BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 11, 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 : 3,552: 239 0 2 2,502 3,379 2,743 3,381: 809 171
Old : 3,552: 239 0 2 2,502 3,379 2,743 3,381: 809 171
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 4, 2007 :
: 51: -40 0 0 68 -1 28 -1: 23 52
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.7 0.0 0.1 70.4 95.1 77.2 95.2: 22.8 4.8
Old : 100.0: 6.7 0.0 0.1 70.4 95.1 77.2 95.2: 22.8 4.8
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 : 23: 3 0 1 15 11 18 12:
Old : 23: 3 0 1 15 11 18 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.6 80.2 63.3 91.7 45.6 79.8 63.3 89.1
Old : 45.6 80.2 63.3 91.7 45.6 79.8 63.3 89.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 11, 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 : 40,473: 5,887 1,467 5,015 22,411 25,296 33,314 31,779: 7,160 8,694
Old : 40,473: 5,887 1,467 5,015 22,411 25,296 33,314 31,779: 7,160 8,694
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 4, 2007 :
: 1,033: 470 195 -334 673 585 809 446: 224 587
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.5 3.6 12.4 55.4 62.5 82.3 78.5: 17.7 21.5
Old : 100.0: 14.5 3.6 12.4 55.4 62.5 82.3 78.5: 17.7 21.5
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 : 65: 22 5 17 29 25 55 43:
Old : 65: 22 5 17 29 25 55 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 : 38.5 32.3 54.0 46.0 38.5 30.5 50.3 43.4
Old : 38.5 32.3 54.0 46.0 38.5 30.5 50.3 43.4
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, September 11, 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 : 191,525: 34,018 21,261 43,940 95,263 91,155 173,221 156,355: 18,304 35,170
Old : 59,469: 11,206 21,945 6,030 37,330 21,379 54,566 49,354: 4,902 10,115
Other: 132,056: 32,297 8,801 28,425 57,933 69,776 118,655 107,001: 13,402 25,055
: : :
: : Changes in Commitments from: September 4, 2007 :
: -4,021: 377 34 -3,074 -2,789 -1,933 -5,487 -4,973: 1,465 952
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.8 11.1 22.9 49.7 47.6 90.4 81.6: 9.6 18.4
Old : 100.0: 18.8 36.9 10.1 62.8 36.0 91.8 83.0: 8.2 17.0
Other: 100.0: 24.5 6.7 21.5 43.9 52.8 89.9 81.0: 10.1 19.0
: : :
:# Traders : Number of Traders in Each Category :
All : 206: 65 63 72 33 49 145 148:
Old : 165: 44 58 31 24 47 83 121:
Other: 176: 66 36 56 32 47 130 115:
:----------------------------------------------------------------------------------------------------
: 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 : 25.2 23.3 37.4 32.2 24.3 17.4 34.0 23.6
Old : 40.1 17.5 53.7 28.2 40.1 15.3 51.3 25.3
Other: 24.9 28.5 36.8 37.7 22.0 19.3 30.9 27.3
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 11, 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 : 248,039: 60,191 25,416 49,696 119,209 121,363 229,096 196,475: 18,942 51,563
Old : 248,039: 60,191 25,416 49,696 119,209 121,363 229,096 196,475: 18,942 51,563
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 4, 2007 :
: -5,539: -1,555 1,760 -5,534 2,190 -3,166 -4,899 -6,941: -640 1,401
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.3 10.2 20.0 48.1 48.9 92.4 79.2: 7.6 20.8
Old : 100.0: 24.3 10.2 20.0 48.1 48.9 92.4 79.2: 7.6 20.8
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 : 284: 91 48 88 69 119 206 222:
Old : 284: 91 48 88 69 119 206 222:
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 : 25.1 16.0 37.0 22.8 25.1 15.4 37.0 21.4
Old : 25.1 16.0 37.0 22.8 25.1 15.4 37.0 21.4
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, September 11, 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 : 6,157: 2,361 2,975 374 1,816 789 4,552 4,138: 1,605 2,019
Old : 6,157: 2,361 2,975 374 1,816 789 4,552 4,138: 1,605 2,019
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 4, 2007 :
: -214: 162 192 -95 -295 -402 -228 -305: 14 91
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.4 48.3 6.1 29.5 12.8 73.9 67.2: 26.1 32.8
Old : 100.0: 38.4 48.3 6.1 29.5 12.8 73.9 67.2: 26.1 32.8
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 : 57: 20 20 6 12 13 34 37:
Old : 57: 20 20 6 12 13 34 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 : 35.7 25.6 49.0 37.6 35.7 25.6 47.9 37.3
Old : 35.7 25.6 49.0 37.6 35.7 25.6 47.9 37.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 11, 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 : 33,175: 13,228 1,113 6,857 7,969 7,399 28,053 15,369: 5,122 17,806
Old : 33,175: 13,228 1,113 6,857 7,969 7,399 28,053 15,369: 5,122 17,806
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 4, 2007 :
: 1,006: 709 -439 -194 264 771 779 138: 227 868
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.9 3.4 20.7 24.0 22.3 84.6 46.3: 15.4 53.7
Old : 100.0: 39.9 3.4 20.7 24.0 22.3 84.6 46.3: 15.4 53.7
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 : 136: 54 19 31 31 44 102 84:
Old : 136: 54 19 31 31 44 102 84:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.4 12.9 30.4 20.0 15.0 8.1 24.8 11.5
Old : 20.4 12.9 30.4 20.0 15.0 8.1 24.8 11.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 11, 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 : 158,244: 81,022 20,692 9,083 33,427 107,311 123,533 137,086: 34,712 21,158
Old : 158,244: 81,022 20,692 9,083 33,427 107,311 123,533 137,086: 34,712 21,158
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 4, 2007 :
: 1,640: 4,497 -2,836 -3,259 -3,394 9,175 -2,156 3,080: 3,796 -1,440
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.2 13.1 5.7 21.1 67.8 78.1 86.6: 21.9 13.4
Old : 100.0: 51.2 13.1 5.7 21.1 67.8 78.1 86.6: 21.9 13.4
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 : 86: 37 16 18 25 20 72 45:
Old : 86: 37 16 18 25 20 72 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 : 21.5 46.2 34.7 61.6 21.5 44.9 33.4 58.9
Old : 21.5 46.2 34.7 61.6 21.5 44.9 33.4 58.9
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, September 11, 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 : 138,583: 26,382 23,361 3,263 90,884 98,077 120,528 124,701: 18,055 13,882
Old : 138,583: 26,382 23,361 3,263 90,884 98,077 120,528 124,701: 18,055 13,882
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 4, 2007 :
: 4,080: 14,323 -22,332 369 -14,949 26,934 -257 4,971: 4,337 -891
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.0 16.9 2.4 65.6 70.8 87.0 90.0: 13.0 10.0
Old : 100.0: 19.0 16.9 2.4 65.6 70.8 87.0 90.0: 13.0 10.0
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 : 55: 23 11 7 12 19 37 35:
Old : 55: 23 11 7 12 19 37 35:
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 : 57.9 46.8 70.9 67.1 50.5 36.7 59.4 55.8
Old : 57.9 46.8 70.9 67.1 50.5 36.7 59.4 55.8
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, September 11, 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 : 128,847: 16,805 29,938 2,624 103,772 92,501 123,201 125,063: 5,646 3,784
Old : 128,847: 16,805 29,938 2,624 103,772 92,501 123,201 125,063: 5,646 3,784
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 4, 2007 :
: 19,729: 6,081 3,294 984 11,788 15,206 18,853 19,484: 876 245
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.0 23.2 2.0 80.5 71.8 95.6 97.1: 4.4 2.9
Old : 100.0: 13.0 23.2 2.0 80.5 71.8 95.6 97.1: 4.4 2.9
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 : 82: 22 34 9 17 17 43 56:
Old : 82: 22 34 9 17 17 43 56:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.7 72.0 74.6 81.8 35.6 40.7 44.6 48.7
Old : 60.7 72.0 74.6 81.8 35.6 40.7 44.6 48.7
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, September 11, 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 : 150,312: 62,427 19,355 8,516 52,788 102,394 123,732 130,266: 26,580 20,046
Old : 150,312: 62,427 19,355 8,516 52,788 102,394 123,732 130,266: 26,580 20,046
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 4, 2007 :
: 11,675: 8,927 -427 337 209 11,192 9,473 11,102: 2,202 573
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.5 12.9 5.7 35.1 68.1 82.3 86.7: 17.7 13.3
Old : 100.0: 41.5 12.9 5.7 35.1 68.1 82.3 86.7: 17.7 13.3
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 : 75: 28 19 10 19 24 50 50:
Old : 75: 28 19 10 19 24 50 50:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.5 34.4 56.4 51.0 40.5 32.1 53.4 48.5
Old : 40.5 34.4 56.4 51.0 40.5 32.1 53.4 48.5
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, September 11, 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 : 345,932: 62,023 57,782 18,644 220,911 240,632 301,578 317,058: 44,354 28,875
Old : 345,932: 62,023 57,782 18,644 220,911 240,632 301,578 317,058: 44,354 28,875
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 4, 2007 :
: 18,818: 6,297 -7,575 -7,372 15,931 32,477 14,856 17,530: 3,962 1,288
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.9 16.7 5.4 63.9 69.6 87.2 91.7: 12.8 8.3
Old : 100.0: 17.9 16.7 5.4 63.9 69.6 87.2 91.7: 12.8 8.3
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 : 116: 38 36 17 32 29 77 75:
Old : 116: 38 36 17 32 29 77 75:
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 : 47.8 48.4 58.8 60.8 42.1 46.6 51.1 56.7
Old : 47.8 48.4 58.8 60.8 42.1 46.6 51.1 56.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 11, 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 : 258,427: 87,182 28,425 15,022 100,142 179,550 202,347 222,997: 56,081 35,431
Old : 258,427: 87,182 28,425 15,022 100,142 179,550 202,347 222,997: 56,081 35,431
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 4, 2007 :
: -662: 8,098 -3,439 -8,849 -1,725 13,061 -2,476 773: 1,814 -1,435
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.7 11.0 5.8 38.8 69.5 78.3 86.3: 21.7 13.7
Old : 100.0: 33.7 11.0 5.8 38.8 69.5 78.3 86.3: 21.7 13.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 138: 56 35 28 37 34 110 80:
Old : 138: 56 35 28 37 34 110 80:
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 : 34.4 37.8 41.1 53.9 29.5 36.8 36.0 49.8
Old : 34.4 37.8 41.1 53.9 29.5 36.8 36.0 49.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 11, 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 : 33,398: 14,013 4,339 292 16,920 27,162 31,225 31,793: 2,173 1,605
Old : 33,398: 14,013 4,339 292 16,920 27,162 31,225 31,793: 2,173 1,605
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 4, 2007 :
: 3,982: 3,163 -168 187 643 3,830 3,993 3,849: -11 133
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.0 13.0 0.9 50.7 81.3 93.5 95.2: 6.5 4.8
Old : 100.0: 42.0 13.0 0.9 50.7 81.3 93.5 95.2: 6.5 4.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 39: 11 8 2 13 14 25 24:
Old : 39: 11 8 2 13 14 25 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 69.5 64.7 80.7 79.1 66.0 60.6 76.2 73.7
Old : 69.5 64.7 80.7 79.1 66.0 60.6 76.2 73.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE Code-032741
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 11, 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 : 87,566: 19,826 23,435 3,305 61,565 59,450 84,696 86,190: 2,870 1,376
Old : 87,566: 19,826 23,435 3,305 61,565 59,450 84,696 86,190: 2,870 1,376
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 4, 2007 :
: 21,806: 1,926 2,116 1,424 18,423 18,772 21,773 22,312: 33 -506
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.6 26.8 3.8 70.3 67.9 96.7 98.4: 3.3 1.6
Old : 100.0: 22.6 26.8 3.8 70.3 67.9 96.7 98.4: 3.3 1.6
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 : 32: 4 2 4 20 16 26 20:
Old : 32: 4 2 4 20 16 26 20:
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 : 52.5 65.4 69.1 84.3 49.7 59.8 66.2 78.6
Old : 52.5 65.4 69.1 84.3 49.7 59.8 66.2 78.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 11, 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 :23,272,808: 1,458,644 307,488 9,458,060 11,028,056 12,212,484 21,944,760 21,978,032: 1,328,048 1,294,776
Old :23,272,808: 1,458,644 307,488 9,458,060 11,028,056 12,212,484 21,944,760 21,978,032: 1,328,048 1,294,776
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 4, 2007 :
: 933,748: -81,510 -40,409 637,156 369,997 379,974 925,642 976,721: 8,105 -42,973
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.3 1.3 40.6 47.4 52.5 94.3 94.4: 5.7 5.6
Old : 100.0: 6.3 1.3 40.6 47.4 52.5 94.3 94.4: 5.7 5.6
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 : 341: 97 50 129 180 173 330 306:
Old : 341: 97 50 129 180 173 330 306:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.3 15.7 31.5 27.7 12.6 8.8 16.0 14.8
Old : 20.3 15.7 31.5 27.7 12.6 8.8 16.0 14.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 11, 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 : 879,328: 63,327 105,934 136,485 515,353 506,055 715,165 748,475: 164,163 130,853
Old : 879,328: 63,327 105,934 136,485 515,353 506,055 715,165 748,475: 164,163 130,853
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 4, 2007 :
: 49,200: 3,256 3,098 16,384 1,733 7,713 21,373 27,196: 27,826 22,003
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.2 12.0 15.5 58.6 57.6 81.3 85.1: 18.7 14.9
Old : 100.0: 7.2 12.0 15.5 58.6 57.6 81.3 85.1: 18.7 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 : 223: 52 65 82 90 66 189 166:
Old : 223: 52 65 82 90 66 189 166:
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 : 17.2 19.0 26.5 31.2 16.3 19.0 23.8 30.7
Old : 17.2 19.0 26.5 31.2 16.3 19.0 23.8 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, September 11, 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 : 2,438,930: 283,913 682,896 212,564 1,723,517 1,245,105 2,219,994 2,140,565: 218,935 298,365
Old : 2,438,930: 283,913 682,896 212,564 1,723,517 1,245,105 2,219,994 2,140,565: 218,935 298,365
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 4, 2007 :
: 189,537: -15,404 24,582 15,747 130,093 38,062 130,436 78,390: 59,100 111,147
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.6 28.0 8.7 70.7 51.1 91.0 87.8: 9.0 12.2
Old : 100.0: 11.6 28.0 8.7 70.7 51.1 91.0 87.8: 9.0 12.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 338: 56 128 65 99 111 206 254:
Old : 338: 56 128 65 99 111 206 254:
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 16.8 39.3 25.6 21.8 12.4 31.4 19.0
Old : 29.3 16.8 39.3 25.6 21.8 12.4 31.4 19.0
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, September 11, 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 : 88,503: 6,836 25,687 0 73,326 58,034 80,162 83,721: 8,341 4,782
Old : 88,503: 6,836 25,687 0 73,326 58,034 80,162 83,721: 8,341 4,782
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 4, 2007 :
: 2,072: -121 164 0 1,708 1,745 1,587 1,909: 485 163
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.7 29.0 0.0 82.9 65.6 90.6 94.6: 9.4 5.4
Old : 100.0: 7.7 29.0 0.0 82.9 65.6 90.6 94.6: 9.4 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 : 79: 7 11 0 36 35 43 46:
Old : 79: 7 11 0 36 35 43 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 : 38.7 39.5 59.4 55.5 38.3 38.7 58.5 54.7
Old : 38.7 39.5 59.4 55.5 38.3 38.7 58.5 54.7
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, September 11, 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 : 72,970: 6,304 25,588 150 58,957 33,200 65,410 58,938: 7,560 14,032
Old : 72,970: 6,304 25,588 150 58,957 33,200 65,410 58,938: 7,560 14,032
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 4, 2007 :
: 1,098: -257 752 -25 521 890 239 1,616: 859 -518
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.6 35.1 0.2 80.8 45.5 89.6 80.8: 10.4 19.2
Old : 100.0: 8.6 35.1 0.2 80.8 45.5 89.6 80.8: 10.4 19.2
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 : 71: 15 19 3 29 20 46 40:
Old : 71: 15 19 3 29 20 46 40:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.5 41.5 61.7 58.6 42.4 38.5 55.8 52.3
Old : 46.5 41.5 61.7 58.6 42.4 38.5 55.8 52.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 11, 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 : 497,558: 117,915 106,169 19,799 288,172 350,820 425,886 476,788: 71,671 20,770
Old : 497,558: 117,915 106,169 19,799 288,172 350,820 425,886 476,788: 71,671 20,770
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 4, 2007 :
: 50,473: 2,289 4,039 -1,847 41,573 52,017 42,015 54,209: 8,458 -3,736
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.7 21.3 4.0 57.9 70.5 85.6 95.8: 14.4 4.2
Old : 100.0: 23.7 21.3 4.0 57.9 70.5 85.6 95.8: 14.4 4.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 238: 86 58 28 51 58 151 130:
Old : 238: 86 58 28 51 58 151 130:
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 : 27.6 33.7 42.2 48.2 24.1 33.1 35.6 47.5
Old : 27.6 33.7 42.2 48.2 24.1 33.1 35.6 47.5
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, September 11, 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 : 108,023: 39,919 9,371 1,832 43,498 84,624 85,249 95,827: 22,774 12,196
Old : 108,023: 39,919 9,371 1,832 43,498 84,624 85,249 95,827: 22,774 12,196
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 4, 2007 :
: 2,170: 3,696 -184 -261 -4,354 3,968 -920 3,523: 3,089 -1,354
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.0 8.7 1.7 40.3 78.3 78.9 88.7: 21.1 11.3
Old : 100.0: 37.0 8.7 1.7 40.3 78.3 78.9 88.7: 21.1 11.3
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 : 49: 18 11 4 11 15 32 27:
Old : 49: 18 11 4 11 15 32 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 : 38.1 64.6 54.7 76.0 33.8 62.6 47.5 69.1
Old : 38.1 64.6 54.7 76.0 33.8 62.6 47.5 69.1
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, September 11, 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 : 60,378: 355 13,389 75 50,912 41,687 51,342 55,152: 9,035 5,226
Old : 60,378: 355 13,389 75 50,912 41,687 51,342 55,152: 9,035 5,226
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 4, 2007 :
: 1,921: 351 3,441 15 749 -669 1,115 2,787: 806 -866
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.6 22.2 0.1 84.3 69.0 85.0 91.3: 15.0 8.7
Old : 100.0: 0.6 22.2 0.1 84.3 69.0 85.0 91.3: 15.0 8.7
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 : 59: 2 22 3 23 21 27 44:
Old : 59: 2 22 3 23 21 27 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 : 57.3 41.7 74.7 58.1 56.2 40.9 72.5 57.2
Old : 57.3 41.7 74.7 58.1 56.2 40.9 72.5 57.2
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, September 11, 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 : 668,522: 73,198 257,075 15,755 568,947 349,591 657,901 622,422: 10,621 46,100
Old : 668,522: 73,198 257,075 15,755 568,947 349,591 657,901 622,422: 10,621 46,100
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 4, 2007 :
: 51,816: 9,392 30,176 -2,080 45,675 18,870 52,987 46,966: -1,171 4,850
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.9 38.5 2.4 85.1 52.3 98.4 93.1: 1.6 6.9
Old : 100.0: 10.9 38.5 2.4 85.1 52.3 98.4 93.1: 1.6 6.9
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 : 292: 32 146 60 58 92 137 251:
Old : 292: 32 146 60 58 92 137 251:
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 : 44.9 16.6 71.4 27.2 39.7 14.6 62.0 22.9
Old : 44.9 16.6 71.4 27.2 39.7 14.6 62.0 22.9
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, September 11, 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 : 122,791: 12,519 22,950 18,325 72,878 62,461 103,722 103,737: 19,069 19,054
Old : 122,791: 12,519 22,950 18,325 72,878 62,461 103,722 103,737: 19,069 19,054
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 4, 2007 :
: 55,458: -356 2,439 14,891 30,811 29,146 45,346 46,476: 10,112 8,982
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.2 18.7 14.9 59.4 50.9 84.5 84.5: 15.5 15.5
Old : 100.0: 10.2 18.7 14.9 59.4 50.9 84.5 84.5: 15.5 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 : 92: 20 27 12 26 34 52 67:
Old : 92: 20 27 12 26 34 52 67:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.9 34.9 47.2 54.1 12.6 17.9 22.7 25.5
Old : 33.9 34.9 47.2 54.1 12.6 17.9 22.7 25.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 11, 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 : 93,038: 18,820 3,737 16,797 36,540 39,705 72,157 60,239: 20,881 32,799
Old : 93,038: 18,820 3,737 16,797 36,540 39,705 72,157 60,239: 20,881 32,799
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 4, 2007 :
: 35,862: -4,694 -468 16,433 8,470 7,353 20,209 23,318: 15,653 12,544
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.2 4.0 18.1 39.3 42.7 77.6 64.7: 22.4 35.3
Old : 100.0: 20.2 4.0 18.1 39.3 42.7 77.6 64.7: 22.4 35.3
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 : 58: 19 7 9 21 17 45 28:
Old : 58: 19 7 9 21 17 45 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 : 33.4 28.9 48.6 47.0 15.3 20.8 26.4 27.4
Old : 33.4 28.9 48.6 47.0 15.3 20.8 26.4 27.4
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, September 11, 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 : 21,538: 5,734 2,938 7 13,944 17,529 19,685 20,474: 1,853 1,064
Old : 21,538: 5,734 2,938 7 13,944 17,529 19,685 20,474: 1,853 1,064
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 4, 2007 :
: 525: 46 155 7 -132 -1 -79 161: 604 364
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.6 13.6 0.0 64.7 81.4 91.4 95.1: 8.6 4.9
Old : 100.0: 26.6 13.6 0.0 64.7 81.4 91.4 95.1: 8.6 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 : 23: 8 6 1 5 4 14 10:
Old : 23: 8 6 1 5 4 14 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 : 69.4 88.2 86.1 93.7 69.4 88.2 86.1 93.6
Old : 69.4 88.2 86.1 93.7 69.4 88.2 86.1 93.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE Code-597741
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 11, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
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: : (CONTRACTS OF JPY 100,000,000) :
: : :
All : 47,877: 10,000 6,287 5,188 24,519 18,513 39,707 29,988: 8,170 17,889
Old : 47,877: 10,000 6,287 5,188 24,519 18,513 39,707 29,988: 8,170 17,889
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 4, 2007 :
: -3,768: -2,951 -375 121 53 -608 -2,777 -862: -991 -2,906
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.9 13.1 10.8 51.2 38.7 82.9 62.6: 17.1 37.4
Old : 100.0: 20.9 13.1 10.8 51.2 38.7 82.9 62.6: 17.1 37.4
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 : 54: 11 12 9 23 26 38 44:
Old : 54: 11 12 9 23 26 38 44:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.6 15.9 49.0 27.5 25.6 14.5 35.7 21.8
Old : 32.6 15.9 49.0 27.5 25.6 14.5 35.7 21.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 14, 2007