MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 8, 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 : 46,158: 5,599 857 8,089 24,847 27,200 38,535 36,146: 7,623 10,012
Old : 46,158: 5,599 857 8,089 24,847 27,200 38,535 36,146: 7,623 10,012
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 1, 2007 :
: -1,749: 472 141 -773 -366 -506 -668 -1,137: -1,081 -611
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.1 1.9 17.5 53.8 58.9 83.5 78.3: 16.5 21.7
Old : 100.0: 12.1 1.9 17.5 53.8 58.9 83.5 78.3: 16.5 21.7
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 : 62: 19 7 16 27 26 51 44:
Old : 62: 19 7 16 27 26 51 44:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.5 30.7 49.7 46.5 34.5 29.2 43.7 42.0
Old : 34.5 30.7 49.7 46.5 34.5 29.2 43.7 42.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 8, 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 : 181,755: 33,308 24,886 42,290 82,090 87,763 157,688 154,938: 24,067 26,817
Old : 162,897: 26,656 28,649 36,369 79,507 74,732 142,531 139,750: 20,366 23,148
Other: 18,858: 11,119 703 1,455 2,583 13,031 15,157 15,189: 3,701 3,669
: : :
: : Changes in Commitments from: May 1, 2007 :
: 981: 1,324 3,036 -1,262 1,214 -2,205 1,276 -431: -295 1,412
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.3 13.7 23.3 45.2 48.3 86.8 85.2: 13.2 14.8
Old : 100.0: 16.4 17.6 22.3 48.8 45.9 87.5 85.8: 12.5 14.2
Other: 100.0: 59.0 3.7 7.7 13.7 69.1 80.4 80.5: 19.6 19.5
: : :
:# Traders : Number of Traders in Each Category :
All : 213: 75 61 84 37 39 155 162:
Old : 212: 70 72 79 37 39 150 161:
Other: 72: 32 9 13 12 25 48 44:
:----------------------------------------------------------------------------------------------------
: 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 32.6 37.0 40.2 25.8 31.1 35.5 36.9
Old : 28.8 33.3 41.1 40.3 28.8 32.9 39.3 38.6
Other: 40.1 40.8 51.3 58.5 35.1 32.6 45.2 50.3
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 8, 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 : 280,627: 63,814 28,483 69,710 120,240 127,781 253,764 225,974: 26,863 54,653
Old : 280,627: 63,814 28,483 69,710 120,240 127,781 253,764 225,974: 26,863 54,653
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 1, 2007 :
: -10,901: -825 -406 -12,628 2,147 942 -11,306 -12,092: 405 1,190
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.7 10.1 24.8 42.8 45.5 90.4 80.5: 9.6 19.5
Old : 100.0: 22.7 10.1 24.8 42.8 45.5 90.4 80.5: 9.6 19.5
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 : 310: 96 50 79 90 132 232 230:
Old : 310: 96 50 79 90 132 232 230:
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 : 22.9 17.6 33.7 27.9 22.9 14.9 33.1 21.7
Old : 22.9 17.6 33.7 27.9 22.9 14.9 33.1 21.7
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 with Delta-adjusted Options and Futures Combined, May 8, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 110,000 BOARD FEET) :
: : :
All : 8,496: 2,904 4,135 660 2,682 1,785 6,247 6,580: 2,249 1,916
Old : 8,496: 2,904 4,135 660 2,682 1,785 6,247 6,580: 2,249 1,916
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 1, 2007 :
: -541: 48 158 -406 76 79 -283 -170: -258 -371
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.2 48.7 7.8 31.6 21.0 73.5 77.5: 26.5 22.5
Old : 100.0: 34.2 48.7 7.8 31.6 21.0 73.5 77.5: 26.5 22.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 82: 23 30 12 17 21 47 60:
Old : 82: 23 30 12 17 21 47 60:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.3 23.7 39.2 34.8 26.3 22.5 37.3 32.7
Old : 26.3 23.7 39.2 34.8 26.3 22.5 37.3 32.7
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 with Delta-adjusted Options and Futures Combined, May 8, 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 : 24,419: 8,051 2,167 3,293 8,092 6,938 19,435 12,398: 4,984 12,022
Old : 24,419: 8,051 2,167 3,293 8,092 6,938 19,435 12,398: 4,984 12,022
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 1, 2007 :
: -2,332: -935 -29 -254 -736 -815 -1,925 -1,098: -407 -1,234
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.0 8.9 13.5 33.1 28.4 79.6 50.8: 20.4 49.2
Old : 100.0: 33.0 8.9 13.5 33.1 28.4 79.6 50.8: 20.4 49.2
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 : 138: 45 18 17 41 49 94 78:
Old : 138: 45 18 17 41 49 94 78:
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 : 16.3 11.1 28.6 17.7 15.7 7.8 27.0 13.3
Old : 16.3 11.1 28.6 17.7 15.7 7.8 27.0 13.3
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 with Delta-adjusted Options and Futures Combined, May 8, 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 : 158,680: 64,754 46,071 9,772 48,945 74,669 123,471 130,512: 35,209 28,167
Old : 158,680: 64,754 46,071 9,772 48,945 74,669 123,471 130,512: 35,209 28,167
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 1, 2007 :
: 3,663: 14,176 3,484 -3,752 -4,195 4,146 6,229 3,878: -2,565 -214
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.8 29.0 6.2 30.8 47.1 77.8 82.2: 22.2 17.8
Old : 100.0: 40.8 29.0 6.2 30.8 47.1 77.8 82.2: 22.2 17.8
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 : 93: 29 30 11 22 24 58 58:
Old : 93: 29 30 11 22 24 58 58:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.2 25.4 46.6 39.6 32.2 24.5 40.7 36.7
Old : 37.2 25.4 46.6 39.6 32.2 24.5 40.7 36.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 8, 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 : 85,725: 14,736 49,289 2,413 53,201 19,359 70,350 71,062: 15,374 14,663
Old : 85,725: 14,736 49,289 2,413 53,201 19,359 70,350 71,062: 15,374 14,663
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 1, 2007 :
: 939: -1,820 1,366 -308 5,008 -1,638 2,880 -581: -1,941 1,519
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.2 57.5 2.8 62.1 22.6 82.1 82.9: 17.9 17.1
Old : 100.0: 17.2 57.5 2.8 62.1 22.6 82.1 82.9: 17.9 17.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 55: 14 24 4 8 13 26 37:
Old : 55: 14 24 4 8 13 26 37:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.6 32.6 66.2 45.0 54.0 32.6 63.4 44.6
Old : 56.6 32.6 66.2 45.0 54.0 32.6 63.4 44.6
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 with Delta-adjusted Options and Futures Combined, May 8, 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 : 126,679: 69,338 21,013 1,722 47,025 101,074 118,085 123,809: 8,594 2,870
Old : 126,679: 69,338 21,013 1,722 47,025 101,074 118,085 123,809: 8,594 2,870
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 1, 2007 :
: 19,111: 18,562 -3,198 579 583 22,670 19,724 20,051: -613 -940
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.7 16.6 1.4 37.1 79.8 93.2 97.7: 6.8 2.3
Old : 100.0: 54.7 16.6 1.4 37.1 79.8 93.2 97.7: 6.8 2.3
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 : 107: 60 20 3 12 19 74 40:
Old : 107: 60 20 3 12 19 74 40:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.2 64.4 53.4 81.2 26.6 58.6 42.1 71.1
Old : 37.2 64.4 53.4 81.2 26.6 58.6 42.1 71.1
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 with Delta-adjusted Options and Futures Combined, May 8, 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 : 142,835: 75,115 21,225 5,257 27,679 94,744 108,051 121,226: 34,784 21,609
Old : 142,835: 75,115 21,225 5,257 27,679 94,744 108,051 121,226: 34,784 21,609
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 1, 2007 :
: -13,457: -13,210 -714 -3,164 3,080 -6,716 -13,293 -10,594: -163 -2,863
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.6 14.9 3.7 19.4 66.3 75.6 84.9: 24.4 15.1
Old : 100.0: 52.6 14.9 3.7 19.4 66.3 75.6 84.9: 24.4 15.1
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 : 88: 43 15 9 18 24 64 45:
Old : 88: 43 15 9 18 24 64 45:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.6 29.4 37.2 45.4 25.6 29.3 35.2 44.9
Old : 25.6 29.4 37.2 45.4 25.6 29.3 35.2 44.9
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 with Delta-adjusted Options and Futures Combined, May 8, 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 : 314,097: 45,990 163,670 11,427 211,855 101,214 269,272 276,311: 44,825 37,785
Old : 314,097: 45,990 163,670 11,427 211,855 101,214 269,272 276,311: 44,825 37,785
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 1, 2007 :
: 474: 4,426 -2,642 -2,515 369 4,684 2,280 -473: -1,806 947
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.6 52.1 3.6 67.4 32.2 85.7 88.0: 14.3 12.0
Old : 100.0: 14.6 52.1 3.6 67.4 32.2 85.7 88.0: 14.3 12.0
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 : 136: 35 63 17 30 23 72 96:
Old : 136: 35 63 17 30 23 72 96:
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 : 44.9 30.2 60.3 44.8 44.9 26.9 55.6 40.1
Old : 44.9 30.2 60.3 44.8 44.9 26.9 55.6 40.1
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 with Delta-adjusted Options and Futures Combined, May 8, 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 : 256,528: 126,108 22,622 23,889 40,364 168,250 190,361 214,761: 66,167 41,767
Old : 256,528: 126,108 22,622 23,889 40,364 168,250 190,361 214,761: 66,167 41,767
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 1, 2007 :
: -21,743: -3,728 -1,636 -6,608 -4,176 -7,748 -14,513 -15,993: -7,230 -5,750
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.2 8.8 9.3 15.7 65.6 74.2 83.7: 25.8 16.3
Old : 100.0: 49.2 8.8 9.3 15.7 65.6 74.2 83.7: 25.8 16.3
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 : 155: 71 36 32 33 39 119 92:
Old : 155: 71 36 32 33 39 119 92:
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 : 20.8 33.2 29.6 48.3 20.3 30.9 27.3 44.4
Old : 20.8 33.2 29.6 48.3 20.3 30.9 27.3 44.4
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 with Delta-adjusted Options and Futures Combined, May 8, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF NZD 100,000) :
: : :
All : 23,617: 16,416 1,161 0 4,251 20,934 20,667 22,095: 2,950 1,522
Old : 23,617: 16,416 1,161 0 4,251 20,934 20,667 22,095: 2,950 1,522
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 1, 2007 :
: -1,636: -2,361 -93 0 659 -1,451 -1,702 -1,544: 66 -92
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.5 4.9 0.0 18.0 88.6 87.5 93.6: 12.5 6.4
Old : 100.0: 69.5 4.9 0.0 18.0 88.6 87.5 93.6: 12.5 6.4
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 : 38: 18 2 0 9 13 27 15:
Old : 38: 18 2 0 9 13 27 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 : 47.1 68.3 61.7 83.5 46.3 67.6 60.9 82.8
Old : 47.1 68.3 61.7 83.5 46.3 67.6 60.9 82.8
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 with Delta-adjusted Options and Futures Combined, May 8, 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 : 76,690: 13,417 3,905 409 60,788 69,778 74,614 74,092: 2,076 2,598
Old : 76,690: 13,417 3,905 409 60,788 69,778 74,614 74,092: 2,076 2,598
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 1, 2007 :
: 8,350: 800 3,905 200 8,152 4,283 9,152 8,388: -802 -38
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.5 5.1 0.5 79.3 91.0 97.3 96.6: 2.7 3.4
Old : 100.0: 17.5 5.1 0.5 79.3 91.0 97.3 96.6: 2.7 3.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 6 1 1 16 12 22 14:
Old : 28: 6 1 1 16 12 22 14:
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 : 47.3 65.6 64.8 85.7 46.5 55.3 63.3 74.6
Old : 47.3 65.6 64.8 85.7 46.5 55.3 63.3 74.6
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 with Delta-adjusted Options and Futures Combined, May 8, 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 :18,629,167: 991,249 881,013 5,571,449 10,675,152 10,463,128 17,237,850 16,915,590: 1,391,317 1,713,577
Old :18,629,167: 991,249 881,013 5,571,449 10,675,152 10,463,128 17,237,850 16,915,590: 1,391,317 1,713,577
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 1, 2007 :
: 222,686: -45,746 45,052 134,852 126,305 39,455 215,411 219,360: 7,275 3,326
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.3 4.7 29.9 57.3 56.2 92.5 90.8: 7.5 9.2
Old : 100.0: 5.3 4.7 29.9 57.3 56.2 92.5 90.8: 7.5 9.2
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 : 357: 87 69 137 179 181 326 337:
Old : 357: 87 69 137 179 181 326 337:
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 14.0 37.2 24.0 21.2 8.2 25.9 14.1
Old : 25.8 14.0 37.2 24.0 21.2 8.2 25.9 14.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 8, 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 : 834,417: 69,130 58,520 123,590 495,113 480,295 687,834 662,405: 146,583 172,011
Old : 834,417: 69,130 58,520 123,590 495,113 480,295 687,834 662,405: 146,583 172,011
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 1, 2007 :
: 33,876: 2,464 3,132 16,537 12,723 6,722 31,724 26,392: 2,152 7,484
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.3 7.0 14.8 59.3 57.6 82.4 79.4: 17.6 20.6
Old : 100.0: 8.3 7.0 14.8 59.3 57.6 82.4 79.4: 17.6 20.6
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 : 218: 50 53 74 94 68 189 150:
Old : 218: 50 53 74 94 68 189 150:
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 : 18.9 25.0 26.9 33.9 17.4 24.9 23.9 33.2
Old : 18.9 25.0 26.9 33.9 17.4 24.9 23.9 33.2
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 with Delta-adjusted Options and Futures Combined, May 8, 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 : 2,134,629: 400,856 585,894 125,600 1,124,602 1,253,189 1,651,059 1,964,683: 483,570 169,946
Old : 2,134,629: 400,856 585,894 125,600 1,124,602 1,253,189 1,651,059 1,964,683: 483,570 169,946
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 1, 2007 :
: 40,560: 33,162 33,490 16,769 -24,592 9,629 25,339 59,889: 15,221 -19,329
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.8 27.4 5.9 52.7 58.7 77.3 92.0: 22.7 8.0
Old : 100.0: 18.8 27.4 5.9 52.7 58.7 77.3 92.0: 22.7 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 : 334: 78 113 77 88 106 216 246:
Old : 334: 78 113 77 88 106 216 246:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.6 20.3 28.5 32.8 14.6 14.6 23.0 25.6
Old : 17.6 20.3 28.5 32.8 14.6 14.6 23.0 25.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-338741
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 8, 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 $500) :
: : :
All : 8,705: 918 0 0 5,310 6,600 6,228 6,600: 2,477 2,105
Old : 8,705: 918 0 0 5,310 6,600 6,228 6,600: 2,477 2,105
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 1, 2007 :
: -232: 1 0 -57 61 2 5 -55: -237 -177
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.5 0.0 0.0 61.0 75.8 71.5 75.8: 28.5 24.2
Old : 100.0: 10.5 0.0 0.0 61.0 75.8 71.5 75.8: 28.5 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 : 21: 2 0 0 11 10 13 10:
Old : 21: 2 0 0 11 10 13 10:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.9 50.8 56.4 69.9 34.5 50.8 53.0 67.4
Old : 37.9 50.8 56.4 69.9 34.5 50.8 53.0 67.4
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 with Delta-adjusted Options and Futures Combined, May 8, 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 : 89,583: 12,740 27,938 45 65,309 57,060 78,094 85,043: 11,489 4,540
Old : 89,583: 12,740 27,938 45 65,309 57,060 78,094 85,043: 11,489 4,540
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 1, 2007 :
: -2,007: 1,010 1,600 45 -1,942 -2,859 -887 -1,214: -1,120 -793
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.2 31.2 0.1 72.9 63.7 87.2 94.9: 12.8 5.1
Old : 100.0: 14.2 31.2 0.1 72.9 63.7 87.2 94.9: 12.8 5.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 92: 17 17 1 37 36 55 53:
Old : 92: 17 17 1 37 36 55 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 : 33.3 45.7 52.7 62.7 32.7 45.6 51.3 62.5
Old : 33.3 45.7 52.7 62.7 32.7 45.6 51.3 62.5
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 with Delta-adjusted Options and Futures Combined, May 8, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NASDAQ 100 INDEX X $100) :
: : :
All : 56,583: 8,243 13,096 493 39,978 31,025 48,713 44,614: 7,869 11,969
Old : 56,583: 8,243 13,096 493 39,978 31,025 48,713 44,614: 7,869 11,969
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 1, 2007 :
: 1,542: 817 -402 74 506 1,662 1,397 1,335: 146 208
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.6 23.1 0.9 70.7 54.8 86.1 78.8: 13.9 21.2
Old : 100.0: 14.6 23.1 0.9 70.7 54.8 86.1 78.8: 13.9 21.2
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 : 78: 11 22 8 25 29 42 53:
Old : 78: 11 22 8 25 29 42 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 : 46.6 37.6 62.6 50.1 46.6 37.3 62.3 49.7
Old : 46.6 37.6 62.6 50.1 46.6 37.3 62.3 49.7
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 with Delta-adjusted Options and Futures Combined, May 8, 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 : 484,991: 162,917 172,354 20,136 239,110 264,773 422,164 457,264: 62,827 27,727
Old : 484,991: 162,917 172,354 20,136 239,110 264,773 422,164 457,264: 62,827 27,727
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 1, 2007 :
: 15,256: 7,417 8,133 1,240 7,028 14,699 15,685 24,071: -429 -8,815
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.6 35.5 4.2 49.3 54.6 87.0 94.3: 13.0 5.7
Old : 100.0: 33.6 35.5 4.2 49.3 54.6 87.0 94.3: 13.0 5.7
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 : 240: 91 57 22 55 56 159 122:
Old : 240: 91 57 22 55 56 159 122:
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 : 25.2 32.1 37.1 48.7 22.7 31.3 34.6 47.8
Old : 25.2 32.1 37.1 48.7 22.7 31.3 34.6 47.8
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 with Delta-adjusted Options and Futures Combined, May 8, 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 : 116,752: 82,096 8,354 601 6,280 92,647 88,977 101,603: 27,775 15,149
Old : 116,752: 82,096 8,354 601 6,280 92,647 88,977 101,603: 27,775 15,149
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 1, 2007 :
: 6,647: 9,472 -464 237 -745 5,495 8,964 5,268: -2,317 1,379
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.3 7.2 0.5 5.4 79.4 76.2 87.0: 23.8 13.0
Old : 100.0: 70.3 7.2 0.5 5.4 79.4 76.2 87.0: 23.8 13.0
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 : 70: 41 8 4 10 18 51 30:
Old : 70: 41 8 4 10 18 51 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 : 25.5 37.6 35.7 61.3 25.5 37.5 35.7 59.3
Old : 25.5 37.6 35.7 61.3 25.5 37.5 35.7 59.3
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 with Delta-adjusted Options and Futures Combined, May 8, 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 : 41,952: 2,787 6,352 0 34,756 30,643 37,543 36,995: 4,409 4,956
Old : 41,952: 2,787 6,352 0 34,756 30,643 37,543 36,995: 4,409 4,956
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 1, 2007 :
: 257: -4 -106 0 -14 -175 -18 -281: 275 538
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.6 15.1 0.0 82.8 73.0 89.5 88.2: 10.5 11.8
Old : 100.0: 6.6 15.1 0.0 82.8 73.0 89.5 88.2: 10.5 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 : 58: 4 17 0 23 21 27 38:
Old : 58: 4 17 0 23 21 27 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 : 62.3 45.5 72.8 59.4 60.5 45.5 70.9 59.4
Old : 62.3 45.5 72.8 59.4 60.5 45.5 70.9 59.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-239742
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 8, 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 : 511,502: 69,868 233,669 13,581 405,169 236,428 488,619 483,679: 22,883 27,823
Old : 511,502: 69,868 233,669 13,581 405,169 236,428 488,619 483,679: 22,883 27,823
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 1, 2007 :
: 20,159: 34 11,521 1,113 19,221 5,414 20,368 18,049: -209 2,111
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.7 45.7 2.7 79.2 46.2 95.5 94.6: 4.5 5.4
Old : 100.0: 13.7 45.7 2.7 79.2 46.2 95.5 94.6: 4.5 5.4
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 : 254: 38 112 49 54 77 137 193:
Old : 254: 38 112 49 54 77 137 193:
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 : 46.7 22.2 65.0 32.7 46.5 18.1 61.6 27.7
Old : 46.7 22.2 65.0 32.7 46.5 18.1 61.6 27.7
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 with Delta-adjusted Options and Futures Combined, May 8, 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 : 57,923: 9,557 18,545 743 35,665 23,968 45,965 43,256: 11,958 14,666
Old : 57,923: 9,557 18,545 743 35,665 23,968 45,965 43,256: 11,958 14,666
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 1, 2007 :
: 1,846: -248 -565 210 184 1,234 146 879: 1,700 967
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.5 32.0 1.3 61.6 41.4 79.4 74.7: 20.6 25.3
Old : 100.0: 16.5 32.0 1.3 61.6 41.4 79.4 74.7: 20.6 25.3
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 : 84: 23 20 6 20 26 45 50:
Old : 84: 23 20 6 20 26 45 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 : 30.0 37.9 48.8 46.4 26.0 28.2 42.4 36.7
Old : 30.0 37.9 48.8 46.4 26.0 28.2 42.4 36.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 8, 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 : 59,515: 27,516 4,128 429 23,370 32,054 51,315 36,611: 8,200 22,904
Old : 59,515: 27,516 4,128 429 23,370 32,054 51,315 36,611: 8,200 22,904
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 1, 2007 :
: 3,793: 1,195 770 4 874 1,087 2,073 1,861: 1,720 1,932
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.2 6.9 0.7 39.3 53.9 86.2 61.5: 13.8 38.5
Old : 100.0: 46.2 6.9 0.7 39.3 53.9 86.2 61.5: 13.8 38.5
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 : 71: 27 7 2 20 18 47 27:
Old : 71: 27 7 2 20 18 47 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 : 31.7 38.1 49.3 48.7 31.7 33.5 46.5 43.4
Old : 31.7 38.1 49.3 48.7 31.7 33.5 46.5 43.4
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 with Delta-adjusted Options and Futures Combined, May 8, 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 : 20,974: 4,550 771 277 14,105 18,072 18,932 19,120: 2,042 1,854
Old : 20,974: 4,550 771 277 14,105 18,072 18,932 19,120: 2,042 1,854
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 1, 2007 :
: 677: -398 -330 7 -173 91 -564 -232: 1,241 909
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.7 3.7 1.3 67.2 86.2 90.3 91.2: 9.7 8.8
Old : 100.0: 21.7 3.7 1.3 67.2 86.2 90.3 91.2: 9.7 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 : 21: 8 3 2 7 3 16 7:
Old : 21: 8 3 2 7 3 16 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 : 66.7 88.7 82.6 91.2 66.7 87.9 82.6 89.8
Old : 66.7 88.7 82.6 91.2 66.7 87.9 82.6 89.8
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 with Delta-adjusted Options and Futures Combined, May 8, 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 : 60,038: 2,968 18,808 4,654 25,768 26,596 33,390 50,058: 26,648 9,980
Old : 60,038: 2,968 18,808 4,654 25,768 26,596 33,390 50,058: 26,648 9,980
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 1, 2007 :
: 4,571: -173 2,315 349 3,971 1,213 4,147 3,877: 424 694
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.9 31.3 7.8 42.9 44.3 55.6 83.4: 44.4 16.6
Old : 100.0: 4.9 31.3 7.8 42.9 44.3 55.6 83.4: 44.4 16.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 61: 5 24 8 22 27 35 51:
Old : 61: 5 24 8 22 27 35 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 : 23.8 25.7 35.5 40.4 16.6 23.3 24.6 35.5
Old : 23.8 25.7 35.5 40.4 16.6 23.3 24.6 35.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated May 11, 2007