BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 24, 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 : 4,788: 107 54 33 3,493 4,604 3,633 4,691: 1,155 97
Old : 4,788: 107 54 33 3,493 4,604 3,633 4,691: 1,155 97
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 17, 2007 :
: 277: 40 54 33 3 163 76 250: 201 27
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.2 1.1 0.7 73.0 96.2 75.9 98.0: 24.1 2.0
Old : 100.0: 2.2 1.1 0.7 73.0 96.2 75.9 98.0: 24.1 2.0
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 : 23: 2 3 3 13 9 18 12:
Old : 23: 2 3 3 13 9 18 12:
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 : 48.1 79.2 65.7 95.1 48.1 78.9 65.7 91.5
Old : 48.1 79.2 65.7 95.1 48.1 78.9 65.7 91.5
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 24, 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 : 46,941: 6,931 1,313 6,652 26,342 30,086 39,924 38,051: 7,016 8,889
Old : 46,941: 6,931 1,313 6,652 26,342 30,086 39,924 38,051: 7,016 8,889
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 17, 2007 :
: 462: 194 -5 -90 434 316 538 221: -76 240
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.8 2.8 14.2 56.1 64.1 85.1 81.1: 14.9 18.9
Old : 100.0: 14.8 2.8 14.2 56.1 64.1 85.1 81.1: 14.9 18.9
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 : 68: 22 7 14 30 26 58 41:
Old : 68: 22 7 14 30 26 58 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 : 36.0 33.6 52.6 47.4 35.2 31.8 47.6 44.6
Old : 36.0 33.6 52.6 47.4 35.2 31.8 47.6 44.6
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 24, 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 : 188,792: 34,886 34,239 44,758 92,224 74,430 171,867 153,426: 16,924 35,366
Old : 105,904: 22,448 46,970 12,567 63,386 29,015 98,401 88,552: 7,503 17,351
Other: 82,888: 32,341 7,172 12,287 28,838 45,414 73,466 64,873: 9,421 18,014
: : :
: : Changes in Commitments from: July 17, 2007 :
: 1,404: 1,821 -1,058 -2,308 3,168 3,959 2,681 592: -1,277 812
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.5 18.1 23.7 48.8 39.4 91.0 81.3: 9.0 18.7
Old : 100.0: 21.2 44.4 11.9 59.9 27.4 92.9 83.6: 7.1 16.4
Other: 100.0: 39.0 8.7 14.8 34.8 54.8 88.6 78.3: 11.4 21.7
: : :
:# Traders : Number of Traders in Each Category :
All : 205: 65 65 75 35 41 148 147:
Old : 194: 48 87 49 32 39 114 141:
Other: 135: 58 22 36 26 37 97 85:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.3 21.2 38.7 30.1 24.5 14.7 34.7 21.6
Old : 38.8 12.7 52.0 23.0 38.8 11.0 51.9 19.6
Other: 29.6 32.9 39.6 43.6 20.6 19.7 29.7 29.1
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 24, 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 : 268,048: 61,969 27,532 61,508 122,030 127,057 245,507 216,096: 22,541 51,952
Old : 268,048: 61,969 27,532 61,508 122,030 127,057 245,507 216,096: 22,541 51,952
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 17, 2007 :
: 6,298: 1,062 -1,718 2,703 2,804 4,438 6,568 5,423: -271 875
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.1 10.3 22.9 45.5 47.4 91.6 80.6: 8.4 19.4
Old : 100.0: 23.1 10.3 22.9 45.5 47.4 91.6 80.6: 8.4 19.4
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 : 315: 99 59 88 83 134 231 243:
Old : 315: 99 59 88 83 134 231 243:
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 : 23.3 16.3 33.9 24.4 23.3 13.7 33.9 19.8
Old : 23.3 16.3 33.9 24.4 23.3 13.7 33.9 19.8
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 24, 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 : 7,299: 2,567 1,763 1,240 2,057 2,370 5,863 5,374: 1,435 1,925
Old : 7,299: 2,567 1,763 1,240 2,057 2,370 5,863 5,374: 1,435 1,925
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 17, 2007 :
: -34: -40 152 93 155 -259 208 -14: -243 -20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.2 24.2 17.0 28.2 32.5 80.3 73.6: 19.7 26.4
Old : 100.0: 35.2 24.2 17.0 28.2 32.5 80.3 73.6: 19.7 26.4
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 : 72: 22 19 11 14 26 41 52:
Old : 72: 22 19 11 14 26 41 52:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.9 22.2 50.3 34.8 30.1 17.1 41.8 26.2
Old : 33.9 22.2 50.3 34.8 30.1 17.1 41.8 26.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 24, 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 : 34,382: 11,259 3,077 7,885 8,639 6,802 27,784 17,764: 6,598 16,618
Old : 34,382: 11,259 3,077 7,885 8,639 6,802 27,784 17,764: 6,598 16,618
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 17, 2007 :
: 2,062: 230 -243 1,245 250 139 1,725 1,140: 336 921
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.7 8.9 22.9 25.1 19.8 80.8 51.7: 19.2 48.3
Old : 100.0: 32.7 8.9 22.9 25.1 19.8 80.8 51.7: 19.2 48.3
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 : 145: 51 22 34 40 46 113 91:
Old : 145: 51 22 34 40 46 113 91:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.3 12.2 25.8 18.6 14.0 6.8 21.9 10.9
Old : 16.3 12.2 25.8 18.6 14.0 6.8 21.9 10.9
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 24, 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 : 176,051: 96,376 18,843 9,798 30,844 123,307 137,018 151,949: 39,033 24,102
Old : 176,051: 96,376 18,843 9,798 30,844 123,307 137,018 151,949: 39,033 24,102
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 17, 2007 :
: 10,736: 9,566 -258 2,141 -976 8,621 10,732 10,504: 5 232
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.7 10.7 5.6 17.5 70.0 77.8 86.3: 22.2 13.7
Old : 100.0: 54.7 10.7 5.6 17.5 70.0 77.8 86.3: 22.2 13.7
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 : 94: 45 16 15 24 20 76 44:
Old : 94: 45 16 15 24 20 76 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 : 32.3 49.3 40.6 63.7 32.3 48.1 40.5 60.6
Old : 32.3 49.3 40.6 63.7 32.3 48.1 40.5 60.6
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 24, 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 : 118,496: 21,757 64,580 1,556 79,874 35,844 103,187 101,979: 15,309 16,517
Old : 118,496: 21,757 64,580 1,556 79,874 35,844 103,187 101,979: 15,309 16,517
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 17, 2007 :
: 5,047: -2,282 5,170 -10 7,509 1,867 5,218 7,028: -170 -1,981
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.4 54.5 1.3 67.4 30.2 87.1 86.1: 12.9 13.9
Old : 100.0: 18.4 54.5 1.3 67.4 30.2 87.1 86.1: 12.9 13.9
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 : 67: 19 27 3 11 14 32 42:
Old : 67: 19 27 3 11 14 32 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 : 58.9 38.5 71.5 54.1 58.7 35.9 68.3 48.7
Old : 58.9 38.5 71.5 54.1 58.7 35.9 68.3 48.7
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 24, 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 : 103,205: 62,055 14,327 1,240 30,175 84,936 93,470 100,503: 9,735 2,702
Old : 103,205: 62,055 14,327 1,240 30,175 84,936 93,470 100,503: 9,735 2,702
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 17, 2007 :
: 1,523: -3,991 6,448 37 4,839 -5,116 885 1,369: 638 154
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.1 13.9 1.2 29.2 82.3 90.6 97.4: 9.4 2.6
Old : 100.0: 60.1 13.9 1.2 29.2 82.3 90.6 97.4: 9.4 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 : 100: 55 16 3 14 19 71 37:
Old : 100: 55 16 3 14 19 71 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 : 41.7 65.4 55.4 80.5 27.7 46.1 38.5 60.5
Old : 41.7 65.4 55.4 80.5 27.7 46.1 38.5 60.5
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 24, 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 : 175,374: 107,089 22,580 11,298 21,227 114,748 139,613 148,626: 35,760 26,748
Old : 175,374: 107,089 22,580 11,298 21,227 114,748 139,613 148,626: 35,760 26,748
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 17, 2007 :
: -8,713: -16,350 -1,050 4,307 1,751 -12,800 -10,292 -9,543: 1,579 830
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.1 12.9 6.4 12.1 65.4 79.6 84.7: 20.4 15.3
Old : 100.0: 61.1 12.9 6.4 12.1 65.4 79.6 84.7: 20.4 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 : 105: 53 22 15 22 19 81 50:
Old : 105: 53 22 15 22 19 81 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 : 26.2 35.3 37.2 52.5 26.2 34.0 37.2 51.1
Old : 26.2 35.3 37.2 52.5 26.2 34.0 37.2 51.1
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 24, 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 : 324,216: 44,055 143,704 17,302 213,937 127,260 275,294 288,266: 48,922 35,949
Old : 324,216: 44,055 143,704 17,302 213,937 127,260 275,294 288,266: 48,922 35,949
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 17, 2007 :
: -18,544: -344 -33,666 -26 -23,291 15,546 -23,662 -18,146: 5,117 -398
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.6 44.3 5.3 66.0 39.3 84.9 88.9: 15.1 11.1
Old : 100.0: 13.6 44.3 5.3 66.0 39.3 84.9 88.9: 15.1 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 : 144: 41 55 18 31 31 81 95:
Old : 144: 41 55 18 31 31 81 95:
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 : 45.2 38.7 58.2 51.0 43.8 37.5 55.5 49.6
Old : 45.2 38.7 58.2 51.0 43.8 37.5 55.5 49.6
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 24, 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 : 259,580: 126,286 28,121 21,786 41,281 170,566 189,353 220,473: 70,227 39,107
Old : 259,580: 126,286 28,121 21,786 41,281 170,566 189,353 220,473: 70,227 39,107
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 17, 2007 :
: 8,204: 3,064 5,949 2,956 1,571 -1,003 7,591 7,902: 613 303
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.7 10.8 8.4 15.9 65.7 72.9 84.9: 27.1 15.1
Old : 100.0: 48.7 10.8 8.4 15.9 65.7 72.9 84.9: 27.1 15.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 160: 66 46 31 34 33 120 90:
Old : 160: 66 46 31 34 33 120 90:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.8 37.3 28.7 49.1 20.5 36.4 27.3 46.8
Old : 20.8 37.3 28.7 49.1 20.5 36.4 27.3 46.8
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 24, 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 : 46,589: 30,047 2,203 0 13,182 42,066 43,229 44,269: 3,360 2,320
Old : 46,589: 30,047 2,203 0 13,182 42,066 43,229 44,269: 3,360 2,320
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 17, 2007 :
: 3,377: 3,755 297 -255 31 3,059 3,531 3,101: -154 276
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.5 4.7 0.0 28.3 90.3 92.8 95.0: 7.2 5.0
Old : 100.0: 64.5 4.7 0.0 28.3 90.3 92.8 95.0: 7.2 5.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 41: 17 7 0 10 11 27 18:
Old : 41: 17 7 0 10 11 27 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 : 65.7 77.2 77.3 88.6 65.7 75.9 77.3 87.3
Old : 65.7 77.2 77.3 88.6 65.7 75.9 77.3 87.3
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 24, 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 : 72,174: 10,539 26,337 2,163 57,380 41,894 70,082 70,394: 2,092 1,780
Old : 72,174: 10,539 26,337 2,163 57,380 41,894 70,082 70,394: 2,092 1,780
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 17, 2007 :
: 9,367: 888 1,568 161 9,618 7,431 10,667 9,160: -1,300 207
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.6 36.5 3.0 79.5 58.0 97.1 97.5: 2.9 2.5
Old : 100.0: 14.6 36.5 3.0 79.5 58.0 97.1 97.5: 2.9 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 : 34: 6 2 1 20 13 27 15:
Old : 34: 6 2 1 20 13 27 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.0 70.0 61.9 88.4 36.6 61.6 51.3 75.2
Old : 46.0 70.0 61.9 88.4 36.6 61.6 51.3 75.2
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 24, 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 :20,002,857: 1,414,729 871,243 6,668,572 10,727,909 11,072,285 18,811,209 18,612,101: 1,191,648 1,390,757
Old :20,002,857: 1,414,729 871,243 6,668,572 10,727,909 11,072,285 18,811,209 18,612,101: 1,191,648 1,390,757
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 17, 2007 :
: 313,818: 132,532 123 -47,306 228,629 457,265 313,856 410,082: -37 -96,264
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.1 4.4 33.3 53.6 55.4 94.0 93.0: 6.0 7.0
Old : 100.0: 7.1 4.4 33.3 53.6 55.4 94.0 93.0: 6.0 7.0
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 : 346: 85 67 122 178 176 317 316:
Old : 346: 85 67 122 178 176 317 316:
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 : 27.9 15.3 37.5 26.6 21.2 7.7 24.8 13.8
Old : 27.9 15.3 37.5 26.6 21.2 7.7 24.8 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 24, 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 : 756,882: 49,162 92,009 107,882 464,042 450,120 621,085 650,010: 135,797 106,872
Old : 756,882: 49,162 92,009 107,882 464,042 450,120 621,085 650,010: 135,797 106,872
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 17, 2007 :
: -10,762: -3,984 -2,864 -8,255 -4,849 5,763 -17,088 -5,356: 6,326 -5,406
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.5 12.2 14.3 61.3 59.5 82.1 85.9: 17.9 14.1
Old : 100.0: 6.5 12.2 14.3 61.3 59.5 82.1 85.9: 17.9 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 : 212: 44 58 67 90 63 174 148:
Old : 212: 44 58 67 90 63 174 148:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.1 23.0 27.1 34.5 18.9 22.9 25.8 33.8
Old : 19.1 23.0 27.1 34.5 18.9 22.9 25.8 33.8
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 24, 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 : 1,903,115: 333,346 625,571 117,498 1,250,858 970,920 1,701,702 1,713,990: 201,413 189,125
Old : 1,903,115: 333,346 625,571 117,498 1,250,858 970,920 1,701,702 1,713,990: 201,413 189,125
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 17, 2007 :
: 37,797: -8,623 28,016 -22,907 77,695 15,226 46,164 20,335: -8,367 17,462
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.5 32.9 6.2 65.7 51.0 89.4 90.1: 10.6 9.9
Old : 100.0: 17.5 32.9 6.2 65.7 51.0 89.4 90.1: 10.6 9.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 337: 83 114 73 100 98 226 242:
Old : 337: 83 114 73 100 98 226 242:
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 : 25.6 20.4 36.4 28.8 18.5 15.2 28.9 22.0
Old : 25.6 20.4 36.4 28.8 18.5 15.2 28.9 22.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 24, 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 : 101,742: 11,144 29,013 41 79,897 68,952 91,082 98,006: 10,660 3,736
Old : 101,742: 11,144 29,013 41 79,897 68,952 91,082 98,006: 10,660 3,736
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 17, 2007 :
: -1,197: -1,563 345 41 437 -1,758 -1,085 -1,372: -112 175
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.0 28.5 0.0 78.5 67.8 89.5 96.3: 10.5 3.7
Old : 100.0: 11.0 28.5 0.0 78.5 67.8 89.5 96.3: 10.5 3.7
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 : 94: 12 18 1 38 40 50 59:
Old : 94: 12 18 1 38 40 50 59:
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 : 40.5 40.0 58.5 57.3 40.0 38.5 57.5 55.8
Old : 40.5 40.0 58.5 57.3 40.0 38.5 57.5 55.8
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 24, 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 : 68,294: 7,751 19,747 163 52,313 36,986 60,226 56,896: 8,068 11,398
Old : 68,294: 7,751 19,747 163 52,313 36,986 60,226 56,896: 8,068 11,398
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 17, 2007 :
: 3,805: -1,325 2,448 -151 6,761 759 5,285 3,055: -1,480 749
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.3 28.9 0.2 76.6 54.2 88.2 83.3: 11.8 16.7
Old : 100.0: 11.3 28.9 0.2 76.6 54.2 88.2 83.3: 11.8 16.7
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 : 69: 10 17 5 28 22 40 42:
Old : 69: 10 17 5 28 22 40 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 : 43.1 40.0 62.9 58.4 43.0 36.8 60.4 51.5
Old : 43.1 40.0 62.9 58.4 43.0 36.8 60.4 51.5
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 24, 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 : 448,398: 176,971 100,062 16,955 199,622 312,148 393,548 429,164: 54,850 19,234
Old : 448,398: 176,971 100,062 16,955 199,622 312,148 393,548 429,164: 54,850 19,234
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 17, 2007 :
: 16,588: 15,017 -10,548 -2,594 -9,941 37,319 2,482 24,178: 14,105 -7,590
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.5 22.3 3.8 44.5 69.6 87.8 95.7: 12.2 4.3
Old : 100.0: 39.5 22.3 3.8 44.5 69.6 87.8 95.7: 12.2 4.3
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 : 229: 86 56 26 46 53 148 119:
Old : 229: 86 56 26 46 53 148 119:
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 : 27.9 41.6 39.1 54.4 27.1 41.5 37.7 51.8
Old : 27.9 41.6 39.1 54.4 27.1 41.5 37.7 51.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 24, 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 : 122,149: 75,651 9,311 1,908 10,768 95,389 88,327 106,608: 33,822 15,541
Old : 122,149: 75,651 9,311 1,908 10,768 95,389 88,327 106,608: 33,822 15,541
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 17, 2007 :
: -1,609: -2,371 -878 631 -214 -2,814 -1,955 -3,062: 346 1,453
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.9 7.6 1.6 8.8 78.1 72.3 87.3: 27.7 12.7
Old : 100.0: 61.9 7.6 1.6 8.8 78.1 72.3 87.3: 27.7 12.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 67: 40 10 5 8 13 50 26:
Old : 67: 40 10 5 8 13 50 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 : 23.2 61.0 36.8 75.7 23.2 58.7 36.8 73.3
Old : 23.2 61.0 36.8 75.7 23.2 58.7 36.8 73.3
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 24, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (RUSSEL 2000 INDEX X $500) :
: : :
All : 41,672: 213 8,304 0 34,442 28,265 34,655 36,569: 7,017 5,103
Old : 41,672: 213 8,304 0 34,442 28,265 34,655 36,569: 7,017 5,103
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 17, 2007 :
: 2,121: -67 175 -0 947 1,897 879 2,072: 1,242 49
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.5 19.9 0.0 82.7 67.8 83.2 87.8: 16.8 12.2
Old : 100.0: 0.5 19.9 0.0 82.7 67.8 83.2 87.8: 16.8 12.2
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 : 53: 1 18 0 21 20 22 38:
Old : 53: 1 18 0 21 20 22 38:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.2 35.9 70.6 55.0 51.7 34.9 66.0 54.0
Old : 56.2 35.9 70.6 55.0 51.7 34.9 66.0 54.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-239742
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 24, 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 : 627,835: 76,752 269,122 9,940 523,752 315,272 610,445 594,334: 17,390 33,500
Old : 627,835: 76,752 269,122 9,940 523,752 315,272 610,445 594,334: 17,390 33,500
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 17, 2007 :
: 35,721: -6,361 5,045 -384 38,831 24,249 32,086 28,910: 3,635 6,811
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.2 42.9 1.6 83.4 50.2 97.2 94.7: 2.8 5.3
Old : 100.0: 12.2 42.9 1.6 83.4 50.2 97.2 94.7: 2.8 5.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 301: 56 132 66 54 85 149 244:
Old : 301: 56 132 66 54 85 149 244:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.3 20.1 74.4 32.6 44.9 20.0 68.3 30.2
Old : 49.3 20.1 74.4 32.6 44.9 20.0 68.3 30.2
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 24, 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 : 51,541: 11,628 13,505 1 28,704 27,349 40,334 40,856: 11,207 10,685
Old : 51,541: 11,628 13,505 1 28,704 27,349 40,334 40,856: 11,207 10,685
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 17, 2007 :
: 352: 350 -222 -1 -700 1,116 -351 893: 703 -541
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.6 26.2 0.0 55.7 53.1 78.3 79.3: 21.7 20.7
Old : 100.0: 22.6 26.2 0.0 55.7 53.1 78.3 79.3: 21.7 20.7
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 : 79: 25 16 2 20 23 46 40:
Old : 79: 25 16 2 20 23 46 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 : 26.8 35.6 41.1 53.1 25.9 31.4 38.2 47.7
Old : 26.8 35.6 41.1 53.1 25.9 31.4 38.2 47.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 24, 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 : 43,857: 18,878 5,186 151 19,347 20,410 38,376 25,747: 5,481 18,110
Old : 43,857: 18,878 5,186 151 19,347 20,410 38,376 25,747: 5,481 18,110
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 17, 2007 :
: 1,663: -310 1,592 -5 2,522 -20 2,207 1,567: -544 96
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.0 11.8 0.3 44.1 46.5 87.5 58.7: 12.5 41.3
Old : 100.0: 43.0 11.8 0.3 44.1 46.5 87.5 58.7: 12.5 41.3
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 : 62: 22 10 1 16 15 38 26:
Old : 62: 22 10 1 16 15 38 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 : 41.4 31.2 56.1 42.8 38.8 31.2 53.6 42.5
Old : 41.4 31.2 56.1 42.8 38.8 31.2 53.6 42.5
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 24, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (GSCI X $250) :
: : :
All : 20,751: 5,767 1,148 271 13,636 18,788 19,674 20,207: 1,077 544
Old : 20,751: 5,767 1,148 271 13,636 18,788 19,674 20,207: 1,077 544
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 17, 2007 :
: -1,061: 11 -602 1 -651 -118 -639 -719: -422 -342
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.8 5.5 1.3 65.7 90.5 94.8 97.4: 5.2 2.6
Old : 100.0: 27.8 5.5 1.3 65.7 90.5 94.8 97.4: 5.2 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 : 21: 7 4 2 7 3 16 7:
Old : 21: 7 4 2 7 3 16 7:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 67.3 94.3 86.3 97.4 67.3 94.3 86.3 96.1
Old : 67.3 94.3 86.3 97.4 67.3 94.3 86.3 96.1
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 24, 2007
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: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
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: : (CONTRACTS OF JPY 100,000,000) :
: : :
All : 45,444: 11,287 8,284 3,189 19,046 18,758 33,522 30,231: 11,922 15,213
Old : 45,444: 11,287 8,284 3,189 19,046 18,758 33,522 30,231: 11,922 15,213
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 17, 2007 :
: 4,211: 2,098 -290 150 211 910 2,459 770: 1,752 3,441
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.8 18.2 7.0 41.9 41.3 73.8 66.5: 26.2 33.5
Old : 100.0: 24.8 18.2 7.0 41.9 41.3 73.8 66.5: 26.2 33.5
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 : 51: 10 12 7 22 22 36 38:
Old : 51: 10 12 7 22 22 36 38:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.8 18.8 49.2 33.2 28.9 17.9 37.5 29.2
Old : 36.8 18.8 49.2 33.2 28.9 17.9 37.5 29.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 27, 2007