BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 30, 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 : 3,349: 137 3 30 2,332 3,209 2,499 3,242: 850 107
Old : 3,349: 137 3 30 2,332 3,209 2,499 3,242: 850 107
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 23, 2007 :
: 24: -7 2 1 10 9 4 12: 20 12
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.1 0.1 0.9 69.6 95.8 74.6 96.8: 25.4 3.2
Old : 100.0: 4.1 0.1 0.9 69.6 95.8 74.6 96.8: 25.4 3.2
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 : 23: 2 1 1 14 11 17 12:
Old : 23: 2 1 1 14 11 17 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 : 40.5 73.8 60.2 91.0 40.5 73.6 58.6 87.9
Old : 40.5 73.8 60.2 91.0 40.5 73.6 58.6 87.9
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, October 30, 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 : 41,989: 4,951 2,475 5,688 25,416 24,766 36,055 32,929: 5,934 9,060
Old : 41,989: 4,951 2,475 5,688 25,416 24,766 36,055 32,929: 5,934 9,060
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 23, 2007 :
: 2,280: -77 330 714 2,266 626 2,903 1,670: -623 610
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.8 5.9 13.5 60.5 59.0 85.9 78.4: 14.1 21.6
Old : 100.0: 11.8 5.9 13.5 60.5 59.0 85.9 78.4: 14.1 21.6
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 : 67: 17 9 17 32 30 55 50:
Old : 67: 17 9 17 32 30 55 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 : 40.3 29.2 55.3 42.0 39.8 26.9 50.8 37.8
Old : 40.3 29.2 55.3 42.0 39.8 26.9 50.8 37.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 30, 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 : 212,715: 39,663 36,454 53,560 98,420 82,447 191,642 172,460: 21,073 40,255
Old : 210,318: 38,467 37,469 52,545 98,391 80,403 189,402 170,416: 20,916 39,902
Other: 2,397: 2,211 0 0 29 2,044 2,240 2,044: 157 353
: : :
: : Changes in Commitments from: October 23, 2007 :
: 16,545: 655 894 7,136 7,131 6,440 14,922 14,469: 1,623 2,076
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.6 17.1 25.2 46.3 38.8 90.1 81.1: 9.9 18.9
Old : 100.0: 18.3 17.8 25.0 46.8 38.2 90.1 81.0: 9.9 19.0
Other: 100.0: 92.2 0.0 0.0 1.2 85.3 93.5 85.3: 6.5 14.7
: : :
:# Traders : Number of Traders in Each Category :
All : 226: 65 77 88 31 49 153 176:
Old : 226: 64 78 88 31 49 153 176:
Other: 23: 12 0 0 1 10 13 10:
:----------------------------------------------------------------------------------------------------
: 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 : 22.5 18.1 35.4 26.6 21.8 14.8 31.9 20.6
Old : 22.7 17.5 35.3 26.2 22.0 14.9 32.3 20.7
Other: 77.1 75.5 88.8 85.1 77.1 75.5 88.8 85.1
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE Code-056641
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 30, 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 : 1,878: 108 905 191 933 166 1,232 1,261: 647 617
Old : 1,878: 108 905 191 933 166 1,232 1,261: 647 617
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 23, 2007 :
: 164: 76 100 -12 41 23 105 111: 59 53
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.8 48.2 10.1 49.7 8.8 65.6 67.2: 34.4 32.8
Old : 100.0: 5.8 48.2 10.1 49.7 8.8 65.6 67.2: 34.4 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 : 26: 2 17 4 5 3 11 20:
Old : 26: 2 17 4 5 3 11 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 : 44.5 29.0 60.5 45.4 44.4 23.1 55.3 36.2
Old : 44.5 29.0 60.5 45.4 44.4 23.1 55.3 36.2
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, October 30, 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 : 250,670: 56,199 38,980 47,773 129,114 114,812 233,085 201,564: 17,585 49,106
Old : 250,670: 56,199 38,980 47,773 129,114 114,812 233,085 201,564: 17,585 49,106
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 23, 2007 :
: -1,224: -1,340 3,812 -1,213 2,425 -2,182 -128 417: -1,096 -1,641
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.4 15.6 19.1 51.5 45.8 93.0 80.4: 7.0 19.6
Old : 100.0: 22.4 15.6 19.1 51.5 45.8 93.0 80.4: 7.0 19.6
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 : 301: 72 86 83 70 117 184 254:
Old : 301: 72 86 83 70 117 184 254:
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 : 25.6 13.4 38.1 20.6 25.6 12.3 38.1 18.3
Old : 25.6 13.4 38.1 20.6 25.6 12.3 38.1 18.3
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, October 30, 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 : 9,624: 4,415 4,530 903 2,181 1,626 7,498 7,058: 2,126 2,565
Old : 9,624: 4,415 4,530 903 2,181 1,626 7,498 7,058: 2,126 2,565
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 23, 2007 :
: 23: 144 252 45 -4 38 185 336: -163 -313
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.9 47.1 9.4 22.7 16.9 77.9 73.3: 22.1 26.7
Old : 100.0: 45.9 47.1 9.4 22.7 16.9 77.9 73.3: 22.1 26.7
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 : 83: 29 26 9 20 21 54 51:
Old : 83: 29 26 9 20 21 54 51:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.8 25.6 46.9 37.5 30.8 25.6 46.9 36.1
Old : 30.8 25.6 46.9 37.5 30.8 25.6 46.9 36.1
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, October 30, 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 : 28,742: 11,589 2,816 5,012 7,933 5,775 24,534 13,603: 4,208 15,139
Old : 28,742: 11,589 2,816 5,012 7,933 5,775 24,534 13,603: 4,208 15,139
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 23, 2007 :
: -1,182: -864 257 127 -189 -145 -925 238: -257 -1,420
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.3 9.8 17.4 27.6 20.1 85.4 47.3: 14.6 52.7
Old : 100.0: 40.3 9.8 17.4 27.6 20.1 85.4 47.3: 14.6 52.7
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 : 129: 41 24 31 32 40 91 85:
Old : 129: 41 24 31 32 40 91 85:
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 8.0 34.3 14.1 21.0 5.9 33.0 10.2
Old : 22.3 8.0 34.3 14.1 21.0 5.9 33.0 10.2
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, October 30, 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 : 168,339: 81,301 10,555 14,534 29,348 109,341 125,182 134,429: 43,157 33,910
Old : 168,339: 81,301 10,555 14,534 29,348 109,341 125,182 134,429: 43,157 33,910
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 23, 2007 :
: 1,310: -3,591 -455 1,042 3,798 -832 1,248 -245: 62 1,555
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.3 6.3 8.6 17.4 65.0 74.4 79.9: 25.6 20.1
Old : 100.0: 48.3 6.3 8.6 17.4 65.0 74.4 79.9: 25.6 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 : 88: 36 21 15 24 21 68 49:
Old : 88: 36 21 15 24 21 68 49:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.0 39.3 35.2 54.9 24.3 38.8 33.5 53.4
Old : 25.0 39.3 35.2 54.9 24.3 38.8 33.5 53.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 30, 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 : 76,876: 32,197 21,915 1,780 18,702 42,338 52,679 66,033: 24,197 10,844
Old : 76,876: 32,197 21,915 1,780 18,702 42,338 52,679 66,033: 24,197 10,844
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 23, 2007 :
: 3,495: 6,097 -2,291 -99 -3,827 9,236 2,172 6,845: 1,324 -3,350
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.9 28.5 2.3 24.3 55.1 68.5 85.9: 31.5 14.1
Old : 100.0: 41.9 28.5 2.3 24.3 55.1 68.5 85.9: 31.5 14.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 58: 26 15 3 8 15 36 31:
Old : 58: 26 15 3 8 15 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 : 30.8 40.7 42.2 54.4 28.2 38.9 39.6 52.6
Old : 30.8 40.7 42.2 54.4 28.2 38.9 39.6 52.6
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, October 30, 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 : 118,034: 76,830 7,065 321 34,897 107,722 112,048 115,108: 5,986 2,926
Old : 118,034: 76,830 7,065 321 34,897 107,722 112,048 115,108: 5,986 2,926
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 23, 2007 :
: 21,710: 25,727 1,221 67 -3,898 20,534 21,896 21,822: -186 -112
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.1 6.0 0.3 29.6 91.3 94.9 97.5: 5.1 2.5
Old : 100.0: 65.1 6.0 0.3 29.6 91.3 94.9 97.5: 5.1 2.5
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 : 112: 70 14 2 15 18 86 33:
Old : 112: 70 14 2 15 18 86 33:
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 : 44.3 76.6 61.6 88.0 44.2 76.0 61.4 87.3
Old : 44.3 76.6 61.6 88.0 44.2 76.0 61.4 87.3
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, October 30, 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 : 150,590: 69,769 15,722 7,777 44,145 104,445 121,690 127,943: 28,900 22,647
Old : 150,590: 69,769 15,722 7,777 44,145 104,445 121,690 127,943: 28,900 22,647
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 23, 2007 :
: 16,413: 7,871 269 897 4,490 13,725 13,258 14,891: 3,155 1,522
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.3 10.4 5.2 29.3 69.4 80.8 85.0: 19.2 15.0
Old : 100.0: 46.3 10.4 5.2 29.3 69.4 80.8 85.0: 19.2 15.0
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 : 83: 35 19 7 18 21 55 45:
Old : 83: 35 19 7 18 21 55 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 : 35.3 37.8 48.3 54.3 35.0 37.2 48.0 53.7
Old : 35.3 37.8 48.3 54.3 35.0 37.2 48.0 53.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 30, 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 : 278,338: 54,787 65,484 28,139 156,835 161,796 239,762 255,419: 38,577 22,919
Old : 278,338: 54,787 65,484 28,139 156,835 161,796 239,762 255,419: 38,577 22,919
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 23, 2007 :
: -1,722: 10,969 -824 1,118 -15,882 -488 -3,795 -194: 2,073 -1,527
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.7 23.5 10.1 56.3 58.1 86.1 91.8: 13.9 8.2
Old : 100.0: 19.7 23.5 10.1 56.3 58.1 86.1 91.8: 13.9 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 : 118: 40 37 17 29 26 75 74:
Old : 118: 40 37 17 29 26 75 74:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.7 41.4 48.3 54.8 34.2 41.2 45.4 53.7
Old : 34.7 41.4 48.3 54.8 34.2 41.2 45.4 53.7
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, October 30, 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 : 247,653: 101,342 29,719 28,237 55,683 140,903 185,261 198,860: 62,392 48,793
Old : 247,653: 101,342 29,719 28,237 55,683 140,903 185,261 198,860: 62,392 48,793
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 23, 2007 :
: 10,695: 1,899 1,698 1,618 4,706 5,865 8,223 9,182: 2,472 1,514
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.9 12.0 11.4 22.5 56.9 74.8 80.3: 25.2 19.7
Old : 100.0: 40.9 12.0 11.4 22.5 56.9 74.8 80.3: 25.2 19.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 156: 62 42 34 33 40 115 96:
Old : 156: 62 42 34 33 40 115 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 : 23.7 28.3 32.2 41.4 20.5 28.1 27.4 40.8
Old : 23.7 28.3 32.2 41.4 20.5 28.1 27.4 40.8
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, October 30, 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 : 26,253: 19,101 4,433 98 4,134 20,665 23,333 25,196: 2,920 1,057
Old : 26,253: 19,101 4,433 98 4,134 20,665 23,333 25,196: 2,920 1,057
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 23, 2007 :
: -4,240: -4,701 82 0 724 -3,670 -3,977 -3,588: -263 -652
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.8 16.9 0.4 15.7 78.7 88.9 96.0: 11.1 4.0
Old : 100.0: 72.8 16.9 0.4 15.7 78.7 88.9 96.0: 11.1 4.0
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 : 37: 14 6 1 10 12 24 19:
Old : 37: 14 6 1 10 12 24 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 : 52.7 63.2 68.3 81.8 52.7 63.0 68.2 81.0
Old : 52.7 63.2 68.3 81.8 52.7 63.0 68.2 81.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE Code-032741
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 30, 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 : 62,158: 6,780 7,070 3,309 47,580 47,021 57,669 57,400: 4,489 4,758
Old : 62,158: 6,780 7,070 3,309 47,580 47,021 57,669 57,400: 4,489 4,758
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 23, 2007 :
: 4,865: -333 409 17 5,538 4,290 5,222 4,716: -357 149
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.9 11.4 5.3 76.5 75.6 92.8 92.3: 7.2 7.7
Old : 100.0: 10.9 11.4 5.3 76.5 75.6 92.8 92.3: 7.2 7.7
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 : 25: 1 1 1 17 18 19 19:
Old : 25: 1 1 1 17 18 19 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 : 61.5 49.8 78.9 73.0 43.8 33.7 54.3 48.9
Old : 61.5 49.8 78.9 73.0 43.8 33.7 54.3 48.9
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, October 30, 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 :19,341,789: 1,294,440 349,930 7,317,522 9,296,281 10,267,453 17,908,243 17,934,905: 1,433,546 1,406,884
Old :19,341,789: 1,294,440 349,930 7,317,522 9,296,281 10,267,453 17,908,243 17,934,905: 1,433,546 1,406,884
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 23, 2007 :
: 526,512: -12,835 -14,471 331,241 158,150 166,373 476,557 483,143: 49,954 43,368
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.7 1.8 37.8 48.1 53.1 92.6 92.7: 7.4 7.3
Old : 100.0: 6.7 1.8 37.8 48.1 53.1 92.6 92.7: 7.4 7.3
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 : 312: 79 53 119 165 157 306 279:
Old : 312: 79 53 119 165 157 306 279:
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 16.8 32.5 27.7 15.3 9.4 18.2 16.0
Old : 22.8 16.8 32.5 27.7 15.3 9.4 18.2 16.0
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, October 30, 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 : 735,951: 59,918 88,472 84,575 459,961 407,372 604,455 580,420: 131,497 155,531
Old : 735,951: 59,918 88,472 84,575 459,961 407,372 604,455 580,420: 131,497 155,531
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 23, 2007 :
: 16,583: 5,717 900 5,085 3,193 2,400 13,995 8,385: 2,589 8,198
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.1 12.0 11.5 62.5 55.4 82.1 78.9: 17.9 21.1
Old : 100.0: 8.1 12.0 11.5 62.5 55.4 82.1 78.9: 17.9 21.1
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 : 211: 51 55 66 86 59 180 137:
Old : 211: 51 55 66 86 59 180 137:
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 : 19.2 21.6 28.8 31.6 18.9 21.6 28.1 30.9
Old : 19.2 21.6 28.8 31.6 18.9 21.6 28.1 30.9
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, October 30, 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 : 2,151,492: 325,433 541,197 107,044 1,243,249 1,332,251 1,675,726 1,980,493: 475,765 170,999
Old : 2,151,492: 325,433 541,197 107,044 1,243,249 1,332,251 1,675,726 1,980,493: 475,765 170,999
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 23, 2007 :
: 69,108: 17,825 19,147 -581 16,448 57,119 33,692 75,686: 35,416 -6,578
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.1 25.2 5.0 57.8 61.9 77.9 92.1: 22.1 7.9
Old : 100.0: 15.1 25.2 5.0 57.8 61.9 77.9 92.1: 22.1 7.9
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 : 316: 62 108 65 100 100 208 227:
Old : 316: 62 108 65 100 100 208 227:
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 20.1 31.6 31.4 15.6 17.2 25.4 26.7
Old : 21.7 20.1 31.6 31.4 15.6 17.2 25.4 26.7
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, October 30, 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 : 100,143: 11,845 26,355 25 73,346 69,492 85,216 95,872: 14,927 4,271
Old : 100,143: 11,845 26,355 25 73,346 69,492 85,216 95,872: 14,927 4,271
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 23, 2007 :
: 858: -1,413 611 -110 2,326 -459 803 42: 55 816
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.8 26.3 0.0 73.2 69.4 85.1 95.7: 14.9 4.3
Old : 100.0: 11.8 26.3 0.0 73.2 69.4 85.1 95.7: 14.9 4.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 85: 14 12 1 37 35 51 48:
Old : 85: 14 12 1 37 35 51 48:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.4 38.1 46.9 56.8 28.0 38.1 45.0 55.8
Old : 28.4 38.1 46.9 56.8 28.0 38.1 45.0 55.8
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, October 30, 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 : 57,261: 12,640 11,407 340 34,321 28,406 47,301 40,153: 9,960 17,108
Old : 57,261: 12,640 11,407 340 34,321 28,406 47,301 40,153: 9,960 17,108
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 23, 2007 :
: 1,880: -1,163 -48 175 3,287 721 2,299 849: -419 1,031
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.1 19.9 0.6 59.9 49.6 82.6 70.1: 17.4 29.9
Old : 100.0: 22.1 19.9 0.6 59.9 49.6 82.6 70.1: 17.4 29.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 68: 19 13 3 25 19 46 33:
Old : 68: 19 13 3 25 19 46 33:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.5 37.3 50.7 51.1 35.6 33.8 48.5 47.6
Old : 36.5 37.3 50.7 51.1 35.6 33.8 48.5 47.6
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, October 30, 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 : 439,002: 163,639 144,880 11,709 185,372 263,606 360,720 420,196: 78,282 18,806
Old : 439,002: 163,639 144,880 11,709 185,372 263,606 360,720 420,196: 78,282 18,806
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 23, 2007 :
: 4,043: -10,769 12,019 -1,437 9,859 -4,524 -2,347 6,058: 6,390 -2,015
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.3 33.0 2.7 42.2 60.0 82.2 95.7: 17.8 4.3
Old : 100.0: 37.3 33.0 2.7 42.2 60.0 82.2 95.7: 17.8 4.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 247: 94 65 27 56 49 166 126:
Old : 247: 94 65 27 56 49 166 126:
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 : 20.6 35.8 31.4 51.8 18.9 35.3 29.6 51.1
Old : 20.6 35.8 31.4 51.8 18.9 35.3 29.6 51.1
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, October 30, 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 : 93,476: 54,250 8,829 1,708 9,769 73,959 65,726 84,497: 27,750 8,979
Old : 93,476: 54,250 8,829 1,708 9,769 73,959 65,726 84,497: 27,750 8,979
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 23, 2007 :
: 4,317: 2,873 775 373 -352 4,713 2,894 5,861: 1,422 -1,544
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.0 9.4 1.8 10.5 79.1 70.3 90.4: 29.7 9.6
Old : 100.0: 58.0 9.4 1.8 10.5 79.1 70.3 90.4: 29.7 9.6
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 : 71: 35 11 3 14 18 50 31:
Old : 71: 35 11 3 14 18 50 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 : 20.3 38.4 33.3 62.0 20.3 37.0 33.3 60.6
Old : 20.3 38.4 33.3 62.0 20.3 37.0 33.3 60.6
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, October 30, 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 : 33,223: 2,662 10,933 6 19,626 16,198 22,294 27,137: 10,929 6,086
Old : 33,223: 2,662 10,933 6 19,626 16,198 22,294 27,137: 10,929 6,086
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 23, 2007 :
: -352: -204 -324 0 -59 -203 -263 -527: -89 175
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.0 32.9 0.0 59.1 48.8 67.1 81.7: 32.9 18.3
Old : 100.0: 8.0 32.9 0.0 59.1 48.8 67.1 81.7: 32.9 18.3
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 : 57: 4 21 1 18 19 23 40:
Old : 57: 4 21 1 18 19 23 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 : 37.2 28.7 51.7 40.2 32.2 25.3 45.0 36.2
Old : 37.2 28.7 51.7 40.2 32.2 25.3 45.0 36.2
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, October 30, 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 : 594,198: 60,989 244,588 13,554 504,924 279,614 579,468 537,756: 14,730 56,442
Old : 594,198: 60,989 244,588 13,554 504,924 279,614 579,468 537,756: 14,730 56,442
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 23, 2007 :
: 2,895: -3,777 2,894 2,654 650 521 -473 6,069: 3,368 -3,175
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.3 41.2 2.3 85.0 47.1 97.5 90.5: 2.5 9.5
Old : 100.0: 10.3 41.2 2.3 85.0 47.1 97.5 90.5: 2.5 9.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 285: 29 146 49 60 80 131 233:
Old : 285: 29 146 49 60 80 131 233:
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 : 55.4 18.9 76.1 28.5 52.5 18.1 72.8 26.8
Old : 55.4 18.9 76.1 28.5 52.5 18.1 72.8 26.8
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, October 30, 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 : 70,917: 13,840 30,966 0 47,880 27,803 61,720 58,769: 9,197 12,148
Old : 70,917: 13,840 30,966 0 47,880 27,803 61,720 58,769: 9,197 12,148
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 23, 2007 :
: 853: 1,041 -2,602 0 249 3,676 1,290 1,074: -437 -221
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.5 43.7 0.0 67.5 39.2 87.0 82.9: 13.0 17.1
Old : 100.0: 19.5 43.7 0.0 67.5 39.2 87.0 82.9: 13.0 17.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 68: 14 19 1 18 21 33 40:
Old : 68: 14 19 1 18 21 33 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 : 40.1 39.9 58.6 60.0 40.0 39.9 58.6 58.7
Old : 40.1 39.9 58.6 60.0 40.0 39.9 58.6 58.7
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, October 30, 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 : 63,562: 23,300 6,699 177 34,379 24,247 57,856 31,123: 5,706 32,439
Old : 63,562: 23,300 6,699 177 34,379 24,247 57,856 31,123: 5,706 32,439
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 23, 2007 :
: 640: -3,327 1,369 -68 6,515 1,046 3,120 2,347: -2,480 -1,707
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.7 10.5 0.3 54.1 38.1 91.0 49.0: 9.0 51.0
Old : 100.0: 36.7 10.5 0.3 54.1 38.1 91.0 49.0: 9.0 51.0
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 : 56: 17 7 1 18 18 35 26:
Old : 56: 17 7 1 18 18 35 26:
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 : 42.7 25.7 67.0 35.0 42.7 25.7 64.6 34.5
Old : 42.7 25.7 67.0 35.0 42.7 25.7 64.6 34.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 30, 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 : 22,063: 6,369 1,716 0 14,257 19,674 20,626 21,390: 1,437 673
Old : 22,063: 6,369 1,716 0 14,257 19,674 20,626 21,390: 1,437 673
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 23, 2007 :
: 31: -89 -24 0 67 -171 -22 -195: 53 226
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.9 7.8 0.0 64.6 89.2 93.5 96.9: 6.5 3.1
Old : 100.0: 28.9 7.8 0.0 64.6 89.2 93.5 96.9: 6.5 3.1
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 : 22: 10 4 0 6 2 16 6:
Old : 22: 10 4 0 6 2 16 6:
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 : 68.8 95.1 85.8 96.9 68.8 95.1 85.8 96.9
Old : 68.8 95.1 85.8 96.9 68.8 95.1 85.8 96.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE Code-597741
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 30, 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 : 35,646: 6,245 7,695 4,362 12,819 16,814 23,426 28,871: 12,220 6,775
Old : 35,646: 6,245 7,695 4,362 12,819 16,814 23,426 28,871: 12,220 6,775
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 23, 2007 :
: 1,655: 354 -266 0 131 305 485 39: 1,170 1,616
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.5 21.6 12.2 36.0 47.2 65.7 81.0: 34.3 19.0
Old : 100.0: 17.5 21.6 12.2 36.0 47.2 65.7 81.0: 34.3 19.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 49: 8 13 8 18 24 31 41:
Old : 49: 8 13 8 18 24 31 41:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.1 24.8 41.7 40.0 22.9 19.1 32.5 32.0
Old : 29.1 24.8 41.7 40.0 22.9 19.1 32.5 32.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 2, 2007