BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 31, 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 : 4,834: 154 60 42 3,582 4,637 3,778 4,739: 1,056 95
Old : 4,834: 154 60 42 3,582 4,637 3,778 4,739: 1,056 95
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 24, 2007 :
: 46: 47 6 9 89 33 145 48: -99 -2
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.2 1.2 0.9 74.1 95.9 78.2 98.0: 21.8 2.0
Old : 100.0: 3.2 1.2 0.9 74.1 95.9 78.2 98.0: 21.8 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 : 25: 3 3 4 14 10 20 14:
Old : 25: 3 3 4 14 10 20 14:
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 78.8 65.6 94.6 48.1 78.5 65.6 91.1
Old : 48.1 78.8 65.6 94.6 48.1 78.5 65.6 91.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 31, 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 : 46,757: 7,099 1,024 6,494 26,181 30,388 39,774 37,906: 6,983 8,851
Old : 46,757: 7,099 1,024 6,494 26,181 30,388 39,774 37,906: 6,983 8,851
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 24, 2007 :
: -184: 168 -289 -158 -161 302 -151 -145: -33 -39
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.2 2.2 13.9 56.0 65.0 85.1 81.1: 14.9 18.9
Old : 100.0: 15.2 2.2 13.9 56.0 65.0 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 5 14 31 29 58 44:
Old : 68: 22 5 14 31 29 58 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 : 36.3 33.9 53.4 48.2 35.8 32.0 47.2 45.3
Old : 36.3 33.9 53.4 48.2 35.8 32.0 47.2 45.3
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 31, 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 : 200,556: 35,989 29,075 49,121 98,795 84,459 183,905 162,656: 16,651 37,901
Old : 107,663: 23,303 47,975 10,181 67,354 31,870 100,838 90,026: 6,825 17,637
Other: 92,893: 37,763 6,177 13,863 31,441 52,589 83,066 72,629: 9,827 20,264
: : :
: : Changes in Commitments from: July 24, 2007 :
: 11,765: 1,103 -5,164 4,364 6,571 10,030 12,038 9,230: -273 2,535
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.9 14.5 24.5 49.3 42.1 91.7 81.1: 8.3 18.9
Old : 100.0: 21.6 44.6 9.5 62.6 29.6 93.7 83.6: 6.3 16.4
Other: 100.0: 40.7 6.6 14.9 33.8 56.6 89.4 78.2: 10.6 21.8
: : :
:# Traders : Number of Traders in Each Category :
All : 205: 66 52 77 37 45 157 141:
Old : 191: 49 78 39 33 43 110 132:
Other: 143: 63 19 36 27 41 104 86:
:----------------------------------------------------------------------------------------------------
: 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 : 25.1 22.7 37.4 32.4 23.2 15.7 32.8 23.4
Old : 36.9 14.6 52.0 25.1 36.9 11.9 52.0 21.5
Other: 28.3 33.7 37.8 44.0 18.7 20.8 27.1 29.8
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 31, 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 : 283,697: 67,795 26,182 65,806 127,866 137,766 261,467 229,755: 22,229 53,942
Old : 283,697: 67,795 26,182 65,806 127,866 137,766 261,467 229,755: 22,229 53,942
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 24, 2007 :
: 15,648: 5,826 -1,350 4,298 5,836 10,709 15,960 13,658: -312 1,990
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.9 9.2 23.2 45.1 48.6 92.2 81.0: 7.8 19.0
Old : 100.0: 23.9 9.2 23.2 45.1 48.6 92.2 81.0: 7.8 19.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 315: 102 53 85 83 138 233 237:
Old : 315: 102 53 85 83 138 233 237:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.0 16.8 32.8 25.1 22.0 13.8 32.2 20.0
Old : 22.0 16.8 32.8 25.1 22.0 13.8 32.2 20.0
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 31, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 110,000 BOARD FEET) :
: : :
All : 8,488: 2,597 2,041 1,853 2,183 2,251 6,632 6,145: 1,855 2,343
Old : 8,488: 2,597 2,041 1,853 2,183 2,251 6,632 6,145: 1,855 2,343
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 24, 2007 :
: 1,189: 30 277 613 126 -120 769 771: 420 418
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.6 24.0 21.8 25.7 26.5 78.1 72.4: 21.9 27.6
Old : 100.0: 30.6 24.0 21.8 25.7 26.5 78.1 72.4: 21.9 27.6
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 : 85: 21 26 19 17 27 53 64:
Old : 85: 21 26 19 17 27 53 64:
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 : 29.4 20.7 44.8 31.8 26.3 14.5 36.8 22.2
Old : 29.4 20.7 44.8 31.8 26.3 14.5 36.8 22.2
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 31, 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 : 35,636: 12,363 3,261 8,157 8,713 7,125 29,233 18,543: 6,403 17,093
Old : 35,636: 12,363 3,261 8,157 8,713 7,125 29,233 18,543: 6,403 17,093
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 24, 2007 :
: 1,254: 1,104 184 272 73 323 1,449 779: -195 475
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.7 9.2 22.9 24.4 20.0 82.0 52.0: 18.0 48.0
Old : 100.0: 34.7 9.2 22.9 24.4 20.0 82.0 52.0: 18.0 48.0
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 : 146: 51 25 35 39 45 113 92:
Old : 146: 51 25 35 39 45 113 92:
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 : 15.7 10.8 25.1 17.7 12.6 7.0 21.1 11.4
Old : 15.7 10.8 25.1 17.7 12.6 7.0 21.1 11.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 31, 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 : 149,590: 69,610 18,453 10,738 31,973 99,558 112,321 128,749: 37,269 20,842
Old : 149,590: 69,610 18,453 10,738 31,973 99,558 112,321 128,749: 37,269 20,842
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 24, 2007 :
: -26,461: -26,766 -390 940 1,129 -23,750 -24,697 -23,200: -1,764 -3,261
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.5 12.3 7.2 21.4 66.6 75.1 86.1: 24.9 13.9
Old : 100.0: 46.5 12.3 7.2 21.4 66.6 75.1 86.1: 24.9 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 : 89: 36 21 17 26 19 70 49:
Old : 89: 36 21 17 26 19 70 49:
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 46.8 31.3 60.0 19.9 44.5 29.6 57.2
Old : 20.8 46.8 31.3 60.0 19.9 44.5 29.6 57.2
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 31, 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 : 120,150: 28,142 42,770 1,621 75,356 59,534 105,119 103,925: 15,031 16,225
Old : 120,150: 28,142 42,770 1,621 75,356 59,534 105,119 103,925: 15,031 16,225
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 24, 2007 :
: 1,654: 6,385 -21,810 65 -4,518 23,691 1,932 1,946: -278 -292
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.4 35.6 1.3 62.7 49.5 87.5 86.5: 12.5 13.5
Old : 100.0: 23.4 35.6 1.3 62.7 49.5 87.5 86.5: 12.5 13.5
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 : 61: 19 20 3 9 17 30 38:
Old : 61: 19 20 3 9 17 30 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 : 56.5 34.9 72.5 54.6 56.3 29.9 69.7 48.9
Old : 56.5 34.9 72.5 54.6 56.3 29.9 69.7 48.9
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 31, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF MXN 500,000) :
: : :
All : 95,940: 34,415 11,809 418 49,448 78,785 84,281 91,012: 11,659 4,928
Old : 95,940: 34,415 11,809 418 49,448 78,785 84,281 91,012: 11,659 4,928
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 24, 2007 :
: -7,265: -27,640 -2,518 -822 19,273 -6,151 -9,189 -9,491: 1,924 2,226
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.9 12.3 0.4 51.5 82.1 87.8 94.9: 12.2 5.1
Old : 100.0: 35.9 12.3 0.4 51.5 82.1 87.8 94.9: 12.2 5.1
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 : 81: 39 17 2 13 18 53 36:
Old : 81: 39 17 2 13 18 53 36:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.6 67.6 60.3 77.5 31.5 46.2 42.0 55.0
Old : 46.6 67.6 60.3 77.5 31.5 46.2 42.0 55.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 31, 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 : 144,567: 87,818 18,904 11,926 13,908 91,258 113,653 122,088: 30,914 22,478
Old : 144,567: 87,818 18,904 11,926 13,908 91,258 113,653 122,088: 30,914 22,478
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 24, 2007 :
: -30,807: -19,271 -3,676 628 -7,318 -23,490 -25,961 -26,538: -4,846 -4,269
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.7 13.1 8.2 9.6 63.1 78.6 84.5: 21.4 15.5
Old : 100.0: 60.7 13.1 8.2 9.6 63.1 78.6 84.5: 21.4 15.5
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 : 100: 47 26 16 20 18 79 48:
Old : 100: 47 26 16 20 18 79 48:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.8 34.3 37.1 50.4 25.8 32.5 36.3 48.3
Old : 25.8 34.3 37.1 50.4 25.8 32.5 36.3 48.3
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 31, 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 : 308,981: 40,108 98,617 18,687 201,594 155,781 260,389 273,085: 48,593 35,896
Old : 308,981: 40,108 98,617 18,687 201,594 155,781 260,389 273,085: 48,593 35,896
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 24, 2007 :
: -15,235: -3,947 -45,087 1,385 -12,343 28,521 -14,905 -15,181: -329 -53
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.0 31.9 6.0 65.2 50.4 84.3 88.4: 15.7 11.6
Old : 100.0: 13.0 31.9 6.0 65.2 50.4 84.3 88.4: 15.7 11.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 132: 41 45 20 29 30 78 87:
Old : 132: 41 45 20 29 30 78 87:
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 : 45.7 38.1 59.4 49.4 44.2 37.0 55.9 47.7
Old : 45.7 38.1 59.4 49.4 44.2 37.0 55.9 47.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 31, 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 : 248,080: 105,034 25,363 20,436 58,296 163,798 183,767 209,598: 64,314 38,483
Old : 248,080: 105,034 25,363 20,436 58,296 163,798 183,767 209,598: 64,314 38,483
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 24, 2007 :
: -11,499: -21,252 -2,757 -1,350 17,016 -6,768 -5,586 -10,875: -5,913 -624
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.3 10.2 8.2 23.5 66.0 74.1 84.5: 25.9 15.5
Old : 100.0: 42.3 10.2 8.2 23.5 66.0 74.1 84.5: 25.9 15.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 145: 60 37 31 32 34 107 87:
Old : 145: 60 37 31 32 34 107 87:
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 : 26.0 36.6 34.0 48.7 25.4 34.2 32.8 45.7
Old : 26.0 36.6 34.0 48.7 25.4 34.2 32.8 45.7
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 31, 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 : 32,233: 15,457 1,193 0 14,162 29,164 29,619 30,357: 2,614 1,876
Old : 32,233: 15,457 1,193 0 14,162 29,164 29,619 30,357: 2,614 1,876
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 24, 2007 :
: -14,356: -14,590 -1,010 0 980 -12,902 -13,610 -13,912: -746 -444
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.0 3.7 0.0 43.9 90.5 91.9 94.2: 8.1 5.8
Old : 100.0: 48.0 3.7 0.0 43.9 90.5 91.9 94.2: 8.1 5.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 39: 17 4 0 12 10 29 14:
Old : 39: 17 4 0 12 10 29 14:
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 : 54.0 73.7 72.4 89.2 54.0 72.3 72.4 86.8
Old : 54.0 73.7 72.4 89.2 54.0 72.3 72.4 86.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE Code-032741
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 31, 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 : 79,133: 12,683 26,769 3,808 59,853 46,354 76,344 76,931: 2,789 2,202
Old : 79,133: 12,683 26,769 3,808 59,853 46,354 76,344 76,931: 2,789 2,202
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 24, 2007 :
: 6,959: 2,144 432 1,645 2,473 4,460 6,262 6,537: 697 422
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.0 33.8 4.8 75.6 58.6 96.5 97.2: 3.5 2.8
Old : 100.0: 16.0 33.8 4.8 75.6 58.6 96.5 97.2: 3.5 2.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 6 2 3 19 13 26 17:
Old : 33: 6 2 3 19 13 26 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 : 48.7 71.4 64.8 88.2 41.1 64.5 55.9 77.8
Old : 48.7 71.4 64.8 88.2 41.1 64.5 55.9 77.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 31, 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 :21,291,619: 1,685,864 691,176 7,223,528 11,187,709 12,011,536 20,097,102 19,926,240: 1,194,518 1,365,379
Old :21,291,619: 1,685,864 691,176 7,223,528 11,187,709 12,011,536 20,097,102 19,926,240: 1,194,518 1,365,379
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 24, 2007 :
: 1,288,762: 271,136 -180,067 554,956 459,800 939,250 1,285,892 1,314,139: 2,870 -25,378
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.9 3.2 33.9 52.5 56.4 94.4 93.6: 5.6 6.4
Old : 100.0: 7.9 3.2 33.9 52.5 56.4 94.4 93.6: 5.6 6.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 363: 85 73 134 186 186 341 331:
Old : 363: 85 73 134 186 186 341 331:
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 : 25.9 14.6 34.9 25.9 19.1 7.2 22.1 13.4
Old : 25.9 14.6 34.9 25.9 19.1 7.2 22.1 13.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 31, 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 : 826,806: 50,944 94,765 162,381 481,739 461,383 695,064 718,530: 131,742 108,277
Old : 826,806: 50,944 94,765 162,381 481,739 461,383 695,064 718,530: 131,742 108,277
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 24, 2007 :
: 69,924: 1,782 2,756 54,500 17,697 11,264 73,979 68,519: -4,055 1,405
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.2 11.5 19.6 58.3 55.8 84.1 86.9: 15.9 13.1
Old : 100.0: 6.2 11.5 19.6 58.3 55.8 84.1 86.9: 15.9 13.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 223: 47 63 73 93 64 186 154:
Old : 223: 47 63 73 93 64 186 154:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.3 21.0 26.0 31.8 17.1 20.9 23.4 31.0
Old : 17.3 21.0 26.0 31.8 17.1 20.9 23.4 31.0
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 31, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($50 X S&P 500 INDEX) :
: : :
All : 2,162,487: 348,673 644,502 183,558 1,426,481 1,158,069 1,958,712 1,986,130: 203,775 176,357
Old : 2,162,487: 348,673 644,502 183,558 1,426,481 1,158,069 1,958,712 1,986,130: 203,775 176,357
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 24, 2007 :
: 259,372: 15,327 18,931 66,060 175,623 187,149 257,010 272,140: 2,362 -12,768
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.1 29.8 8.5 66.0 53.6 90.6 91.8: 9.4 8.2
Old : 100.0: 16.1 29.8 8.5 66.0 53.6 90.6 91.8: 9.4 8.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 350: 87 114 83 100 107 231 260:
Old : 350: 87 114 83 100 107 231 260:
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 18.9 38.9 27.8 22.0 13.4 31.1 20.0
Old : 28.5 18.9 38.9 27.8 22.0 13.4 31.1 20.0
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 31, 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 : 89,128: 8,425 28,188 0 73,728 56,563 82,153 84,751: 6,975 4,377
Old : 89,128: 8,425 28,188 0 73,728 56,563 82,153 84,751: 6,975 4,377
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 24, 2007 :
: -12,614: -2,719 -825 -41 -6,169 -12,389 -8,929 -13,255: -3,685 641
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.5 31.6 0.0 82.7 63.5 92.2 95.1: 7.8 4.9
Old : 100.0: 9.5 31.6 0.0 82.7 63.5 92.2 95.1: 7.8 4.9
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 : 91: 10 18 0 36 41 46 59:
Old : 91: 10 18 0 36 41 46 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 : 41.1 36.0 61.8 51.1 40.6 34.1 60.7 49.2
Old : 41.1 36.0 61.8 51.1 40.6 34.1 60.7 49.2
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 31, 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 : 67,354: 6,472 21,623 170 54,984 36,332 61,626 58,126: 5,728 9,228
Old : 67,354: 6,472 21,623 170 54,984 36,332 61,626 58,126: 5,728 9,228
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 24, 2007 :
: -940: -1,279 1,876 8 2,671 -654 1,400 1,230: -2,340 -2,170
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.6 32.1 0.3 81.6 53.9 91.5 86.3: 8.5 13.7
Old : 100.0: 9.6 32.1 0.3 81.6 53.9 91.5 86.3: 8.5 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 : 67: 9 18 3 29 19 40 38:
Old : 67: 9 18 3 29 19 40 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 : 46.5 43.3 66.0 62.1 46.4 40.1 62.7 55.1
Old : 46.5 43.3 66.0 62.1 46.4 40.1 62.7 55.1
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 31, 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 : 460,257: 171,959 109,670 19,243 218,171 311,811 409,373 440,723: 50,884 19,533
Old : 460,257: 171,959 109,670 19,243 218,171 311,811 409,373 440,723: 50,884 19,533
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 24, 2007 :
: 11,858: -5,012 9,608 2,288 18,549 -337 15,825 11,559: -3,966 299
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.4 23.8 4.2 47.4 67.7 88.9 95.8: 11.1 4.2
Old : 100.0: 37.4 23.8 4.2 47.4 67.7 88.9 95.8: 11.1 4.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 237: 97 57 32 44 49 154 125:
Old : 237: 97 57 32 44 49 154 125:
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 : 26.3 44.1 38.6 56.4 25.0 44.0 36.9 55.2
Old : 26.3 44.1 38.6 56.4 25.0 44.0 36.9 55.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 31, 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 : 110,496: 54,254 18,646 1,014 27,801 79,088 83,069 98,748: 27,426 11,748
Old : 110,496: 54,254 18,646 1,014 27,801 79,088 83,069 98,748: 27,426 11,748
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 24, 2007 :
: -11,654: -21,397 9,335 -894 17,033 -16,301 -5,258 -7,860: -6,396 -3,794
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.1 16.9 0.9 25.2 71.6 75.2 89.4: 24.8 10.6
Old : 100.0: 49.1 16.9 0.9 25.2 71.6 75.2 89.4: 24.8 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 : 63: 35 8 3 13 14 49 24:
Old : 63: 35 8 3 13 14 49 24:
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 : 23.7 65.0 35.8 79.1 19.2 61.9 30.0 72.7
Old : 23.7 65.0 35.8 79.1 19.2 61.9 30.0 72.7
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 31, 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 : 52,078: 380 10,523 5 44,333 36,414 44,718 46,942: 7,360 5,136
Old : 52,078: 380 10,523 5 44,333 36,414 44,718 46,942: 7,360 5,136
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 24, 2007 :
: 10,406: 167 2,219 5 9,891 8,149 10,063 10,373: 343 33
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.7 20.2 0.0 85.1 69.9 85.9 90.1: 14.1 9.9
Old : 100.0: 0.7 20.2 0.0 85.1 69.9 85.9 90.1: 14.1 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 : 58: 1 22 2 22 20 25 42:
Old : 58: 1 22 2 22 20 25 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 : 53.9 38.8 72.9 56.9 51.5 38.0 69.4 56.1
Old : 53.9 38.8 72.9 56.9 51.5 38.0 69.4 56.1
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 31, 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 : 681,023: 69,263 278,507 20,063 575,946 343,534 665,272 642,104: 15,752 38,919
Old : 681,023: 69,263 278,507 20,063 575,946 343,534 665,272 642,104: 15,752 38,919
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 24, 2007 :
: 53,188: -7,489 9,385 10,122 52,194 28,262 54,827 47,770: -1,639 5,419
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.2 40.9 2.9 84.6 50.4 97.7 94.3: 2.3 5.7
Old : 100.0: 10.2 40.9 2.9 84.6 50.4 97.7 94.3: 2.3 5.7
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 : 294: 61 123 61 53 85 138 245:
Old : 294: 61 123 61 53 85 138 245:
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 : 46.2 18.8 74.5 29.7 44.6 18.5 68.5 27.6
Old : 46.2 18.8 74.5 29.7 44.6 18.5 68.5 27.6
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 31, 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 : 52,477: 12,623 14,648 1 30,692 28,804 43,316 43,453: 9,161 9,024
Old : 52,477: 12,623 14,648 1 30,692 28,804 43,316 43,453: 9,161 9,024
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 24, 2007 :
: 937: 995 1,143 -0 1,988 1,455 2,983 2,598: -2,046 -1,661
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.1 27.9 0.0 58.5 54.9 82.5 82.8: 17.5 17.2
Old : 100.0: 24.1 27.9 0.0 58.5 54.9 82.5 82.8: 17.5 17.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 87: 26 20 2 22 24 49 45:
Old : 87: 26 20 2 22 24 49 45:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.7 34.9 40.0 50.4 25.2 30.4 38.4 45.8
Old : 25.7 34.9 40.0 50.4 25.2 30.4 38.4 45.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 31, 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 : 47,847: 13,816 7,070 155 26,701 26,643 40,672 33,868: 7,175 13,979
Old : 47,847: 13,816 7,070 155 26,701 26,643 40,672 33,868: 7,175 13,979
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 24, 2007 :
: 3,990: -5,062 1,884 4 7,354 6,233 2,296 8,121: 1,694 -4,131
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.9 14.8 0.3 55.8 55.7 85.0 70.8: 15.0 29.2
Old : 100.0: 28.9 14.8 0.3 55.8 55.7 85.0 70.8: 15.0 29.2
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 : 64: 18 13 1 17 18 35 32:
Old : 64: 18 13 1 17 18 35 32:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.3 34.7 56.5 48.2 34.8 34.7 53.0 46.8
Old : 38.3 34.7 56.5 48.2 34.8 34.7 53.0 46.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 31, 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 : 21,014: 5,764 1,112 270 13,606 18,823 19,640 20,205: 1,374 809
Old : 21,014: 5,764 1,112 270 13,606 18,823 19,640 20,205: 1,374 809
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 24, 2007 :
: 263: -3 -36 -1 -30 35 -34 -2: 297 265
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.4 5.3 1.3 64.7 89.6 93.5 96.2: 6.5 3.8
Old : 100.0: 27.4 5.3 1.3 64.7 89.6 93.5 96.2: 6.5 3.8
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 : 20: 7 4 1 6 3 14 7:
Old : 20: 7 4 1 6 3 14 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 : 66.7 93.2 85.8 96.2 66.7 93.2 85.8 94.9
Old : 66.7 93.2 85.8 96.2 66.7 93.2 85.8 94.9
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 31, 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 : 46,763: 11,449 8,484 3,345 20,483 19,569 35,277 31,398: 11,486 15,365
Old : 46,763: 11,449 8,484 3,345 20,483 19,569 35,277 31,398: 11,486 15,365
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 24, 2007 :
: 1,319: 162 200 156 1,437 811 1,755 1,167: -436 152
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.5 18.1 7.2 43.8 41.8 75.4 67.1: 24.6 32.9
Old : 100.0: 24.5 18.1 7.2 43.8 41.8 75.4 67.1: 24.6 32.9
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 : 54: 11 12 7 24 24 39 40:
Old : 54: 11 12 7 24 24 39 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 : 33.6 18.5 47.1 32.2 26.5 18.3 35.1 28.8
Old : 33.6 18.5 47.1 32.2 26.5 18.3 35.1 28.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 3, 2007