BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 10, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 20,000 POUNDS) :
: : :
All : 4,511: 67 0 0 3,490 4,441 3,557 4,441: 954 70
Old : 4,511: 67 0 0 3,490 4,441 3,557 4,441: 954 70
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2007 :
: 6: 0 0 0 42 7 42 7: -36 -1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.5 0.0 0.0 77.4 98.4 78.9 98.4: 21.1 1.6
Old : 100.0: 1.5 0.0 0.0 77.4 98.4 78.9 98.4: 21.1 1.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 1 0 0 15 10 16 10:
Old : 20: 1 0 0 15 10 16 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 : 50.4 80.8 68.3 97.2 50.4 80.3 68.3 94.1
Old : 50.4 80.8 68.3 97.2 50.4 80.3 68.3 94.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 10, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 46,032: 6,352 1,233 6,730 25,985 29,305 39,067 37,268: 6,965 8,764
Old : 46,032: 6,352 1,233 6,730 25,985 29,305 39,067 37,268: 6,965 8,764
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2007 :
: -133: 125 159 -218 -75 158 -168 99: 35 -232
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.8 2.7 14.6 56.4 63.7 84.9 81.0: 15.1 19.0
Old : 100.0: 13.8 2.7 14.6 56.4 63.7 84.9 81.0: 15.1 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 : 64: 18 7 14 29 26 54 41:
Old : 64: 18 7 14 29 26 54 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 : 34.7 33.7 51.9 47.3 33.7 31.9 48.2 44.4
Old : 34.7 33.7 51.9 47.3 33.7 31.9 48.2 44.4
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, July 10, 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 : 184,053: 32,604 49,769 44,607 87,508 56,954 164,719 151,330: 19,334 32,724
Old : 129,860: 21,310 58,179 25,301 70,743 25,596 117,353 109,075: 12,507 20,785
Other: 54,193: 23,939 4,234 6,662 16,765 31,358 47,366 42,254: 6,827 11,939
: : :
: : Changes in Commitments from: July 3, 2007 :
: 760: 575 3,474 -2,101 1,058 -1,977 -468 -605: 1,228 1,365
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.7 27.0 24.2 47.5 30.9 89.5 82.2: 10.5 17.8
Old : 100.0: 16.4 44.8 19.5 54.5 19.7 90.4 84.0: 9.6 16.0
Other: 100.0: 44.2 7.8 12.3 30.9 57.9 87.4 78.0: 12.6 22.0
: : :
:# Traders : Number of Traders in Each Category :
All : 218: 56 91 85 35 37 147 175:
Old : 208: 47 100 66 34 36 125 166:
Other: 119: 48 24 37 22 32 84 81:
:----------------------------------------------------------------------------------------------------
: 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 17.0 39.1 25.2 25.6 11.5 36.0 18.4
Old : 33.5 13.5 46.4 23.4 33.5 12.4 46.2 21.0
Other: 33.8 35.8 46.6 45.3 24.7 23.4 35.9 32.0
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 10, 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 : 255,436: 59,421 32,669 56,445 117,602 115,174 233,468 204,289: 21,968 51,147
Old : 255,436: 59,421 32,669 56,445 117,602 115,174 233,468 204,289: 21,968 51,147
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2007 :
: 11,634: 8,706 1,273 1,356 -2,049 4,531 8,013 7,159: 3,621 4,475
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.3 12.8 22.1 46.0 45.1 91.4 80.0: 8.6 20.0
Old : 100.0: 23.3 12.8 22.1 46.0 45.1 91.4 80.0: 8.6 20.0
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 : 297: 89 60 86 75 128 210 237:
Old : 297: 89 60 86 75 128 210 237:
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 : 24.7 16.1 35.8 25.0 24.7 12.9 35.8 19.3
Old : 24.7 16.1 35.8 25.0 24.7 12.9 35.8 19.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 10, 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 : 7,450: 2,825 1,859 1,023 1,850 2,652 5,698 5,534: 1,752 1,917
Old : 7,450: 2,825 1,859 1,023 1,850 2,652 5,698 5,534: 1,752 1,917
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2007 :
: -325: 67 -134 -114 -5 166 -52 -83: -273 -242
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.9 24.9 13.7 24.8 35.6 76.5 74.3: 23.5 25.7
Old : 100.0: 37.9 24.9 13.7 24.8 35.6 76.5 74.3: 23.5 25.7
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 : 71: 23 16 11 15 28 44 50:
Old : 71: 23 16 11 15 28 44 50:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.3 23.2 44.5 36.8 28.5 19.8 40.1 29.8
Old : 30.3 23.2 44.5 36.8 28.5 19.8 40.1 29.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 10, 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 : 28,299: 9,087 3,527 5,501 7,948 5,262 22,536 14,289: 5,763 14,010
Old : 28,299: 9,087 3,527 5,501 7,948 5,262 22,536 14,289: 5,763 14,010
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2007 :
: 2,215: 1,244 -612 957 54 521 2,256 866: -41 1,349
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.1 12.5 19.4 28.1 18.6 79.6 50.5: 20.4 49.5
Old : 100.0: 32.1 12.5 19.4 28.1 18.6 79.6 50.5: 20.4 49.5
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 : 136: 42 26 28 35 47 99 86:
Old : 136: 42 26 28 35 47 99 86:
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 : 17.2 13.0 28.0 19.7 16.2 8.0 25.6 11.8
Old : 17.2 13.0 28.0 19.7 16.2 8.0 25.6 11.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 10, 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 : 156,438: 83,997 16,457 6,206 26,636 109,886 116,840 132,549: 39,598 23,889
Old : 156,438: 83,997 16,457 6,206 26,636 109,886 116,840 132,549: 39,598 23,889
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2007 :
: -3,693: 5,101 1,910 -4,015 -6,096 754 -5,010 -1,351: 1,317 -2,341
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.7 10.5 4.0 17.0 70.2 74.7 84.7: 25.3 15.3
Old : 100.0: 53.7 10.5 4.0 17.0 70.2 74.7 84.7: 25.3 15.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 85: 38 17 10 20 20 63 42:
Old : 85: 38 17 10 20 20 63 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 : 30.8 48.7 41.0 62.6 30.8 45.9 39.7 59.6
Old : 30.8 48.7 41.0 62.6 30.8 45.9 39.7 59.6
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, July 10, 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 : 105,379: 20,313 58,010 1,120 70,907 27,878 92,340 87,007: 13,038 18,371
Old : 105,379: 20,313 58,010 1,120 70,907 27,878 92,340 87,007: 13,038 18,371
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2007 :
: 7,313: 5,438 9,839 -160 33 -778 5,311 8,901: 2,002 -1,588
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.3 55.0 1.1 67.3 26.5 87.6 82.6: 12.4 17.4
Old : 100.0: 19.3 55.0 1.1 67.3 26.5 87.6 82.6: 12.4 17.4
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 : 64: 19 27 2 10 12 30 40:
Old : 64: 19 27 2 10 12 30 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 : 59.9 40.9 71.9 55.2 59.8 38.4 69.1 50.5
Old : 59.9 40.9 71.9 55.2 59.8 38.4 69.1 50.5
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, July 10, 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 : 95,605: 59,061 6,849 371 26,730 85,855 86,162 93,075: 9,443 2,530
Old : 95,605: 59,061 6,849 371 26,730 85,855 86,162 93,075: 9,443 2,530
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2007 :
: 1,016: 3,445 13 43 -1,514 1,270 1,974 1,326: -958 -310
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.8 7.2 0.4 28.0 89.8 90.1 97.4: 9.9 2.6
Old : 100.0: 61.8 7.2 0.4 28.0 89.8 90.1 97.4: 9.9 2.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 92: 53 12 2 13 20 67 33:
Old : 92: 53 12 2 13 20 67 33:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.2 69.8 58.9 82.0 32.6 47.7 40.4 59.0
Old : 47.2 69.8 58.9 82.0 32.6 47.7 40.4 59.0
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, July 10, 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 : 164,975: 113,024 23,551 5,273 10,340 108,487 128,638 137,312: 36,337 27,664
Old : 164,975: 113,024 23,551 5,273 10,340 108,487 128,638 137,312: 36,337 27,664
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2007 :
: -10,669: -9,440 146 -981 -1,080 -7,564 -11,501 -8,399: 832 -2,270
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.5 14.3 3.2 6.3 65.8 78.0 83.2: 22.0 16.8
Old : 100.0: 68.5 14.3 3.2 6.3 65.8 78.0 83.2: 22.0 16.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 96: 53 17 11 16 19 75 41:
Old : 96: 53 17 11 16 19 75 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 : 27.6 37.1 38.7 54.0 27.6 36.7 38.7 52.7
Old : 27.6 37.1 38.7 54.0 27.6 36.7 38.7 52.7
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, July 10, 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 : 356,329: 45,142 177,492 15,162 250,646 123,950 310,949 316,604: 45,379 39,725
Old : 356,329: 45,142 177,492 15,162 250,646 123,950 310,949 316,604: 45,379 39,725
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2007 :
: -7,490: 8,719 -20,892 -731 -17,709 13,098 -9,721 -8,524: 2,230 1,034
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.7 49.8 4.3 70.3 34.8 87.3 88.9: 12.7 11.1
Old : 100.0: 12.7 49.8 4.3 70.3 34.8 87.3 88.9: 12.7 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 : 146: 39 62 18 32 28 79 100:
Old : 146: 39 62 18 32 28 79 100:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.2 31.3 59.1 45.6 46.2 31.0 56.6 43.7
Old : 47.2 31.3 59.1 45.6 46.2 31.0 56.6 43.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 10, 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 : 250,707: 129,656 25,680 15,987 35,460 164,626 181,103 206,293: 69,604 44,413
Old : 250,707: 129,656 25,680 15,987 35,460 164,626 181,103 206,293: 69,604 44,413
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2007 :
: 23,182: 29,162 1,964 -3,450 -4,656 19,409 21,055 17,923: 2,127 5,259
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.7 10.2 6.4 14.1 65.7 72.2 82.3: 27.8 17.7
Old : 100.0: 51.7 10.2 6.4 14.1 65.7 72.2 82.3: 27.8 17.7
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 : 149: 67 37 28 31 35 115 83:
Old : 149: 67 37 28 31 35 115 83:
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 : 21.5 39.1 29.9 50.0 21.4 37.9 29.5 48.8
Old : 21.5 39.1 29.9 50.0 21.4 37.9 29.5 48.8
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, July 10, 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 : 41,167: 25,480 2,230 374 12,028 36,581 37,882 39,185: 3,285 1,982
Old : 41,167: 25,480 2,230 374 12,028 36,581 37,882 39,185: 3,285 1,982
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2007 :
: -149: -31 -387 -6 420 198 383 -195: -532 46
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.9 5.4 0.9 29.2 88.9 92.0 95.2: 8.0 4.8
Old : 100.0: 61.9 5.4 0.9 29.2 88.9 92.0 95.2: 8.0 4.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 39: 16 7 1 9 10 25 18:
Old : 39: 16 7 1 9 10 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 : 61.0 83.2 75.1 89.0 61.0 82.0 75.1 87.8
Old : 61.0 83.2 75.1 89.0 61.0 82.0 75.1 87.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE Code-032741
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 10, 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 : 85,134: 12,030 26,680 2,241 64,363 52,935 78,634 81,856: 6,500 3,278
Old : 85,134: 12,030 26,680 2,241 64,363 52,935 78,634 81,856: 6,500 3,278
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2007 :
: -1,253: -857 -2,425 0 -380 950 -1,237 -1,475: -16 222
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.1 31.3 2.6 75.6 62.2 92.4 96.1: 7.6 3.9
Old : 100.0: 14.1 31.3 2.6 75.6 62.2 92.4 96.1: 7.6 3.9
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 : 31: 6 2 2 18 15 25 18:
Old : 31: 6 2 2 18 15 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 : 44.2 66.1 65.5 86.5 40.6 60.9 59.6 79.8
Old : 44.2 66.1 65.5 86.5 40.6 60.9 59.6 79.8
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, July 10, 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 :19,726,360: 1,220,651 899,099 6,853,825 10,449,775 10,448,393 18,524,251 18,201,317: 1,202,108 1,525,042
Old :19,726,360: 1,220,651 899,099 6,853,825 10,449,775 10,448,393 18,524,251 18,201,317: 1,202,108 1,525,042
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2007 :
: 738,745: 31,310 118,139 363,959 281,505 221,435 676,774 703,533: 61,971 35,212
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.2 4.6 34.7 53.0 53.0 93.9 92.3: 6.1 7.7
Old : 100.0: 6.2 4.6 34.7 53.0 53.0 93.9 92.3: 6.1 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 : 351: 83 70 127 174 176 317 322:
Old : 351: 83 70 127 174 176 317 322:
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 15.0 38.2 25.6 21.2 7.8 24.6 13.2
Old : 27.8 15.0 38.2 25.6 21.2 7.8 24.6 13.2
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, July 10, 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 : 735,817: 50,036 93,249 101,249 454,317 439,878 605,602 634,376: 130,215 101,441
Old : 735,817: 50,036 93,249 101,249 454,317 439,878 605,602 634,376: 130,215 101,441
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2007 :
: 13,749: -2,338 5,644 10,094 -1,668 3,781 6,088 19,519: 7,661 -5,770
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.8 12.7 13.8 61.7 59.8 82.3 86.2: 17.7 13.8
Old : 100.0: 6.8 12.7 13.8 61.7 59.8 82.3 86.2: 17.7 13.8
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 : 218: 46 60 76 91 62 184 151:
Old : 218: 46 60 76 91 62 184 151:
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 : 19.5 23.2 27.7 34.8 19.3 23.1 26.3 34.2
Old : 19.5 23.2 27.7 34.8 19.3 23.1 26.3 34.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 10, 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 : 1,814,461: 340,061 540,077 128,186 1,165,447 967,045 1,633,694 1,635,308: 180,768 179,153
Old : 1,814,461: 340,061 540,077 128,186 1,165,447 967,045 1,633,694 1,635,308: 180,768 179,153
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2007 :
: 74,977: -9,243 36,039 8,796 86,650 2,174 86,203 47,009: -11,226 27,968
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.7 29.8 7.1 64.2 53.3 90.0 90.1: 10.0 9.9
Old : 100.0: 18.7 29.8 7.1 64.2 53.3 90.0 90.1: 10.0 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 : 331: 72 119 84 94 96 222 243:
Old : 331: 72 119 84 94 96 222 243:
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 : 23.0 19.9 34.5 28.0 16.3 15.3 27.5 22.3
Old : 23.0 19.9 34.5 28.0 16.3 15.3 27.5 22.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 10, 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 : 91,915: 9,863 28,481 0 72,271 59,756 82,134 88,237: 9,781 3,678
Old : 91,915: 9,863 28,481 0 72,271 59,756 82,134 88,237: 9,781 3,678
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2007 :
: 1,765: -621 -793 0 3,581 1,934 2,960 1,141: -1,195 624
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.7 31.0 0.0 78.6 65.0 89.4 96.0: 10.6 4.0
Old : 100.0: 10.7 31.0 0.0 78.6 65.0 89.4 96.0: 10.6 4.0
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 : 95: 13 18 0 39 37 52 55:
Old : 95: 13 18 0 39 37 52 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 : 38.3 37.8 59.0 55.7 37.9 36.8 57.9 54.7
Old : 38.3 37.8 59.0 55.7 37.9 36.8 57.9 54.7
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, July 10, 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 : 60,944: 6,959 16,822 155 44,109 36,063 51,222 53,039: 9,722 7,905
Old : 60,944: 6,959 16,822 155 44,109 36,063 51,222 53,039: 9,722 7,905
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2007 :
: -1,999: -557 24 -6 -562 -685 -1,125 -668: -875 -1,332
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.4 27.6 0.3 72.4 59.2 84.0 87.0: 16.0 13.0
Old : 100.0: 11.4 27.6 0.3 72.4 59.2 84.0 87.0: 16.0 13.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 64: 10 15 5 25 22 37 40:
Old : 64: 10 15 5 25 22 37 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 : 43.6 44.0 60.9 62.8 43.5 40.9 59.5 56.6
Old : 43.6 44.0 60.9 62.8 43.5 40.9 59.5 56.6
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, July 10, 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 : 404,370: 138,190 105,053 14,556 226,209 262,003 378,955 381,612: 25,415 22,758
Old : 404,370: 138,190 105,053 14,556 226,209 262,003 378,955 381,612: 25,415 22,758
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2007 :
: 2,532: -665 13,365 3,303 -1,949 -8,853 689 7,816: 1,843 -5,284
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.2 26.0 3.6 55.9 64.8 93.7 94.4: 6.3 5.6
Old : 100.0: 34.2 26.0 3.6 55.9 64.8 93.7 94.4: 6.3 5.6
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 : 235: 86 64 28 47 49 150 124:
Old : 235: 86 64 28 47 49 150 124:
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 : 28.9 30.2 40.3 44.6 27.4 29.9 37.2 43.5
Old : 28.9 30.2 40.3 44.6 27.4 29.9 37.2 43.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 10, 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 : 113,311: 69,593 4,787 1,367 7,335 94,474 78,295 100,629: 35,016 12,682
Old : 113,311: 69,593 4,787 1,367 7,335 94,474 78,295 100,629: 35,016 12,682
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2007 :
: 1,792: 1,540 -5,474 335 -3,657 4,906 -1,782 -232: 3,574 2,024
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.4 4.2 1.2 6.5 83.4 69.1 88.8: 30.9 11.2
Old : 100.0: 61.4 4.2 1.2 6.5 83.4 69.1 88.8: 30.9 11.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 61: 40 6 3 7 12 47 21:
Old : 61: 40 6 3 7 12 47 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 : 19.6 65.6 31.8 80.6 19.6 64.2 31.8 78.8
Old : 19.6 65.6 31.8 80.6 19.6 64.2 31.8 78.8
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, July 10, 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 : 39,182: 265 8,250 0 33,398 25,669 33,663 33,919: 5,519 5,263
Old : 39,182: 265 8,250 0 33,398 25,669 33,663 33,919: 5,519 5,263
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2007 :
: 2,418: 27 170 0 2,127 2,248 2,154 2,418: 265 1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.7 21.1 0.0 85.2 65.5 85.9 86.6: 14.1 13.4
Old : 100.0: 0.7 21.1 0.0 85.2 65.5 85.9 86.6: 14.1 13.4
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 : 51: 1 18 0 20 19 21 37:
Old : 51: 1 18 0 20 19 21 37:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.1 35.9 73.2 53.0 54.1 34.8 69.2 51.7
Old : 58.1 35.9 73.2 53.0 54.1 34.8 69.2 51.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-239742
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 10, 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 : 580,141: 76,480 259,644 11,827 477,054 278,506 565,361 549,977: 14,780 30,165
Old : 580,141: 76,480 259,644 11,827 477,054 278,506 565,361 549,977: 14,780 30,165
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2007 :
: 20,098: -738 6,737 -1,382 22,473 12,586 20,352 17,941: -254 2,157
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.2 44.8 2.0 82.2 48.0 97.5 94.8: 2.5 5.2
Old : 100.0: 13.2 44.8 2.0 82.2 48.0 97.5 94.8: 2.5 5.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 300: 35 152 68 56 81 150 242:
Old : 300: 35 152 68 56 81 150 242:
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 : 52.2 18.5 74.8 30.7 48.0 17.7 69.7 28.3
Old : 52.2 18.5 74.8 30.7 48.0 17.7 69.7 28.3
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, July 10, 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 : 50,421: 11,165 14,223 2 28,800 25,479 39,967 39,704: 10,454 10,717
Old : 50,421: 11,165 14,223 2 28,800 25,479 39,967 39,704: 10,454 10,717
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2007 :
: -916: -1,610 502 -0 1,168 -370 -443 131: -473 -1,047
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.1 28.2 0.0 57.1 50.5 79.3 78.7: 20.7 21.3
Old : 100.0: 22.1 28.2 0.0 57.1 50.5 79.3 78.7: 20.7 21.3
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 : 81: 22 20 3 21 23 45 44:
Old : 81: 22 20 3 21 23 45 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 : 28.7 36.3 45.0 53.6 28.6 33.3 42.1 48.6
Old : 28.7 36.3 45.0 53.6 28.6 33.3 42.1 48.6
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, July 10, 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 : 40,358: 19,306 3,364 166 14,652 19,236 34,124 22,766: 6,234 17,592
Old : 40,358: 19,306 3,364 166 14,652 19,236 34,124 22,766: 6,234 17,592
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2007 :
: 555: -1,589 678 63 184 716 -1,342 1,457: 1,897 -902
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.8 8.3 0.4 36.3 47.7 84.6 56.4: 15.4 43.6
Old : 100.0: 47.8 8.3 0.4 36.3 47.7 84.6 56.4: 15.4 43.6
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 : 55: 23 6 1 13 14 36 21:
Old : 55: 23 6 1 13 14 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 : 37.8 33.8 53.5 44.8 37.4 32.5 50.3 42.6
Old : 37.8 33.8 53.5 44.8 37.4 32.5 50.3 42.6
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, July 10, 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 : 22,070: 5,478 1,449 216 13,602 18,320 19,296 19,985: 2,774 2,085
Old : 22,070: 5,478 1,449 216 13,602 18,320 19,296 19,985: 2,774 2,085
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2007 :
: 1,789: 89 327 -59 -113 -43 -83 225: 1,872 1,564
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.8 6.6 1.0 61.6 83.0 87.4 90.6: 12.6 9.4
Old : 100.0: 24.8 6.6 1.0 61.6 83.0 87.4 90.6: 12.6 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 : 20: 6 4 1 8 4 15 8:
Old : 20: 6 4 1 8 4 15 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 : 63.2 87.4 81.0 90.6 63.2 86.8 81.0 89.5
Old : 63.2 87.4 81.0 90.6 63.2 86.8 81.0 89.5
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, July 10, 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 : 39,377: 6,569 8,774 3,141 19,385 17,189 29,095 29,104: 10,282 10,273
Old : 39,377: 6,569 8,774 3,141 19,385 17,189 29,095 29,104: 10,282 10,273
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2007 :
: 843: 1,464 -50 12 572 108 2,048 70: -1,205 773
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.7 22.3 8.0 49.2 43.7 73.9 73.9: 26.1 26.1
Old : 100.0: 16.7 22.3 8.0 49.2 43.7 73.9 73.9: 26.1 26.1
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 : 51: 9 13 7 22 22 35 39:
Old : 51: 9 13 7 22 22 35 39:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.0 23.9 47.4 40.0 25.2 21.9 37.4 35.5
Old : 33.0 23.9 47.4 40.0 25.2 21.9 37.4 35.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 13, 2007