BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 7, 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 : 4,263: 219 0 0 3,042 4,176 3,261 4,176: 1,002 87
Old : 4,263: 219 0 0 3,042 4,176 3,261 4,176: 1,002 87
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 31, 2007 :
: -571: 65 -60 -42 -540 -461 -517 -563: -54 -8
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.1 0.0 0.0 71.4 98.0 76.5 98.0: 23.5 2.0
Old : 100.0: 5.1 0.0 0.0 71.4 98.0 76.5 98.0: 23.5 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 : 22: 3 0 0 14 10 17 10:
Old : 22: 3 0 0 14 10 17 10:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.3 82.9 63.3 96.1 46.3 82.5 63.3 93.0
Old : 46.3 82.9 63.3 96.1 46.3 82.5 63.3 93.0
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, August 7, 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 : 42,282: 5,403 884 6,025 24,189 27,061 35,616 33,969: 6,665 8,312
Old : 42,282: 5,403 884 6,025 24,189 27,061 35,616 33,969: 6,665 8,312
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 31, 2007 :
: -4,475: -1,696 -140 -469 -1,992 -3,327 -4,157 -3,937: -318 -539
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.8 2.1 14.2 57.2 64.0 84.2 80.3: 15.8 19.7
Old : 100.0: 12.8 2.1 14.2 57.2 64.0 84.2 80.3: 15.8 19.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 68: 21 5 15 31 29 57 45:
Old : 68: 21 5 15 31 29 57 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 : 37.2 33.6 53.5 48.4 36.9 31.9 49.5 45.8
Old : 37.2 33.6 53.5 48.4 36.9 31.9 49.5 45.8
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, August 7, 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 : 193,268: 35,968 21,620 46,517 92,824 88,515 175,309 156,652: 17,960 36,617
Old : 95,166: 18,815 38,629 10,994 58,488 29,351 88,297 78,974: 6,869 16,192
Other: 98,102: 38,999 4,838 13,677 34,336 59,163 87,012 77,678: 11,091 20,425
: : :
: : Changes in Commitments from: July 31, 2007 :
: -7,288: -21 -7,455 -2,605 -5,971 4,055 -8,596 -6,004: 1,308 -1,284
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.6 11.2 24.1 48.0 45.8 90.7 81.1: 9.3 18.9
Old : 100.0: 19.8 40.6 11.6 61.5 30.8 92.8 83.0: 7.2 17.0
Other: 100.0: 39.8 4.9 13.9 35.0 60.3 88.7 79.2: 11.3 20.8
: : :
:# Traders : Number of Traders in Each Category :
All : 209: 76 49 77 37 48 162 143:
Old : 192: 49 79 41 28 46 109 134:
Other: 152: 71 16 40 31 44 116 91:
:----------------------------------------------------------------------------------------------------
: 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 22.4 37.9 32.4 24.0 15.8 33.8 23.3
Old : 40.6 13.8 54.8 24.3 40.6 12.3 54.2 22.2
Other: 28.0 35.2 37.2 45.6 17.9 21.4 26.0 30.4
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 7, 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 : 259,034: 64,463 28,236 52,744 120,809 127,061 238,016 208,040: 21,017 50,994
Old : 259,034: 64,463 28,236 52,744 120,809 127,061 238,016 208,040: 21,017 50,994
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 31, 2007 :
: -24,663: -3,332 2,053 -13,063 -7,057 -10,705 -23,451 -21,715: -1,212 -2,948
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.9 10.9 20.4 46.6 49.1 91.9 80.3: 8.1 19.7
Old : 100.0: 24.9 10.9 20.4 46.6 49.1 91.9 80.3: 8.1 19.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 309: 108 44 81 78 131 229 224:
Old : 309: 108 44 81 78 131 229 224:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.2 15.7 35.6 24.5 24.2 14.4 35.5 21.0
Old : 24.2 15.7 35.6 24.5 24.2 14.4 35.5 21.0
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, August 7, 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 : 8,818: 2,669 2,286 1,808 2,605 2,588 7,083 6,683: 1,735 2,135
Old : 8,818: 2,669 2,286 1,808 2,605 2,588 7,083 6,683: 1,735 2,135
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 31, 2007 :
: 331: 72 245 -45 423 338 450 538: -120 -208
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.3 25.9 20.5 29.5 29.4 80.3 75.8: 19.7 24.2
Old : 100.0: 30.3 25.9 20.5 29.5 29.4 80.3 75.8: 19.7 24.2
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 : 80: 23 22 19 19 29 52 63:
Old : 80: 23 22 19 19 29 52 63:
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 : 28.4 20.4 44.2 32.4 25.9 16.1 36.2 24.0
Old : 28.4 20.4 44.2 32.4 25.9 16.1 36.2 24.0
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, August 7, 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 : 33,652: 12,710 3,209 6,777 8,032 6,637 27,520 16,624: 6,133 17,029
Old : 33,652: 12,710 3,209 6,777 8,032 6,637 27,520 16,624: 6,133 17,029
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 31, 2007 :
: -1,984: 347 -52 -1,380 -680 -488 -1,714 -1,919: -270 -64
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.8 9.5 20.1 23.9 19.7 81.8 49.4: 18.2 50.6
Old : 100.0: 37.8 9.5 20.1 23.9 19.7 81.8 49.4: 18.2 50.6
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 : 142: 48 27 31 37 48 106 91:
Old : 142: 48 27 31 37 48 106 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 : 17.0 10.6 26.7 17.5 13.6 6.3 22.7 11.0
Old : 17.0 10.6 26.7 17.5 13.6 6.3 22.7 11.0
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, August 7, 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 : 150,044: 73,022 19,760 8,641 33,578 99,331 115,241 127,731: 34,803 22,313
Old : 150,044: 73,022 19,760 8,641 33,578 99,331 115,241 127,731: 34,803 22,313
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 31, 2007 :
: 454: 3,412 1,307 -2,097 1,605 -227 2,920 -1,017: -2,466 1,471
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.7 13.2 5.8 22.4 66.2 76.8 85.1: 23.2 14.9
Old : 100.0: 48.7 13.2 5.8 22.4 66.2 76.8 85.1: 23.2 14.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 85: 36 16 13 27 19 68 43:
Old : 85: 36 16 13 27 19 68 43:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.9 46.8 35.4 59.9 21.1 44.8 33.6 57.5
Old : 22.9 46.8 35.4 59.9 21.1 44.8 33.6 57.5
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, August 7, 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 : 124,614: 34,331 36,691 1,748 67,130 71,362 103,209 109,800: 21,405 14,813
Old : 124,614: 34,331 36,691 1,748 67,130 71,362 103,209 109,800: 21,405 14,813
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 31, 2007 :
: 4,464: 6,189 -6,078 127 -8,226 11,827 -1,910 5,876: 6,374 -1,412
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.6 29.4 1.4 53.9 57.3 82.8 88.1: 17.2 11.9
Old : 100.0: 27.6 29.4 1.4 53.9 57.3 82.8 88.1: 17.2 11.9
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 : 65: 24 21 3 9 15 35 37:
Old : 65: 24 21 3 9 15 35 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 : 49.0 42.5 64.1 62.2 48.8 38.3 62.5 58.0
Old : 49.0 42.5 64.1 62.2 48.8 38.3 62.5 58.0
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, August 7, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF MXN 500,000) :
: : :
All : 94,580: 27,157 10,787 894 57,344 79,484 85,395 91,165: 9,185 3,415
Old : 94,580: 27,157 10,787 894 57,344 79,484 85,395 91,165: 9,185 3,415
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 31, 2007 :
: -1,360: -7,258 -1,022 476 7,896 699 1,114 153: -2,474 -1,513
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.7 11.4 0.9 60.6 84.0 90.3 96.4: 9.7 3.6
Old : 100.0: 28.7 11.4 0.9 60.6 84.0 90.3 96.4: 9.7 3.6
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: 38 20 5 14 18 53 43:
Old : 85: 38 20 5 14 18 53 43:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.6 69.2 64.4 78.7 33.5 43.2 41.3 49.5
Old : 49.6 69.2 64.4 78.7 33.5 43.2 41.3 49.5
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, August 7, 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 : 135,487: 73,247 18,936 6,885 26,030 86,549 106,163 112,371: 29,324 23,116
Old : 135,487: 73,247 18,936 6,885 26,030 86,549 106,163 112,371: 29,324 23,116
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 31, 2007 :
: -9,080: -14,571 32 -5,041 12,122 -4,709 -7,490 -9,718: -1,590 638
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.1 14.0 5.1 19.2 63.9 78.4 82.9: 21.6 17.1
Old : 100.0: 54.1 14.0 5.1 19.2 63.9 78.4 82.9: 21.6 17.1
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 : 90: 40 22 14 22 18 71 45:
Old : 90: 40 22 14 22 18 71 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 : 29.2 34.7 40.0 51.4 29.2 32.8 40.0 49.0
Old : 29.2 34.7 40.0 51.4 29.2 32.8 40.0 49.0
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, August 7, 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 : 306,752: 42,692 82,312 17,463 198,727 175,596 258,882 275,371: 47,870 31,380
Old : 306,752: 42,692 82,312 17,463 198,727 175,596 258,882 275,371: 47,870 31,380
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 31, 2007 :
: -2,230: 2,584 -16,305 -1,224 -2,867 19,815 -1,507 2,286: -723 -4,516
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.9 26.8 5.7 64.8 57.2 84.4 89.8: 15.6 10.2
Old : 100.0: 13.9 26.8 5.7 64.8 57.2 84.4 89.8: 15.6 10.2
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 : 130: 41 44 20 29 30 80 84:
Old : 130: 41 44 20 29 30 80 84:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.8 42.7 58.3 53.6 44.2 41.5 55.1 52.3
Old : 45.8 42.7 58.3 53.6 44.2 41.5 55.1 52.3
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, August 7, 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 : 256,325: 111,670 31,161 19,033 61,346 168,560 192,049 218,754: 64,275 37,570
Old : 256,325: 111,670 31,161 19,033 61,346 168,560 192,049 218,754: 64,275 37,570
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 31, 2007 :
: 8,244: 6,636 5,798 -1,403 3,049 4,761 8,283 9,156: -38 -912
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.6 12.2 7.4 23.9 65.8 74.9 85.3: 25.1 14.7
Old : 100.0: 43.6 12.2 7.4 23.9 65.8 74.9 85.3: 25.1 14.7
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 : 152: 60 41 28 34 35 112 86:
Old : 152: 60 41 28 34 35 112 86:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.4 37.4 35.0 50.3 25.9 35.5 34.0 47.6
Old : 26.4 37.4 35.0 50.3 25.9 35.5 34.0 47.6
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, August 7, 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 : 32,616: 17,778 1,118 0 12,560 29,999 30,338 31,117: 2,278 1,499
Old : 32,616: 17,778 1,118 0 12,560 29,999 30,338 31,117: 2,278 1,499
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 31, 2007 :
: 383: 2,321 -75 0 -1,602 835 719 760: -336 -377
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.5 3.4 0.0 38.5 92.0 93.0 95.4: 7.0 4.6
Old : 100.0: 54.5 3.4 0.0 38.5 92.0 93.0 95.4: 7.0 4.6
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 : 39: 17 3 0 12 13 29 16:
Old : 39: 17 3 0 12 13 29 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.4 72.6 77.3 89.4 60.4 71.6 77.3 87.1
Old : 60.4 72.6 77.3 89.4 60.4 71.6 77.3 87.1
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, August 7, 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 : 79,169: 6,249 24,625 4,854 64,735 45,360 75,838 74,839: 3,331 4,330
Old : 79,169: 6,249 24,625 4,854 64,735 45,360 75,838 74,839: 3,331 4,330
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 31, 2007 :
: 36: -6,434 -2,144 1,046 4,882 -994 -506 -2,092: 542 2,128
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.9 31.1 6.1 81.8 57.3 95.8 94.5: 4.2 5.5
Old : 100.0: 7.9 31.1 6.1 81.8 57.3 95.8 94.5: 4.2 5.5
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 : 30: 4 2 2 20 11 25 14:
Old : 30: 4 2 2 20 11 25 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 : 53.4 71.6 69.4 90.1 36.8 57.6 49.3 66.1
Old : 53.4 71.6 69.4 90.1 36.8 57.6 49.3 66.1
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, August 7, 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 :21,995,150: 1,932,516 866,473 7,574,578 11,278,737 12,216,737 20,785,831 20,657,788: 1,209,319 1,337,362
Old :21,995,150: 1,932,516 866,473 7,574,578 11,278,737 12,216,737 20,785,831 20,657,788: 1,209,319 1,337,362
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 31, 2007 :
: 703,531: 246,652 175,297 351,050 91,028 205,201 688,729 731,548: 14,802 -28,017
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.8 3.9 34.4 51.3 55.5 94.5 93.9: 5.5 6.1
Old : 100.0: 8.8 3.9 34.4 51.3 55.5 94.5 93.9: 5.5 6.1
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 : 362: 84 68 130 192 191 341 332:
Old : 362: 84 68 130 192 191 341 332:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.8 14.7 34.6 26.7 17.9 7.4 21.1 13.5
Old : 24.8 14.7 34.6 26.7 17.9 7.4 21.1 13.5
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, August 7, 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 : 827,971: 57,099 89,794 148,404 478,933 468,938 684,436 707,135: 143,535 120,836
Old : 827,971: 57,099 89,794 148,404 478,933 468,938 684,436 707,135: 143,535 120,836
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 31, 2007 :
: 1,165: 6,155 -4,971 -13,978 -2,806 7,554 -10,629 -11,394: 11,793 12,559
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.9 10.8 17.9 57.8 56.6 82.7 85.4: 17.3 14.6
Old : 100.0: 6.9 10.8 17.9 57.8 56.6 82.7 85.4: 17.3 14.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 217: 53 57 75 87 61 182 151:
Old : 217: 53 57 75 87 61 182 151:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.7 21.7 26.0 32.9 17.5 21.6 23.9 32.1
Old : 17.7 21.7 26.0 32.9 17.5 21.6 23.9 32.1
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, August 7, 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 : 2,310,741: 325,077 659,210 214,763 1,510,698 1,190,777 2,050,539 2,064,751: 260,202 245,990
Old : 2,310,741: 325,077 659,210 214,763 1,510,698 1,190,777 2,050,539 2,064,751: 260,202 245,990
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 31, 2007 :
: 148,254: -23,596 14,708 31,205 84,217 32,708 91,826 78,621: 56,427 69,632
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.1 28.5 9.3 65.4 51.5 88.7 89.4: 11.3 10.6
Old : 100.0: 14.1 28.5 9.3 65.4 51.5 88.7 89.4: 11.3 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 : 354: 65 142 88 99 109 228 275:
Old : 354: 65 142 88 99 109 228 275:
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 16.5 35.5 25.2 19.5 12.2 28.9 18.9
Old : 26.0 16.5 35.5 25.2 19.5 12.2 28.9 18.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-338741
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 7, 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 $500) :
: : :
All : 6,468: 351 286 0 3,340 4,645 3,691 4,931: 2,777 1,537
Old : 6,468: 351 286 0 3,340 4,645 3,691 4,931: 2,777 1,537
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 31, 2007 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.4 4.4 0.0 51.6 71.8 57.1 76.2: 42.9 23.8
Old : 100.0: 5.4 4.4 0.0 51.6 71.8 57.1 76.2: 42.9 23.8
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: 1 1 0 10 10 11 11:
Old : 20: 1 1 0 10 10 11 11:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.7 46.2 46.3 66.0 28.7 42.5 46.3 61.8
Old : 28.7 46.2 46.3 66.0 28.7 42.5 46.3 61.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 7, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 400 INDEX X $100) :
: : :
All : 86,027: 7,973 26,905 0 70,921 54,199 78,894 81,104: 7,133 4,923
Old : 86,027: 7,973 26,905 0 70,921 54,199 78,894 81,104: 7,133 4,923
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 31, 2007 :
: -3,101: -452 -1,283 0 -2,807 -2,364 -3,259 -3,647: 158 546
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.3 31.3 0.0 82.4 63.0 91.7 94.3: 8.3 5.7
Old : 100.0: 9.3 31.3 0.0 82.4 63.0 91.7 94.3: 8.3 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 : 88: 11 15 0 34 40 45 55:
Old : 88: 11 15 0 34 40 45 55:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.6 37.5 63.0 51.5 41.1 36.6 61.7 50.6
Old : 41.6 37.5 63.0 51.5 41.1 36.6 61.7 50.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NEW YORK CDD - CHICAGO MERCANTILE EXCHANGE Code-16264C
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 7, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CME CDD INDEX X $20) :
: : :
All : 4,842: 1,546 2,988 807 2,473 996 4,827 4,792: 15 50
Old : 4,842: 1,546 2,988 807 2,473 996 4,827 4,792: 15 50
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 31, 2007 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.9 61.7 16.7 51.1 20.6 99.7 99.0: 0.3 1.0
Old : 100.0: 31.9 61.7 16.7 51.1 20.6 99.7 99.0: 0.3 1.0
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 : 21: 6 6 3 7 5 15 12:
Old : 21: 6 6 3 7 5 15 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 : 74.2 76.1 90.0 94.2 61.6 62.1 69.9 73.6
Old : 74.2 76.1 90.0 94.2 61.6 62.1 69.9 73.6
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, August 7, 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 : 67,516: 5,046 20,599 85 55,398 36,315 60,529 56,999: 6,988 10,517
Old : 67,516: 5,046 20,599 85 55,398 36,315 60,529 56,999: 6,988 10,517
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 31, 2007 :
: 162: -1,427 -1,024 -86 415 -17 -1,098 -1,127: 1,260 1,289
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.5 30.5 0.1 82.1 53.8 89.7 84.4: 10.3 15.6
Old : 100.0: 7.5 30.5 0.1 82.1 53.8 89.7 84.4: 10.3 15.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 66: 9 16 3 29 20 40 37:
Old : 66: 9 16 3 29 20 40 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 : 46.3 42.2 63.9 61.0 46.3 39.0 59.4 54.0
Old : 46.3 42.2 63.9 61.0 46.3 39.0 59.4 54.0
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, August 7, 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 : 460,064: 150,863 101,297 23,596 232,101 310,936 406,560 435,829: 53,505 24,235
Old : 460,064: 150,863 101,297 23,596 232,101 310,936 406,560 435,829: 53,505 24,235
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 31, 2007 :
: -192: -21,096 -8,372 4,353 13,930 -875 -2,813 -4,894: 2,621 4,702
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.8 22.0 5.1 50.4 67.6 88.4 94.7: 11.6 5.3
Old : 100.0: 32.8 22.0 5.1 50.4 67.6 88.4 94.7: 11.6 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 : 222: 85 49 30 45 54 141 123:
Old : 222: 85 49 30 45 54 141 123:
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 : 27.5 41.1 41.7 53.7 26.9 40.9 37.9 53.2
Old : 27.5 41.1 41.7 53.7 26.9 40.9 37.9 53.2
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, August 7, 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 : 112,739: 52,971 22,296 1,009 32,290 78,431 86,270 101,736: 26,468 11,002
Old : 112,739: 52,971 22,296 1,009 32,290 78,431 86,270 101,736: 26,468 11,002
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 31, 2007 :
: 2,243: -1,283 3,650 -5 4,489 -657 3,201 2,989: -958 -745
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.0 19.8 0.9 28.6 69.6 76.5 90.2: 23.5 9.8
Old : 100.0: 47.0 19.8 0.9 28.6 69.6 76.5 90.2: 23.5 9.8
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 : 61: 33 8 4 12 16 46 27:
Old : 61: 33 8 4 12 16 46 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.6 69.2 40.8 78.9 23.0 65.5 36.7 72.5
Old : 24.6 69.2 40.8 78.9 23.0 65.5 36.7 72.5
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, August 7, 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 : 56,397: 367 10,448 10 48,826 40,601 49,203 51,060: 7,194 5,337
Old : 56,397: 367 10,448 10 48,826 40,601 49,203 51,060: 7,194 5,337
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 31, 2007 :
: 4,319: -13 -75 5 4,493 4,187 4,485 4,117: -166 201
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.7 18.5 0.0 86.6 72.0 87.2 90.5: 12.8 9.5
Old : 100.0: 0.7 18.5 0.0 86.6 72.0 87.2 90.5: 12.8 9.5
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 : 60: 2 22 2 23 20 26 43:
Old : 60: 2 22 2 23 20 26 43:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.7 42.8 74.2 60.3 52.9 42.1 71.2 59.5
Old : 54.7 42.8 74.2 60.3 52.9 42.1 71.2 59.5
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, August 7, 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 : 707,491: 63,265 287,851 20,205 609,589 361,102 693,058 669,158: 14,433 38,334
Old : 707,491: 63,265 287,851 20,205 609,589 361,102 693,058 669,158: 14,433 38,334
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 31, 2007 :
: 26,468: -5,998 9,344 142 33,643 17,568 27,787 27,054: -1,318 -586
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.9 40.7 2.9 86.2 51.0 98.0 94.6: 2.0 5.4
Old : 100.0: 8.9 40.7 2.9 86.2 51.0 98.0 94.6: 2.0 5.4
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 : 298: 41 141 57 54 94 131 256:
Old : 298: 41 141 57 54 94 131 256:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.2 18.0 75.4 29.3 45.9 17.0 68.9 26.4
Old : 47.2 18.0 75.4 29.3 45.9 17.0 68.9 26.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 7, 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 : 53,912: 11,401 14,678 0 32,718 29,168 44,119 43,846: 9,793 10,066
Old : 53,912: 11,401 14,678 0 32,718 29,168 44,119 43,846: 9,793 10,066
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 31, 2007 :
: 1,435: -1,222 30 -1 2,026 364 803 393: 632 1,042
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.1 27.2 0.0 60.7 54.1 81.8 81.3: 18.2 18.7
Old : 100.0: 21.1 27.2 0.0 60.7 54.1 81.8 81.3: 18.2 18.7
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 : 81: 19 22 1 22 23 41 46:
Old : 81: 19 22 1 22 23 41 46:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.6 35.2 41.8 49.6 26.6 31.1 40.8 45.6
Old : 26.6 35.2 41.8 49.6 26.6 31.1 40.8 45.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 7, 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 : 49,025: 13,201 6,603 169 29,786 28,545 43,156 35,317: 5,869 13,708
Old : 49,025: 13,201 6,603 169 29,786 28,545 43,156 35,317: 5,869 13,708
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 31, 2007 :
: 1,178: -615 -467 14 3,085 1,902 2,484 1,449: -1,306 -271
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.9 13.5 0.3 60.8 58.2 88.0 72.0: 12.0 28.0
Old : 100.0: 26.9 13.5 0.3 60.8 58.2 88.0 72.0: 12.0 28.0
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 : 62: 19 11 1 18 16 37 28:
Old : 62: 19 11 1 18 16 37 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.2 36.8 56.0 51.8 31.9 36.8 50.6 48.5
Old : 37.2 36.8 56.0 51.8 31.9 36.8 50.6 48.5
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, August 7, 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 : 21,560: 5,463 535 603 14,173 19,281 20,239 20,419: 1,321 1,141
Old : 21,560: 5,463 535 603 14,173 19,281 20,239 20,419: 1,321 1,141
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 31, 2007 :
: 546: -301 -577 333 567 458 599 214: -53 332
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.3 2.5 2.8 65.7 89.4 93.9 94.7: 6.1 5.3
Old : 100.0: 25.3 2.5 2.8 65.7 89.4 93.9 94.7: 6.1 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 : 24: 9 3 3 8 5 18 10:
Old : 24: 9 3 3 8 5 18 10:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.4 90.5 81.6 94.6 64.4 90.3 81.6 91.9
Old : 64.4 90.5 81.6 94.6 64.4 90.3 81.6 91.9
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, August 7, 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 : 45,238: 11,795 6,994 4,421 19,734 19,842 35,950 31,257: 9,288 13,981
Old : 45,238: 11,795 6,994 4,421 19,734 19,842 35,950 31,257: 9,288 13,981
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 31, 2007 :
: -1,525: 346 -1,490 1,076 -749 273 673 -141: -2,198 -1,384
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.1 15.5 9.8 43.6 43.9 79.5 69.1: 20.5 30.9
Old : 100.0: 26.1 15.5 9.8 43.6 43.9 79.5 69.1: 20.5 30.9
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 8 24 25 40 41:
Old : 54: 11 12 8 24 25 40 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 : 35.3 18.0 49.6 32.1 28.0 16.6 37.4 26.1
Old : 35.3 18.0 49.6 32.1 28.0 16.6 37.4 26.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 10, 2007