BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders - Futures Only, November 20, 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 : 2,437: 0 54 51 1,683 2,196 1,734 2,301: 703 136
Old : 2,437: 0 54 51 1,683 2,196 1,734 2,301: 703 136
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 13, 2007 :
: -44: -54 15 -6 17 -74 -43 -65: -1 21
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 2.2 2.1 69.1 90.1 71.2 94.4: 28.8 5.6
Old : 100.0: 0.0 2.2 2.1 69.1 90.1 71.2 94.4: 28.8 5.6
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 : 22: 0 3 3 13 10 16 13:
Old : 22: 0 3 3 13 10 16 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.9 67.2 62.1 86.8 40.1 66.9 58.9 82.3
Old : 40.9 67.2 62.1 86.8 40.1 66.9 58.9 82.3
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, November 20, 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 : 32,238: 4,325 2,500 1,254 21,159 20,246 26,738 24,000: 5,500 8,238
Old : 32,238: 4,325 2,500 1,254 21,159 20,246 26,738 24,000: 5,500 8,238
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 13, 2007 :
: 1,223: -108 -183 329 727 537 948 683: 275 540
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.4 7.8 3.9 65.6 62.8 82.9 74.4: 17.1 25.6
Old : 100.0: 13.4 7.8 3.9 65.6 62.8 82.9 74.4: 17.1 25.6
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: 7 12 11 27 23 44 36:
Old : 56: 7 12 11 27 23 44 36:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.4 33.9 57.6 45.8 44.4 32.3 57.2 44.0
Old : 44.4 33.9 57.6 45.8 44.4 32.3 57.2 44.0
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, November 20, 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 : 208,378: 43,315 41,185 44,345 96,735 82,218 184,395 167,748: 23,983 40,630
Old : 202,082: 39,683 43,219 41,958 96,706 77,193 178,347 162,370: 23,735 39,712
Other: 6,296: 6,019 353 0 29 5,025 6,048 5,378: 248 918
: : :
: : Changes in Commitments from: November 13, 2007 :
: 1,986: -1,594 -680 1,489 2,528 1,855 2,423 2,664: -437 -678
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.8 19.8 21.3 46.4 39.5 88.5 80.5: 11.5 19.5
Old : 100.0: 19.6 21.4 20.8 47.9 38.2 88.3 80.3: 11.7 19.7
Other: 100.0: 95.6 5.6 0.0 0.5 79.8 96.1 85.4: 3.9 14.6
: : :
:# Traders : Number of Traders in Each Category :
All : 230: 68 82 82 30 49 152 175:
Old : 230: 64 87 82 30 49 152 175:
Other: 44: 18 6 0 1 19 19 25:
:----------------------------------------------------------------------------------------------------
: 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 : 24.3 17.3 40.0 27.9 22.2 15.0 33.4 22.0
Old : 25.0 16.0 40.2 26.9 22.9 15.1 34.5 22.3
Other: 75.2 67.2 88.5 75.9 75.2 67.2 88.5 75.9
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE Code-056641
Commitments of Traders - Futures Only, November 20, 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 : 1,812: 159 492 313 826 321 1,298 1,126: 514 686
Old : 1,812: 159 492 313 826 321 1,298 1,126: 514 686
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 13, 2007 :
: -243: -50 -256 -21 -140 62 -211 -215: -32 -28
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.8 27.2 17.3 45.6 17.7 71.6 62.1: 28.4 37.9
Old : 100.0: 8.8 27.2 17.3 45.6 17.7 71.6 62.1: 28.4 37.9
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 : 22: 3 12 3 5 4 11 16:
Old : 22: 3 12 3 5 4 11 16:
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 : 45.0 38.2 64.3 51.2 40.7 26.0 53.7 35.8
Old : 45.0 38.2 64.3 51.2 40.7 26.0 53.7 35.8
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, November 20, 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 : 242,358: 53,918 45,536 36,706 128,957 109,584 219,581 191,826: 22,777 50,532
Old : 242,358: 53,918 45,536 36,706 128,957 109,584 219,581 191,826: 22,777 50,532
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 13, 2007 :
: -4,773: 1,047 2,644 -4,090 -968 -1,735 -4,011 -3,181: -762 -1,592
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.2 18.8 15.1 53.2 45.2 90.6 79.1: 9.4 20.9
Old : 100.0: 22.2 18.8 15.1 53.2 45.2 90.6 79.1: 9.4 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 : 309: 58 95 84 67 125 176 269:
Old : 309: 58 95 84 67 125 176 269:
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 : 26.5 13.4 39.4 20.9 26.5 12.2 39.4 18.0
Old : 26.5 13.4 39.4 20.9 26.5 12.2 39.4 18.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
Commitments of Traders - Futures Only, November 20, 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 : 8,861: 4,361 3,784 623 2,066 2,166 7,050 6,573: 1,811 2,288
Old : 8,861: 4,361 3,784 623 2,066 2,166 7,050 6,573: 1,811 2,288
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 13, 2007 :
: 211: -125 -320 244 -46 251 73 175: 138 36
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.2 42.7 7.0 23.3 24.4 79.6 74.2: 20.4 25.8
Old : 100.0: 49.2 42.7 7.0 23.3 24.4 79.6 74.2: 20.4 25.8
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 : 77: 20 27 9 13 25 40 55:
Old : 77: 20 27 9 13 25 40 55:
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 : 36.1 25.8 56.7 38.2 36.1 25.8 55.0 35.9
Old : 36.1 25.8 56.7 38.2 36.1 25.8 55.0 35.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
Commitments of Traders - Futures Only, November 20, 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 : 26,123: 13,089 3,998 2,562 7,268 6,592 22,919 13,152: 3,204 12,971
Old : 26,123: 13,089 3,998 2,562 7,268 6,592 22,919 13,152: 3,204 12,971
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 13, 2007 :
: -372: 1,211 -676 -22 -616 789 573 91: -945 -463
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.1 15.3 9.8 27.8 25.2 87.7 50.3: 12.3 49.7
Old : 100.0: 50.1 15.3 9.8 27.8 25.2 87.7 50.3: 12.3 49.7
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 : 120: 33 23 19 24 39 70 76:
Old : 120: 33 23 19 24 39 70 76:
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 : 28.7 9.7 43.2 16.1 27.7 9.6 42.2 15.1
Old : 28.7 9.7 43.2 16.1 27.7 9.6 42.2 15.1
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, November 20, 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 : 109,533: 41,574 9,282 3,161 36,064 76,809 80,799 89,252: 28,734 20,281
Old : 109,533: 41,574 9,282 3,161 36,064 76,809 80,799 89,252: 28,734 20,281
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 13, 2007 :
: -11,945: -14,302 129 441 4,579 -12,777 -9,282 -12,207: -2,663 262
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.0 8.5 2.9 32.9 70.1 73.8 81.5: 26.2 18.5
Old : 100.0: 38.0 8.5 2.9 32.9 70.1 73.8 81.5: 26.2 18.5
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 : 77: 31 14 10 20 19 54 40:
Old : 77: 31 14 10 20 19 54 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 : 23.8 49.3 36.1 64.0 17.9 45.3 28.5 55.8
Old : 23.8 49.3 36.1 64.0 17.9 45.3 28.5 55.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
Commitments of Traders - Futures Only, November 20, 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 : 83,181: 37,165 23,433 519 18,608 49,082 56,292 73,034: 26,889 10,147
Old : 83,181: 37,165 23,433 519 18,608 49,082 56,292 73,034: 26,889 10,147
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 13, 2007 :
: 6,045: 4,072 5,843 517 958 1,172 5,547 7,532: 498 -1,487
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.7 28.2 0.6 22.4 59.0 67.7 87.8: 32.3 12.2
Old : 100.0: 44.7 28.2 0.6 22.4 59.0 67.7 87.8: 32.3 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 : 62: 29 15 2 10 15 40 31:
Old : 62: 29 15 2 10 15 40 31:
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 : 31.2 43.2 41.9 61.8 28.7 41.3 39.3 59.7
Old : 31.2 43.2 41.9 61.8 28.7 41.3 39.3 59.7
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, November 20, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF MXN 500,000) :
: : :
All : 94,239: 31,631 14,724 742 55,841 75,074 88,214 90,540: 6,025 3,699
Old : 94,239: 31,631 14,724 742 55,841 75,074 88,214 90,540: 6,025 3,699
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 13, 2007 :
: -8,610: -14,007 3,325 45 7,307 -10,865 -6,655 -7,495: -1,955 -1,115
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.6 15.6 0.8 59.3 79.7 93.6 96.1: 6.4 3.9
Old : 100.0: 33.6 15.6 0.8 59.3 79.7 93.6 96.1: 6.4 3.9
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 : 84: 46 13 3 15 16 62 32:
Old : 84: 46 13 3 15 16 62 32:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.4 79.7 63.5 86.8 47.3 79.6 58.5 83.9
Old : 51.4 79.7 63.5 86.8 47.3 79.6 58.5 83.9
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, November 20, 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 : 122,587: 54,350 19,965 1,391 44,093 82,937 99,834 104,293: 22,753 18,294
Old : 122,587: 54,350 19,965 1,391 44,093 82,937 99,834 104,293: 22,753 18,294
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 13, 2007 :
: -988: -7,311 1,929 666 6,925 -2,682 280 -87: -1,268 -901
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.3 16.3 1.1 36.0 67.7 81.4 85.1: 18.6 14.9
Old : 100.0: 44.3 16.3 1.1 36.0 67.7 81.4 85.1: 18.6 14.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 78: 28 21 4 17 22 48 44:
Old : 78: 28 21 4 17 22 48 44:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.9 39.1 57.7 55.8 45.3 38.4 57.1 54.8
Old : 45.9 39.1 57.7 55.8 45.3 38.4 57.1 54.8
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, November 20, 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 : 193,209: 68,020 37,619 882 83,162 134,908 152,064 173,409: 41,145 19,800
Old : 193,209: 68,020 37,619 882 83,162 134,908 152,064 173,409: 41,145 19,800
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 13, 2007 :
: 2,254: 4,682 -4,923 166 -3,717 8,543 1,131 3,786: 1,123 -1,532
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.2 19.5 0.5 43.0 69.8 78.7 89.8: 21.3 10.2
Old : 100.0: 35.2 19.5 0.5 43.0 69.8 78.7 89.8: 21.3 10.2
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 : 107: 41 29 8 28 20 74 52:
Old : 107: 41 29 8 28 20 74 52:
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 56.0 43.2 65.3 28.9 55.4 43.0 64.5
Old : 29.1 56.0 43.2 65.3 28.9 55.4 43.0 64.5
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, November 20, 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 : 227,240: 98,548 28,520 1,433 70,157 154,389 170,138 184,342: 57,102 42,898
Old : 227,240: 98,548 28,520 1,433 70,157 154,389 170,138 184,342: 57,102 42,898
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 13, 2007 :
: 7,374: -273 -872 -430 6,184 4,593 5,481 3,291: 1,893 4,083
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.4 12.6 0.6 30.9 67.9 74.9 81.1: 25.1 18.9
Old : 100.0: 43.4 12.6 0.6 30.9 67.9 74.9 81.1: 25.1 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 : 145: 59 33 12 31 37 95 77:
Old : 145: 59 33 12 31 37 95 77:
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 : 32.4 38.6 40.5 53.4 30.1 38.2 38.2 53.0
Old : 32.4 38.6 40.5 53.4 30.1 38.2 38.2 53.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
Commitments of Traders - Futures Only, November 20, 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 : 23,219: 12,132 5,078 0 8,312 17,384 20,444 22,462: 2,775 757
Old : 23,219: 12,132 5,078 0 8,312 17,384 20,444 22,462: 2,775 757
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 13, 2007 :
: -898: -3,237 132 0 2,527 -597 -710 -465: -188 -433
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.3 21.9 0.0 35.8 74.9 88.0 96.7: 12.0 3.3
Old : 100.0: 52.3 21.9 0.0 35.8 74.9 88.0 96.7: 12.0 3.3
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 : 39: 14 7 0 12 10 26 17:
Old : 39: 14 7 0 12 10 26 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.4 75.1 55.8 89.4 34.2 74.9 55.7 89.1
Old : 34.4 75.1 55.8 89.4 34.2 74.9 55.7 89.1
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, November 20, 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 :10,571,461: 1,771,826 669,015 1,005,775 6,533,826 7,646,690 9,311,427 9,321,480: 1,260,034 1,249,981
Old :10,571,461: 1,771,826 669,015 1,005,775 6,533,826 7,646,690 9,311,427 9,321,480: 1,260,034 1,249,981
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 13, 2007 :
: -23,697: 135,991 80,219 -88,819 27,936 60,988 75,108 52,388: -98,805 -76,085
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.8 6.3 9.5 61.8 72.3 88.1 88.2: 11.9 11.8
Old : 100.0: 16.8 6.3 9.5 61.8 72.3 88.1 88.2: 11.9 11.8
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 : 294: 70 48 94 146 150 265 258:
Old : 294: 70 48 94 146 150 265 258:
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 21.1 36.5 35.6 27.2 17.6 33.1 30.1
Old : 29.0 21.1 36.5 35.6 27.2 17.6 33.1 30.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
Commitments of Traders - Futures Only, November 20, 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 : 621,600: 54,605 71,464 10,140 433,302 400,046 498,047 481,650: 123,553 139,950
Old : 621,600: 54,605 71,464 10,140 433,302 400,046 498,047 481,650: 123,553 139,950
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 13, 2007 :
: 2,842: -1,975 -11,921 351 3,350 15,233 1,726 3,663: 1,116 -821
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.8 11.5 1.6 69.7 64.4 80.1 77.5: 19.9 22.5
Old : 100.0: 8.8 11.5 1.6 69.7 64.4 80.1 77.5: 19.9 22.5
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 : 193: 45 39 21 82 61 141 107:
Old : 193: 45 39 21 82 61 141 107:
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 : 21.8 25.1 32.2 36.1 21.6 25.1 31.9 36.1
Old : 21.8 25.1 32.2 36.1 21.6 25.1 31.9 36.1
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, November 20, 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 : 2,149,374: 302,744 528,415 44,121 1,331,064 1,372,360 1,677,929 1,944,896: 471,445 204,478
Old : 2,149,374: 302,744 528,415 44,121 1,331,064 1,372,360 1,677,929 1,944,896: 471,445 204,478
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 13, 2007 :
: 93,991: 23,787 -2,917 -4,534 69,499 110,232 88,752 102,781: 5,239 -8,790
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.1 24.6 2.1 61.9 63.8 78.1 90.5: 21.9 9.5
Old : 100.0: 14.1 24.6 2.1 61.9 63.8 78.1 90.5: 21.9 9.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 334: 66 108 30 104 109 192 225:
Old : 334: 66 108 30 104 109 192 225:
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 19.3 33.8 31.6 16.9 16.0 27.2 27.0
Old : 23.2 19.3 33.8 31.6 16.9 16.0 27.2 27.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
Commitments of Traders - Futures Only, November 20, 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 : 102,813: 8,045 27,181 0 80,230 72,715 88,275 99,896: 14,538 2,917
Old : 102,813: 8,045 27,181 0 80,230 72,715 88,275 99,896: 14,538 2,917
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 13, 2007 :
: 2,311: -1,007 1,995 0 4,181 966 3,174 2,961: -863 -650
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.8 26.4 0.0 78.0 70.7 85.9 97.2: 14.1 2.8
Old : 100.0: 7.8 26.4 0.0 78.0 70.7 85.9 97.2: 14.1 2.8
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 : 80: 11 11 0 35 34 46 45:
Old : 80: 11 11 0 35 34 46 45:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.3 38.5 49.4 59.6 28.9 38.5 48.7 57.1
Old : 29.3 38.5 49.4 59.6 28.9 38.5 48.7 57.1
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, November 20, 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 : 51,002: 10,671 14,078 467 31,370 24,801 42,508 39,346: 8,494 11,656
Old : 51,002: 10,671 14,078 467 31,370 24,801 42,508 39,346: 8,494 11,656
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 13, 2007 :
: -422: -596 -1,684 324 910 4,614 638 3,254: -1,060 -3,676
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.9 27.6 0.9 61.5 48.6 83.3 77.1: 16.7 22.9
Old : 100.0: 20.9 27.6 0.9 61.5 48.6 83.3 77.1: 16.7 22.9
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: 19 9 2 20 20 39 31:
Old : 61: 19 9 2 20 20 39 31:
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 : 38.0 34.1 53.7 50.5 35.6 32.5 50.9 48.8
Old : 38.0 34.1 53.7 50.5 35.6 32.5 50.9 48.8
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, November 20, 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 : 432,349: 121,218 177,857 10,373 240,800 218,201 372,391 406,431: 59,958 25,918
Old : 432,349: 121,218 177,857 10,373 240,800 218,201 372,391 406,431: 59,958 25,918
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 13, 2007 :
: -5,938: -7,771 24,825 -2,377 18,185 -27,787 8,037 -5,339: -13,975 -599
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.0 41.1 2.4 55.7 50.5 86.1 94.0: 13.9 6.0
Old : 100.0: 28.0 41.1 2.4 55.7 50.5 86.1 94.0: 13.9 6.0
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 : 240: 78 68 19 60 49 146 130:
Old : 240: 78 68 19 60 49 146 130:
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 : 23.4 33.8 35.6 48.4 20.8 33.6 31.9 46.5
Old : 23.4 33.8 35.6 48.4 20.8 33.6 31.9 46.5
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, November 20, 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 : 70,026: 35,304 4,808 177 14,247 57,792 49,728 62,777: 20,298 7,249
Old : 70,026: 35,304 4,808 177 14,247 57,792 49,728 62,777: 20,298 7,249
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 13, 2007 :
: -7,985: -3,572 -1,240 -559 -1,224 -4,816 -5,355 -6,615: -2,630 -1,370
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.4 6.9 0.3 20.3 82.5 71.0 89.6: 29.0 10.4
Old : 100.0: 50.4 6.9 0.3 20.3 82.5 71.0 89.6: 29.0 10.4
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 : 59: 27 7 1 12 17 39 25:
Old : 59: 27 7 1 12 17 39 25:
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 : 23.7 39.7 36.2 65.0 17.9 39.7 29.6 62.3
Old : 23.7 39.7 36.2 65.0 17.9 39.7 29.6 62.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE Code-239741
Commitments of Traders - Futures Only, November 20, 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 : 38,370: 483 13,381 20 23,518 18,663 24,021 32,064: 14,349 6,306
Old : 38,370: 483 13,381 20 23,518 18,663 24,021 32,064: 14,349 6,306
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 13, 2007 :
: 1,819: 48 234 14 1,260 1,181 1,322 1,429: 497 390
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.3 34.9 0.1 61.3 48.6 62.6 83.6: 37.4 16.4
Old : 100.0: 1.3 34.9 0.1 61.3 48.6 62.6 83.6: 37.4 16.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 60: 2 24 2 20 21 24 45:
Old : 60: 2 24 2 20 21 24 45:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.3 26.6 49.5 39.5 32.2 24.9 42.3 36.4
Old : 35.3 26.6 49.5 39.5 32.2 24.9 42.3 36.4
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, November 20, 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 : 652,361: 74,355 237,290 2,778 562,540 347,332 639,673 587,400: 12,688 64,961
Old : 652,361: 74,355 237,290 2,778 562,540 347,332 639,673 587,400: 12,688 64,961
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 13, 2007 :
: 19,076: 5,506 2,025 -1,653 14,247 24,940 18,100 25,312: 976 -6,236
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.4 36.4 0.4 86.2 53.2 98.1 90.0: 1.9 10.0
Old : 100.0: 11.4 36.4 0.4 86.2 53.2 98.1 90.0: 1.9 10.0
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 : 264: 33 125 14 60 77 102 207:
Old : 264: 33 125 14 60 77 102 207:
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 : 55.2 22.0 77.7 31.4 53.0 21.9 74.5 30.6
Old : 55.2 22.0 77.7 31.4 53.0 21.9 74.5 30.6
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, November 20, 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 : 67,930: 9,463 26,420 165 48,306 29,355 57,934 55,940: 9,996 11,990
Old : 67,930: 9,463 26,420 165 48,306 29,355 57,934 55,940: 9,996 11,990
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 13, 2007 :
: -2,956: -2,565 -1,042 -390 -334 -1,174 -3,289 -2,606: 333 -350
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.9 38.9 0.2 71.1 43.2 85.3 82.3: 14.7 17.7
Old : 100.0: 13.9 38.9 0.2 71.1 43.2 85.3 82.3: 14.7 17.7
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 : 67: 10 19 1 19 22 30 41:
Old : 67: 10 19 1 19 22 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 : 43.1 44.7 61.0 57.0 43.1 42.1 61.0 54.2
Old : 43.1 44.7 61.0 57.0 43.1 42.1 61.0 54.2
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, November 20, 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 : 58,768: 18,496 2,896 277 31,204 33,117 49,977 36,290: 8,791 22,478
Old : 58,768: 18,496 2,896 277 31,204 33,117 49,977 36,290: 8,791 22,478
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 13, 2007 :
: -651: -1,014 64 -111 36 3,386 -1,089 3,339: 438 -3,990
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.5 4.9 0.5 53.1 56.4 85.0 61.8: 15.0 38.2
Old : 100.0: 31.5 4.9 0.5 53.1 56.4 85.0 61.8: 15.0 38.2
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 : 57: 20 3 2 17 21 37 26:
Old : 57: 20 3 2 17 21 37 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 : 44.1 33.3 59.7 45.4 41.5 33.3 57.1 44.9
Old : 44.1 33.3 59.7 45.4 41.5 33.3 57.1 44.9
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, November 20, 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 : 21,562: 6,028 715 0 14,240 20,566 20,268 21,281: 1,294 281
Old : 21,562: 6,028 715 0 14,240 20,566 20,268 21,281: 1,294 281
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 13, 2007 :
: -1,718: 85 -684 0 -1,182 -427 -1,097 -1,111: -621 -607
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.0 3.3 0.0 66.0 95.4 94.0 98.7: 6.0 1.3
Old : 100.0: 28.0 3.3 0.0 66.0 95.4 94.0 98.7: 6.0 1.3
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 : 24: 11 4 0 6 4 17 8:
Old : 24: 11 4 0 6 4 17 8:
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 96.1 85.8 98.7 69.1 96.1 85.3 98.3
Old : 69.3 96.1 85.8 98.7 69.1 96.1 85.3 98.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE Code-597741
Commitments of Traders - Futures Only, November 20, 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 : 38,839: 6,246 5,266 5,449 14,794 19,596 26,489 30,311: 12,350 8,528
Old : 38,839: 6,246 5,266 5,449 14,794 19,596 26,489 30,311: 12,350 8,528
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 13, 2007 :
: 2,701: -1,752 -254 157 1,394 1,085 -201 988: 2,902 1,713
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.1 13.6 14.0 38.1 50.5 68.2 78.0: 31.8 22.0
Old : 100.0: 16.1 13.6 14.0 38.1 50.5 68.2 78.0: 31.8 22.0
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 : 48: 11 8 8 20 24 34 38:
Old : 48: 11 8 8 20 24 34 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 : 27.4 23.2 40.3 41.6 16.6 19.3 24.9 31.3
Old : 27.4 23.2 40.3 41.6 16.6 19.3 24.9 31.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 26, 2007