MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 26, 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 : 51,145: 7,933 729 8,369 26,426 31,983 42,729 41,081: 8,415 10,064
Old : 51,145: 7,933 729 8,369 26,426 31,983 42,729 41,081: 8,415 10,064
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 19, 2007 :
: 1,650: -565 -79 326 1,700 1,489 1,461 1,737: 188 -87
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.5 1.4 16.4 51.7 62.5 83.5 80.3: 16.5 19.7
Old : 100.0: 15.5 1.4 16.4 51.7 62.5 83.5 80.3: 16.5 19.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 68: 22 7 17 28 29 56 48:
Old : 68: 22 7 17 28 29 56 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 : 32.3 33.0 47.5 46.6 31.5 31.1 43.0 42.7
Old : 32.3 33.0 47.5 46.6 31.5 31.1 43.0 42.7
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, June 26, 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 : 182,232: 32,871 39,848 44,845 85,014 68,922 162,731 153,615: 19,501 28,617
Old : 141,114: 21,847 47,716 29,129 76,310 43,742 127,285 120,586: 13,829 20,528
Other: 41,118: 20,119 1,227 6,622 8,705 25,181 35,446 33,029: 5,672 8,089
: : :
: : Changes in Commitments from: June 19, 2007 :
: -4,693: -8,204 765 2,646 2,223 -12,291 -3,336 -8,880: -1,358 4,186
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.0 21.9 24.6 46.7 37.8 89.3 84.3: 10.7 15.7
Old : 100.0: 15.5 33.8 20.6 54.1 31.0 90.2 85.5: 9.8 14.5
Other: 100.0: 48.9 3.0 16.1 21.2 61.2 86.2 80.3: 13.8 19.7
: : :
:# Traders : Number of Traders in Each Category :
All : 208: 59 81 82 32 37 146 159:
Old : 201: 56 85 74 31 37 131 158:
Other: 104: 45 19 31 19 27 75 67:
:----------------------------------------------------------------------------------------------------
: 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 21.2 37.3 30.1 26.3 18.8 35.6 25.3
Old : 32.8 19.6 45.7 29.0 32.8 18.9 44.7 26.4
Other: 29.8 36.7 42.4 47.9 23.8 27.2 34.8 37.4
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE Code-056641
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 26, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 1,386: 190 325 111 338 358 639 794: 747 593
Old : 1,324: 190 308 90 338 356 618 754: 706 570
Other: 62: 0 17 21 0 2 21 40: 41 22
: : :
: : Changes in Commitments from: June 19, 2007 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.7 23.4 8.0 24.4 25.8 46.1 57.2: 53.9 42.8
Old : 100.0: 14.3 23.3 6.8 25.5 26.9 46.7 56.9: 53.3 43.1
Other: 100.0: 0.0 26.7 34.2 0.0 3.2 34.2 64.1: 65.8 35.9
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 4 10 4 4 3 12 13:
Old : 20: 4 10 4 4 2 12 12:
Other: 4: 0 2 3 0 1 3 4:
:----------------------------------------------------------------------------------------------------
: 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 : 26.2 37.6 38.1 49.2 26.0 36.9 37.9 46.4
Old : 27.4 38.7 39.9 49.5 27.4 38.7 39.9 48.6
Other: 34.2 64.1 34.2 64.1 0.0 29.9 0.0 29.9
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 26, 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 : 249,378: 53,752 27,843 57,539 119,117 114,986 230,408 200,367: 18,970 49,011
Old : 249,378: 53,752 27,843 57,539 119,117 114,986 230,408 200,367: 18,970 49,011
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 19, 2007 :
: -13,067: -6,410 2,686 -2,018 -2,623 -10,747 -11,051 -10,080: -2,016 -2,987
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.6 11.2 23.1 47.8 46.1 92.4 80.3: 7.6 19.7
Old : 100.0: 21.6 11.2 23.1 47.8 46.1 92.4 80.3: 7.6 19.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 302: 76 77 80 77 127 202 243:
Old : 302: 76 77 80 77 127 202 243:
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 : 26.2 15.0 37.6 24.1 26.1 11.4 37.3 18.5
Old : 26.2 15.0 37.6 24.1 26.1 11.4 37.3 18.5
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, June 26, 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 : 8,542: 2,845 2,103 1,195 2,442 3,054 6,483 6,352: 2,059 2,190
Old : 8,542: 2,845 2,103 1,195 2,442 3,054 6,483 6,352: 2,059 2,190
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 19, 2007 :
: -373: 82 -47 -294 139 54 -73 -288: -300 -86
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.3 24.6 14.0 28.6 35.7 75.9 74.4: 24.1 25.6
Old : 100.0: 33.3 24.6 14.0 28.6 35.7 75.9 74.4: 24.1 25.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 76: 21 23 13 23 27 54 54:
Old : 76: 21 23 13 23 27 54 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 : 24.2 20.6 36.5 34.0 24.2 17.3 34.1 27.7
Old : 24.2 20.6 36.5 34.0 24.2 17.3 34.1 27.7
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, June 26, 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 : 25,367: 7,893 4,489 3,709 8,895 4,941 20,497 13,140: 4,869 12,227
Old : 25,367: 7,893 4,489 3,709 8,895 4,941 20,497 13,140: 4,869 12,227
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 19, 2007 :
: 880: 0 103 341 226 -111 568 333: 312 547
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.1 17.7 14.6 35.1 19.5 80.8 51.8: 19.2 48.2
Old : 100.0: 31.1 17.7 14.6 35.1 19.5 80.8 51.8: 19.2 48.2
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 : 128: 36 25 19 37 49 81 88:
Old : 128: 36 25 19 37 49 81 88:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.4 11.2 33.2 18.2 18.4 9.3 30.0 14.5
Old : 19.4 11.2 33.2 18.2 18.4 9.3 30.0 14.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 26, 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 : 153,793: 81,550 12,901 7,751 29,853 107,861 119,154 128,514: 34,639 25,280
Old : 153,793: 81,550 12,901 7,751 29,853 107,861 119,154 128,514: 34,639 25,280
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 19, 2007 :
: -102,001: -10,341 -20,692 -1,626 -89,030 -58,736 -100,996 -81,054: -1,005 -20,948
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.0 8.4 5.0 19.4 70.1 77.5 83.6: 22.5 16.4
Old : 100.0: 53.0 8.4 5.0 19.4 70.1 77.5 83.6: 22.5 16.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 91: 41 17 13 22 21 70 44:
Old : 91: 41 17 13 22 21 70 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 : 27.1 46.3 38.9 59.5 27.1 44.7 38.9 58.0
Old : 27.1 46.3 38.9 59.5 27.1 44.7 38.9 58.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 26, 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 : 104,808: 8,307 66,906 1,181 86,901 11,426 96,389 79,513: 8,419 25,295
Old : 104,808: 8,307 66,906 1,181 86,901 11,426 96,389 79,513: 8,419 25,295
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 19, 2007 :
: -8,405: 1,262 -19,059 234 -9,534 7,866 -8,038 -10,959: -366 2,554
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.9 63.8 1.1 82.9 10.9 92.0 75.9: 8.0 24.1
Old : 100.0: 7.9 63.8 1.1 82.9 10.9 92.0 75.9: 8.0 24.1
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 : 61: 9 37 2 10 7 20 45:
Old : 61: 9 37 2 10 7 20 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 : 68.6 27.6 83.5 39.4 68.6 27.6 80.4 38.4
Old : 68.6 27.6 83.5 39.4 68.6 27.6 80.4 38.4
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, June 26, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF MXN 500,000) :
: : :
All : 94,588: 53,758 11,778 651 30,833 79,525 85,242 91,954: 9,346 2,634
Old : 94,588: 53,758 11,778 651 30,833 79,525 85,242 91,954: 9,346 2,634
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 19, 2007 :
: -10,086: -15,738 6,855 183 5,081 -16,945 -10,474 -9,907: 388 -179
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.8 12.5 0.7 32.6 84.1 90.1 97.2: 9.9 2.8
Old : 100.0: 56.8 12.5 0.7 32.6 84.1 90.1 97.2: 9.9 2.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 94: 58 12 4 10 19 69 34:
Old : 94: 58 12 4 10 19 69 34:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.8 67.7 59.1 82.7 28.4 43.7 38.6 58.2
Old : 44.8 67.7 59.1 82.7 28.4 43.7 38.6 58.2
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, June 26, 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 : 169,481: 119,382 22,959 5,278 11,895 119,439 136,555 147,676: 32,926 21,804
Old : 169,481: 119,382 22,959 5,278 11,895 119,439 136,555 147,676: 32,926 21,804
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 19, 2007 :
: 27,726: 26,515 1,929 479 -3,448 24,001 23,546 26,409: 4,180 1,317
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.4 13.5 3.1 7.0 70.5 80.6 87.1: 19.4 12.9
Old : 100.0: 70.4 13.5 3.1 7.0 70.5 80.6 87.1: 19.4 12.9
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 : 88: 45 16 10 14 22 65 42:
Old : 88: 45 16 10 14 22 65 42:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.9 42.6 44.6 60.9 33.9 42.3 44.6 59.5
Old : 33.9 42.6 44.6 60.9 33.9 42.3 44.6 59.5
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, June 26, 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 : 387,561: 43,304 237,420 14,688 287,681 96,790 345,673 348,898: 41,888 38,663
Old : 387,561: 43,304 237,420 14,688 287,681 96,790 345,673 348,898: 41,888 38,663
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 19, 2007 :
: 44,794: 3,132 30,881 2,274 37,631 12,418 43,037 45,572: 1,757 -779
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.2 61.3 3.8 74.2 25.0 89.2 90.0: 10.8 10.0
Old : 100.0: 11.2 61.3 3.8 74.2 25.0 89.2 90.0: 10.8 10.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 152: 39 71 16 32 25 76 107:
Old : 152: 39 71 16 32 25 76 107:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.3 29.7 60.5 45.6 44.4 29.7 58.9 45.5
Old : 45.3 29.7 60.5 45.6 44.4 29.7 58.9 45.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 26, 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 : 211,559: 92,799 25,568 15,034 47,645 132,819 155,478 173,422: 56,081 38,137
Old : 211,559: 92,799 25,568 15,034 47,645 132,819 155,478 173,422: 56,081 38,137
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 19, 2007 :
: 2,935: 7,915 -13,690 1,100 -7,227 13,210 1,788 620: 1,147 2,315
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.9 12.1 7.1 22.5 62.8 73.5 82.0: 26.5 18.0
Old : 100.0: 43.9 12.1 7.1 22.5 62.8 73.5 82.0: 26.5 18.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 129: 52 35 24 25 33 90 79:
Old : 129: 52 35 24 25 33 90 79:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.4 40.1 32.9 48.9 23.1 38.8 32.4 47.2
Old : 23.4 40.1 32.9 48.9 23.1 38.8 32.4 47.2
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, June 26, 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 : 41,393: 26,627 2,753 421 11,141 36,751 38,189 39,925: 3,204 1,468
Old : 41,393: 26,627 2,753 421 11,141 36,751 38,189 39,925: 3,204 1,468
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 19, 2007 :
: 280: 241 683 24 -389 -101 -124 606: 404 -326
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.3 6.7 1.0 26.9 88.8 92.3 96.5: 7.7 3.5
Old : 100.0: 64.3 6.7 1.0 26.9 88.8 92.3 96.5: 7.7 3.5
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 : 38: 17 7 2 8 9 25 18:
Old : 38: 17 7 2 8 9 25 18:
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 : 62.7 82.3 75.8 90.6 62.7 81.0 75.7 89.2
Old : 62.7 82.3 75.8 90.6 62.7 81.0 75.7 89.2
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, June 26, 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 : 82,522: 9,798 29,511 2,093 64,360 48,611 76,251 80,215: 6,271 2,307
Old : 82,522: 9,798 29,511 2,093 64,360 48,611 76,251 80,215: 6,271 2,307
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 19, 2007 :
: 13,528: 3,342 2,424 -18 10,859 11,092 14,183 13,498: -655 30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.9 35.8 2.5 78.0 58.9 92.4 97.2: 7.6 2.8
Old : 100.0: 11.9 35.8 2.5 78.0 58.9 92.4 97.2: 7.6 2.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 6 2 2 19 15 26 18:
Old : 33: 6 2 2 19 15 26 18:
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 : 49.3 62.8 66.8 85.7 45.3 59.7 60.4 78.4
Old : 49.3 62.8 66.8 85.7 45.3 59.7 60.4 78.4
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, June 26, 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 :18,773,469: 1,243,535 864,822 6,284,670 10,128,301 10,173,058 17,656,505 17,322,551: 1,116,964 1,450,918
Old :18,773,469: 1,243,535 864,822 6,284,670 10,128,301 10,173,058 17,656,505 17,322,551: 1,116,964 1,450,918
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 19, 2007 :
: 451,336: 165,196 -158,828 136,234 184,530 561,053 485,961 538,459: -34,625 -87,124
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.6 4.6 33.5 54.0 54.2 94.1 92.3: 5.9 7.7
Old : 100.0: 6.6 4.6 33.5 54.0 54.2 94.1 92.3: 5.9 7.7
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 : 345: 78 69 123 176 179 313 319:
Old : 345: 78 69 123 176 179 313 319:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.6 14.5 38.2 24.9 21.8 7.8 24.9 13.4
Old : 28.6 14.5 38.2 24.9 21.8 7.8 24.9 13.4
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, June 26, 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 : 751,242: 53,038 89,825 106,178 457,817 443,234 617,032 639,237: 134,210 112,006
Old : 751,242: 53,038 89,825 106,178 457,817 443,234 617,032 639,237: 134,210 112,006
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 19, 2007 :
: 45,047: 3,370 9,259 29,961 3,460 12,227 36,792 51,447: 8,255 -6,400
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.1 12.0 14.1 60.9 59.0 82.1 85.1: 17.9 14.9
Old : 100.0: 7.1 12.0 14.1 60.9 59.0 82.1 85.1: 17.9 14.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 214: 49 52 73 91 66 180 151:
Old : 214: 49 52 73 91 66 180 151:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.7 23.2 27.8 34.2 19.5 23.1 26.5 33.6
Old : 19.7 23.2 27.8 34.2 19.5 23.1 26.5 33.6
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, June 26, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($50 X S&P 500 INDEX) :
: : :
All : 1,762,642: 386,935 471,232 105,902 994,171 1,010,182 1,487,008 1,587,316: 275,633 175,326
Old : 1,762,642: 386,935 471,232 105,902 994,171 1,010,182 1,487,008 1,587,316: 275,633 175,326
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 19, 2007 :
: 107,010: 503 38,758 42,624 9,251 8,579 52,378 89,961: 54,632 17,049
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.0 26.7 6.0 56.4 57.3 84.4 90.1: 15.6 9.9
Old : 100.0: 22.0 26.7 6.0 56.4 57.3 84.4 90.1: 15.6 9.9
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 : 328: 99 96 75 92 93 228 227:
Old : 328: 99 96 75 92 93 228 227:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.1 20.4 30.9 29.6 13.6 16.1 23.1 22.4
Old : 20.1 20.4 30.9 29.6 13.6 16.1 23.1 22.4
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, June 26, 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 : 86,716: 11,082 29,001 3 64,146 54,086 75,231 83,090: 11,485 3,626
Old : 86,716: 11,082 29,001 3 64,146 54,086 75,231 83,090: 11,485 3,626
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 19, 2007 :
: -2,857: -1,819 634 3 -1,076 -4,358 -2,892 -3,721: 35 864
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.8 33.4 0.0 74.0 62.4 86.8 95.8: 13.2 4.2
Old : 100.0: 12.8 33.4 0.0 74.0 62.4 86.8 95.8: 13.2 4.2
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 : 92: 15 16 1 36 38 51 55:
Old : 92: 15 16 1 36 38 51 55:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.2 38.4 56.4 53.7 33.8 37.6 55.1 52.9
Old : 34.2 38.4 56.4 53.7 33.8 37.6 55.1 52.9
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, June 26, 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 : 56,432: 5,396 16,091 153 39,673 32,492 45,221 48,736: 11,211 7,696
Old : 56,432: 5,396 16,091 153 39,673 32,492 45,221 48,736: 11,211 7,696
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 19, 2007 :
: 4,130: -614 590 60 1,884 632 1,330 1,282: 2,799 2,848
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.6 28.5 0.3 70.3 57.6 80.1 86.4: 19.9 13.6
Old : 100.0: 9.6 28.5 0.3 70.3 57.6 80.1 86.4: 19.9 13.6
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 : 64: 9 18 5 24 21 36 41:
Old : 64: 9 18 5 24 21 36 41:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.3 44.7 57.7 60.4 43.3 41.3 54.6 55.7
Old : 43.3 44.7 57.7 60.4 43.3 41.3 54.6 55.7
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, June 26, 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 : 374,980: 123,678 96,790 9,453 216,256 234,465 349,387 340,708: 25,593 34,272
Old : 374,980: 123,678 96,790 9,453 216,256 234,465 349,387 340,708: 25,593 34,272
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 19, 2007 :
: 13,525: -18,287 -745 1,215 27,374 2,161 10,302 2,631: 3,223 10,894
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.0 25.8 2.5 57.7 62.5 93.2 90.9: 6.8 9.1
Old : 100.0: 33.0 25.8 2.5 57.7 62.5 93.2 90.9: 6.8 9.1
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 : 223: 80 61 23 43 51 137 121:
Old : 223: 80 61 23 43 51 137 121:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.4 31.5 43.1 45.0 28.9 31.1 40.2 43.2
Old : 31.4 31.5 43.1 45.0 28.9 31.1 40.2 43.2
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, June 26, 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 : 113,363: 73,314 6,561 1,025 5,066 93,283 79,405 100,869: 33,958 12,494
Old : 113,363: 73,314 6,561 1,025 5,066 93,283 79,405 100,869: 33,958 12,494
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 19, 2007 :
: -3,620: -1,873 -3,642 -595 -2,717 -1,941 -5,185 -6,178: 1,566 2,558
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.7 5.8 0.9 4.5 82.3 70.0 89.0: 30.0 11.0
Old : 100.0: 64.7 5.8 0.9 4.5 82.3 70.0 89.0: 30.0 11.0
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 : 67: 40 9 3 7 14 48 25:
Old : 67: 40 9 3 7 14 48 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.6 63.6 35.4 75.3 23.6 63.0 35.4 74.8
Old : 23.6 63.6 35.4 75.3 23.6 63.0 35.4 74.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE Code-239741
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 26, 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 : 32,629: 248 7,746 0 27,475 19,863 27,723 27,609: 4,906 5,020
Old : 32,629: 248 7,746 0 27,475 19,863 27,723 27,609: 4,906 5,020
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 19, 2007 :
: 2,086: -495 107 0 2,295 2,264 1,800 2,371: 286 -285
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.8 23.7 0.0 84.2 60.9 85.0 84.6: 15.0 15.4
Old : 100.0: 0.8 23.7 0.0 84.2 60.9 85.0 84.6: 15.0 15.4
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 : 50: 1 17 0 20 19 21 36:
Old : 50: 1 17 0 20 19 21 36:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.4 32.7 70.0 50.2 51.7 31.4 65.3 48.0
Old : 56.4 32.7 70.0 50.2 51.7 31.4 65.3 48.0
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, June 26, 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 : 541,428: 72,786 241,750 15,240 434,947 259,088 522,974 516,078: 18,454 25,349
Old : 541,428: 72,786 241,750 15,240 434,947 259,088 522,974 516,078: 18,454 25,349
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 19, 2007 :
: 6,595: -4,000 10,780 1,998 7,356 -6,573 5,354 6,205: 1,240 390
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.4 44.7 2.8 80.3 47.9 96.6 95.3: 3.4 4.7
Old : 100.0: 13.4 44.7 2.8 80.3 47.9 96.6 95.3: 3.4 4.7
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 : 280: 43 129 57 57 78 145 219:
Old : 280: 43 129 57 57 78 145 219:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.5 20.0 76.3 32.3 50.5 18.8 70.5 29.4
Old : 55.5 20.0 76.3 32.3 50.5 18.8 70.5 29.4
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, June 26, 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 : 50,595: 12,295 14,521 2 27,511 23,435 39,808 37,958: 10,787 12,637
Old : 50,595: 12,295 14,521 2 27,511 23,435 39,808 37,958: 10,787 12,637
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 19, 2007 :
: 145: 2,214 -392 -0 -2,407 -1,060 -193 -1,452: 338 1,597
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.3 28.7 0.0 54.4 46.3 78.7 75.0: 21.3 25.0
Old : 100.0: 24.3 28.7 0.0 54.4 46.3 78.7 75.0: 21.3 25.0
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 : 73: 24 16 3 19 17 45 34:
Old : 73: 24 16 3 19 17 45 34:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.8 36.5 43.8 53.5 27.8 34.5 39.7 48.2
Old : 27.8 36.5 43.8 53.5 27.8 34.5 39.7 48.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 26, 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 : 41,165: 19,415 1,122 231 13,165 19,019 32,811 20,372: 8,354 20,793
Old : 41,165: 19,415 1,122 231 13,165 19,019 32,811 20,372: 8,354 20,793
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 19, 2007 :
: 2,424: 1,214 91 106 -997 4,765 323 4,962: 2,101 -2,538
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.2 2.7 0.6 32.0 46.2 79.7 49.5: 20.3 50.5
Old : 100.0: 47.2 2.7 0.6 32.0 46.2 79.7 49.5: 20.3 50.5
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 : 54: 24 4 2 12 15 36 21:
Old : 54: 24 4 2 12 15 36 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.2 30.4 49.7 40.1 36.2 30.4 48.9 38.6
Old : 36.2 30.4 49.7 40.1 36.2 30.4 48.9 38.6
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, June 26, 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 : 20,203: 5,609 955 270 13,614 18,464 19,493 19,689: 710 514
Old : 20,203: 5,609 955 270 13,614 18,464 19,493 19,689: 710 514
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 19, 2007 :
: -286: -88 29 0 -199 -217 -287 -188: 1 -98
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.8 4.7 1.3 67.4 91.4 96.5 97.5: 3.5 2.5
Old : 100.0: 27.8 4.7 1.3 67.4 91.4 96.5 97.5: 3.5 2.5
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 : 24: 8 5 1 7 4 16 9:
Old : 24: 8 5 1 7 4 16 9:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 69.2 93.6 88.1 96.9 69.2 92.2 88.1 95.6
Old : 69.2 93.6 88.1 96.9 69.2 92.2 88.1 95.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE Code-597741
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 26, 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 : 37,579: 3,152 8,224 3,222 19,238 16,388 25,612 27,834: 11,967 9,745
Old : 37,579: 3,152 8,224 3,222 19,238 16,388 25,612 27,834: 11,967 9,745
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 19, 2007 :
: 1,438: 863 67 318 875 -436 2,056 -51: -618 1,489
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.4 21.9 8.6 51.2 43.6 68.2 74.1: 31.8 25.9
Old : 100.0: 8.4 21.9 8.6 51.2 43.6 68.2 74.1: 31.8 25.9
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 : 51: 9 11 7 24 24 36 40:
Old : 51: 9 11 7 24 24 36 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 : 30.0 23.5 44.1 40.2 21.8 21.6 29.6 35.6
Old : 30.0 23.5 44.1 40.2 21.8 21.6 29.6 35.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 29, 2007