BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 28, 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 : 4,272: 198 0 0 3,071 4,121 3,269 4,121: 1,003 151
Old : 4,272: 198 0 0 3,071 4,121 3,269 4,121: 1,003 151
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 21, 2007 :
: 35: -116 0 -1 31 -22 -86 -23: 121 58
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.6 0.0 0.0 71.9 96.5 76.5 96.5: 23.5 3.5
Old : 100.0: 4.6 0.0 0.0 71.9 96.5 76.5 96.5: 23.5 3.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 2 0 0 14 9 16 9:
Old : 21: 2 0 0 14 9 16 9:
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 : 47.7 82.6 65.1 96.2 47.7 82.3 65.1 93.5
Old : 47.7 82.6 65.1 96.2 47.7 82.3 65.1 93.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 28, 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 : 44,357: 6,825 1,079 5,993 24,867 28,201 37,684 35,273: 6,673 9,084
Old : 44,357: 6,825 1,079 5,993 24,867 28,201 37,684 35,273: 6,673 9,084
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 21, 2007 :
: 630: 68 2 53 225 445 346 500: 284 130
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.4 2.4 13.5 56.1 63.6 85.0 79.5: 15.0 20.5
Old : 100.0: 15.4 2.4 13.5 56.1 63.6 85.0 79.5: 15.0 20.5
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 : 68: 21 8 19 29 29 57 49:
Old : 68: 21 8 19 29 29 57 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 : 37.2 32.8 54.7 47.2 37.2 31.2 50.2 44.8
Old : 37.2 32.8 54.7 47.2 37.2 31.2 50.2 44.8
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 28, 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 : 195,151: 33,458 20,135 49,120 95,912 93,623 178,489 162,878: 16,661 32,273
Old : 80,102: 16,251 38,198 5,693 54,529 24,622 76,473 68,514: 3,629 11,588
Other: 115,049: 41,064 5,794 19,569 41,383 69,001 102,017 94,364: 13,032 20,684
: : :
: : Changes in Commitments from: August 21, 2007 :
: 4,386: 1,925 963 80 2,015 2,243 4,020 3,287: 366 1,099
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.1 10.3 25.2 49.1 48.0 91.5 83.5: 8.5 16.5
Old : 100.0: 20.3 47.7 7.1 68.1 30.7 95.5 85.5: 4.5 14.5
Other: 100.0: 35.7 5.0 17.0 36.0 60.0 88.7 82.0: 11.3 18.0
: : :
:# Traders : Number of Traders in Each Category :
All : 202: 67 50 70 37 50 150 141:
Old : 177: 40 72 29 25 48 84 130:
Other: 161: 68 21 42 34 48 123 97:
:----------------------------------------------------------------------------------------------------
: 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 23.3 37.4 33.3 23.7 17.0 33.2 24.0
Old : 45.9 16.3 60.6 28.1 45.9 15.7 60.3 26.5
Other: 23.9 32.1 35.3 43.0 17.0 21.0 25.1 29.4
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 28, 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 : 248,443: 58,842 26,185 54,245 116,850 119,086 229,937 199,516: 18,507 48,927
Old : 248,443: 58,842 26,185 54,245 116,850 119,086 229,937 199,516: 18,507 48,927
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 21, 2007 :
: 5,741: 9,328 -5,373 1,900 -3,853 4,760 7,375 1,287: -1,634 4,454
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.7 10.5 21.8 47.0 47.9 92.6 80.3: 7.4 19.7
Old : 100.0: 23.7 10.5 21.8 47.0 47.9 92.6 80.3: 7.4 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 : 280: 95 46 81 66 121 194 222:
Old : 280: 95 46 81 66 121 194 222:
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 15.3 36.7 21.9 24.6 14.9 36.7 20.9
Old : 24.6 15.3 36.7 21.9 24.6 14.9 36.7 20.9
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 28, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 110,000 BOARD FEET) :
: : :
All : 7,317: 2,357 2,563 823 2,331 1,918 5,510 5,304: 1,806 2,013
Old : 7,317: 2,357 2,563 823 2,331 1,918 5,510 5,304: 1,806 2,013
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 21, 2007 :
: -746: 159 581 -682 -282 -481 -805 -582: 59 -164
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.2 35.0 11.2 31.9 26.2 75.3 72.5: 24.7 27.5
Old : 100.0: 32.2 35.0 11.2 31.9 26.2 75.3 72.5: 24.7 27.5
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 : 66: 19 21 10 13 20 37 49:
Old : 66: 19 21 10 13 20 37 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 : 29.3 19.6 43.2 31.8 28.0 17.7 38.7 27.9
Old : 29.3 19.6 43.2 31.8 28.0 17.7 38.7 27.9
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 28, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50,000 POUNDS) :
: : :
All : 32,723: 12,080 1,889 6,654 8,241 6,368 26,974 14,911: 5,749 17,812
Old : 32,723: 12,080 1,889 6,654 8,241 6,368 26,974 14,911: 5,749 17,812
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 21, 2007 :
: 1,699: 834 -314 361 406 380 1,601 426: 98 1,273
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.9 5.8 20.3 25.2 19.5 82.4 45.6: 17.6 54.4
Old : 100.0: 36.9 5.8 20.3 25.2 19.5 82.4 45.6: 17.6 54.4
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 : 136: 50 22 30 38 44 104 84:
Old : 136: 50 22 30 38 44 104 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 : 18.5 10.7 28.3 17.5 14.5 7.0 23.5 10.3
Old : 18.5 10.7 28.3 17.5 14.5 7.0 23.5 10.3
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 28, 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 : 153,229: 70,526 22,809 11,532 41,486 95,069 123,544 129,411: 29,685 23,818
Old : 153,229: 70,526 22,809 11,532 41,486 95,069 123,544 129,411: 29,685 23,818
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 21, 2007 :
: 6,178: 8,207 3,057 -983 -1,368 3,727 5,856 5,802: 322 376
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.0 14.9 7.5 27.1 62.0 80.6 84.5: 19.4 15.5
Old : 100.0: 46.0 14.9 7.5 27.1 62.0 80.6 84.5: 19.4 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 : 84: 33 15 13 28 22 65 46:
Old : 84: 33 15 13 28 22 65 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 : 23.2 45.0 38.7 56.2 22.4 41.4 35.3 52.4
Old : 23.2 45.0 38.7 56.2 22.4 41.4 35.3 52.4
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 28, 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 : 122,218: 17,837 35,672 1,508 90,414 71,082 109,758 108,263: 12,460 13,955
Old : 122,218: 17,837 35,672 1,508 90,414 71,082 109,758 108,263: 12,460 13,955
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 21, 2007 :
: 7,153: 3,311 4,368 -269 4,238 1,833 7,280 5,931: -127 1,222
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.6 29.2 1.2 74.0 58.2 89.8 88.6: 10.2 11.4
Old : 100.0: 14.6 29.2 1.2 74.0 58.2 89.8 88.6: 10.2 11.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 53: 15 16 2 10 17 26 34:
Old : 53: 15 16 2 10 17 26 34:
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 : 69.1 37.6 79.1 59.2 69.0 34.5 77.5 55.2
Old : 69.1 37.6 79.1 59.2 69.0 34.5 77.5 55.2
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 28, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF MXN 500,000) :
: : :
All : 101,179: 10,761 30,963 568 84,807 65,280 96,136 96,811: 5,043 4,368
Old : 101,179: 10,761 30,963 568 84,807 65,280 96,136 96,811: 5,043 4,368
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 21, 2007 :
: -325: 1,087 -2,845 365 -1,973 1,986 -521 -494: 196 169
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.6 30.6 0.6 83.8 64.5 95.0 95.7: 5.0 4.3
Old : 100.0: 10.6 30.6 0.6 83.8 64.5 95.0 95.7: 5.0 4.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 76: 20 31 4 17 11 39 45:
Old : 76: 20 31 4 17 11 39 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 : 60.8 67.9 77.2 82.1 45.2 46.5 57.8 57.8
Old : 60.8 67.9 77.2 82.1 45.2 46.5 57.8 57.8
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 28, 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 : 135,845: 56,123 20,613 7,382 49,385 89,150 112,891 117,145: 22,955 18,700
Old : 135,845: 56,123 20,613 7,382 49,385 89,150 112,891 117,145: 22,955 18,700
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 21, 2007 :
: 5,691: 6,901 535 -541 2,252 6,888 8,613 6,882: -2,922 -1,192
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.3 15.2 5.4 36.4 65.6 83.1 86.2: 16.9 13.8
Old : 100.0: 41.3 15.2 5.4 36.4 65.6 83.1 86.2: 16.9 13.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 78: 26 23 14 21 21 54 51:
Old : 78: 26 23 14 21 21 54 51:
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 32.4 57.9 48.4 45.7 30.1 56.3 45.7
Old : 45.7 32.4 57.9 48.4 45.7 30.1 56.3 45.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 28, 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 : 334,323: 62,725 56,134 25,872 203,475 224,802 292,072 306,807: 42,251 27,516
Old : 334,323: 62,725 56,134 25,872 203,475 224,802 292,072 306,807: 42,251 27,516
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 21, 2007 :
: 4,287: 5,060 -3,423 219 -562 7,885 4,717 4,681: -430 -394
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.8 16.8 7.7 60.9 67.2 87.4 91.8: 12.6 8.2
Old : 100.0: 18.8 16.8 7.7 60.9 67.2 87.4 91.8: 12.6 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 : 119: 35 43 17 28 26 75 74:
Old : 119: 35 43 17 28 26 75 74:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.8 48.5 57.5 60.2 42.1 47.0 52.2 57.4
Old : 44.8 48.5 57.5 60.2 42.1 47.0 52.2 57.4
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 28, 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 : 256,958: 74,986 32,433 25,338 108,846 162,560 209,169 220,331: 47,789 36,627
Old : 256,958: 74,986 32,433 25,338 108,846 162,560 209,169 220,331: 47,789 36,627
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 21, 2007 :
: 5,634: 460 -2,835 -326 11,313 4,427 11,447 1,266: -5,813 4,368
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.2 12.6 9.9 42.4 63.3 81.4 85.7: 18.6 14.3
Old : 100.0: 29.2 12.6 9.9 42.4 63.3 81.4 85.7: 18.6 14.3
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 : 146: 58 39 36 36 33 109 93:
Old : 146: 58 39 36 36 33 109 93:
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 : 37.9 37.2 44.4 50.4 37.0 35.7 42.1 47.9
Old : 37.9 37.2 44.4 50.4 37.0 35.7 42.1 47.9
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 28, 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 : 29,236: 8,429 4,604 105 18,194 22,069 26,728 26,778: 2,508 2,458
Old : 29,236: 8,429 4,604 105 18,194 22,069 26,728 26,778: 2,508 2,458
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 21, 2007 :
: -306: -3,483 1,577 0 3,005 -2,862 -478 -1,285: 172 979
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.8 15.7 0.4 62.2 75.5 91.4 91.6: 8.6 8.4
Old : 100.0: 28.8 15.7 0.4 62.2 75.5 91.4 91.6: 8.6 8.4
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 : 34: 11 5 1 13 12 24 18:
Old : 34: 11 5 1 13 12 24 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.5 67.7 77.7 83.7 60.2 67.4 75.8 80.0
Old : 60.5 67.7 77.7 83.7 60.2 67.4 75.8 80.0
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 28, 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 : 61,216: 19,573 19,606 3,772 34,918 34,208 58,263 57,586: 2,953 3,630
Old : 61,216: 19,573 19,606 3,772 34,918 34,208 58,263 57,586: 2,953 3,630
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 21, 2007 :
: 12,204: 10,710 4,428 -2,300 4,543 9,186 12,953 11,314: -749 890
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.0 32.0 6.2 57.0 55.9 95.2 94.1: 4.8 5.9
Old : 100.0: 32.0 32.0 6.2 57.0 55.9 95.2 94.1: 4.8 5.9
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 : 23: 4 1 2 15 9 20 11:
Old : 23: 4 1 2 15 9 20 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 : 54.7 76.8 72.3 90.6 53.2 74.7 68.0 80.5
Old : 54.7 76.8 72.3 90.6 53.2 74.7 68.0 80.5
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 28, 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 :22,042,369: 1,368,536 442,878 8,526,667 10,858,709 11,749,303 20,753,912 20,718,847: 1,288,457 1,323,522
Old :22,042,369: 1,368,536 442,878 8,526,667 10,858,709 11,749,303 20,753,912 20,718,847: 1,288,457 1,323,522
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 21, 2007 :
: -741,100: -125,791 -178,873 -95,882 -391,745 -348,364 -613,419 -623,119: -127,682 -117,981
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.2 2.0 38.7 49.3 53.3 94.2 94.0: 5.8 6.0
Old : 100.0: 6.2 2.0 38.7 49.3 53.3 94.2 94.0: 5.8 6.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 346: 84 61 130 188 179 334 314:
Old : 346: 84 61 130 188 179 334 314:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.7 15.9 32.3 27.9 14.4 9.1 18.1 15.6
Old : 21.7 15.9 32.3 27.9 14.4 9.1 18.1 15.6
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 28, 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 : 868,832: 60,214 102,013 135,563 532,553 508,465 728,330 746,041: 140,502 122,791
Old : 868,832: 60,214 102,013 135,563 532,553 508,465 728,330 746,041: 140,502 122,791
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 21, 2007 :
: 32,161: -561 -80 7,003 23,383 18,660 29,825 25,584: 2,336 6,577
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.9 11.7 15.6 61.3 58.5 83.8 85.9: 16.2 14.1
Old : 100.0: 6.9 11.7 15.6 61.3 58.5 83.8 85.9: 16.2 14.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 217: 46 55 68 96 70 179 156:
Old : 217: 46 55 68 96 70 179 156:
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 : 17.4 20.5 26.3 31.7 16.3 20.1 24.8 30.7
Old : 17.4 20.5 26.3 31.7 16.3 20.1 24.8 30.7
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 28, 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 : 2,293,066: 316,758 669,838 209,709 1,533,073 1,216,370 2,059,540 2,095,917: 233,527 197,149
Old : 2,293,066: 316,758 669,838 209,709 1,533,073 1,216,370 2,059,540 2,095,917: 233,527 197,149
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 21, 2007 :
: 46,685: 1,119 -13,769 37,518 -16,084 4,726 22,553 28,475: 24,131 18,210
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.8 29.2 9.1 66.9 53.0 89.8 91.4: 10.2 8.6
Old : 100.0: 13.8 29.2 9.1 66.9 53.0 89.8 91.4: 10.2 8.6
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 : 346: 66 126 65 105 112 216 258:
Old : 346: 66 126 65 105 112 216 258:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.7 17.0 34.9 27.3 18.7 13.5 28.5 21.0
Old : 24.7 17.0 34.9 27.3 18.7 13.5 28.5 21.0
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, August 28, 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 : 85,011: 6,372 27,065 60 71,127 53,714 77,559 80,839: 7,452 4,172
Old : 85,011: 6,372 27,065 60 71,127 53,714 77,559 80,839: 7,452 4,172
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 21, 2007 :
: 758: -705 -571 60 2,334 94 1,689 -417: -931 1,175
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.5 31.8 0.1 83.7 63.2 91.2 95.1: 8.8 4.9
Old : 100.0: 7.5 31.8 0.1 83.7 63.2 91.2 95.1: 8.8 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 : 86: 7 16 3 34 38 44 54:
Old : 86: 7 16 3 34 38 44 54:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.1 39.4 63.1 54.5 39.7 38.8 62.0 54.0
Old : 40.1 39.4 63.1 54.5 39.7 38.8 62.0 54.0
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 28, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NASDAQ 100 INDEX X $100) :
: : :
All : 68,356: 3,467 24,817 151 58,255 33,734 61,872 58,702: 6,484 9,654
Old : 68,356: 3,467 24,817 151 58,255 33,734 61,872 58,702: 6,484 9,654
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 21, 2007 :
: 333: 414 1,024 40 163 -485 617 579: -283 -246
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.1 36.3 0.2 85.2 49.4 90.5 85.9: 9.5 14.1
Old : 100.0: 5.1 36.3 0.2 85.2 49.4 90.5 85.9: 9.5 14.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 69: 11 18 4 28 21 41 41:
Old : 69: 11 18 4 28 21 41 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 : 48.2 42.8 64.9 60.9 44.5 39.6 58.9 54.0
Old : 48.2 42.8 64.9 60.9 44.5 39.6 58.9 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 28, 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 : 418,558: 124,812 130,118 20,621 235,339 249,790 380,772 400,529: 37,786 18,029
Old : 418,558: 124,812 130,118 20,621 235,339 249,790 380,772 400,529: 37,786 18,029
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 21, 2007 :
: -6,797: -4,141 2,558 2,658 176 -12,316 -1,308 -7,100: -5,489 303
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.8 31.1 4.9 56.2 59.7 91.0 95.7: 9.0 4.3
Old : 100.0: 29.8 31.1 4.9 56.2 59.7 91.0 95.7: 9.0 4.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 226: 72 65 29 51 53 136 134:
Old : 226: 72 65 29 51 53 136 134:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.8 33.6 46.4 48.5 28.8 33.3 44.3 48.2
Old : 29.8 33.6 46.4 48.5 28.8 33.3 44.3 48.2
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 28, 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 : 98,729: 23,375 11,362 798 53,627 73,225 77,800 85,384: 20,929 13,345
Old : 98,729: 23,375 11,362 798 53,627 73,225 77,800 85,384: 20,929 13,345
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 21, 2007 :
: 762: -1,043 -7,901 -836 2,210 6,333 331 -2,403: 431 3,165
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.7 11.5 0.8 54.3 74.2 78.8 86.5: 21.2 13.5
Old : 100.0: 23.7 11.5 0.8 54.3 74.2 78.8 86.5: 21.2 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 : 46: 15 11 3 15 14 31 27:
Old : 46: 15 11 3 15 14 31 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 : 48.4 64.8 59.0 75.8 44.3 64.4 54.5 73.4
Old : 48.4 64.8 59.0 75.8 44.3 64.4 54.5 73.4
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 28, 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 : 58,355: 4 10,297 112 50,181 42,278 50,297 52,688: 8,058 5,667
Old : 58,355: 4 10,297 112 50,181 42,278 50,297 52,688: 8,058 5,667
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 21, 2007 :
: 255: -561 -175 94 795 78 328 -3: -73 259
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 17.6 0.2 86.0 72.4 86.2 90.3: 13.8 9.7
Old : 100.0: 0.0 17.6 0.2 86.0 72.4 86.2 90.3: 13.8 9.7
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 : 57: 1 21 3 23 20 26 42:
Old : 57: 1 21 3 23 20 26 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 : 57.6 42.1 76.1 58.8 56.5 41.4 73.9 57.9
Old : 57.6 42.1 76.1 58.8 56.5 41.4 73.9 57.9
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 28, 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 : 611,787: 61,832 228,062 13,577 522,862 331,852 598,271 573,492: 13,516 38,295
Old : 611,787: 61,832 228,062 13,577 522,862 331,852 598,271 573,492: 13,516 38,295
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 21, 2007 :
: 9,554: 1,214 7,332 1,053 9,118 5,660 11,386 14,045: -1,832 -4,491
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.1 37.3 2.2 85.5 54.2 97.8 93.7: 2.2 6.3
Old : 100.0: 10.1 37.3 2.2 85.5 54.2 97.8 93.7: 2.2 6.3
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 : 286: 32 138 49 55 93 122 245:
Old : 286: 32 138 49 55 93 122 245:
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 : 46.4 17.5 72.8 27.7 41.3 14.7 64.4 23.0
Old : 46.4 17.5 72.8 27.7 41.3 14.7 64.4 23.0
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 28, 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 : 61,129: 13,629 23,853 8 38,053 28,761 51,690 52,623: 9,439 8,506
Old : 61,129: 13,629 23,853 8 38,053 28,761 51,690 52,623: 9,439 8,506
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 21, 2007 :
: 2,611: 830 4,845 7 3,205 1,258 4,042 6,110: -1,431 -3,499
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.3 39.0 0.0 62.2 47.1 84.6 86.1: 15.4 13.9
Old : 100.0: 22.3 39.0 0.0 62.2 47.1 84.6 86.1: 15.4 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 : 86: 21 27 3 22 22 44 51:
Old : 86: 21 27 3 22 22 44 51:
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 : 24.5 36.3 41.6 54.4 24.5 31.9 40.1 49.9
Old : 24.5 36.3 41.6 54.4 24.5 31.9 40.1 49.9
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 28, 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 : 57,715: 21,660 6,299 202 28,064 30,882 49,926 37,383: 7,789 20,332
Old : 57,715: 21,660 6,299 202 28,064 30,882 49,926 37,383: 7,789 20,332
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 21, 2007 :
: 162: 4,024 -630 6 -4,440 1,127 -410 503: 572 -341
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.5 10.9 0.3 48.6 53.5 86.5 64.8: 13.5 35.2
Old : 100.0: 37.5 10.9 0.3 48.6 53.5 86.5 64.8: 13.5 35.2
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 : 63: 22 8 2 19 18 42 27:
Old : 63: 22 8 2 19 18 42 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 : 28.9 33.9 48.7 45.9 28.7 30.4 45.6 40.4
Old : 28.9 33.9 48.7 45.9 28.7 30.4 45.6 40.4
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 28, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (GSCI X $250) :
: : :
All : 20,513: 5,073 2,343 270 14,531 17,436 19,874 20,049: 639 464
Old : 20,513: 5,073 2,343 270 14,531 17,436 19,874 20,049: 639 464
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 21, 2007 :
: 851: 155 -58 0 732 777 887 719: -36 132
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.7 11.4 1.3 70.8 85.0 96.9 97.7: 3.1 2.3
Old : 100.0: 24.7 11.4 1.3 70.8 85.0 96.9 97.7: 3.1 2.3
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 : 25: 8 5 1 8 4 17 9:
Old : 25: 8 5 1 8 4 17 9:
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 : 71.0 91.0 88.5 97.2 71.0 91.0 88.5 96.1
Old : 71.0 91.0 88.5 97.2 71.0 91.0 88.5 96.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE Code-597741
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 28, 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 : 51,793: 12,221 7,887 4,603 25,396 19,894 42,220 32,384: 9,573 19,409
Old : 51,793: 12,221 7,887 4,603 25,396 19,894 42,220 32,384: 9,573 19,409
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 21, 2007 :
: 511: -1,167 1,148 251 1,334 4 418 1,403: 93 -892
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.6 15.2 8.9 49.0 38.4 81.5 62.5: 18.5 37.5
Old : 100.0: 23.6 15.2 8.9 49.0 38.4 81.5 62.5: 18.5 37.5
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 : 55: 10 12 7 23 28 37 44:
Old : 55: 10 12 7 23 28 37 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 : 37.2 17.0 53.6 28.7 30.4 14.3 42.6 23.2
Old : 37.2 17.0 53.6 28.7 30.4 14.3 42.6 23.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 31, 2007