:
Old : 23: 2 1 1 14 11 17 12:
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 73.8 60.2 91.0 40.5 73.6 58.6 87.9
Old : 40.5 73.8 60.2 91.0 40.5 73.6 58.6 87.9
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 30, 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 : 32,864: 5,283 2,385 1,012 21,641 21,909 27,936 25,306: 4,928 7,558
Old : 32,864: 5,283 2,385 1,012 21,641 21,909 27,936 25,306: 4,928 7,558
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 23, 2007 :
: 1,152: -146 90 299 1,684 458 1,837 847: -685 305
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.1 7.3 3.1 65.9 66.7 85.0 77.0: 15.0 23.0
Old : 100.0: 16.1 7.3 3.1 65.9 66.7 85.0 77.0: 15.0 23.0
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 : 58: 11 11 14 26 24 46 40:
Old : 58: 11 11 14 26 24 46 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 : 45.3 36.3 60.9 50.4 45.0 34.6 59.5 48.4
Old : 45.3 36.3 60.9 50.4 45.0 34.6 59.5 48.4
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 30, 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 : 191,812: 38,805 40,177 41,750 91,646 73,443 172,201 155,370: 19,611 36,442
Old : 189,415: 37,561 41,144 40,783 91,617 71,399 169,961 153,326: 19,454 36,089
Other: 2,397: 2,211 0 0 29 2,044 2,240 2,044: 157 353
: : :
: : Changes in Commitments from: October 23, 2007 :
: 13,704: 1,073 984 5,562 5,559 5,459 12,194 12,005: 1,510 1,699
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.2 20.9 21.8 47.8 38.3 89.8 81.0: 10.2 19.0
Old : 100.0: 19.8 21.7 21.5 48.4 37.7 89.7 80.9: 10.3 19.1
Other: 100.0: 92.2 0.0 0.0 1.2 85.3 93.5 85.3: 6.5 14.7
: : :
:# Traders : Number of Traders in Each Category :
All : 222: 54 81 84 29 49 144 175:
Old : 222: 54 81 84 29 49 144 175:
Other: 23: 12 0 0 1 10 13 10:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.8 17.8 38.3 26.2 24.0 16.4 35.6 22.9
Old : 25.1 17.2 38.2 25.7 24.4 16.5 36.0 23.0
Other: 77.1 75.5 88.8 85.1 77.1 75.5 88.8 85.1
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE Code-056641
Commitments of Traders - Futures Only, October 30, 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 : 1,846: 108 901 164 933 166 1,205 1,231: 641 615
Old : 1,846: 108 901 164 933 166 1,205 1,231: 641 615
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 23, 2007 :
: 163: 76 97 -10 41 23 107 110: 56 53
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.9 48.8 8.9 50.5 9.0 65.3 66.7: 34.7 33.3
Old : 100.0: 5.9 48.8 8.9 50.5 9.0 65.3 66.7: 34.7 33.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 2 17 3 5 3 10 20:
Old : 26: 2 17 3 5 3 10 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.2 28.5 61.1 45.2 45.1 22.6 56.3 36.3
Old : 45.2 28.5 61.1 45.2 45.1 22.6 56.3 36.3
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 30, 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 : 232,219: 53,569 44,261 37,769 124,727 104,348 216,065 186,378: 16,154 45,841
Old : 232,219: 53,569 44,261 37,769 124,727 104,348 216,065 186,378: 16,154 45,841
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 23, 2007 :
: -3,053: -1,139 3,740 -2,171 1,542 -2,641 -1,768 -1,072: -1,285 -1,981
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.1 19.1 16.3 53.7 44.9 93.0 80.3: 7.0 19.7
Old : 100.0: 23.1 19.1 16.3 53.7 44.9 93.0 80.3: 7.0 19.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 288: 55 97 73 50 110 150 245:
Old : 288: 55 97 73 50 110 150 245:
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 : 27.6 12.6 41.2 19.9 27.6 12.2 41.1 18.1
Old : 27.6 12.6 41.2 19.9 27.6 12.2 41.1 18.1
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 30, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 110,000 BOARD FEET) :
: : :
All : 8,991: 4,387 4,658 487 2,108 1,415 6,982 6,560: 2,009 2,431
Old : 8,991: 4,387 4,658 487 2,108 1,415 6,982 6,560: 2,009 2,431
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 23, 2007 :
: 144: 67 285 69 5 9 141 363: 3 -219
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.8 51.8 5.4 23.4 15.7 77.7 73.0: 22.3 27.0
Old : 100.0: 48.8 51.8 5.4 23.4 15.7 77.7 73.0: 22.3 27.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 79: 25 27 9 16 20 47 50:
Old : 79: 25 27 9 16 20 47 50:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.0 27.4 50.2 40.0 33.0 27.4 50.2 38.5
Old : 33.0 27.4 50.2 40.0 33.0 27.4 50.2 38.5
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 30, 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 : 25,563: 11,482 4,257 2,783 7,537 5,062 21,802 12,102: 3,761 13,461
Old : 25,563: 11,482 4,257 2,783 7,537 5,062 21,802 12,102: 3,761 13,461
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 23, 2007 :
: -712: -938 -22 669 -212 -129 -481 518: -231 -1,230
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.9 16.7 10.9 29.5 19.8 85.3 47.3: 14.7 52.7
Old : 100.0: 44.9 16.7 10.9 29.5 19.8 85.3 47.3: 14.7 52.7
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 : 123: 36 25 22 29 37 79 79:
Old : 123: 36 25 22 29 37 79 79:
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 : 25.1 8.2 38.5 14.9 23.7 7.1 37.1 12.5
Old : 25.1 8.2 38.5 14.9 23.7 7.1 37.1 12.5
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 30, 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 : 137,711: 79,052 10,221 2,187 23,079 102,463 104,318 114,871: 33,393 22,840
Old : 137,711: 79,052 10,221 2,187 23,079 102,463 104,318 114,871: 33,393 22,840
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 23, 2007 :
: -2,494: -3,573 -1,081 -338 2,337 -1,265 -1,574 -2,684: -920 190
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.4 7.4 1.6 16.8 74.4 75.8 83.4: 24.2 16.6
Old : 100.0: 57.4 7.4 1.6 16.8 74.4 75.8 83.4: 24.2 16.6
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 : 87: 37 19 6 18 19 57 42:
Old : 87: 37 19 6 18 19 57 42:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.7 48.0 40.9 66.1 29.7 47.4 40.9 65.3
Old : 29.7 48.0 40.9 66.1 29.7 47.4 40.9 65.3
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 30, 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 : 72,401: 32,274 21,484 2 17,091 41,075 49,367 62,561: 23,034 9,840
Old : 72,401: 32,274 21,484 2 17,091 41,075 49,367 62,561: 23,034 9,840
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 23, 2007 :
: 2,772: 5,663 -2,617 2 -3,845 8,957 1,820 6,342: 952 -3,570
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.6 29.7 0.0 23.6 56.7 68.2 86.4: 31.8 13.6
Old : 100.0: 44.6 29.7 0.0 23.6 56.7 68.2 86.4: 31.8 13.6
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 : 56: 26 13 1 7 15 34 28:
Old : 56: 26 13 1 7 15 34 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 : 32.7 43.2 44.8 57.7 29.9 41.3 42.0 55.9
Old : 32.7 43.2 44.8 57.7 29.9 41.3 42.0 55.9
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 30, 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 : 118,028: 76,830 7,065 321 34,897 107,722 112,048 115,108: 5,980 2,920
Old : 118,028: 76,830 7,065 321 34,897 107,722 112,048 115,108: 5,980 2,920
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 23, 2007 :
: 21,706: 25,727 1,221 67 -3,898 20,534 21,896 21,822: -190 -116
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.1 6.0 0.3 29.6 91.3 94.9 97.5: 5.1 2.5
Old : 100.0: 65.1 6.0 0.3 29.6 91.3 94.9 97.5: 5.1 2.5
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 : 112: 70 14 2 15 18 86 33:
Old : 112: 70 14 2 15 18 86 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 : 44.3 76.6 61.6 88.0 44.2 76.0 61.4 87.3
Old : 44.3 76.6 61.6 88.0 44.2 76.0 61.4 87.3
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 30, 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 : 138,550: 70,484 17,556 5 41,169 100,625 111,658 118,186: 26,892 20,364
Old : 138,550: 70,484 17,556 5 41,169 100,625 111,658 118,186: 26,892 20,364
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 23, 2007 :
: 14,438: 7,772 265 -102 3,977 13,137 11,647 13,300: 2,791 1,138
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.9 12.7 0.0 29.7 72.6 80.6 85.3: 19.4 14.7
Old : 100.0: 50.9 12.7 0.0 29.7 72.6 80.6 85.3: 19.4 14.7
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 : 82: 33 20 1 17 20 51 40:
Old : 82: 33 20 1 17 20 51 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 : 38.4 41.0 52.5 58.9 38.0 40.4 52.2 58.3
Old : 38.4 41.0 52.5 58.9 38.0 40.4 52.2 58.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
Commitments of Traders - Futures Only, October 30, 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 : 222,002: 57,461 67,410 1,053 129,666 133,709 188,180 202,172: 33,822 19,830
Old : 222,002: 57,461 67,410 1,053 129,666 133,709 188,180 202,172: 33,822 19,830
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 23, 2007 :
: -3,030: 11,092 -313 -62 -15,882 -1,195 -4,852 -1,570: 1,822 -1,460
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.9 30.4 0.5 58.4 60.2 84.8 91.1: 15.2 8.9
Old : 100.0: 25.9 30.4 0.5 58.4 60.2 84.8 91.1: 15.2 8.9
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 : 112: 39 34 6 25 21 68 57:
Old : 112: 39 34 6 25 21 68 57:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.7 44.8 51.5 60.4 38.6 44.6 51.3 60.2
Old : 38.7 44.8 51.5 60.4 38.6 44.6 51.3 60.2
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 30, 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 : 199,482: 100,809 31,961 1,771 41,037 128,135 143,617 161,867: 55,865 37,615
Old : 199,482: 100,809 31,961 1,771 41,037 128,135 143,617 161,867: 55,865 37,615
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 23, 2007 :
: 3,569: 126 294 61 1,554 4,005 1,741 4,360: 1,828 -791
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.5 16.0 0.9 20.6 64.2 72.0 81.1: 28.0 18.9
Old : 100.0: 50.5 16.0 0.9 20.6 64.2 72.0 81.1: 28.0 18.9
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 : 144: 63 31 12 29 32 98 69:
Old : 144: 63 31 12 29 32 98 69:
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 : 28.0 34.7 36.5 50.7 25.5 34.5 34.0 50.3
Old : 28.0 34.7 36.5 50.7 25.5 34.5 34.0 50.3
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 30, 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 : 26,253: 19,101 4,433 98 4,134 20,665 23,333 25,196: 2,920 1,057
Old : 26,253: 19,101 4,433 98 4,134 20,665 23,333 25,196: 2,920 1,057
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 23, 2007 :
: -4,240: -4,701 82 0 724 -3,670 -3,977 -3,588: -263 -652
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.8 16.9 0.4 15.7 78.7 88.9 96.0: 11.1 4.0
Old : 100.0: 72.8 16.9 0.4 15.7 78.7 88.9 96.0: 11.1 4.0
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 : 37: 14 6 1 10 12 24 19:
Old : 37: 14 6 1 10 12 24 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 : 52.7 63.2 68.3 81.8 52.7 63.0 68.2 81.0
Old : 52.7 63.2 68.3 81.8 52.7 63.0 68.2 81.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE Code-032741
Commitments of Traders - Futures Only, October 30, 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 : 62,158: 6,780 7,070 3,309 47,580 47,021 57,669 57,400: 4,489 4,758
Old : 62,158: 6,780 7,070 3,309 47,580 47,021 57,669 57,400: 4,489 4,758
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 23, 2007 :
: 4,865: -333 409 17 5,538 4,290 5,222 4,716: -357 149
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.9 11.4 5.3 76.5 75.6 92.8 92.3: 7.2 7.7
Old : 100.0: 10.9 11.4 5.3 76.5 75.6 92.8 92.3: 7.2 7.7
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 : 25: 1 1 1 17 18 19 19:
Old : 25: 1 1 1 17 18 19 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 : 61.5 49.8 78.9 73.0 43.8 33.7 54.3 48.9
Old : 61.5 49.8 78.9 73.0 43.8 33.7 54.3 48.9
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 30, 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 :10,442,298: 1,509,075 560,893 1,099,818 6,551,781 7,503,543 9,160,674 9,164,254: 1,281,624 1,278,044
Old :10,442,298: 1,509,075 560,893 1,099,818 6,551,781 7,503,543 9,160,674 9,164,254: 1,281,624 1,278,044
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 23, 2007 :
: 325,759: 96,313 125,983 6,596 173,370 159,482 276,279 292,061: 49,480 33,698
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.5 5.4 10.5 62.7 71.9 87.7 87.8: 12.3 12.2
Old : 100.0: 14.5 5.4 10.5 62.7 71.9 87.7 87.8: 12.3 12.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 285: 68 43 87 151 150 265 247:
Old : 285: 68 43 87 151 150 265 247:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.8 20.4 38.0 34.8 27.8 16.3 33.0 28.5
Old : 30.8 20.4 38.0 34.8 27.8 16.3 33.0 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, October 30, 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 : 613,357: 55,089 86,538 7,632 429,778 378,084 492,499 472,254: 120,858 141,103
Old : 613,357: 55,089 86,538 7,632 429,778 378,084 492,499 472,254: 120,858 141,103
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 23, 2007 :
: 10,685: 4,003 -1,800 2,476 1,609 1,433 8,088 2,109: 2,597 8,576
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.0 14.1 1.2 70.1 61.6 80.3 77.0: 19.7 23.0
Old : 100.0: 9.0 14.1 1.2 70.1 61.6 80.3 77.0: 19.7 23.0
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 : 190: 47 39 20 77 55 136 102:
Old : 190: 47 39 20 77 55 136 102:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.0 25.8 34.1 37.0 22.9 25.8 34.0 37.0
Old : 23.0 25.8 34.1 37.0 22.9 25.8 34.0 37.0
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 30, 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 : 2,026,594: 325,433 544,199 25,361 1,208,617 1,299,491 1,559,411 1,869,051: 467,183 157,543
Old : 2,026,594: 325,433 544,199 25,361 1,208,617 1,299,491 1,559,411 1,869,051: 467,183 157,543
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 23, 2007 :
: 48,815: 17,983 15,537 -9,625 4,948 50,869 13,306 56,781: 35,509 -7,966
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.1 26.9 1.3 59.6 64.1 76.9 92.2: 23.1 7.8
Old : 100.0: 16.1 26.9 1.3 59.6 64.1 76.9 92.2: 23.1 7.8
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 : 307: 64 99 27 95 97 174 208:
Old : 307: 64 99 27 95 97 174 208:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.0 21.3 33.6 32.8 16.6 18.2 26.9 28.3
Old : 23.0 21.3 33.6 32.8 16.6 18.2 26.9 28.3
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 30, 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 : 100,143: 11,845 26,355 25 73,346 69,492 85,216 95,872: 14,927 4,271
Old : 100,143: 11,845 26,355 25 73,346 69,492 85,216 95,872: 14,927 4,271
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 23, 2007 :
: 858: -1,413 611 -110 2,326 -459 803 42: 55 816
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.8 26.3 0.0 73.2 69.4 85.1 95.7: 14.9 4.3
Old : 100.0: 11.8 26.3 0.0 73.2 69.4 85.1 95.7: 14.9 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 : 85: 14 12 1 37 35 51 48:
Old : 85: 14 12 1 37 35 51 48:
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 : 28.4 38.1 46.9 56.8 28.0 38.1 45.0 55.8
Old : 28.4 38.1 46.9 56.8 28.0 38.1 45.0 55.8
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, October 30, 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 : 56,775: 12,640 11,487 145 34,243 28,358 47,028 39,990: 9,747 16,785
Old : 56,775: 12,640 11,487 145 34,243 28,358 47,028 39,990: 9,747 16,785
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 23, 2007 :
: 1,815: -1,163 -41 145 3,281 717 2,263 821: -448 994
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.3 20.2 0.3 60.3 49.9 82.8 70.4: 17.2 29.6
Old : 100.0: 22.3 20.2 0.3 60.3 49.9 82.8 70.4: 17.2 29.6
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 : 64: 19 10 1 23 19 42 30:
Old : 64: 19 10 1 23 19 42 30:
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 : 36.8 37.6 51.1 51.5 35.9 34.1 48.9 48.0
Old : 36.8 37.6 51.1 51.5 35.9 34.1 48.9 48.0
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 30, 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 : 432,608: 164,499 146,656 5,589 184,825 262,460 354,913 414,705: 77,695 17,903
Old : 432,608: 164,499 146,656 5,589 184,825 262,460 354,913 414,705: 77,695 17,903
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 23, 2007 :
: 2,893: -10,718 11,988 -2,410 9,682 -4,644 -3,446 4,934: 6,339 -2,041
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.0 33.9 1.3 42.7 60.7 82.0 95.9: 18.0 4.1
Old : 100.0: 38.0 33.9 1.3 42.7 60.7 82.0 95.9: 18.0 4.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 244: 96 60 13 56 48 159 115:
Old : 244: 96 60 13 56 48 159 115:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.9 36.2 31.9 52.4 19.2 36.1 30.1 52.3
Old : 20.9 36.2 31.9 52.4 19.2 36.1 30.1 52.3
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 30, 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 : 88,532: 54,852 8,830 205 8,531 73,210 63,588 82,245: 24,944 6,287
Old : 88,532: 54,852 8,830 205 8,531 73,210 63,588 82,245: 24,944 6,287
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 23, 2007 :
: 3,372: 3,180 811 0 -1,060 4,318 2,120 5,129: 1,252 -1,757
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.0 10.0 0.2 9.6 82.7 71.8 92.9: 28.2 7.1
Old : 100.0: 62.0 10.0 0.2 9.6 82.7 71.8 92.9: 28.2 7.1
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 : 71: 35 11 1 12 18 47 30:
Old : 71: 35 11 1 12 18 47 30:
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 : 21.5 40.4 35.2 65.3 21.5 39.8 35.2 64.7
Old : 21.5 40.4 35.2 65.3 21.5 39.8 35.2 64.7
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 30, 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 : 33,211: 2,662 10,932 6 19,625 16,198 22,293 27,136: 10,918 6,075
Old : 33,211: 2,662 10,932 6 19,625 16,198 22,293 27,136: 10,918 6,075
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 23, 2007 :
: -352: -204 -324 0 -59 -203 -263 -527: -89 175
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.0 32.9 0.0 59.1 48.8 67.1 81.7: 32.9 18.3
Old : 100.0: 8.0 32.9 0.0 59.1 48.8 67.1 81.7: 32.9 18.3
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 : 56: 4 20 1 18 19 23 39:
Old : 56: 4 20 1 18 19 23 39:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.2 28.7 51.7 40.2 32.2 25.4 45.0 36.2
Old : 37.2 28.7 51.7 40.2 32.2 25.4 45.0 36.2
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, October 30, 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 : 580,417: 61,224 246,225 2,375 503,502 277,895 567,101 526,495: 13,316 53,922
Old : 580,417: 61,224 246,225 2,375 503,502 277,895 567,101 526,495: 13,316 53,922
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 23, 2007 :
: 654: -3,582 3,172 553 549 341 -2,480 4,066: 3,134 -3,412
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.5 42.4 0.4 86.7 47.9 97.7 90.7: 2.3 9.3
Old : 100.0: 10.5 42.4 0.4 86.7 47.9 97.7 90.7: 2.3 9.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 255: 25 120 11 59 79 94 200:
Old : 255: 25 120 11 59 79 94 200:
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 : 56.7 19.2 77.9 29.1 53.7 18.7 74.5 27.6
Old : 56.7 19.2 77.9 29.1 53.7 18.7 74.5 27.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
Commitments of Traders - Futures Only, October 30, 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 : 70,912: 13,837 30,964 0 47,878 27,800 61,715 58,764: 9,197 12,148
Old : 70,912: 13,837 30,964 0 47,878 27,800 61,715 58,764: 9,197 12,148
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 23, 2007 :
: 853: 1,041 -2,602 0 249 3,676 1,290 1,074: -437 -221
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.5 43.7 0.0 67.5 39.2 87.0 82.9: 13.0 17.1
Old : 100.0: 19.5 43.7 0.0 67.5 39.2 87.0 82.9: 13.0 17.1
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 : 65: 13 17 0 18 20 31 37:
Old : 65: 13 17 0 18 20 31 37:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.1 39.9 58.7 60.0 40.0 39.9 58.6 58.7
Old : 40.1 39.9 58.7 60.0 40.0 39.9 58.6 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 30, 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 : 63,562: 23,300 6,699 177 34,379 24,247 57,856 31,123: 5,706 32,439
Old : 63,562: 23,300 6,699 177 34,379 24,247 57,856 31,123: 5,706 32,439
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 23, 2007 :
: 640: -3,327 1,369 -68 6,515 1,046 3,120 2,347: -2,480 -1,707
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.7 10.5 0.3 54.1 38.1 91.0 49.0: 9.0 51.0
Old : 100.0: 36.7 10.5 0.3 54.1 38.1 91.0 49.0: 9.0 51.0
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 : 56: 17 7 1 18 18 35 26:
Old : 56: 17 7 1 18 18 35 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 : 42.7 25.7 67.0 35.0 42.7 25.7 64.6 34.5
Old : 42.7 25.7 67.0 35.0 42.7 25.7 64.6 34.5
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 30, 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 : 22,063: 6,369 1,716 0 14,257 19,674 20,626 21,390: 1,437 673
Old : 22,063: 6,369 1,716 0 14,257 19,674 20,626 21,390: 1,437 673
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 23, 2007 :
: 31: -89 -24 0 67 -171 -22 -195: 53 226
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.9 7.8 0.0 64.6 89.2 93.5 96.9: 6.5 3.1
Old : 100.0: 28.9 7.8 0.0 64.6 89.2 93.5 96.9: 6.5 3.1
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 : 22: 10 4 0 6 2 16 6:
Old : 22: 10 4 0 6 2 16 6:
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 : 68.8 95.1 85.8 96.9 68.8 95.1 85.8 96.9
Old : 68.8 95.1 85.8 96.9 68.8 95.1 85.8 96.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE Code-597741
Commitments of Traders - Futures Only, October 30, 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 : 35,646: 6,245 7,695 4,362 12,819 16,814 23,426 28,871: 12,220 6,775
Old : 35,646: 6,245 7,695 4,362 12,819 16,814 23,426 28,871: 12,220 6,775
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 23, 2007 :
: 1,655: 354 -266 0 131 305 485 39: 1,170 1,616
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.5 21.6 12.2 36.0 47.2 65.7 81.0: 34.3 19.0
Old : 100.0: 17.5 21.6 12.2 36.0 47.2 65.7 81.0: 34.3 19.0
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 : 49: 8 13 8 18 24 31 41:
Old : 49: 8 13 8 18 24 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 : 29.1 24.8 41.7 40.0 22.9 19.1 32.5 32.0
Old : 29.1 24.8 41.7 40.0 22.9 19.1 32.5 32.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 2, 2007