MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders - Futures Only, December 24, 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 : 31,293: 2,894 2,284 1,181 21,911 19,536 25,986 23,001: 5,307 8,292
Old : 31,293: 2,894 2,284 1,181 21,911 19,536 25,986 23,001: 5,307 8,292
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 18, 2007 :
: 228: -1,436 -180 54 1,802 289 420 163: -192 65
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.2 7.3 3.8 70.0 62.4 83.0 73.5: 17.0 26.5
Old : 100.0: 9.2 7.3 3.8 70.0 62.4 83.0 73.5: 17.0 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 : 61: 12 11 11 27 26 48 39:
Old : 61: 12 11 11 27 26 48 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 : 43.6 31.8 57.9 45.0 43.1 29.9 57.4 41.8
Old : 43.6 31.8 57.9 45.0 43.1 29.9 57.4 41.8
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 24, 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 : 206,123: 41,435 47,309 49,144 95,211 74,636 185,790 171,089: 20,333 35,034
Old : 197,042: 38,605 52,386 43,705 95,211 66,950 177,521 163,041: 19,521 34,001
Other: 9,081: 8,262 355 7 0 7,686 8,269 8,048: 812 1,033
: : :
: : Changes in Commitments from: December 18, 2007 :
: -50: -92 1,817 166 830 -760 904 1,223: -954 -1,273
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.1 23.0 23.8 46.2 36.2 90.1 83.0: 9.9 17.0
Old : 100.0: 19.6 26.6 22.2 48.3 34.0 90.1 82.7: 9.9 17.3
Other: 100.0: 91.0 3.9 0.1 0.0 84.6 91.1 88.6: 8.9 11.4
: : :
:# Traders : Number of Traders in Each Category :
All : 211: 55 76 73 31 48 141 157:
Old : 210: 52 79 73 31 48 140 157:
Other: 46: 16 8 1 0 22 16 31:
:----------------------------------------------------------------------------------------------------
: 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 : 24.1 20.5 39.1 30.1 22.1 13.2 32.7 20.5
Old : 25.2 18.8 39.0 28.6 23.1 14.8 34.1 22.1
Other: 62.8 67.7 85.0 75.9 62.7 67.7 84.9 75.9
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders - Futures Only, December 24, 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 : 240,200: 57,673 53,794 39,637 123,657 97,043 220,967 190,474: 19,233 49,726
Old : 240,200: 57,673 53,794 39,637 123,657 97,043 220,967 190,474: 19,233 49,726
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 18, 2007 :
: -2,664: 99 1,315 -716 -843 -2,607 -1,460 -2,008: -1,204 -656
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.0 22.4 16.5 51.5 40.4 92.0 79.3: 8.0 20.7
Old : 100.0: 24.0 22.4 16.5 51.5 40.4 92.0 79.3: 8.0 20.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 308: 46 107 68 61 123 156 263:
Old : 308: 46 107 68 61 123 156 263:
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 11.2 39.9 18.2 26.5 10.9 39.7 16.3
Old : 26.5 11.2 39.9 18.2 26.5 10.9 39.7 16.3
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 24, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 110,000 BOARD FEET) :
: : :
All : 9,348: 4,007 4,416 782 2,688 1,996 7,477 7,194: 1,871 2,154
Old : 9,348: 4,007 4,416 782 2,688 1,996 7,477 7,194: 1,871 2,154
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 18, 2007 :
: 312: 130 78 135 132 39 397 252: -85 60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.9 47.2 8.4 28.8 21.4 80.0 77.0: 20.0 23.0
Old : 100.0: 42.9 47.2 8.4 28.8 21.4 80.0 77.0: 20.0 23.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 82: 25 26 10 17 22 46 56:
Old : 82: 25 26 10 17 22 46 56:
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 : 31.4 28.4 49.1 38.7 31.4 28.4 49.1 37.8
Old : 31.4 28.4 49.1 38.7 31.4 28.4 49.1 37.8
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 24, 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 : 31,662: 16,881 5,817 3,052 8,011 7,412 27,944 16,281: 3,718 15,381
Old : 31,662: 16,881 5,817 3,052 8,011 7,412 27,944 16,281: 3,718 15,381
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 18, 2007 :
: 1,100: 1,412 675 -355 4 193 1,061 513: 39 587
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.3 18.4 9.6 25.3 23.4 88.3 51.4: 11.7 48.6
Old : 100.0: 53.3 18.4 9.6 25.3 23.4 88.3 51.4: 11.7 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 : 129: 34 29 25 26 43 76 89:
Old : 129: 34 29 25 26 43 76 89:
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 : 27.9 8.6 44.9 14.7 27.9 8.6 44.0 14.5
Old : 27.9 8.6 44.9 14.7 27.9 8.6 44.0 14.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
Commitments of Traders - Futures Only, December 24, 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 : 77,357: 29,959 15,236 1,405 18,913 45,440 50,277 62,081: 27,080 15,276
Old : 77,357: 29,959 15,236 1,405 18,913 45,440 50,277 62,081: 27,080 15,276
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 18, 2007 :
: -43,937: -4,936 3,628 -1,504 -35,477 -43,427 -41,917 -41,303: -2,020 -2,634
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.7 19.7 1.8 24.4 58.7 65.0 80.3: 35.0 19.7
Old : 100.0: 38.7 19.7 1.8 24.4 58.7 65.0 80.3: 35.0 19.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 67: 22 13 5 19 19 45 34:
Old : 67: 22 13 5 19 19 45 34:
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 : 25.8 40.2 37.5 52.9 25.8 38.7 37.5 51.4
Old : 25.8 40.2 37.5 52.9 25.8 38.7 37.5 51.4
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 24, 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 : 60,681: 12,643 24,140 0 29,969 27,583 42,612 51,723: 18,069 8,958
Old : 60,681: 12,643 24,140 0 29,969 27,583 42,612 51,723: 18,069 8,958
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 18, 2007 :
: 435: -2,034 2,479 0 3,611 -386 1,577 2,093: -1,142 -1,658
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.8 39.8 0.0 49.4 45.5 70.2 85.2: 29.8 14.8
Old : 100.0: 20.8 39.8 0.0 49.4 45.5 70.2 85.2: 29.8 14.8
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 : 43: 12 14 0 10 11 22 25:
Old : 43: 12 14 0 10 11 22 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 : 44.6 46.7 56.2 66.0 44.5 44.7 56.1 63.9
Old : 44.6 46.7 56.2 66.0 44.5 44.7 56.1 63.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
Commitments of Traders - Futures Only, December 24, 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 : 94,387: 75,331 3,523 251 12,174 88,800 87,756 92,574: 6,631 1,813
Old : 94,387: 75,331 3,523 251 12,174 88,800 87,756 92,574: 6,631 1,813
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 18, 2007 :
: 4,450: 4,621 -298 69 -753 4,883 3,937 4,654: 513 -204
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.8 3.7 0.3 12.9 94.1 93.0 98.1: 7.0 1.9
Old : 100.0: 79.8 3.7 0.3 12.9 94.1 93.0 98.1: 7.0 1.9
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 : 86: 55 10 2 6 18 61 30:
Old : 86: 55 10 2 6 18 61 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 : 49.4 70.3 60.8 85.9 49.0 70.3 60.5 84.1
Old : 49.4 70.3 60.8 85.9 49.0 70.3 60.5 84.1
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 24, 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 : 74,898: 34,590 25,464 329 22,055 28,048 56,974 53,841: 17,924 21,057
Old : 74,898: 34,590 25,464 329 22,055 28,048 56,974 53,841: 17,924 21,057
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 18, 2007 :
: 8,371: 2,473 4,884 -165 4,487 755 6,795 5,474: 1,576 2,897
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.2 34.0 0.4 29.4 37.4 76.1 71.9: 23.9 28.1
Old : 100.0: 46.2 34.0 0.4 29.4 37.4 76.1 71.9: 23.9 28.1
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 : 58: 14 22 2 14 14 28 38:
Old : 58: 14 22 2 14 14 28 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 : 41.9 29.4 57.6 40.8 41.9 21.3 49.6 32.8
Old : 41.9 29.4 57.6 40.8 41.9 21.3 49.6 32.8
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, December 24, 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 : 180,033: 46,961 42,948 979 105,179 117,336 153,119 161,263: 26,914 18,770
Old : 180,033: 46,961 42,948 979 105,179 117,336 153,119 161,263: 26,914 18,770
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 18, 2007 :
: 3,413: -7,114 2,230 146 12,769 -688 5,801 1,688: -2,388 1,725
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.1 23.9 0.5 58.4 65.2 85.1 89.6: 14.9 10.4
Old : 100.0: 26.1 23.9 0.5 58.4 65.2 85.1 89.6: 14.9 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 : 98: 32 27 5 29 21 64 50:
Old : 98: 32 27 5 29 21 64 50:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.0 51.2 54.6 63.9 34.2 41.9 44.1 52.7
Old : 42.0 51.2 54.6 63.9 34.2 41.9 44.1 52.7
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 24, 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 : 157,379: 68,111 37,470 1,272 44,647 87,263 114,030 126,005: 43,349 31,374
Old : 157,379: 68,111 37,470 1,272 44,647 87,263 114,030 126,005: 43,349 31,374
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 18, 2007 :
: 7,214: 715 1,223 -56 10,724 8,525 11,383 9,692: -4,169 -2,478
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.3 23.8 0.8 28.4 55.4 72.5 80.1: 27.5 19.9
Old : 100.0: 43.3 23.8 0.8 28.4 55.4 72.5 80.1: 27.5 19.9
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 : 115: 36 36 6 29 27 69 65:
Old : 115: 36 36 6 29 27 69 65:
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 : 31.9 34.2 43.8 48.0 31.7 33.8 43.6 47.5
Old : 31.9 34.2 43.8 48.0 31.7 33.8 43.6 47.5
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 24, 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 : 20,826: 14,098 1,851 81 4,190 17,818 18,369 19,750: 2,457 1,076
Old : 20,826: 14,098 1,851 81 4,190 17,818 18,369 19,750: 2,457 1,076
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 18, 2007 :
: 1,746: 1,542 -1,079 0 990 1,827 2,532 748: -786 998
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.7 8.9 0.4 20.1 85.6 88.2 94.8: 11.8 5.2
Old : 100.0: 67.7 8.9 0.4 20.1 85.6 88.2 94.8: 11.8 5.2
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 : 32: 12 4 1 7 12 19 17:
Old : 32: 12 4 1 7 12 19 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 : 54.3 56.6 71.2 77.6 54.3 56.3 71.2 74.5
Old : 54.3 56.6 71.2 77.6 54.3 56.3 71.2 74.5
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 24, 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 : 9,658,712: 1,285,722 467,227 1,039,496 6,096,286 6,965,121 8,421,504 8,471,844: 1,237,208 1,186,868
Old : 9,658,712: 1,285,722 467,227 1,039,496 6,096,286 6,965,121 8,421,504 8,471,844: 1,237,208 1,186,868
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 18, 2007 :
: -268,751: -3,259 21,215 51,064 -84,402 -116,321 -36,597 -44,042: -232,154 -224,709
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.3 4.8 10.8 63.1 72.1 87.2 87.7: 12.8 12.3
Old : 100.0: 13.3 4.8 10.8 63.1 72.1 87.2 87.7: 12.8 12.3
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 : 229: 56 32 82 117 118 214 207:
Old : 229: 56 32 82 117 118 214 207:
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 : 30.3 23.5 37.8 37.2 27.1 19.3 32.4 31.3
Old : 30.3 23.5 37.8 37.2 27.1 19.3 32.4 31.3
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 24, 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 : 526,318: 48,021 56,415 5,008 357,482 364,704 410,511 426,127: 115,807 100,191
Old : 526,318: 48,021 56,415 5,008 357,482 364,704 410,511 426,127: 115,807 100,191
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 18, 2007 :
: -175,091: -3,996 -14,050 -19,428 -110,465 -91,548 -133,889 -125,026: -41,202 -50,065
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.1 10.7 1.0 67.9 69.3 78.0 81.0: 22.0 19.0
Old : 100.0: 9.1 10.7 1.0 67.9 69.3 78.0 81.0: 22.0 19.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 170: 38 28 13 73 54 118 88:
Old : 170: 38 28 13 73 54 118 88:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.9 33.6 30.7 47.3 21.9 33.6 30.6 47.3
Old : 21.9 33.6 30.7 47.3 21.9 33.6 30.6 47.3
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 24, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($50 X S&P 500 INDEX) :
: : :
All : 1,747,039: 324,073 408,214 23,678 1,151,766 1,162,913 1,499,517 1,594,805: 247,522 152,234
Old : 1,747,039: 324,073 408,214 23,678 1,151,766 1,162,913 1,499,517 1,594,805: 247,522 152,234
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 18, 2007 :
:-1,010,360: -28,829 -115,149 -93,572 -622,791 -665,643 -745,192 -874,364: -265,168 -135,996
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.5 23.4 1.4 65.9 66.6 85.8 91.3: 14.2 8.7
Old : 100.0: 18.5 23.4 1.4 65.9 66.6 85.8 91.3: 14.2 8.7
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: 58 86 22 98 90 169 185:
Old : 289: 58 86 22 98 90 169 185:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.7 25.3 33.3 38.7 17.0 21.1 28.6 32.6
Old : 19.7 25.3 33.3 38.7 17.0 21.1 28.6 32.6
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 24, 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 : 107,347: 10,545 26,857 0 81,328 77,263 91,873 104,120: 15,474 3,227
Old : 107,347: 10,545 26,857 0 81,328 77,263 91,873 104,120: 15,474 3,227
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 18, 2007 :
: -17,009: 2,007 317 -1,542 -18,329 -14,229 -17,864 -15,454: 855 -1,555
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.8 25.0 0.0 75.8 72.0 85.6 97.0: 14.4 3.0
Old : 100.0: 9.8 25.0 0.0 75.8 72.0 85.6 97.0: 14.4 3.0
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 : 82: 13 10 0 35 33 48 43:
Old : 82: 13 10 0 35 33 48 43:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.7 37.9 46.6 63.3 28.4 37.7 46.1 59.8
Old : 28.7 37.9 46.6 63.3 28.4 37.7 46.1 59.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
Commitments of Traders - Futures Only, December 24, 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 : 36,789: 4,363 9,861 68 23,206 20,239 27,637 30,168: 9,152 6,621
Old : 36,789: 4,363 9,861 68 23,206 20,239 27,637 30,168: 9,152 6,621
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 18, 2007 :
: -31,314: -4,492 -5,644 -2,068 -21,940 -17,376 -28,500 -25,088: -2,814 -6,226
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.9 26.8 0.2 63.1 55.0 75.1 82.0: 24.9 18.0
Old : 100.0: 11.9 26.8 0.2 63.1 55.0 75.1 82.0: 24.9 18.0
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 : 51: 9 11 1 21 15 30 27:
Old : 51: 9 11 1 21 15 30 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.2 42.0 53.0 58.9 43.2 42.0 52.1 58.9
Old : 43.2 42.0 53.0 58.9 43.2 42.0 52.1 58.9
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 24, 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 : 282,512: 77,853 127,795 7,737 160,266 126,851 245,856 262,383: 36,656 20,129
Old : 282,512: 77,853 127,795 7,737 160,266 126,851 245,856 262,383: 36,656 20,129
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 18, 2007 :
: -263,145: -26,443 -54,650 -31,103 -165,242 -159,942 -222,788 -245,695: -40,357 -17,450
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.6 45.2 2.7 56.7 44.9 87.0 92.9: 13.0 7.1
Old : 100.0: 27.6 45.2 2.7 56.7 44.9 87.0 92.9: 13.0 7.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 217: 74 51 11 53 53 131 111:
Old : 217: 74 51 11 53 53 131 111:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.0 27.9 35.5 44.8 20.9 26.2 30.0 41.5
Old : 24.0 27.9 35.5 44.8 20.9 26.2 30.0 41.5
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, December 24, 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 : 57,131: 24,100 10,560 190 11,152 39,267 35,442 50,017: 21,689 7,114
Old : 57,131: 24,100 10,560 190 11,152 39,267 35,442 50,017: 21,689 7,114
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 18, 2007 :
: 2,162: 4,735 2,232 18 -2,804 498 1,949 2,748: 213 -586
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.2 18.5 0.3 19.5 68.7 62.0 87.5: 38.0 12.5
Old : 100.0: 42.2 18.5 0.3 19.5 68.7 62.0 87.5: 38.0 12.5
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 : 43: 17 9 1 7 13 25 22:
Old : 43: 17 9 1 7 13 25 22:
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 : 25.9 47.7 37.8 65.7 25.7 47.7 37.5 62.8
Old : 25.9 47.7 37.8 65.7 25.7 47.7 37.5 62.8
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 24, 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 : 34,066: 1,215 11,339 12 23,634 18,246 24,861 29,597: 9,205 4,469
Old : 34,066: 1,215 11,339 12 23,634 18,246 24,861 29,597: 9,205 4,469
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 18, 2007 :
: -23,873: -612 -3,795 -196 -15,406 -17,341 -16,214 -21,332: -7,659 -2,541
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.6 33.3 0.0 69.4 53.6 73.0 86.9: 27.0 13.1
Old : 100.0: 3.6 33.3 0.0 69.4 53.6 73.0 86.9: 27.0 13.1
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 : 53: 3 16 1 18 22 22 38:
Old : 53: 3 16 1 18 22 22 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 : 54.0 27.3 63.1 44.4 49.1 25.5 57.0 40.7
Old : 54.0 27.3 63.1 44.4 49.1 25.5 57.0 40.7
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 24, 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 : 564,344: 58,400 234,214 2,432 490,983 277,141 551,815 513,787: 12,529 50,557
Old : 564,344: 58,400 234,214 2,432 490,983 277,141 551,815 513,787: 12,529 50,557
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 18, 2007 :
: -266,732: -11,516 -4,042 -23,734 -215,385 -189,966 -250,635 -217,742: -16,097 -48,990
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.3 41.5 0.4 87.0 49.1 97.8 91.0: 2.2 9.0
Old : 100.0: 10.3 41.5 0.4 87.0 49.1 97.8 91.0: 2.2 9.0
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 : 252: 21 122 13 60 75 89 202:
Old : 252: 21 122 13 60 75 89 202:
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 : 63.7 21.1 80.5 29.2 62.1 21.1 78.9 29.1
Old : 63.7 21.1 80.5 29.2 62.1 21.1 78.9 29.1
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 24, 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 : 62,612: 13,353 36,475 80 41,181 19,770 54,614 56,325: 7,998 6,287
Old : 62,612: 13,353 36,475 80 41,181 19,770 54,614 56,325: 7,998 6,287
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 18, 2007 :
: -196: 898 1,958 -109 346 -564 1,135 1,285: -1,331 -1,481
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.3 58.3 0.1 65.8 31.6 87.2 90.0: 12.8 10.0
Old : 100.0: 21.3 58.3 0.1 65.8 31.6 87.2 90.0: 12.8 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 : 57: 13 14 1 14 18 27 33:
Old : 57: 13 14 1 14 18 27 33:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.0 60.4 66.1 71.1 47.0 60.4 66.1 70.2
Old : 47.0 60.4 66.1 71.1 47.0 60.4 66.1 70.2
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, December 24, 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 : 48,541: 18,896 3,025 49 12,428 35,301 31,373 38,375: 17,168 10,166
Old : 48,541: 18,896 3,025 49 12,428 35,301 31,373 38,375: 17,168 10,166
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 18, 2007 :
: 3,894: 1,032 2,050 9 1,446 -189 2,487 1,870: 1,407 2,024
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.9 6.2 0.1 25.6 72.7 64.6 79.1: 35.4 20.9
Old : 100.0: 38.9 6.2 0.1 25.6 72.7 64.6 79.1: 35.4 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 : 37: 11 3 2 14 10 25 15:
Old : 37: 11 3 2 14 10 25 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.7 64.7 54.3 74.9 44.4 64.7 51.5 73.8
Old : 45.7 64.7 54.3 74.9 44.4 64.7 51.5 73.8
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 24, 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 : 21,178: 5,878 783 0 14,179 20,064 20,057 20,847: 1,121 331
Old : 21,178: 5,878 783 0 14,179 20,064 20,057 20,847: 1,121 331
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 18, 2007 :
: -261: 94 74 0 -44 140 50 214: -311 -475
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.8 3.7 0.0 67.0 94.7 94.7 98.4: 5.3 1.6
Old : 100.0: 27.8 3.7 0.0 67.0 94.7 94.7 98.4: 5.3 1.6
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 : 23: 10 3 0 6 5 16 8:
Old : 23: 10 3 0 6 5 16 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 : 70.0 95.9 86.1 98.4 69.3 95.9 85.3 97.7
Old : 70.0 95.9 86.1 98.4 69.3 95.9 85.3 97.7
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 24, 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 : 23,567: 6,577 3,481 1,977 11,822 10,500 20,376 15,958: 3,191 7,609
Old : 23,567: 6,577 3,481 1,977 11,822 10,500 20,376 15,958: 3,191 7,609
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 18, 2007 :
: -70: 462 -400 47 -600 500 -91 147: 21 -217
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.9 14.8 8.4 50.2 44.6 86.5 67.7: 13.5 32.3
Old : 100.0: 27.9 14.8 8.4 50.2 44.6 86.5 67.7: 13.5 32.3
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 : 35: 8 3 6 16 19 25 27:
Old : 35: 8 3 6 16 19 25 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.1 31.5 68.7 48.6 49.8 28.8 60.6 43.8
Old : 56.1 31.5 68.7 48.6 49.8 28.8 60.6 43.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 28, 2007