MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 15, 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 : 48,003: 6,377 858 8,022 25,800 28,953 40,198 37,832: 7,804 10,170
Old : 48,003: 6,377 858 8,022 25,800 28,953 40,198 37,832: 7,804 10,170
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 8, 2007 :
: 1,845: 778 1 -67 952 1,753 1,663 1,687: 182 158
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.3 1.8 16.7 53.7 60.3 83.7 78.8: 16.3 21.2
Old : 100.0: 13.3 1.8 16.7 53.7 60.3 83.7 78.8: 16.3 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 : 63: 21 5 15 28 26 52 43:
Old : 63: 21 5 15 28 26 52 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 : 33.6 31.7 50.1 46.9 33.5 30.1 43.8 42.9
Old : 33.6 31.7 50.1 46.9 33.5 30.1 43.8 42.9
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 15, 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 : 184,042: 33,357 26,972 46,990 80,486 84,045 160,833 158,007: 23,209 26,035
Old : 164,590: 26,856 31,221 40,591 77,597 70,484 145,044 142,296: 19,546 22,294
Other: 19,452: 11,447 697 1,453 2,889 13,561 15,789 15,710: 3,663 3,741
: : :
: : Changes in Commitments from: May 8, 2007 :
: 2,287: 49 2,086 4,700 -1,605 -3,718 3,145 3,068: -858 -781
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.1 14.7 25.5 43.7 45.7 87.4 85.9: 12.6 14.1
Old : 100.0: 16.3 19.0 24.7 47.1 42.8 88.1 86.5: 11.9 13.5
Other: 100.0: 58.8 3.6 7.5 14.9 69.7 81.2 80.8: 18.8 19.2
: : :
:# Traders : Number of Traders in Each Category :
All : 208: 73 59 85 33 34 153 155:
Old : 206: 66 70 82 33 34 148 155:
Other: 73: 35 9 14 11 23 50 43:
:----------------------------------------------------------------------------------------------------
: 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 33.4 36.9 40.7 25.5 31.6 35.6 37.0
Old : 28.6 33.7 40.9 41.1 28.5 33.4 39.6 38.8
Other: 41.7 44.3 51.6 60.8 36.0 35.6 44.6 52.1
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 15, 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 : 289,122: 66,799 28,861 71,586 123,405 132,428 261,790 232,875: 27,332 56,247
Old : 289,122: 66,799 28,861 71,586 123,405 132,428 261,790 232,875: 27,332 56,247
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 8, 2007 :
: 8,495: 2,984 378 1,876 3,165 4,647 8,026 6,901: 469 1,594
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.1 10.0 24.8 42.7 45.8 90.5 80.5: 9.5 19.5
Old : 100.0: 23.1 10.0 24.8 42.7 45.8 90.5 80.5: 9.5 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 : 336: 96 57 96 102 144 262 255:
Old : 336: 96 57 96 102 144 262 255:
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 : 22.3 16.6 32.8 27.2 22.3 14.1 32.2 20.7
Old : 22.3 16.6 32.8 27.2 22.3 14.1 32.2 20.7
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 15, 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 : 7,550: 2,539 3,986 632 2,244 1,012 5,415 5,630: 2,135 1,920
Old : 7,550: 2,539 3,986 632 2,244 1,012 5,415 5,630: 2,135 1,920
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 8, 2007 :
: -946: -365 -149 -28 -439 -773 -831 -950: -114 5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.6 52.8 8.4 29.7 13.4 71.7 74.6: 28.3 25.4
Old : 100.0: 33.6 52.8 8.4 29.7 13.4 71.7 74.6: 28.3 25.4
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 : 81: 24 28 13 18 20 48 60:
Old : 81: 24 28 13 18 20 48 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 : 29.5 25.7 41.7 36.2 29.5 25.7 41.0 36.2
Old : 29.5 25.7 41.7 36.2 29.5 25.7 41.0 36.2
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 15, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50,000 POUNDS) :
: : :
All : 25,089: 8,262 1,251 3,777 7,924 6,886 19,964 11,914: 5,125 13,175
Old : 25,089: 8,262 1,251 3,777 7,924 6,886 19,964 11,914: 5,125 13,175
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 8, 2007 :
: 669: 212 -916 485 -168 -52 529 -484: 141 1,153
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.9 5.0 15.1 31.6 27.4 79.6 47.5: 20.4 52.5
Old : 100.0: 32.9 5.0 15.1 31.6 27.4 79.6 47.5: 20.4 52.5
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 : 145: 51 16 21 42 52 104 82:
Old : 145: 51 16 21 42 52 104 82:
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 : 16.0 10.9 28.0 16.8 15.3 7.2 26.2 12.4
Old : 16.0 10.9 28.0 16.8 15.3 7.2 26.2 12.4
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 15, 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 : 182,678: 82,033 38,059 9,402 53,171 105,977 144,606 153,438: 38,072 29,240
Old : 182,678: 82,033 38,059 9,402 53,171 105,977 144,606 153,438: 38,072 29,240
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 8, 2007 :
: 23,998: 17,279 -8,013 -370 4,226 31,308 21,135 22,925: 2,863 1,072
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.9 20.8 5.1 29.1 58.0 79.2 84.0: 20.8 16.0
Old : 100.0: 44.9 20.8 5.1 29.1 58.0 79.2 84.0: 20.8 16.0
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 : 97: 36 25 11 21 26 63 56:
Old : 97: 36 25 11 21 26 63 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 : 34.5 31.2 44.3 47.4 29.6 30.7 39.2 45.4
Old : 34.5 31.2 44.3 47.4 29.6 30.7 39.2 45.4
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 with Delta-adjusted Options and Futures Combined, May 15, 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 : 85,414: 16,942 51,876 2,349 53,323 15,965 72,615 70,191: 12,799 15,223
Old : 85,414: 16,942 51,876 2,349 53,323 15,965 72,615 70,191: 12,799 15,223
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 8, 2007 :
: -311: 2,206 2,587 -64 122 -3,394 2,264 -871: -2,576 560
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.8 60.7 2.8 62.4 18.7 85.0 82.2: 15.0 17.8
Old : 100.0: 19.8 60.7 2.8 62.4 18.7 85.0 82.2: 15.0 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 : 59: 16 26 4 7 15 27 41:
Old : 59: 16 26 4 7 15 27 41:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.7 36.6 68.1 47.8 57.6 36.6 65.6 47.6
Old : 59.7 36.6 68.1 47.8 57.6 36.6 65.6 47.6
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 15, 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 : 142,946: 85,843 22,784 1,364 46,229 115,506 133,436 139,654: 9,510 3,292
Old : 142,946: 85,843 22,784 1,364 46,229 115,506 133,436 139,654: 9,510 3,292
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 8, 2007 :
: 16,266: 16,505 1,770 -358 -796 14,432 15,351 15,844: 915 422
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.1 15.9 1.0 32.3 80.8 93.3 97.7: 6.7 2.3
Old : 100.0: 60.1 15.9 1.0 32.3 80.8 93.3 97.7: 6.7 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 : 112: 65 20 4 14 19 82 40:
Old : 112: 65 20 4 14 19 82 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 : 37.8 64.8 54.6 82.0 29.4 56.3 43.5 68.9
Old : 37.8 64.8 54.6 82.0 29.4 56.3 43.5 68.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 15, 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 : 136,164: 65,720 23,024 4,477 34,874 85,310 105,072 112,811: 31,092 23,353
Old : 136,164: 65,720 23,024 4,477 34,874 85,310 105,072 112,811: 31,092 23,353
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 8, 2007 :
: -6,671: -9,395 1,798 -780 7,196 -9,434 -2,979 -8,415: -3,692 1,744
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.3 16.9 3.3 25.6 62.7 77.2 82.8: 22.8 17.2
Old : 100.0: 48.3 16.9 3.3 25.6 62.7 77.2 82.8: 22.8 17.2
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 : 84: 37 17 12 18 24 60 48:
Old : 84: 37 17 12 18 24 60 48:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.7 30.4 40.6 46.5 26.0 30.0 37.7 45.9
Old : 26.7 30.4 40.6 46.5 26.0 30.0 37.7 45.9
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 15, 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 : 328,462: 41,321 174,806 12,196 226,560 103,430 280,077 290,431: 48,385 38,031
Old : 328,462: 41,321 174,806 12,196 226,560 103,430 280,077 290,431: 48,385 38,031
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 8, 2007 :
: 14,365: -4,670 11,136 769 14,706 2,215 10,805 14,120: 3,560 245
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.6 53.2 3.7 69.0 31.5 85.3 88.4: 14.7 11.6
Old : 100.0: 12.6 53.2 3.7 69.0 31.5 85.3 88.4: 14.7 11.6
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 : 140: 38 64 16 31 22 73 98:
Old : 140: 38 64 16 31 22 73 98:
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 : 45.1 29.7 59.4 45.6 45.0 26.3 55.8 41.1
Old : 45.1 29.7 59.4 45.6 45.0 26.3 55.8 41.1
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 15, 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 : 272,350: 142,933 23,744 26,061 38,711 178,675 207,705 228,480: 64,645 43,870
Old : 272,350: 142,933 23,744 26,061 38,711 178,675 207,705 228,480: 64,645 43,870
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 8, 2007 :
: 15,822: 16,825 1,122 2,172 -1,653 10,426 17,344 13,720: -1,522 2,103
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.5 8.7 9.6 14.2 65.6 76.3 83.9: 23.7 16.1
Old : 100.0: 52.5 8.7 9.6 14.2 65.6 76.3 83.9: 23.7 16.1
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 : 164: 78 37 35 35 38 131 93:
Old : 164: 78 37 35 35 38 131 93:
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 : 21.7 32.4 30.1 47.6 20.9 30.9 28.3 45.0
Old : 21.7 32.4 30.1 47.6 20.9 30.9 28.3 45.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 15, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF NZD 100,000) :
: : :
All : 26,331: 20,095 856 6 3,430 23,794 23,531 24,656: 2,800 1,675
Old : 26,331: 20,095 856 6 3,430 23,794 23,531 24,656: 2,800 1,675
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 8, 2007 :
: 2,714: 3,679 -305 6 -821 2,860 2,864 2,561: -150 153
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.3 3.3 0.0 13.0 90.4 89.4 93.6: 10.6 6.4
Old : 100.0: 76.3 3.3 0.0 13.0 90.4 89.4 93.6: 10.6 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 : 37: 17 2 1 8 14 25 17:
Old : 37: 17 2 1 8 14 25 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 : 56.1 66.1 69.8 82.7 55.1 65.5 68.6 82.1
Old : 56.1 66.1 69.8 82.7 55.1 65.5 68.6 82.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 15, 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 :18,730,630: 1,199,630 980,775 5,501,335 10,767,109 10,682,914 17,468,074 17,165,023: 1,262,555 1,565,606
Old :18,730,630: 1,199,630 980,775 5,501,335 10,767,109 10,682,914 17,468,074 17,165,023: 1,262,555 1,565,606
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 8, 2007 :
: 101,462: 208,381 99,762 -70,114 91,957 219,785 230,224 249,433: -128,762 -147,971
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.4 5.2 29.4 57.5 57.0 93.3 91.6: 6.7 8.4
Old : 100.0: 6.4 5.2 29.4 57.5 57.0 93.3 91.6: 6.7 8.4
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 : 350: 77 78 127 176 179 314 328:
Old : 350: 77 78 127 176 179 314 328:
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 : 26.8 14.3 37.8 24.7 22.1 8.3 26.6 14.2
Old : 26.8 14.3 37.8 24.7 22.1 8.3 26.6 14.2
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 15, 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 : 845,641: 66,873 61,496 131,940 496,177 479,138 694,990 672,574: 150,651 173,067
Old : 845,641: 66,873 61,496 131,940 496,177 479,138 694,990 672,574: 150,651 173,067
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 8, 2007 :
: 11,224: -2,257 2,976 8,349 1,063 -1,157 7,156 10,168: 4,068 1,056
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.9 7.3 15.6 58.7 56.7 82.2 79.5: 17.8 20.5
Old : 100.0: 7.9 7.3 15.6 58.7 56.7 82.2 79.5: 17.8 20.5
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 : 221: 53 54 76 92 67 189 153:
Old : 221: 53 54 76 92 67 189 153:
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 : 19.1 24.7 27.4 33.7 17.4 24.7 24.1 32.9
Old : 19.1 24.7 27.4 33.7 17.4 24.7 24.1 32.9
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 15, 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 : 2,141,746: 413,014 590,237 131,312 1,095,667 1,229,827 1,639,993 1,951,377: 501,753 190,369
Old : 2,141,746: 413,014 590,237 131,312 1,095,667 1,229,827 1,639,993 1,951,377: 501,753 190,369
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 8, 2007 :
: 7,117: 12,157 4,343 5,712 -28,935 -23,361 -11,066 -13,307: 18,183 20,423
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.3 27.6 6.1 51.2 57.4 76.6 91.1: 23.4 8.9
Old : 100.0: 19.3 27.6 6.1 51.2 57.4 76.6 91.1: 23.4 8.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 338: 87 112 82 87 105 227 246:
Old : 338: 87 112 82 87 105 227 246:
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 : 17.9 20.7 28.7 32.0 14.2 14.4 22.9 25.5
Old : 17.9 20.7 28.7 32.0 14.2 14.4 22.9 25.5
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 15, 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 : 9,294: 919 0 0 5,934 7,165 6,853 7,165: 2,441 2,129
Old : 9,294: 919 0 0 5,934 7,165 6,853 7,165: 2,441 2,129
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 8, 2007 :
: 589: 1 0 0 624 565 625 565: -36 24
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.9 0.0 0.0 63.8 77.1 73.7 77.1: 26.3 22.9
Old : 100.0: 9.9 0.0 0.0 63.8 77.1 73.7 77.1: 26.3 22.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 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 : 42.1 48.1 59.6 70.0 39.0 48.1 56.4 69.0
Old : 42.1 48.1 59.6 70.0 39.0 48.1 56.4 69.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 15, 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 : 90,696: 14,265 28,413 0 65,193 57,733 79,458 86,146: 11,238 4,550
Old : 90,696: 14,265 28,413 0 65,193 57,733 79,458 86,146: 11,238 4,550
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 8, 2007 :
: 1,113: 1,525 475 -45 -116 673 1,364 1,103: -251 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.7 31.3 0.0 71.9 63.7 87.6 95.0: 12.4 5.0
Old : 100.0: 15.7 31.3 0.0 71.9 63.7 87.6 95.0: 12.4 5.0
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 : 92: 15 18 0 38 35 53 53:
Old : 92: 15 18 0 38 35 53 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 : 33.2 44.8 52.3 61.6 32.6 44.5 51.0 61.4
Old : 33.2 44.8 52.3 61.6 32.6 44.5 51.0 61.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 15, 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 : 58,793: 6,448 14,832 399 44,277 32,416 51,124 47,647: 7,669 11,146
Old : 58,793: 6,448 14,832 399 44,277 32,416 51,124 47,647: 7,669 11,146
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 8, 2007 :
: 2,210: -1,794 1,736 -94 4,299 1,391 2,411 3,033: -201 -823
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.0 25.2 0.7 75.3 55.1 87.0 81.0: 13.0 19.0
Old : 100.0: 11.0 25.2 0.7 75.3 55.1 87.0 81.0: 13.0 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 : 83: 12 26 9 27 26 46 54:
Old : 83: 12 26 9 27 26 46 54:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.1 37.1 60.6 51.0 43.9 37.0 60.2 50.7
Old : 44.1 37.1 60.6 51.0 43.9 37.0 60.2 50.7
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 15, 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 : 469,530: 148,774 180,283 17,125 246,188 247,082 412,086 444,489: 57,444 25,041
Old : 469,530: 148,774 180,283 17,125 246,188 247,082 412,086 444,489: 57,444 25,041
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 8, 2007 :
: -15,461: -14,144 7,928 -3,012 7,078 -17,692 -10,078 -12,775: -5,383 -2,686
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.7 38.4 3.6 52.4 52.6 87.8 94.7: 12.2 5.3
Old : 100.0: 31.7 38.4 3.6 52.4 52.6 87.8 94.7: 12.2 5.3
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 : 247: 88 72 23 51 53 153 134:
Old : 247: 88 72 23 51 53 153 134:
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 : 26.8 30.0 37.4 45.1 24.3 29.2 34.9 44.2
Old : 26.8 30.0 37.4 45.1 24.3 29.2 34.9 44.2
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 15, 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 : 117,016: 83,796 8,562 652 4,982 94,788 89,430 104,002: 27,586 13,014
Old : 117,016: 83,796 8,562 652 4,982 94,788 89,430 104,002: 27,586 13,014
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 8, 2007 :
: 264: 1,700 208 51 -1,298 2,140 453 2,400: -188 -2,135
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.6 7.3 0.6 4.3 81.0 76.4 88.9: 23.6 11.1
Old : 100.0: 71.6 7.3 0.6 4.3 81.0 76.4 88.9: 23.6 11.1
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 : 75: 45 9 3 10 18 55 30:
Old : 75: 45 9 3 10 18 55 30:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.0 40.6 32.3 60.7 21.0 40.5 32.3 59.6
Old : 21.0 40.6 32.3 60.7 21.0 40.5 32.3 59.6
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 15, 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 : 45,769: 2,821 8,533 0 38,004 32,924 40,825 41,457: 4,943 4,312
Old : 45,769: 2,821 8,533 0 38,004 32,924 40,825 41,457: 4,943 4,312
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 8, 2007 :
: 3,817: 34 2,180 0 3,248 2,281 3,282 4,461: 535 -645
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.2 18.6 0.0 83.0 71.9 89.2 90.6: 10.8 9.4
Old : 100.0: 6.2 18.6 0.0 83.0 71.9 89.2 90.6: 10.8 9.4
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 : 58: 4 18 0 23 20 27 38:
Old : 58: 4 18 0 23 20 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 : 62.5 44.7 73.6 63.8 60.7 44.7 71.8 63.8
Old : 62.5 44.7 73.6 63.8 60.7 44.7 71.8 63.8
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 15, 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 : 551,933: 65,503 248,427 12,088 457,503 267,134 535,094 527,650: 16,839 24,283
Old : 551,933: 65,503 248,427 12,088 457,503 267,134 535,094 527,650: 16,839 24,283
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 8, 2007 :
: 40,431: -4,366 14,758 -1,493 52,334 30,706 46,475 43,971: -6,044 -3,540
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.9 45.0 2.2 82.9 48.4 96.9 95.6: 3.1 4.4
Old : 100.0: 11.9 45.0 2.2 82.9 48.4 96.9 95.6: 3.1 4.4
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 : 268: 46 116 51 57 79 146 203:
Old : 268: 46 116 51 57 79 146 203:
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 : 49.6 22.6 67.9 33.8 46.8 17.9 63.2 28.5
Old : 49.6 22.6 67.9 33.8 46.8 17.9 63.2 28.5
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 15, 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 : 56,904: 11,741 16,670 943 32,456 25,719 45,140 43,332: 11,764 13,572
Old : 56,904: 11,741 16,670 943 32,456 25,719 45,140 43,332: 11,764 13,572
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 8, 2007 :
: -1,019: 2,184 -1,875 200 -3,209 1,751 -825 76: -194 -1,094
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.6 29.3 1.7 57.0 45.2 79.3 76.1: 20.7 23.9
Old : 100.0: 20.6 29.3 1.7 57.0 45.2 79.3 76.1: 20.7 23.9
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 : 89: 24 21 7 21 28 47 54:
Old : 89: 24 21 7 21 28 47 54:
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 : 26.6 38.8 44.8 47.8 26.0 32.8 41.6 41.8
Old : 26.6 38.8 44.8 47.8 26.0 32.8 41.6 41.8
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 15, 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 : 59,311: 25,413 4,753 664 23,174 34,481 49,251 39,898: 10,060 19,413
Old : 59,311: 25,413 4,753 664 23,174 34,481 49,251 39,898: 10,060 19,413
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 8, 2007 :
: -204: -2,103 625 235 -196 2,427 -2,064 3,287: 1,860 -3,491
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.8 8.0 1.1 39.1 58.1 83.0 67.3: 17.0 32.7
Old : 100.0: 42.8 8.0 1.1 39.1 58.1 83.0 67.3: 17.0 32.7
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: 27 6 2 17 18 44 26:
Old : 67: 27 6 2 17 18 44 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.2 40.4 49.1 51.2 30.5 34.6 45.5 44.8
Old : 31.2 40.4 49.1 51.2 30.5 34.6 45.5 44.8
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 with Delta-adjusted Options and Futures Combined, May 15, 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 : 21,441: 5,002 701 270 14,616 18,715 19,888 19,686: 1,553 1,755
Old : 21,441: 5,002 701 270 14,616 18,715 19,888 19,686: 1,553 1,755
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 8, 2007 :
: 467: 452 -70 -7 511 643 956 566: -489 -99
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.3 3.3 1.3 68.2 87.3 92.8 91.8: 7.2 8.2
Old : 100.0: 23.3 3.3 1.3 68.2 87.3 92.8 91.8: 7.2 8.2
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 : 24: 9 3 1 9 5 19 8:
Old : 24: 9 3 1 9 5 19 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 : 63.1 89.4 79.6 91.8 63.1 84.5 78.6 86.7
Old : 63.1 89.4 79.6 91.8 63.1 84.5 78.6 86.7
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 with Delta-adjusted Options and Futures Combined, May 15, 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 : 62,401: 2,968 18,708 5,389 25,401 26,915 33,758 51,012: 28,643 11,389
Old : 62,401: 2,968 18,708 5,389 25,401 26,915 33,758 51,012: 28,643 11,389
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 8, 2007 :
: 2,363: 0 -100 735 -367 319 368 954: 1,995 1,409
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.8 30.0 8.6 40.7 43.1 54.1 81.7: 45.9 18.3
Old : 100.0: 4.8 30.0 8.6 40.7 43.1 54.1 81.7: 45.9 18.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 60: 5 24 10 24 26 39 50:
Old : 60: 5 24 10 24 26 39 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 : 20.8 23.9 32.5 38.8 12.8 21.0 20.8 33.2
Old : 20.8 23.9 32.5 38.8 12.8 21.0 20.8 33.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated May 18, 2007