BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 25, 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 : 3,964: 211 50 16 2,950 3,753 3,177 3,819: 787 145
Old : 3,964: 211 50 16 2,950 3,753 3,177 3,819: 787 145
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 18, 2007 :
: 231: -23 -42 1 230 323 208 282: 23 -51
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.3 1.3 0.4 74.4 94.7 80.1 96.3: 19.9 3.7
Old : 100.0: 5.3 1.3 0.4 74.4 94.7 80.1 96.3: 19.9 3.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 3 2 3 15 12 20 15:
Old : 26: 3 2 3 15 12 20 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.3 73.2 65.0 89.3 46.3 73.0 64.4 87.3
Old : 46.3 73.2 65.0 89.3 46.3 73.0 64.4 87.3
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 25, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 42,978: 6,635 2,002 4,960 24,018 26,630 35,614 33,592: 7,364 9,386
Old : 42,978: 6,635 2,002 4,960 24,018 26,630 35,614 33,592: 7,364 9,386
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 18, 2007 :
: 1,044: 493 205 -68 646 223 1,072 360: -27 684
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.4 4.7 11.5 55.9 62.0 82.9 78.2: 17.1 21.8
Old : 100.0: 15.4 4.7 11.5 55.9 62.0 82.9 78.2: 17.1 21.8
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 : 64: 21 7 17 27 25 54 43:
Old : 64: 21 7 17 27 25 54 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 : 39.4 31.4 55.2 45.4 39.4 29.7 50.5 43.1
Old : 39.4 31.4 55.2 45.4 39.4 29.7 50.5 43.1
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 25, 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 : 197,495: 33,034 27,642 49,073 95,269 84,035 177,377 160,751: 20,118 36,744
Old : 32,041: 6,965 5,636 7,269 13,160 13,204 27,394 26,109: 4,647 5,932
Other: 165,454: 30,657 26,594 37,216 82,110 70,831 149,983 134,642: 15,471 30,813
: : :
: : Changes in Commitments from: September 18, 2007 :
: 1,169: 677 5,465 1,180 -1,773 -5,357 84 1,289: 1,084 -120
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.7 14.0 24.8 48.2 42.6 89.8 81.4: 10.2 18.6
Old : 100.0: 21.7 17.6 22.7 41.1 41.2 85.5 81.5: 14.5 18.5
Other: 100.0: 18.5 16.1 22.5 49.6 42.8 90.6 81.4: 9.4 18.6
: : :
:# Traders : Number of Traders in Each Category :
All : 227: 65 79 83 35 51 156 171:
Old : 130: 46 33 28 20 39 74 92:
Other: 215: 60 80 71 32 51 141 160:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.7 19.9 35.7 28.9 23.7 15.8 33.3 21.6
Old : 29.5 29.1 44.2 41.6 15.6 17.2 24.7 23.8
Other: 26.1 21.1 38.9 29.7 26.1 16.5 37.1 23.4
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE Code-056641
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 25, 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 : 1,160: 3 627 80 567 0 650 708: 510 452
Old : 1,160: 3 627 80 567 0 650 708: 510 452
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 18, 2007 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.3 54.1 6.9 48.9 0.0 56.1 61.0: 43.9 39.0
Old : 100.0: 0.3 54.1 6.9 48.9 0.0 56.1 61.0: 43.9 39.0
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 : 20: 1 14 2 5 0 7 15:
Old : 20: 1 14 2 5 0 7 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.8 29.5 56.1 45.1 46.4 29.5 49.1 42.5
Old : 46.8 29.5 56.1 45.1 46.4 29.5 49.1 42.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 25, 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 : 269,851: 61,041 27,225 60,626 124,577 125,697 246,244 213,547: 23,608 56,304
Old : 269,851: 61,041 27,225 60,626 124,577 125,697 246,244 213,547: 23,608 56,304
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 18, 2007 :
: 17,395: 3,541 114 5,629 5,017 6,011 14,188 11,754: 3,207 5,640
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.6 10.1 22.5 46.2 46.6 91.3 79.1: 8.7 20.9
Old : 100.0: 22.6 10.1 22.5 46.2 46.6 91.3 79.1: 8.7 20.9
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 : 308: 100 52 98 88 124 238 240:
Old : 308: 100 52 98 88 124 238 240:
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 15.1 34.5 22.3 23.2 14.2 34.4 20.1
Old : 23.2 15.1 34.5 22.3 23.2 14.2 34.4 20.1
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 25, 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 : 7,784: 3,262 3,815 578 1,926 993 5,767 5,386: 2,018 2,398
Old : 7,784: 3,262 3,815 578 1,926 993 5,767 5,386: 2,018 2,398
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 18, 2007 :
: 1,312: 749 470 83 104 466 936 1,019: 376 293
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.9 49.0 7.4 24.7 12.8 74.1 69.2: 25.9 30.8
Old : 100.0: 41.9 49.0 7.4 24.7 12.8 74.1 69.2: 25.9 30.8
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 : 65: 26 21 5 13 14 40 39:
Old : 65: 26 21 5 13 14 40 39:
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 25.3 49.3 36.7 33.3 25.3 46.2 35.0
Old : 33.9 25.3 49.3 36.7 33.3 25.3 46.2 35.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 25, 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 : 31,648: 11,957 1,783 6,715 8,056 6,522 26,729 15,019: 4,919 16,629
Old : 31,648: 11,957 1,783 6,715 8,056 6,522 26,729 15,019: 4,919 16,629
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 18, 2007 :
: 446: -672 290 503 667 -59 498 734: -52 -288
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.8 5.6 21.2 25.5 20.6 84.5 47.5: 15.5 52.5
Old : 100.0: 37.8 5.6 21.2 25.5 20.6 84.5 47.5: 15.5 52.5
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 : 136: 46 23 34 35 43 103 87:
Old : 136: 46 23 34 35 43 103 87:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.3 9.7 28.6 16.8 15.6 6.4 25.5 9.9
Old : 18.3 9.7 28.6 16.8 15.6 6.4 25.5 9.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 25, 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 : 147,614: 75,565 14,399 10,215 22,666 93,253 108,446 117,867: 39,168 29,747
Old : 147,614: 75,565 14,399 10,215 22,666 93,253 108,446 117,867: 39,168 29,747
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 18, 2007 :
: -36,283: -15,659 5,109 -3,448 -13,773 -36,849 -32,880 -35,187: -3,404 -1,096
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.2 9.8 6.9 15.4 63.2 73.5 79.8: 26.5 20.2
Old : 100.0: 51.2 9.8 6.9 15.4 63.2 73.5 79.8: 26.5 20.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 87: 38 16 16 22 20 68 45:
Old : 87: 38 16 16 22 20 68 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 : 22.8 41.2 33.6 54.6 22.8 40.8 33.6 53.8
Old : 22.8 41.2 33.6 54.6 22.8 40.8 33.6 53.8
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 25, 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 : 75,070: 32,721 26,642 2,221 16,043 35,167 50,984 64,030: 24,086 11,041
Old : 75,070: 32,721 26,642 2,221 16,043 35,167 50,984 64,030: 24,086 11,041
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 18, 2007 :
: 5,575: 4,418 3,717 326 -1,612 -77 3,132 3,965: 2,443 1,609
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.6 35.5 3.0 21.4 46.8 67.9 85.3: 32.1 14.7
Old : 100.0: 43.6 35.5 3.0 21.4 46.8 67.9 85.3: 32.1 14.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 59: 26 16 4 7 14 36 31:
Old : 59: 26 16 4 7 14 36 31:
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 : 30.7 43.1 41.1 58.8 28.1 42.2 38.5 57.9
Old : 30.7 43.1 41.1 58.8 28.1 42.2 38.5 57.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 25, 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 : 75,151: 18,346 31,267 201 51,773 40,054 70,320 71,522: 4,831 3,629
Old : 75,151: 18,346 31,267 201 51,773 40,054 70,320 71,522: 4,831 3,629
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 18, 2007 :
: 2,597: 8,398 -6,753 201 -6,624 8,998 1,975 2,446: 622 151
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.4 41.6 0.3 68.9 53.3 93.6 95.2: 6.4 4.8
Old : 100.0: 24.4 41.6 0.3 68.9 53.3 93.6 95.2: 6.4 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 : 76: 32 17 1 15 14 47 32:
Old : 76: 32 17 1 15 14 47 32:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.1 70.8 68.4 84.1 54.7 70.8 65.3 82.8
Old : 57.1 70.8 68.4 84.1 54.7 70.8 65.3 82.8
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, September 25, 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 : 94,273: 47,896 22,043 5,396 19,487 49,677 72,779 77,115: 21,494 17,158
Old : 94,273: 47,896 22,043 5,396 19,487 49,677 72,779 77,115: 21,494 17,158
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 18, 2007 :
: 7,070: 8,248 -2,553 -221 720 9,957 8,746 7,183: -1,676 -113
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.8 23.4 5.7 20.7 52.7 77.2 81.8: 22.8 18.2
Old : 100.0: 50.8 23.4 5.7 20.7 52.7 77.2 81.8: 22.8 18.2
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 : 69: 25 20 9 13 19 41 45:
Old : 69: 25 20 9 13 19 41 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 : 33.9 25.4 49.0 42.5 33.5 25.3 48.6 40.5
Old : 33.9 25.4 49.0 42.5 33.5 25.3 48.6 40.5
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 25, 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 : 222,030: 48,106 50,890 18,824 118,290 129,290 185,220 199,004: 36,810 23,026
Old : 222,030: 48,106 50,890 18,824 118,290 129,290 185,220 199,004: 36,810 23,026
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 18, 2007 :
: 6,955: 7,271 -12,527 -159 -1,124 19,603 5,988 6,917: 968 39
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.7 22.9 8.5 53.3 58.2 83.4 89.6: 16.6 10.4
Old : 100.0: 21.7 22.9 8.5 53.3 58.2 83.4 89.6: 16.6 10.4
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 : 115: 37 39 19 26 26 74 73:
Old : 115: 37 39 19 26 26 74 73:
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 : 34.0 42.9 48.3 56.9 33.5 42.7 44.2 53.8
Old : 34.0 42.9 48.3 56.9 33.5 42.7 44.2 53.8
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 25, 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 : 246,858: 121,971 36,917 23,209 41,547 140,677 186,727 200,803: 60,131 46,055
Old : 246,858: 121,971 36,917 23,209 41,547 140,677 186,727 200,803: 60,131 46,055
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 18, 2007 :
: 14,346: -1,660 1,209 5,643 8,036 -3,756 12,020 3,096: 2,326 11,250
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.4 15.0 9.4 16.8 57.0 75.6 81.3: 24.4 18.7
Old : 100.0: 49.4 15.0 9.4 16.8 57.0 75.6 81.3: 24.4 18.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 166: 71 50 35 29 33 122 96:
Old : 166: 71 50 35 29 33 122 96:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.3 31.2 30.7 44.8 22.2 31.1 29.6 43.3
Old : 22.3 31.2 30.7 44.8 22.2 31.1 29.6 43.3
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 25, 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 : 21,124: 15,904 3,182 105 2,731 16,473 18,740 19,760: 2,384 1,364
Old : 21,124: 15,904 3,182 105 2,731 16,473 18,740 19,760: 2,384 1,364
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 18, 2007 :
: 2,109: 1,460 -90 -49 178 2,131 1,589 1,992: 520 117
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.3 15.1 0.5 12.9 78.0 88.7 93.5: 11.3 6.5
Old : 100.0: 75.3 15.1 0.5 12.9 78.0 88.7 93.5: 11.3 6.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 34: 13 5 1 8 11 21 17:
Old : 34: 13 5 1 8 11 21 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.7 63.3 73.4 79.3 60.2 62.3 72.2 78.1
Old : 60.7 63.3 73.4 79.3 60.2 62.3 72.2 78.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE Code-032741
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 25, 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 : 96,176: 17,778 17,986 2,946 67,330 70,393 88,054 91,325: 8,122 4,851
Old : 96,176: 17,778 17,986 2,946 67,330 70,393 88,054 91,325: 8,122 4,851
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 18, 2007 :
: 10,818: 4,532 1,578 405 3,637 8,936 8,574 10,919: 2,244 -101
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.5 18.7 3.1 70.0 73.2 91.6 95.0: 8.4 5.0
Old : 100.0: 18.5 18.7 3.1 70.0 73.2 91.6 95.0: 8.4 5.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 34: 4 4 3 17 15 23 20:
Old : 34: 4 4 3 17 15 23 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 : 48.0 62.9 69.4 79.0 45.6 57.5 67.1 73.6
Old : 48.0 62.9 69.4 79.0 45.6 57.5 67.1 73.6
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 25, 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 :19,060,749: 1,321,138 302,717 7,399,084 9,062,581 10,065,972 17,782,803 17,767,772: 1,277,947 1,292,978
Old :19,060,749: 1,321,138 302,717 7,399,084 9,062,581 10,065,972 17,782,803 17,767,772: 1,277,947 1,292,978
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 18, 2007 :
: -37,525: 10,070 -138,145 95,536 -193,100 -48,152 -87,494 -90,762: 49,969 53,237
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.9 1.6 38.8 47.5 52.8 93.3 93.2: 6.7 6.8
Old : 100.0: 6.9 1.6 38.8 47.5 52.8 93.3 93.2: 6.7 6.8
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 : 315: 84 49 119 165 160 305 284:
Old : 315: 84 49 119 165 160 305 284:
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 16.2 31.4 27.1 14.7 9.3 17.4 15.7
Old : 21.7 16.2 31.4 27.1 14.7 9.3 17.4 15.7
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 25, 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 : 690,134: 49,304 88,989 81,443 439,839 369,363 570,586 539,794: 119,547 150,340
Old : 690,134: 49,304 88,989 81,443 439,839 369,363 570,586 539,794: 119,547 150,340
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 18, 2007 :
: -262,079: -13,349 -18,266 -57,943 -91,590 -155,344 -162,882 -231,553: -99,197 -30,527
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.1 12.9 11.8 63.7 53.5 82.7 78.2: 17.3 21.8
Old : 100.0: 7.1 12.9 11.8 63.7 53.5 82.7 78.2: 17.3 21.8
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 : 201: 42 56 63 84 61 165 141:
Old : 201: 42 56 63 84 61 165 141:
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 : 20.5 21.1 29.9 32.1 20.4 21.1 29.7 31.7
Old : 20.5 21.1 29.9 32.1 20.4 21.1 29.7 31.7
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 25, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($50 X S&P 500 INDEX) :
: : :
All : 1,858,335: 288,416 441,195 110,513 1,068,426 1,150,455 1,467,355 1,702,162: 390,980 156,173
Old : 1,858,335: 288,416 441,195 110,513 1,068,426 1,150,455 1,467,355 1,702,162: 390,980 156,173
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 18, 2007 :
:-1,187,905: -2,436 -250,922 -205,140 -935,796 -332,765 -1,143,373 -788,827: -44,532 -399,078
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.5 23.7 5.9 57.5 61.9 79.0 91.6: 21.0 8.4
Old : 100.0: 15.5 23.7 5.9 57.5 61.9 79.0 91.6: 21.0 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 : 311: 62 107 55 86 104 188 226:
Old : 311: 62 107 55 86 104 188 226:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.1 19.9 32.6 30.9 16.1 17.1 26.5 26.8
Old : 22.1 19.9 32.6 30.9 16.1 17.1 26.5 26.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 25, 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 : 97,078: 9,902 25,425 0 73,619 67,882 83,521 93,307: 13,557 3,771
Old : 97,078: 9,902 25,425 0 73,619 67,882 83,521 93,307: 13,557 3,771
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 18, 2007 :
: -34,622: 1,362 -1,171 -2,125 -27,604 -17,264 -28,367 -20,560: -6,255 -14,062
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.2 26.2 0.0 75.8 69.9 86.0 96.1: 14.0 3.9
Old : 100.0: 10.2 26.2 0.0 75.8 69.9 86.0 96.1: 14.0 3.9
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 : 81: 13 13 0 34 33 47 46:
Old : 81: 13 13 0 34 33 47 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 : 34.8 37.1 54.3 55.6 34.4 37.1 51.9 55.4
Old : 34.8 37.1 54.3 55.6 34.4 37.1 51.9 55.4
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 25, 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 : 41,826: 9,064 10,778 157 24,443 19,793 33,664 30,728: 8,162 11,098
Old : 41,826: 9,064 10,778 157 24,443 19,793 33,664 30,728: 8,162 11,098
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 18, 2007 :
: -47,003: 1,862 -15,332 -124 -42,657 -21,823 -40,918 -37,279: -6,085 -9,724
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.7 25.8 0.4 58.4 47.3 80.5 73.5: 19.5 26.5
Old : 100.0: 21.7 25.8 0.4 58.4 47.3 80.5 73.5: 19.5 26.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 61: 15 14 2 22 20 39 34:
Old : 61: 15 14 2 22 20 39 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 : 37.2 34.3 50.0 49.9 35.4 29.7 46.1 45.1
Old : 37.2 34.3 50.0 49.9 35.4 29.7 46.1 45.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 25, 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 : 330,700: 110,123 100,919 13,189 158,233 197,319 281,545 311,428: 49,155 19,273
Old : 330,700: 110,123 100,919 13,189 158,233 197,319 281,545 311,428: 49,155 19,273
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 18, 2007 :
: -252,113: -20,925 -4,502 -21,396 -179,375 -218,402 -221,696 -244,299: -30,417 -7,814
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.3 30.5 4.0 47.8 59.7 85.1 94.2: 14.9 5.8
Old : 100.0: 33.3 30.5 4.0 47.8 59.7 85.1 94.2: 14.9 5.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 221: 82 53 19 47 51 140 112:
Old : 221: 82 53 19 47 51 140 112:
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 : 20.1 26.6 32.5 44.0 14.9 26.6 26.3 39.5
Old : 20.1 26.6 32.5 44.0 14.9 26.6 26.3 39.5
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 25, 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 : 75,749: 46,517 7,486 818 4,529 60,079 51,864 68,383: 23,885 7,366
Old : 75,749: 46,517 7,486 818 4,529 60,079 51,864 68,383: 23,885 7,366
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 18, 2007 :
: 14,447: 12,005 -3,884 -9 1,826 18,729 13,822 14,836: 625 -389
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.4 9.9 1.1 6.0 79.3 68.5 90.3: 31.5 9.7
Old : 100.0: 61.4 9.9 1.1 6.0 79.3 68.5 90.3: 31.5 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 : 53: 25 7 4 7 17 33 27:
Old : 53: 25 7 4 7 17 33 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 : 34.5 44.7 44.8 64.5 34.5 44.0 44.8 63.3
Old : 34.5 44.7 44.8 64.5 34.5 44.0 44.8 63.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE Code-239741
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 25, 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 : 30,612: 1,277 9,923 8 19,444 14,155 20,729 24,087: 9,883 6,525
Old : 30,612: 1,277 9,923 8 19,444 14,155 20,729 24,087: 9,883 6,525
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 18, 2007 :
: -38,112: 926 -3,525 -812 -33,514 -30,053 -33,400 -34,390: -4,712 -3,722
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.2 32.4 0.0 63.5 46.2 67.7 78.7: 32.3 21.3
Old : 100.0: 4.2 32.4 0.0 63.5 46.2 67.7 78.7: 32.3 21.3
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 : 50: 2 18 2 20 17 23 36:
Old : 50: 2 18 2 20 17 23 36:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.2 32.9 51.7 44.2 32.1 27.8 44.5 38.3
Old : 38.2 32.9 51.7 44.2 32.1 27.8 44.5 38.3
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 25, 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 : 581,039: 60,615 251,748 9,585 500,487 271,886 570,687 533,220: 10,351 47,819
Old : 581,039: 60,615 251,748 9,585 500,487 271,886 570,687 533,220: 10,351 47,819
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 18, 2007 :
: -161,553: -16,577 -13,769 -15,672 -109,099 -106,113 -141,348 -135,554: -20,205 -25,999
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.4 43.3 1.6 86.1 46.8 98.2 91.8: 1.8 8.2
Old : 100.0: 10.4 43.3 1.6 86.1 46.8 98.2 91.8: 1.8 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 : 272: 27 135 43 52 83 117 223:
Old : 272: 27 135 43 52 83 117 223:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.5 17.6 77.6 28.3 53.4 16.3 74.5 26.0
Old : 56.5 17.6 77.6 28.3 53.4 16.3 74.5 26.0
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, September 25, 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 : 66,492: 9,868 31,451 1 47,719 21,675 57,588 53,127: 8,904 13,365
Old : 66,492: 9,868 31,451 1 47,719 21,675 57,588 53,127: 8,904 13,365
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 18, 2007 :
: -2,450: 1,716 -595 -299 -2,937 -291 -1,520 -1,185: -930 -1,265
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.8 47.3 0.0 71.8 32.6 86.6 79.9: 13.4 20.1
Old : 100.0: 14.8 47.3 0.0 71.8 32.6 86.6 79.9: 13.4 20.1
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 : 68: 10 26 2 17 18 29 44:
Old : 68: 10 26 2 17 18 29 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 : 46.2 44.7 65.1 59.7 46.2 44.7 65.0 58.3
Old : 46.2 44.7 65.1 59.7 46.2 44.7 65.0 58.3
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 25, 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 : 64,413: 29,486 3,964 100 28,715 21,400 58,301 25,464: 6,112 38,949
Old : 64,413: 29,486 3,964 100 28,715 21,400 58,301 25,464: 6,112 38,949
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 18, 2007 :
: -5,910: -2,772 -230 -1 -2,837 1,342 -5,610 1,111: -300 -7,021
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.8 6.2 0.2 44.6 33.2 90.5 39.5: 9.5 60.5
Old : 100.0: 45.8 6.2 0.2 44.6 33.2 90.5 39.5: 9.5 60.5
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 : 47: 15 6 1 16 12 31 19:
Old : 47: 15 6 1 16 12 31 19:
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 : 52.0 25.3 71.1 33.5 52.0 25.3 71.1 31.0
Old : 52.0 25.3 71.1 33.5 52.0 25.3 71.1 31.0
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 25, 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 : 21,669: 6,701 1,695 2 14,093 19,742 20,796 21,439: 873 230
Old : 21,669: 6,701 1,695 2 14,093 19,742 20,796 21,439: 873 230
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 18, 2007 :
: -2,428: 466 -1,108 2 -2,649 -922 -2,181 -2,028: -247 -400
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.9 7.8 0.0 65.0 91.1 96.0 98.9: 4.0 1.1
Old : 100.0: 30.9 7.8 0.0 65.0 91.1 96.0 98.9: 4.0 1.1
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 : 27: 12 5 1 7 4 20 9:
Old : 27: 12 5 1 7 4 20 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 : 69.1 92.9 86.4 98.3 69.1 92.8 86.4 98.3
Old : 69.1 92.9 86.4 98.3 69.1 92.8 86.4 98.3
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 25, 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 : 33,627: 4,391 8,722 4,453 13,181 15,258 22,025 28,433: 11,602 5,194
Old : 33,627: 4,391 8,722 4,453 13,181 15,258 22,025 28,433: 11,602 5,194
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 18, 2007 :
: 5,770: -102 1,677 -204 1,694 2,110 1,388 3,583: 4,382 2,187
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.1 25.9 13.2 39.2 45.4 65.5 84.6: 34.5 15.4
Old : 100.0: 13.1 25.9 13.2 39.2 45.4 65.5 84.6: 34.5 15.4
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 : 52: 7 15 8 19 23 31 42:
Old : 52: 7 15 8 19 23 31 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 : 24.7 29.6 38.4 45.1 22.6 23.5 31.9 36.0
Old : 24.7 29.6 38.4 45.1 22.6 23.5 31.9 36.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 28, 2007