MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders - Futures Only, December 4, 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 : 29,161: 4,222 2,900 853 18,839 17,692 23,914 21,445: 5,247 7,716
Old : 29,161: 4,222 2,900 853 18,839 17,692 23,914 21,445: 5,247 7,716
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 27, 2007 :
: -3,183: -755 208 -245 -2,144 -2,451 -3,144 -2,488: -39 -695
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.5 9.9 2.9 64.6 60.7 82.0 73.5: 18.0 26.5
Old : 100.0: 14.5 9.9 2.9 64.6 60.7 82.0 73.5: 18.0 26.5
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 : 56: 9 12 9 24 25 41 38:
Old : 56: 9 12 9 24 25 41 38:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.6 33.3 56.4 45.2 43.6 31.9 55.9 43.2
Old : 43.6 33.3 56.4 45.2 43.6 31.9 55.9 43.2
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, December 4, 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 : 206,864: 40,782 40,476 48,870 95,163 79,202 184,815 168,548: 22,049 38,316
Old : 199,926: 39,975 45,838 43,290 95,104 73,559 178,369 162,687: 21,557 37,239
Other: 6,938: 6,387 218 0 59 5,643 6,446 5,861: 492 1,077
: : :
: : Changes in Commitments from: November 27, 2007 :
: 754: 630 1,842 1,340 -201 -1,526 1,769 1,656: -1,015 -902
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.7 19.6 23.6 46.0 38.3 89.3 81.5: 10.7 18.5
Old : 100.0: 20.0 22.9 21.7 47.6 36.8 89.2 81.4: 10.8 18.6
Other: 100.0: 92.1 3.1 0.0 0.9 81.3 92.9 84.5: 7.1 15.5
: : :
:# Traders : Number of Traders in Each Category :
All : 233: 61 83 83 35 51 159 174:
Old : 233: 58 88 83 35 51 159 174:
Other: 39: 16 5 0 1 17 17 22:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.9 20.1 39.0 29.7 22.2 14.0 32.9 21.0
Old : 24.8 18.6 39.3 28.5 22.9 14.7 34.0 22.1
Other: 67.7 69.3 85.1 77.6 67.7 69.3 85.1 77.6
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders - Futures Only, December 4, 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 : 237,412: 55,505 50,050 32,729 128,872 106,792 217,106 189,571: 20,306 47,841
Old : 237,412: 55,505 50,050 32,729 128,872 106,792 217,106 189,571: 20,306 47,841
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 27, 2007 :
: -1,046: 322 4,228 -676 454 -2,768 100 784: -1,146 -1,830
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.4 21.1 13.8 54.3 45.0 91.4 79.8: 8.6 20.2
Old : 100.0: 23.4 21.1 13.8 54.3 45.0 91.4 79.8: 8.6 20.2
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 : 311: 52 106 70 71 127 168 266:
Old : 311: 52 106 70 71 127 168 266:
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 : 26.9 13.6 40.3 21.0 26.9 11.9 40.2 18.0
Old : 26.9 13.6 40.3 21.0 26.9 11.9 40.2 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, December 4, 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 : 10,470: 3,921 3,947 1,931 2,537 2,149 8,389 8,027: 2,081 2,443
Old : 10,470: 3,921 3,947 1,931 2,537 2,149 8,389 8,027: 2,081 2,443
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 27, 2007 :
: 1,538: -407 305 1,232 484 21 1,309 1,558: 229 -20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.4 37.7 18.4 24.2 20.5 80.1 76.7: 19.9 23.3
Old : 100.0: 37.4 37.7 18.4 24.2 20.5 80.1 76.7: 19.9 23.3
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 : 92: 23 28 19 19 28 55 70:
Old : 92: 23 28 19 19 28 55 70:
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 : 28.1 23.6 44.8 34.0 28.1 21.7 43.6 29.5
Old : 28.1 23.6 44.8 34.0 28.1 21.7 43.6 29.5
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, December 4, 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 : 27,605: 13,945 3,795 2,795 7,727 7,600 24,467 14,190: 3,138 13,415
Old : 27,605: 13,945 3,795 2,795 7,727 7,600 24,467 14,190: 3,138 13,415
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 27, 2007 :
: 588: 462 4 63 349 42 874 109: -286 479
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.5 13.7 10.1 28.0 27.5 88.6 51.4: 11.4 48.6
Old : 100.0: 50.5 13.7 10.1 28.0 27.5 88.6 51.4: 11.4 48.6
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 : 126: 37 22 20 22 42 72 80:
Old : 126: 37 22 20 22 42 72 80:
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 10.4 41.2 16.8 26.5 10.4 41.2 15.8
Old : 26.5 10.4 41.2 16.8 26.5 10.4 41.2 15.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
Commitments of Traders - Futures Only, December 4, 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 : 114,020: 34,194 18,870 3,673 46,196 74,920 84,063 97,463: 29,957 16,557
Old : 114,020: 34,194 18,870 3,673 46,196 74,920 84,063 97,463: 29,957 16,557
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 27, 2007 :
: 1,666: -5,338 8,337 518 3,963 -4,798 -857 4,057: 2,523 -2,391
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.0 16.5 3.2 40.5 65.7 73.7 85.5: 26.3 14.5
Old : 100.0: 30.0 16.5 3.2 40.5 65.7 73.7 85.5: 26.3 14.5
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 : 84: 30 19 13 24 20 61 47:
Old : 84: 30 19 13 24 20 61 47:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.4 46.4 36.6 60.2 18.0 42.8 27.7 52.0
Old : 25.4 46.4 36.6 60.2 18.0 42.8 27.7 52.0
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, December 4, 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 : 77,920: 30,533 23,490 573 25,522 44,647 56,628 68,710: 21,292 9,210
Old : 77,920: 30,533 23,490 573 25,522 44,647 56,628 68,710: 21,292 9,210
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 27, 2007 :
: -3,959: -6,539 -380 -72 5,563 -3,019 -1,048 -3,471: -2,911 -488
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.2 30.1 0.7 32.8 57.3 72.7 88.2: 27.3 11.8
Old : 100.0: 39.2 30.1 0.7 32.8 57.3 72.7 88.2: 27.3 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 : 57: 25 14 2 10 15 36 30:
Old : 57: 25 14 2 10 15 36 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 : 34.5 49.0 48.2 65.7 31.3 47.6 45.1 64.3
Old : 34.5 49.0 48.2 65.7 31.3 47.6 45.1 64.3
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, December 4, 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 : 105,039: 32,548 22,512 787 66,321 79,023 99,656 102,322: 5,383 2,717
Old : 105,039: 32,548 22,512 787 66,321 79,023 99,656 102,322: 5,383 2,717
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 27, 2007 :
: 14,568: 6,197 7,930 -434 8,231 7,088 13,994 14,584: 574 -16
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.0 21.4 0.7 63.1 75.2 94.9 97.4: 5.1 2.6
Old : 100.0: 31.0 21.4 0.7 63.1 75.2 94.9 97.4: 5.1 2.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 80: 36 19 5 13 17 52 39:
Old : 80: 36 19 5 13 17 52 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 : 53.3 74.7 67.7 86.3 49.8 71.7 60.6 80.1
Old : 53.3 74.7 67.7 86.3 49.8 71.7 60.6 80.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
Commitments of Traders - Futures Only, December 4, 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 : 117,681: 50,879 19,351 593 41,968 77,151 93,440 97,095: 24,241 20,586
Old : 117,681: 50,879 19,351 593 41,968 77,151 93,440 97,095: 24,241 20,586
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 27, 2007 :
: -3,589: -5,551 -2,017 -382 -394 -2,232 -6,327 -4,631: 2,738 1,042
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.2 16.4 0.5 35.7 65.6 79.4 82.5: 20.6 17.5
Old : 100.0: 43.2 16.4 0.5 35.7 65.6 79.4 82.5: 20.6 17.5
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 : 72: 27 20 2 13 20 41 41:
Old : 72: 27 20 2 13 20 41 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 : 47.6 37.4 58.1 52.1 46.2 36.1 56.7 50.2
Old : 47.6 37.4 58.1 52.1 46.2 36.1 56.7 50.2
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, December 4, 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 : 195,761: 73,463 39,378 1,075 82,859 138,141 157,397 178,594: 38,364 17,167
Old : 195,761: 73,463 39,378 1,075 82,859 138,141 157,397 178,594: 38,364 17,167
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 27, 2007 :
: 3,187: 5,359 2,606 -24 -1,313 562 4,022 3,144: -835 43
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.5 20.1 0.5 42.3 70.6 80.4 91.2: 19.6 8.8
Old : 100.0: 37.5 20.1 0.5 42.3 70.6 80.4 91.2: 19.6 8.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 107: 38 29 8 30 22 74 53:
Old : 107: 38 29 8 30 22 74 53:
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 : 27.8 58.0 42.0 68.8 27.6 57.6 41.8 68.4
Old : 27.8 58.0 42.0 68.8 27.6 57.6 41.8 68.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
Commitments of Traders - Futures Only, December 4, 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 : 236,107: 93,659 24,542 2,827 85,243 167,434 181,729 194,803: 54,378 41,304
Old : 236,107: 93,659 24,542 2,827 85,243 167,434 181,729 194,803: 54,378 41,304
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 27, 2007 :
: 13,226: 2,324 -237 1,372 9,644 12,189 13,340 13,324: -114 -98
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.7 10.4 1.2 36.1 70.9 77.0 82.5: 23.0 17.5
Old : 100.0: 39.7 10.4 1.2 36.1 70.9 77.0 82.5: 23.0 17.5
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 : 141: 57 34 12 31 33 92 75:
Old : 141: 57 34 12 31 33 92 75:
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 : 32.3 46.9 42.7 58.7 29.7 40.9 37.2 52.3
Old : 32.3 46.9 42.7 58.7 29.7 40.9 37.2 52.3
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, December 4, 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 : 22,019: 14,124 3,125 81 5,486 18,023 19,691 21,229: 2,328 790
Old : 22,019: 14,124 3,125 81 5,486 18,023 19,691 21,229: 2,328 790
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 27, 2007 :
: -599: 2,452 -1,688 81 -3,003 1,203 -470 -404: -129 -195
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.1 14.2 0.4 24.9 81.9 89.4 96.4: 10.6 3.6
Old : 100.0: 64.1 14.2 0.4 24.9 81.9 89.4 96.4: 10.6 3.6
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 : 38: 15 5 1 9 13 24 19:
Old : 38: 15 5 1 9 13 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 : 45.9 72.1 64.8 85.1 45.9 71.8 64.2 84.9
Old : 45.9 72.1 64.8 85.1 45.9 71.8 64.2 84.9
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, December 4, 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 : 45,754: 13,869 2,500 0 27,141 39,579 41,010 42,079: 4,744 3,675
Old : 45,754: 13,869 2,500 0 27,141 39,579 41,010 42,079: 4,744 3,675
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 27, 2007 :
: 6,025: 3,210 2,500 0 3,903 6,305 7,113 8,805: -1,088 -2,780
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.3 5.5 0.0 59.3 86.5 89.6 92.0: 10.4 8.0
Old : 100.0: 30.3 5.5 0.0 59.3 86.5 89.6 92.0: 10.4 8.0
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 : 23: 4 1 0 9 15 13 16:
Old : 23: 4 1 0 9 15 13 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 : 60.8 59.3 82.0 76.3 60.7 49.5 67.8 63.1
Old : 60.8 59.3 82.0 76.3 60.7 49.5 67.8 63.1
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, December 4, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $1,000,000) :
: : :
All :11,168,181: 1,921,869 761,366 1,137,296 6,785,665 7,961,786 9,844,830 9,860,448: 1,323,351 1,307,733
Old :11,168,181: 1,921,869 761,366 1,137,296 6,785,665 7,961,786 9,844,830 9,860,448: 1,323,351 1,307,733
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 27, 2007 :
: 479,404: 151,814 72,200 42,984 250,129 383,368 444,927 498,552: 34,477 -19,148
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.2 6.8 10.2 60.8 71.3 88.2 88.3: 11.8 11.7
Old : 100.0: 17.2 6.8 10.2 60.8 71.3 88.2 88.3: 11.8 11.7
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 : 289: 71 43 95 149 149 265 257:
Old : 289: 71 43 95 149 149 265 257:
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 : 29.8 22.4 36.9 36.3 26.4 19.0 32.6 30.5
Old : 29.8 22.4 36.9 36.3 26.4 19.0 32.6 30.5
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, December 4, 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 : 657,039: 59,229 86,832 13,637 452,440 406,263 525,306 506,732: 131,733 150,307
Old : 657,039: 59,229 86,832 13,637 452,440 406,263 525,306 506,732: 131,733 150,307
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 27, 2007 :
: 27,286: 3,822 13,979 1,433 18,594 2,137 23,849 17,549: 3,437 9,737
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.0 13.2 2.1 68.9 61.8 80.0 77.1: 20.0 22.9
Old : 100.0: 9.0 13.2 2.1 68.9 61.8 80.0 77.1: 20.0 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 : 195: 46 37 22 85 60 145 105:
Old : 195: 46 37 22 85 60 145 105:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.1 23.6 31.0 34.6 20.0 23.6 30.1 34.1
Old : 20.1 23.6 31.0 34.6 20.0 23.6 30.1 34.1
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, December 4, 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 : 2,164,011: 263,575 541,885 68,388 1,333,808 1,384,258 1,665,771 1,994,531: 498,240 169,480
Old : 2,164,011: 263,575 541,885 68,388 1,333,808 1,384,258 1,665,771 1,994,531: 498,240 169,480
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 27, 2007 :
: 13,476: -50,696 37,003 5,500 13,089 -3,089 -32,107 39,414: 45,583 -25,938
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.2 25.0 3.2 61.6 64.0 77.0 92.2: 23.0 7.8
Old : 100.0: 12.2 25.0 3.2 61.6 64.0 77.0 92.2: 23.0 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 : 321: 65 107 41 102 103 192 226:
Old : 321: 65 107 41 102 103 192 226:
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 20.4 32.2 32.9 15.4 17.2 25.7 28.3
Old : 21.8 20.4 32.2 32.9 15.4 17.2 25.7 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, December 4, 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 : 104,193: 6,529 36,526 81 83,906 62,539 90,516 99,146: 13,677 5,047
Old : 104,193: 6,529 36,526 81 83,906 62,539 90,516 99,146: 13,677 5,047
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 27, 2007 :
: 1,446: -1,191 8,279 81 3,194 -7,996 2,084 364: -638 1,082
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.3 35.1 0.1 80.5 60.0 86.9 95.2: 13.1 4.8
Old : 100.0: 6.3 35.1 0.1 80.5 60.0 86.9 95.2: 13.1 4.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 84: 8 18 1 38 32 46 51:
Old : 84: 8 18 1 38 32 46 51:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.5 36.6 51.1 55.4 31.1 36.6 49.6 54.4
Old : 31.5 36.6 51.1 55.4 31.1 36.6 49.6 54.4
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, December 4, 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 : 52,715: 9,217 14,385 143 33,791 25,432 43,151 39,960: 9,564 12,755
Old : 52,715: 9,217 14,385 143 33,791 25,432 43,151 39,960: 9,564 12,755
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 27, 2007 :
: 873: -486 -453 0 2,338 1,450 1,852 997: -979 -124
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.5 27.3 0.3 64.1 48.2 81.9 75.8: 18.1 24.2
Old : 100.0: 17.5 27.3 0.3 64.1 48.2 81.9 75.8: 18.1 24.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 61: 16 12 1 21 18 37 31:
Old : 61: 16 12 1 21 18 37 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 : 38.1 32.9 54.1 50.7 34.4 30.3 47.7 46.5
Old : 38.1 32.9 54.1 50.7 34.4 30.3 47.7 46.5
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, December 4, 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 : 417,364: 126,995 182,452 12,340 213,495 205,560 352,830 400,352: 64,534 17,012
Old : 417,364: 126,995 182,452 12,340 213,495 205,560 352,830 400,352: 64,534 17,012
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 27, 2007 :
: -10,680: -481 -13,271 2,091 -16,079 3,756 -14,469 -7,424: 3,789 -3,256
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.4 43.7 3.0 51.2 49.3 84.5 95.9: 15.5 4.1
Old : 100.0: 30.4 43.7 3.0 51.2 49.3 84.5 95.9: 15.5 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 : 238: 89 55 17 64 50 160 116:
Old : 238: 89 55 17 64 50 160 116:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.0 33.3 31.8 50.1 19.8 33.2 29.4 47.6
Old : 22.0 33.3 31.8 50.1 19.8 33.2 29.4 47.6
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, December 4, 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 : 67,940: 31,152 7,633 355 15,645 49,535 47,152 57,523: 20,788 10,417
Old : 67,940: 31,152 7,633 355 15,645 49,535 47,152 57,523: 20,788 10,417
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 27, 2007 :
: 3,368: 1,005 3,140 312 1,594 -1,738 2,911 1,714: 457 1,654
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.9 11.2 0.5 23.0 72.9 69.4 84.7: 30.6 15.3
Old : 100.0: 45.9 11.2 0.5 23.0 72.9 69.4 84.7: 30.6 15.3
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 : 51: 21 9 3 9 18 31 29:
Old : 51: 21 9 3 9 18 31 29:
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 : 31.7 37.1 45.3 55.5 25.3 35.0 38.7 52.3
Old : 31.7 37.1 45.3 55.5 25.3 35.0 38.7 52.3
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, December 4, 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 : 38,287: 483 14,417 6 24,037 19,045 24,526 33,468: 13,761 4,819
Old : 38,287: 483 14,417 6 24,037 19,045 24,526 33,468: 13,761 4,819
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 27, 2007 :
: -709: 0 -99 -4 -903 -474 -907 -577: 198 -132
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.3 37.7 0.0 62.8 49.7 64.1 87.4: 35.9 12.6
Old : 100.0: 1.3 37.7 0.0 62.8 49.7 64.1 87.4: 35.9 12.6
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 : 62: 2 23 1 21 23 24 46:
Old : 62: 2 23 1 21 23 24 46:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.2 29.1 50.3 44.0 33.1 27.8 43.0 40.2
Old : 36.2 29.1 50.3 44.0 33.1 27.8 43.0 40.2
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, December 4, 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 : 662,120: 69,560 237,000 2,071 578,745 352,749 650,376 591,820: 11,744 70,300
Old : 662,120: 69,560 237,000 2,071 578,745 352,749 650,376 591,820: 11,744 70,300
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 27, 2007 :
: 1,070: -5,815 3,118 -1,772 7,577 -2,151 -10 -805: 1,080 1,875
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.5 35.8 0.3 87.4 53.3 98.2 89.4: 1.8 10.6
Old : 100.0: 10.5 35.8 0.3 87.4 53.3 98.2 89.4: 1.8 10.6
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 : 266: 30 126 15 61 78 101 209:
Old : 266: 30 126 15 61 78 101 209:
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 : 55.0 22.9 77.6 32.8 52.3 22.8 74.2 31.7
Old : 55.0 22.9 77.6 32.8 52.3 22.8 74.2 31.7
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, December 4, 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 : 70,846: 10,346 30,950 679 50,524 27,327 61,549 58,956: 9,297 11,890
Old : 70,846: 10,346 30,950 679 50,524 27,327 61,549 58,956: 9,297 11,890
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 27, 2007 :
: 2,584: 905 5,706 506 2,282 -2,714 3,693 3,498: -1,109 -914
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.6 43.7 1.0 71.3 38.6 86.9 83.2: 13.1 16.8
Old : 100.0: 14.6 43.7 1.0 71.3 38.6 86.9 83.2: 13.1 16.8
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 : 73: 13 20 4 23 22 40 42:
Old : 73: 13 20 4 23 22 40 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 : 42.0 41.6 58.9 53.7 42.0 39.1 58.9 51.0
Old : 42.0 41.6 58.9 53.7 42.0 39.1 58.9 51.0
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, December 4, 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 : 59,359: 18,053 3,412 269 33,157 32,346 51,479 36,027: 7,880 23,332
Old : 59,359: 18,053 3,412 269 33,157 32,346 51,479 36,027: 7,880 23,332
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 27, 2007 :
: 643: -76 316 4 1,443 -1,778 1,371 -1,458: -728 2,101
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.4 5.7 0.5 55.9 54.5 86.7 60.7: 13.3 39.3
Old : 100.0: 30.4 5.7 0.5 55.9 54.5 86.7 60.7: 13.3 39.3
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 : 53: 17 4 2 18 19 36 24:
Old : 53: 17 4 2 18 19 36 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.8 33.1 58.6 46.1 40.7 32.5 55.4 44.1
Old : 43.8 33.1 58.6 46.1 40.7 32.5 55.4 44.1
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, December 4, 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 : 21,100: 5,662 445 37 14,216 20,293 19,915 20,775: 1,185 325
Old : 21,100: 5,662 445 37 14,216 20,293 19,915 20,775: 1,185 325
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 27, 2007 :
: -387: -404 -214 37 -35 -217 -402 -394: 15 7
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.8 2.1 0.2 67.4 96.2 94.4 98.5: 5.6 1.5
Old : 100.0: 26.8 2.1 0.2 67.4 96.2 94.4 98.5: 5.6 1.5
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 : 22: 11 3 1 6 3 17 7:
Old : 22: 11 3 1 6 3 17 7:
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 : 70.6 97.0 86.5 98.5 69.9 97.0 85.8 97.6
Old : 70.6 97.0 86.5 98.5 69.9 97.0 85.8 97.6
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, December 4, 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 : 42,293: 10,721 5,202 3,952 17,593 21,832 32,266 30,986: 10,027 11,307
Old : 42,293: 10,721 5,202 3,952 17,593 21,832 32,266 30,986: 10,027 11,307
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 27, 2007 :
: 3,171: 3,507 -1 -1,002 1,761 1,768 4,266 765: -1,095 2,406
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.3 12.3 9.3 41.6 51.6 76.3 73.3: 23.7 26.7
Old : 100.0: 25.3 12.3 9.3 41.6 51.6 76.3 73.3: 23.7 26.7
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 : 47: 10 8 8 21 25 34 39:
Old : 47: 10 8 8 21 25 34 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 : 38.3 26.2 51.6 42.3 28.8 20.7 37.8 31.4
Old : 38.3 26.2 51.6 42.3 28.8 20.7 37.8 31.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 7, 2007