MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 17, 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 : 46,479: 6,737 1,319 6,741 25,908 29,770 39,386 37,830: 7,093 8,649
Old : 46,479: 6,737 1,319 6,741 25,908 29,770 39,386 37,830: 7,093 8,649
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 10, 2007 :
: 447: 385 86 11 -77 465 319 562: 127 -115
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.5 2.8 14.5 55.7 64.1 84.7 81.4: 15.3 18.6
Old : 100.0: 14.5 2.8 14.5 55.7 64.1 84.7 81.4: 15.3 18.6
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 : 66: 21 7 14 29 27 56 42:
Old : 66: 21 7 14 29 27 56 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 : 35.0 33.7 51.7 47.0 34.1 31.9 47.1 44.3
Old : 35.0 33.7 51.7 47.0 34.1 31.9 47.1 44.3
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 17, 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 : 187,387: 33,065 35,297 47,066 89,055 70,471 169,186 152,833: 18,202 34,554
Old : 114,289: 19,653 46,664 18,843 65,769 29,185 104,266 94,692: 10,023 19,597
Other: 73,099: 31,164 6,386 10,470 23,286 41,286 64,920 58,142: 8,179 14,957
: : :
: : Changes in Commitments from: July 10, 2007 :
: 3,334: 460 -14,472 2,459 1,547 13,517 4,467 1,504: -1,133 1,830
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.6 18.8 25.1 47.5 37.6 90.3 81.6: 9.7 18.4
Old : 100.0: 17.2 40.8 16.5 57.5 25.5 91.2 82.9: 8.8 17.1
Other: 100.0: 42.6 8.7 14.3 31.9 56.5 88.8 79.5: 11.2 20.5
: : :
:# Traders : Number of Traders in Each Category :
All : 203: 55 69 78 32 38 141 153:
Old : 193: 45 87 58 27 36 113 146:
Other: 133: 57 24 34 23 34 92 84:
:----------------------------------------------------------------------------------------------------
: 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 : 27.0 18.0 39.6 26.2 25.0 12.6 35.3 19.6
Old : 36.8 12.1 50.3 21.4 36.8 11.4 49.9 20.2
Other: 31.4 33.9 42.2 43.9 22.8 22.3 32.2 32.1
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 17, 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 : 261,751: 60,908 29,250 58,805 119,226 122,618 238,939 210,674: 22,812 51,077
Old : 261,751: 60,908 29,250 58,805 119,226 122,618 238,939 210,674: 22,812 51,077
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 10, 2007 :
: 6,315: 1,486 -3,419 2,360 1,624 7,444 5,470 6,385: 844 -70
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.3 11.2 22.5 45.5 46.8 91.3 80.5: 8.7 19.5
Old : 100.0: 23.3 11.2 22.5 45.5 46.8 91.3 80.5: 8.7 19.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 315: 99 60 91 73 134 223 245:
Old : 315: 99 60 91 73 134 223 245:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.0 15.9 34.9 24.1 24.0 13.1 34.9 19.5
Old : 24.0 15.9 34.9 24.1 24.0 13.1 34.9 19.5
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, July 17, 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 : 7,333: 2,606 1,611 1,147 1,901 2,630 5,655 5,388: 1,678 1,945
Old : 7,333: 2,606 1,611 1,147 1,901 2,630 5,655 5,388: 1,678 1,945
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 10, 2007 :
: -117: -219 -248 124 51 -22 -43 -146: -74 28
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.5 22.0 15.6 25.9 35.9 77.1 73.5: 22.9 26.5
Old : 100.0: 35.5 22.0 15.6 25.9 35.9 77.1 73.5: 22.9 26.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 73: 19 19 11 15 30 41 55:
Old : 73: 19 19 11 15 30 41 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 : 32.5 23.6 47.1 36.5 29.6 19.8 41.3 28.3
Old : 32.5 23.6 47.1 36.5 29.6 19.8 41.3 28.3
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 17, 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 : 32,320: 11,029 3,320 6,640 8,389 6,663 26,059 16,623: 6,261 15,697
Old : 32,320: 11,029 3,320 6,640 8,389 6,663 26,059 16,623: 6,261 15,697
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 10, 2007 :
: 4,021: 1,942 -207 1,140 441 1,401 3,523 2,334: 498 1,687
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.1 10.3 20.5 26.0 20.6 80.6 51.4: 19.4 48.6
Old : 100.0: 34.1 10.3 20.5 26.0 20.6 80.6 51.4: 19.4 48.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 141: 47 25 30 37 48 105 89:
Old : 141: 47 25 30 37 48 105 89:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 15.9 12.7 26.5 19.1 14.8 7.5 23.5 11.5
Old : 15.9 12.7 26.5 19.1 14.8 7.5 23.5 11.5
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, July 17, 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 : 165,315: 86,810 19,101 7,657 31,820 114,686 126,287 141,444: 39,028 23,871
Old : 165,315: 86,810 19,101 7,657 31,820 114,686 126,287 141,444: 39,028 23,871
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 10, 2007 :
: 8,876: 2,812 2,644 1,451 5,184 4,800 9,446 8,895: -570 -19
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.5 11.6 4.6 19.2 69.4 76.4 85.6: 23.6 14.4
Old : 100.0: 52.5 11.6 4.6 19.2 69.4 76.4 85.6: 23.6 14.4
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 : 92: 37 21 13 23 21 69 46:
Old : 92: 37 21 13 23 21 69 46:
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 : 32.6 48.9 41.8 62.8 32.6 47.2 41.4 59.7
Old : 32.6 48.9 41.8 62.8 32.6 47.2 41.4 59.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 17, 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 : 113,448: 24,039 59,409 1,565 72,365 33,976 97,969 94,951: 15,479 18,498
Old : 113,448: 24,039 59,409 1,565 72,365 33,976 97,969 94,951: 15,479 18,498
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 10, 2007 :
: 8,070: 3,726 1,399 445 1,458 6,098 5,629 7,943: 2,440 126
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.2 52.4 1.4 63.8 29.9 86.4 83.7: 13.6 16.3
Old : 100.0: 21.2 52.4 1.4 63.8 29.9 86.4 83.7: 13.6 16.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 66: 19 27 3 9 15 30 43:
Old : 66: 19 27 3 9 15 30 43:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.9 40.4 70.2 54.4 55.9 37.3 67.6 49.6
Old : 55.9 40.4 70.2 54.4 55.9 37.3 67.6 49.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 17, 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 : 101,682: 66,046 7,879 1,203 25,336 90,052 92,585 99,134: 9,097 2,548
Old : 101,682: 66,046 7,879 1,203 25,336 90,052 92,585 99,134: 9,097 2,548
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 10, 2007 :
: 6,077: 6,985 1,030 832 -1,394 4,197 6,423 6,059: -346 18
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.0 7.7 1.2 24.9 88.6 91.1 97.5: 8.9 2.5
Old : 100.0: 65.0 7.7 1.2 24.9 88.6 91.1 97.5: 8.9 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 : 103: 62 14 4 9 22 71 40:
Old : 103: 62 14 4 9 22 71 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 : 45.9 66.8 58.8 80.0 33.5 46.6 41.3 59.6
Old : 45.9 66.8 58.8 80.0 33.5 46.6 41.3 59.6
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 17, 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 : 184,087: 123,439 23,630 6,991 19,476 127,548 149,905 158,169: 34,181 25,918
Old : 184,087: 123,439 23,630 6,991 19,476 127,548 149,905 158,169: 34,181 25,918
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 10, 2007 :
: 19,111: 10,415 79 1,718 9,135 19,061 21,267 20,857: -2,156 -1,746
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.1 12.8 3.8 10.6 69.3 81.4 85.9: 18.6 14.1
Old : 100.0: 67.1 12.8 3.8 10.6 69.3 81.4 85.9: 18.6 14.1
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 : 104: 54 20 14 19 21 81 47:
Old : 104: 54 20 14 19 21 81 47:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.8 39.7 41.2 56.8 29.8 39.1 41.2 55.4
Old : 29.8 39.7 41.2 56.8 29.8 39.1 41.2 55.4
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 17, 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 : 342,760: 44,399 177,370 17,328 237,228 111,715 298,956 306,413: 43,804 36,347
Old : 342,760: 44,399 177,370 17,328 237,228 111,715 298,956 306,413: 43,804 36,347
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 10, 2007 :
: -13,569: -743 -122 2,166 -13,417 -12,235 -11,994 -10,191: -1,575 -3,378
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.0 51.7 5.1 69.2 32.6 87.2 89.4: 12.8 10.6
Old : 100.0: 13.0 51.7 5.1 69.2 32.6 87.2 89.4: 12.8 10.6
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 : 154: 43 65 22 35 26 88 103:
Old : 154: 43 65 22 35 26 88 103:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.9 33.2 56.4 48.2 41.8 32.1 54.6 47.1
Old : 42.9 33.2 56.4 48.2 41.8 32.1 54.6 47.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 17, 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 : 251,375: 123,222 22,171 18,831 39,709 171,570 181,762 212,571: 69,614 38,804
Old : 251,375: 123,222 22,171 18,831 39,709 171,570 181,762 212,571: 69,614 38,804
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 10, 2007 :
: 669: -6,434 -3,508 2,843 4,249 6,943 659 6,278: 10 -5,610
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.0 8.8 7.5 15.8 68.3 72.3 84.6: 27.7 15.4
Old : 100.0: 49.0 8.8 7.5 15.8 68.3 72.3 84.6: 27.7 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 : 154: 68 35 28 36 36 119 84:
Old : 154: 68 35 28 36 36 119 84:
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 : 20.0 37.4 27.6 49.0 19.7 36.6 26.6 48.1
Old : 20.0 37.4 27.6 49.0 19.7 36.6 26.6 48.1
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 17, 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 : 43,212: 26,292 1,906 255 13,151 39,007 39,698 41,168: 3,514 2,044
Old : 43,212: 26,292 1,906 255 13,151 39,007 39,698 41,168: 3,514 2,044
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 10, 2007 :
: 2,045: 812 -324 -119 1,123 2,426 1,816 1,983: 229 62
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.8 4.4 0.6 30.4 90.3 91.9 95.3: 8.1 4.7
Old : 100.0: 60.8 4.4 0.6 30.4 90.3 91.9 95.3: 8.1 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 : 38: 15 6 1 10 10 25 17:
Old : 38: 15 6 1 10 10 25 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.5 81.5 76.5 89.0 64.5 80.2 76.3 87.7
Old : 64.5 81.5 76.5 89.0 64.5 80.2 76.3 87.7
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 17, 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 : 62,807: 9,651 24,769 2,002 47,762 34,463 59,415 61,234: 3,392 1,573
Old : 62,807: 9,651 24,769 2,002 47,762 34,463 59,415 61,234: 3,392 1,573
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 10, 2007 :
: -22,327: -2,379 -1,911 -239 -16,601 -18,472 -19,219 -20,622: -3,108 -1,705
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.4 39.4 3.2 76.0 54.9 94.6 97.5: 5.4 2.5
Old : 100.0: 15.4 39.4 3.2 76.0 54.9 94.6 97.5: 5.4 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 : 33: 6 2 2 18 13 25 16:
Old : 33: 6 2 2 18 13 25 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.7 67.3 61.3 85.8 41.2 59.2 56.1 76.6
Old : 42.7 67.3 61.3 85.8 41.2 59.2 56.1 76.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 17, 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 :19,689,039: 1,282,196 871,120 6,715,877 10,499,280 10,615,021 18,497,354 18,202,018: 1,191,686 1,487,021
Old :19,689,039: 1,282,196 871,120 6,715,877 10,499,280 10,615,021 18,497,354 18,202,018: 1,191,686 1,487,021
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 10, 2007 :
: -37,321: 61,545 -27,979 -137,948 49,505 166,627 -26,898 701: -10,423 -38,021
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.5 4.4 34.1 53.3 53.9 93.9 92.4: 6.1 7.6
Old : 100.0: 6.5 4.4 34.1 53.3 53.9 93.9 92.4: 6.1 7.6
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 : 348: 79 69 123 176 175 314 318:
Old : 348: 79 69 123 176 175 314 318:
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 15.2 38.7 26.3 21.6 7.7 25.2 13.8
Old : 28.6 15.2 38.7 26.3 21.6 7.7 25.2 13.8
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 17, 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 : 767,644: 53,146 94,873 116,137 468,890 444,356 638,173 655,366: 129,471 112,278
Old : 767,644: 53,146 94,873 116,137 468,890 444,356 638,173 655,366: 129,471 112,278
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 10, 2007 :
: 31,827: 3,110 1,624 14,887 14,574 4,479 32,571 20,990: -744 10,837
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.9 12.4 15.1 61.1 57.9 83.1 85.4: 16.9 14.6
Old : 100.0: 6.9 12.4 15.1 61.1 57.9 83.1 85.4: 16.9 14.6
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 : 227: 46 67 81 94 62 192 158:
Old : 227: 46 67 81 94 62 192 158:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.7 22.3 26.9 33.4 18.4 22.2 25.1 32.8
Old : 18.7 22.3 26.9 33.4 18.4 22.2 25.1 32.8
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 17, 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 : 1,865,318: 341,969 597,555 140,405 1,173,163 955,694 1,655,537 1,693,654: 209,780 171,663
Old : 1,865,318: 341,969 597,555 140,405 1,173,163 955,694 1,655,537 1,693,654: 209,780 171,663
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 10, 2007 :
: 50,857: 1,908 57,478 12,220 7,716 -11,351 21,844 58,346: 29,013 -7,490
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.3 32.0 7.5 62.9 51.2 88.8 90.8: 11.2 9.2
Old : 100.0: 18.3 32.0 7.5 62.9 51.2 88.8 90.8: 11.2 9.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 327: 68 120 80 94 99 220 241:
Old : 327: 68 120 80 94 99 220 241:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.1 19.2 32.7 28.1 16.4 14.9 26.0 21.8
Old : 22.1 19.2 32.7 28.1 16.4 14.9 26.0 21.8
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 17, 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 : 102,939: 12,707 28,668 0 79,460 70,710 92,167 99,378: 10,772 3,561
Old : 102,939: 12,707 28,668 0 79,460 70,710 92,167 99,378: 10,772 3,561
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 10, 2007 :
: 11,024: 2,844 187 0 7,189 10,954 10,033 11,141: 991 -117
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.3 27.8 0.0 77.2 68.7 89.5 96.5: 10.5 3.5
Old : 100.0: 12.3 27.8 0.0 77.2 68.7 89.5 96.5: 10.5 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 : 95: 15 17 0 37 39 52 56:
Old : 95: 15 17 0 37 39 52 56:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.9 41.6 58.1 58.7 39.4 40.4 57.1 57.4
Old : 39.9 41.6 58.1 58.7 39.4 40.4 57.1 57.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 17, 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 : 64,489: 9,076 17,299 314 45,552 36,228 54,941 53,840: 9,548 10,649
Old : 64,489: 9,076 17,299 314 45,552 36,228 54,941 53,840: 9,548 10,649
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 10, 2007 :
: 3,545: 2,117 477 159 1,443 165 3,719 801: -174 2,744
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.1 26.8 0.5 70.6 56.2 85.2 83.5: 14.8 16.5
Old : 100.0: 14.1 26.8 0.5 70.6 56.2 85.2 83.5: 14.8 16.5
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 : 67: 10 17 5 25 23 37 43:
Old : 67: 10 17 5 25 23 37 43:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.6 41.6 61.9 59.1 42.5 38.6 60.5 53.3
Old : 42.6 41.6 61.9 59.1 42.5 38.6 60.5 53.3
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 17, 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 : 431,810: 161,954 110,610 19,548 209,564 274,829 391,066 404,987: 40,745 26,824
Old : 431,810: 161,954 110,610 19,548 209,564 274,829 391,066 404,987: 40,745 26,824
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 10, 2007 :
: 27,440: 23,764 5,557 4,992 -16,645 12,826 12,111 23,374: 15,330 4,066
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.5 25.6 4.5 48.5 63.6 90.6 93.8: 9.4 6.2
Old : 100.0: 37.5 25.6 4.5 48.5 63.6 90.6 93.8: 9.4 6.2
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 : 239: 89 68 28 42 51 152 126:
Old : 239: 89 68 28 42 51 152 126:
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 : 31.5 33.1 42.8 46.3 30.9 33.0 41.3 45.1
Old : 31.5 33.1 42.8 46.3 30.9 33.0 41.3 45.1
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 17, 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 : 123,758: 78,022 10,190 1,278 10,982 98,203 90,282 109,670: 33,476 14,088
Old : 123,758: 78,022 10,190 1,278 10,982 98,203 90,282 109,670: 33,476 14,088
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 10, 2007 :
: 10,447: 8,429 5,403 -89 3,648 3,728 11,988 9,041: -1,540 1,406
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.0 8.2 1.0 8.9 79.4 73.0 88.6: 27.0 11.4
Old : 100.0: 63.0 8.2 1.0 8.9 79.4 73.0 88.6: 27.0 11.4
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 : 71: 42 11 4 9 13 53 26:
Old : 71: 42 11 4 9 13 53 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.4 60.7 36.6 76.9 24.4 60.3 36.6 75.3
Old : 24.4 60.7 36.6 76.9 24.4 60.3 36.6 75.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE Code-239741
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 17, 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 : 39,551: 280 8,129 0 33,495 26,368 33,775 34,497: 5,775 5,054
Old : 39,551: 280 8,129 0 33,495 26,368 33,775 34,497: 5,775 5,054
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 10, 2007 :
: 369: 15 -121 0 97 699 112 578: 257 -209
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.7 20.6 0.0 84.7 66.7 85.4 87.2: 14.6 12.8
Old : 100.0: 0.7 20.6 0.0 84.7 66.7 85.4 87.2: 14.6 12.8
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 : 54: 1 18 1 21 21 23 39:
Old : 54: 1 18 1 21 21 23 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 : 57.2 35.1 72.4 52.7 52.8 34.0 68.0 51.6
Old : 57.2 35.1 72.4 52.7 52.8 34.0 68.0 51.6
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 17, 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 : 592,114: 83,113 264,077 10,324 484,921 291,024 578,358 565,425: 13,755 26,689
Old : 592,114: 83,113 264,077 10,324 484,921 291,024 578,358 565,425: 13,755 26,689
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 10, 2007 :
: 11,973: 6,633 4,433 -1,503 7,867 12,518 12,998 15,448: -1,025 -3,475
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.0 44.6 1.7 81.9 49.1 97.7 95.5: 2.3 4.5
Old : 100.0: 14.0 44.6 1.7 81.9 49.1 97.7 95.5: 2.3 4.5
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 : 309: 46 151 74 57 81 161 248:
Old : 309: 46 151 74 57 81 161 248:
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 : 51.3 19.2 73.9 32.2 46.9 19.0 68.6 29.6
Old : 51.3 19.2 73.9 32.2 46.9 19.0 68.6 29.6
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 17, 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 : 51,188: 11,278 13,728 2 29,404 26,232 40,684 39,962: 10,504 11,226
Old : 51,188: 11,278 13,728 2 29,404 26,232 40,684 39,962: 10,504 11,226
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 10, 2007 :
: 767: 113 -495 0 604 753 717 258: 50 509
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.0 26.8 0.0 57.4 51.2 79.5 78.1: 20.5 21.9
Old : 100.0: 22.0 26.8 0.0 57.4 51.2 79.5 78.1: 20.5 21.9
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 : 79: 22 19 3 21 21 45 41:
Old : 79: 22 19 3 21 21 45 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 : 28.5 36.9 44.9 54.4 27.8 31.8 41.6 48.5
Old : 28.5 36.9 44.9 54.4 27.8 31.8 41.6 48.5
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 17, 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 : 42,194: 19,188 3,594 156 16,825 20,430 36,169 24,180: 6,025 18,014
Old : 42,194: 19,188 3,594 156 16,825 20,430 36,169 24,180: 6,025 18,014
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 10, 2007 :
: 1,836: -118 230 -10 2,173 1,194 2,045 1,414: -209 422
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.5 8.5 0.4 39.9 48.4 85.7 57.3: 14.3 42.7
Old : 100.0: 45.5 8.5 0.4 39.9 48.4 85.7 57.3: 14.3 42.7
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 : 56: 21 6 1 16 14 37 21:
Old : 56: 21 6 1 16 14 37 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 : 39.9 34.5 54.8 44.6 36.3 32.1 49.2 41.0
Old : 39.9 34.5 54.8 44.6 36.3 32.1 49.2 41.0
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 17, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (GSCI X $250) :
: : :
All : 21,812: 5,756 1,750 270 14,287 18,906 20,313 20,926: 1,499 886
Old : 21,812: 5,756 1,750 270 14,287 18,906 20,313 20,926: 1,499 886
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 10, 2007 :
: -258: 278 301 54 685 586 1,017 941: -1,275 -1,199
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.4 8.0 1.2 65.5 86.7 93.1 95.9: 6.9 4.1
Old : 100.0: 26.4 8.0 1.2 65.5 86.7 93.1 95.9: 6.9 4.1
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 : 23: 7 4 1 11 4 19 8:
Old : 23: 7 4 1 11 4 19 8:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.9 91.1 82.1 95.9 63.9 89.6 82.1 92.6
Old : 63.9 91.1 82.1 95.9 63.9 89.6 82.1 92.6
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, July 17, 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 : 41,233: 9,189 8,574 3,039 18,835 17,848 31,063 29,461: 10,170 11,772
Old : 41,233: 9,189 8,574 3,039 18,835 17,848 31,063 29,461: 10,170 11,772
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 10, 2007 :
: 1,856: 2,620 -200 -102 -550 659 1,968 357: -112 1,499
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.3 20.8 7.4 45.7 43.3 75.3 71.5: 24.7 28.5
Old : 100.0: 22.3 20.8 7.4 45.7 43.3 75.3 71.5: 24.7 28.5
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 : 53: 10 13 7 23 23 37 40:
Old : 53: 10 13 7 23 23 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 : 35.2 21.4 47.1 36.9 27.1 19.6 37.3 32.4
Old : 35.2 21.4 47.1 36.9 27.1 19.6 37.3 32.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 20, 2007