BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 13, 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 : 2,481: 54 39 57 1,666 2,270 1,777 2,366: 704 115
Old : 2,481: 54 39 57 1,666 2,270 1,777 2,366: 704 115
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 6, 2007 :
: -192: 0 37 -1 -168 -278 -169 -242: -23 50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.2 1.6 2.3 67.2 91.5 71.6 95.4: 28.4 4.6
Old : 100.0: 2.2 1.6 2.3 67.2 91.5 71.6 95.4: 28.4 4.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 1 3 3 12 10 16 13:
Old : 22: 1 3 3 12 10 16 13:
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 : 39.9 68.8 61.5 88.1 39.4 68.6 57.4 82.9
Old : 39.9 68.8 61.5 88.1 39.4 68.6 57.4 82.9
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, November 13, 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 : 39,650: 4,035 2,366 5,498 23,978 22,549 33,511 30,413: 6,138 9,237
Old : 39,650: 4,035 2,366 5,498 23,978 22,549 33,511 30,413: 6,138 9,237
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 6, 2007 :
: 1,122: 186 -155 192 64 655 442 692: 680 430
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.2 6.0 13.9 60.5 56.9 84.5 76.7: 15.5 23.3
Old : 100.0: 10.2 6.0 13.9 60.5 56.9 84.5 76.7: 15.5 23.3
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 : 64: 15 9 15 32 31 53 49:
Old : 64: 15 9 15 32 31 53 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 : 39.9 28.2 54.5 40.2 39.4 25.9 50.3 36.0
Old : 39.9 28.2 54.5 40.2 39.4 25.9 50.3 36.0
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, November 13, 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 : 228,160: 46,373 40,063 54,750 101,038 88,142 202,161 182,954: 25,999 45,206
Old : 223,177: 44,310 42,372 52,095 101,009 84,229 197,414 178,696: 25,763 44,481
Other: 4,983: 4,718 345 0 29 3,913 4,747 4,258: 236 725
: : :
: : Changes in Commitments from: November 6, 2007 :
: 7,129: 3,908 245 -710 285 3,842 3,483 3,377: 3,647 3,753
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.3 17.6 24.0 44.3 38.6 88.6 80.2: 11.4 19.8
Old : 100.0: 19.9 19.0 23.3 45.3 37.7 88.5 80.1: 11.5 19.9
Other: 100.0: 94.7 6.9 0.0 0.6 78.5 95.3 85.5: 4.7 14.5
: : :
:# Traders : Number of Traders in Each Category :
All : 233: 69 90 84 34 49 160 176:
Old : 233: 64 96 84 34 49 160 176:
Other: 40: 16 6 0 1 17 17 23:
:----------------------------------------------------------------------------------------------------
: 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 17.0 36.6 26.2 20.1 13.2 30.5 19.7
Old : 23.0 16.0 36.4 25.5 20.6 13.3 31.2 19.6
Other: 78.8 65.3 89.1 76.5 78.8 65.3 89.1 76.5
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE Code-056641
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 13, 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 : 2,078: 209 751 351 966 259 1,526 1,361: 552 717
Old : 2,078: 209 751 351 966 259 1,526 1,361: 552 717
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 6, 2007 :
: -17: 40 -181 43 -37 54 46 -83: -64 66
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.1 36.2 16.9 46.5 12.5 73.4 65.5: 26.6 34.5
Old : 100.0: 10.1 36.2 16.9 46.5 12.5 73.4 65.5: 26.6 34.5
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 : 27: 5 15 5 5 3 14 19:
Old : 27: 5 15 5 5 3 14 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 : 42.1 31.8 62.9 48.7 42.0 24.0 55.1 34.0
Old : 42.1 31.8 62.9 48.7 42.0 24.0 55.1 34.0
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, November 13, 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 : 267,911: 55,197 37,355 52,455 135,320 122,629 242,972 212,440: 24,939 55,471
Old : 267,911: 55,197 37,355 52,455 135,320 122,629 242,972 212,440: 24,939 55,471
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 6, 2007 :
: 10,336: 561 -6,248 4,419 1,412 7,269 6,392 5,440: 3,943 4,896
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.6 13.9 19.6 50.5 45.8 90.7 79.3: 9.3 20.7
Old : 100.0: 20.6 13.9 19.6 50.5 45.8 90.7 79.3: 9.3 20.7
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 : 327: 71 95 100 85 127 214 281:
Old : 327: 71 95 100 85 127 214 281:
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 : 23.8 13.8 35.6 20.9 23.8 12.0 35.5 17.4
Old : 23.8 13.8 35.6 20.9 23.8 12.0 35.5 17.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 13, 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 : 9,126: 4,592 4,041 589 2,157 2,139 7,338 6,769: 1,788 2,357
Old : 9,126: 4,592 4,041 589 2,157 2,139 7,338 6,769: 1,788 2,357
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 6, 2007 :
: -236: 34 -652 -12 -97 411 -74 -253: -161 17
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.3 44.3 6.5 23.6 23.4 80.4 74.2: 19.6 25.8
Old : 100.0: 50.3 44.3 6.5 23.6 23.4 80.4 74.2: 19.6 25.8
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 : 86: 31 24 9 15 25 51 54:
Old : 86: 31 24 9 15 25 51 54:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.0 26.1 53.2 37.4 35.0 25.8 53.2 37.0
Old : 35.0 26.1 53.2 37.4 35.0 25.8 53.2 37.0
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, November 13, 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 : 29,733: 12,018 3,097 4,963 8,175 6,640 25,155 14,700: 4,577 15,033
Old : 29,733: 12,018 3,097 4,963 8,175 6,640 25,155 14,700: 4,577 15,033
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 6, 2007 :
: -283: -181 -142 -322 209 449 -294 -15: 11 -267
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.4 10.4 16.7 27.5 22.3 84.6 49.4: 15.4 50.6
Old : 100.0: 40.4 10.4 16.7 27.5 22.3 84.6 49.4: 15.4 50.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 121: 38 21 26 32 42 84 80:
Old : 121: 38 21 26 32 42 84 80:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.6 9.0 36.3 15.4 21.8 7.1 34.3 11.7
Old : 23.6 9.0 36.3 15.4 21.8 7.1 34.3 11.7
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, November 13, 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 : 151,308: 60,700 10,279 14,708 38,009 98,993 113,417 123,980: 37,891 27,328
Old : 151,308: 60,700 10,279 14,708 38,009 98,993 113,417 123,980: 37,891 27,328
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 6, 2007 :
: -18,896: -15,916 -2,428 -3,735 1,075 -7,067 -18,577 -13,231: -319 -5,666
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.1 6.8 9.7 25.1 65.4 75.0 81.9: 25.0 18.1
Old : 100.0: 40.1 6.8 9.7 25.1 65.4 75.0 81.9: 25.0 18.1
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 : 80: 30 19 17 23 21 62 49:
Old : 80: 30 19 17 23 21 62 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 : 21.1 38.0 34.4 54.3 16.7 36.5 27.8 47.7
Old : 21.1 38.0 34.4 54.3 16.7 36.5 27.8 47.7
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, November 13, 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 : 82,993: 33,476 17,508 2,078 19,130 49,613 54,684 69,199: 28,309 13,794
Old : 82,993: 33,476 17,508 2,078 19,130 49,613 54,684 69,199: 28,309 13,794
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 6, 2007 :
: -9,823: 796 -13,137 -497 -11,810 2,301 -11,512 -11,334: 1,689 1,511
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.3 21.1 2.5 23.1 59.8 65.9 83.4: 34.1 16.6
Old : 100.0: 40.3 21.1 2.5 23.1 59.8 65.9 83.4: 34.1 16.6
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 : 53: 23 12 3 9 15 33 29:
Old : 53: 23 12 3 9 15 33 29:
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 : 28.2 40.6 40.8 56.6 25.8 39.1 38.4 54.7
Old : 28.2 40.6 40.8 56.6 25.8 39.1 38.4 54.7
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, November 13, 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 : 102,849: 45,638 11,399 697 48,534 85,939 94,869 98,035: 7,980 4,814
Old : 102,849: 45,638 11,399 697 48,534 85,939 94,869 98,035: 7,980 4,814
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 6, 2007 :
: -10,451: -22,534 -3,198 -31 10,816 -9,437 -11,749 -12,666: 1,298 2,215
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.4 11.1 0.7 47.2 83.6 92.2 95.3: 7.8 4.7
Old : 100.0: 44.4 11.1 0.7 47.2 83.6 92.2 95.3: 7.8 4.7
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 : 93: 56 12 3 14 15 70 30:
Old : 93: 56 12 3 14 15 70 30:
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 : 50.0 80.6 61.3 88.4 47.4 74.2 57.0 81.9
Old : 50.0 80.6 61.3 88.4 47.4 74.2 57.0 81.9
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, November 13, 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 : 134,570: 61,573 16,810 7,020 39,797 89,104 108,389 112,934: 26,181 21,636
Old : 134,570: 61,573 16,810 7,020 39,797 89,104 108,389 112,934: 26,181 21,636
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 6, 2007 :
: -27,955: -17,529 -656 -3,769 -4,743 -22,976 -26,040 -27,401: -1,914 -554
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.8 12.5 5.2 29.6 66.2 80.5 83.9: 19.5 16.1
Old : 100.0: 45.8 12.5 5.2 29.6 66.2 80.5 83.9: 19.5 16.1
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 : 79: 35 16 7 17 22 54 43:
Old : 79: 35 16 7 17 22 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 : 36.7 37.2 47.3 53.6 36.4 36.6 47.0 52.7
Old : 36.7 37.2 47.3 53.6 36.4 36.6 47.0 52.7
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, November 13, 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 : 249,842: 60,045 42,639 25,610 117,577 155,147 203,233 223,395: 46,609 26,446
Old : 249,842: 60,045 42,639 25,610 117,577 155,147 203,233 223,395: 46,609 26,446
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 6, 2007 :
: -23,716: 3,103 -23,154 -2,779 -32,070 -1,389 -31,746 -27,322: 8,029 3,606
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.0 17.1 10.3 47.1 62.1 81.3 89.4: 18.7 10.6
Old : 100.0: 24.0 17.1 10.3 47.1 62.1 81.3 89.4: 18.7 10.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 118: 46 32 16 31 23 82 66:
Old : 118: 46 32 16 31 23 82 66:
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 : 28.2 47.7 41.6 59.7 26.7 46.9 38.5 54.5
Old : 28.2 47.7 41.6 59.7 26.7 46.9 38.5 54.5
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, November 13, 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 : 262,206: 99,951 28,722 24,696 76,298 161,724 200,944 215,143: 61,262 47,064
Old : 262,206: 99,951 28,722 24,696 76,298 161,724 200,944 215,143: 61,262 47,064
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 6, 2007 :
: -11,653: -8,680 -1,684 -8,459 10,119 2,133 -7,021 -8,010: -4,632 -3,643
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.1 11.0 9.4 29.1 61.7 76.6 82.1: 23.4 17.9
Old : 100.0: 38.1 11.0 9.4 29.1 61.7 76.6 82.1: 23.4 17.9
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 : 146: 53 41 26 35 42 105 92:
Old : 146: 53 41 26 35 42 105 92:
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 : 29.0 33.4 37.1 44.0 24.6 33.1 31.6 43.1
Old : 29.0 33.4 37.1 44.0 24.6 33.1 31.6 43.1
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, November 13, 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 : 24,117: 15,369 4,946 0 5,785 17,981 21,154 22,927: 2,963 1,190
Old : 24,117: 15,369 4,946 0 5,785 17,981 21,154 22,927: 2,963 1,190
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 6, 2007 :
: -1,188: -2,566 392 -98 1,727 -1,567 -937 -1,273: -251 85
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.7 20.5 0.0 24.0 74.6 87.7 95.1: 12.3 4.9
Old : 100.0: 63.7 20.5 0.0 24.0 74.6 87.7 95.1: 12.3 4.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 15 4 0 10 9 25 13:
Old : 35: 15 4 0 10 9 25 13:
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 : 42.6 74.9 57.6 89.3 42.6 74.7 57.6 89.0
Old : 42.6 74.9 57.6 89.3 42.6 74.7 57.6 89.0
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, November 13, 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 : 71,316: 14,334 12,406 13,781 36,830 40,743 64,945 66,930: 6,371 4,386
Old : 71,316: 14,334 12,406 13,781 36,830 40,743 64,945 66,930: 6,371 4,386
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 6, 2007 :
: 2,496: 2,175 1,598 1,954 -1,510 -445 2,619 3,107: -123 -611
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.1 17.4 19.3 51.6 57.1 91.1 93.8: 8.9 6.2
Old : 100.0: 20.1 17.4 19.3 51.6 57.1 91.1 93.8: 8.9 6.2
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 : 26: 1 2 2 17 18 20 20:
Old : 26: 1 2 2 17 18 20 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 : 60.3 54.6 77.1 73.2 43.9 37.7 51.6 49.4
Old : 60.3 54.6 77.1 73.2 43.9 37.7 51.6 49.4
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, November 13, 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 :20,264,428: 1,355,883 354,092 8,066,463 9,364,643 10,423,803 18,786,990 18,844,358: 1,477,438 1,420,069
Old :20,264,428: 1,355,883 354,092 8,066,463 9,364,643 10,423,803 18,786,990 18,844,358: 1,477,438 1,420,069
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 6, 2007 :
: 865,257: 19,882 -8,204 663,004 103,135 173,890 786,021 828,690: 79,236 36,568
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.7 1.7 39.8 46.2 51.4 92.7 93.0: 7.3 7.0
Old : 100.0: 6.7 1.7 39.8 46.2 51.4 92.7 93.0: 7.3 7.0
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 : 313: 85 47 122 158 158 301 284:
Old : 313: 85 47 122 158 158 301 284:
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 : 23.1 17.7 33.0 28.2 14.7 8.9 17.6 15.1
Old : 23.1 17.7 33.0 28.2 14.7 8.9 17.6 15.1
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, November 13, 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 : 772,027: 60,017 84,380 107,485 466,655 421,306 634,156 613,171: 137,871 158,856
Old : 772,027: 60,017 84,380 107,485 466,655 421,306 634,156 613,171: 137,871 158,856
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 6, 2007 :
: 30,549: 934 156 17,178 8,807 10,790 26,918 28,124: 3,631 2,426
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.8 10.9 13.9 60.4 54.6 82.1 79.4: 17.9 20.6
Old : 100.0: 7.8 10.9 13.9 60.4 54.6 82.1 79.4: 17.9 20.6
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 : 222: 58 53 77 91 64 193 152:
Old : 222: 58 53 77 91 64 193 152:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.9 20.3 26.6 29.9 17.6 20.3 25.9 29.3
Old : 17.9 20.3 26.6 29.9 17.6 20.3 25.9 29.3
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, November 13, 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 : 2,225,530: 280,800 520,777 162,657 1,303,190 1,313,678 1,746,647 1,997,112: 478,883 228,418
Old : 2,225,530: 280,800 520,777 162,657 1,303,190 1,313,678 1,746,647 1,997,112: 478,883 228,418
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 6, 2007 :
: 51,659: -10,238 -43,114 34,657 18,189 26,887 42,609 18,430: 9,050 33,230
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.6 23.4 7.3 58.6 59.0 78.5 89.7: 21.5 10.3
Old : 100.0: 12.6 23.4 7.3 58.6 59.0 78.5 89.7: 21.5 10.3
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 : 334: 65 115 73 102 107 222 240:
Old : 334: 65 115 73 102 107 222 240:
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 : 21.6 16.8 31.9 26.0 16.8 14.8 26.9 22.4
Old : 21.6 16.8 31.9 26.0 16.8 14.8 26.9 22.4
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, November 13, 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 : 100,502: 9,052 25,186 0 76,049 71,749 85,101 96,935: 15,401 3,567
Old : 100,502: 9,052 25,186 0 76,049 71,749 85,101 96,935: 15,401 3,567
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 6, 2007 :
: -296: -3,110 -390 0 732 470 -2,378 80: 2,082 -376
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.0 25.1 0.0 75.7 71.4 84.7 96.5: 15.3 3.5
Old : 100.0: 9.0 25.1 0.0 75.7 71.4 84.7 96.5: 15.3 3.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 82: 13 10 0 36 33 49 43:
Old : 82: 13 10 0 36 33 49 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 : 27.2 38.8 47.3 58.0 26.8 38.8 46.5 57.0
Old : 27.2 38.8 47.3 58.0 26.8 38.8 46.5 57.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 13, 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 : 51,847: 11,274 15,817 291 30,511 20,223 42,077 36,332: 9,770 15,515
Old : 51,847: 11,274 15,817 291 30,511 20,223 42,077 36,332: 9,770 15,515
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 6, 2007 :
: -7,111: -2,096 4,419 -192 -3,643 -7,846 -5,931 -3,620: -1,180 -3,492
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.7 30.5 0.6 58.8 39.0 81.2 70.1: 18.8 29.9
Old : 100.0: 21.7 30.5 0.6 58.8 39.0 81.2 70.1: 18.8 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 : 66: 22 13 4 22 16 46 31:
Old : 66: 22 13 4 22 16 46 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 : 39.2 38.1 53.2 51.7 36.3 36.4 50.3 50.0
Old : 39.2 38.1 53.2 51.7 36.3 36.4 50.3 50.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 13, 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 : 446,112: 128,445 152,686 18,811 224,120 247,518 371,376 419,014: 74,736 27,098
Old : 446,112: 128,445 152,686 18,811 224,120 247,518 371,376 419,014: 74,736 27,098
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 6, 2007 :
: -8,744: -32,280 -10,997 6,113 30,829 -12,470 4,662 -17,354: -13,406 8,610
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.8 34.2 4.2 50.2 55.5 83.2 93.9: 16.8 6.1
Old : 100.0: 28.8 34.2 4.2 50.2 55.5 83.2 93.9: 16.8 6.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 242: 87 58 32 59 56 162 132:
Old : 242: 87 58 32 59 56 162 132:
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 : 22.6 28.5 33.9 47.6 20.4 28.0 31.1 46.5
Old : 22.6 28.5 33.9 47.6 20.4 28.0 31.1 46.5
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, November 13, 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 : 82,012: 38,672 6,072 1,755 16,063 63,180 56,490 71,007: 25,522 11,005
Old : 82,012: 38,672 6,072 1,755 16,063 63,180 56,490 71,007: 25,522 11,005
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 6, 2007 :
: -16,739: -21,242 -3,769 544 6,732 -13,353 -13,966 -16,578: -2,773 -161
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.2 7.4 2.1 19.6 77.0 68.9 86.6: 31.1 13.4
Old : 100.0: 47.2 7.4 2.1 19.6 77.0 68.9 86.6: 31.1 13.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 60: 26 9 4 15 16 43 28:
Old : 60: 26 9 4 15 16 43 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.3 36.2 31.5 60.3 17.3 35.8 28.2 57.0
Old : 19.3 36.2 31.5 60.3 17.3 35.8 28.2 57.0
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, November 13, 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 : 36,568: 435 13,148 6 22,259 17,482 22,700 30,636: 13,868 5,933
Old : 36,568: 435 13,148 6 22,259 17,482 22,700 30,636: 13,868 5,933
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 6, 2007 :
: 363: -1,841 883 0 -731 -753 -2,572 130: 2,935 233
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.2 36.0 0.0 60.9 47.8 62.1 83.8: 37.9 16.2
Old : 100.0: 1.2 36.0 0.0 60.9 47.8 62.1 83.8: 37.9 16.2
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 : 55: 2 23 1 17 19 20 42:
Old : 55: 2 23 1 17 19 20 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 : 37.6 27.8 52.5 41.6 33.9 26.0 45.3 38.1
Old : 37.6 27.8 52.5 41.6 33.9 26.0 45.3 38.1
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, November 13, 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 : 645,194: 69,115 234,698 13,482 549,501 324,309 632,098 572,489: 13,096 72,705
Old : 645,194: 69,115 234,698 13,482 549,501 324,309 632,098 572,489: 13,096 72,705
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 6, 2007 :
: 14,908: 7,300 -9,234 2,104 7,635 11,339 17,039 4,209: -2,131 10,699
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.7 36.4 2.1 85.2 50.3 98.0 88.7: 2.0 11.3
Old : 100.0: 10.7 36.4 2.1 85.2 50.3 98.0 88.7: 2.0 11.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 296: 43 145 57 63 75 147 236:
Old : 296: 43 145 57 63 75 147 236:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.1 21.1 75.2 29.2 52.0 20.8 72.5 28.5
Old : 54.1 21.1 75.2 29.2 52.0 20.8 72.5 28.5
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, November 13, 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 : 70,892: 12,031 27,464 555 48,643 30,532 61,229 58,552: 9,663 12,340
Old : 70,892: 12,031 27,464 555 48,643 30,532 61,229 58,552: 9,663 12,340
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 6, 2007 :
: 1,158: -1,752 -856 554 1,572 615 374 313: 784 845
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.0 38.7 0.8 68.6 43.1 86.4 82.6: 13.6 17.4
Old : 100.0: 17.0 38.7 0.8 68.6 43.1 86.4 82.6: 13.6 17.4
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 : 75: 16 23 2 19 21 37 44:
Old : 75: 16 23 2 19 21 37 44:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.1 41.4 57.7 55.7 41.1 38.7 57.7 52.2
Old : 41.1 41.4 57.7 55.7 41.1 38.7 57.7 52.2
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, November 13, 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 : 59,419: 19,510 2,832 388 31,168 29,731 51,066 32,951: 8,353 26,468
Old : 59,419: 19,510 2,832 388 31,168 29,731 51,066 32,951: 8,353 26,468
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 6, 2007 :
: -4,950: -1,102 -2,795 106 -3,478 2,462 -4,474 -227: -476 -4,723
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.8 4.8 0.7 52.5 50.0 85.9 55.5: 14.1 44.5
Old : 100.0: 32.8 4.8 0.7 52.5 50.0 85.9 55.5: 14.1 44.5
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 : 56: 21 4 4 15 20 37 27:
Old : 56: 21 4 4 15 20 37 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 : 40.5 30.8 59.6 41.5 39.1 30.8 56.9 40.4
Old : 40.5 30.8 59.6 41.5 39.1 30.8 56.9 40.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 13, 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 : 23,280: 5,943 1,399 0 15,422 20,993 21,365 22,392: 1,915 888
Old : 23,280: 5,943 1,399 0 15,422 20,993 21,365 22,392: 1,915 888
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 6, 2007 :
: 1,586: -42 -135 0 1,127 1,249 1,085 1,114: 501 472
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.5 6.0 0.0 66.2 90.2 91.8 96.2: 8.2 3.8
Old : 100.0: 25.5 6.0 0.0 66.2 90.2 91.8 96.2: 8.2 3.8
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 : 22: 9 3 0 8 6 17 9:
Old : 22: 9 3 0 8 6 17 9:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.6 93.3 81.6 96.0 64.6 90.2 79.8 91.3
Old : 64.6 93.3 81.6 96.0 64.6 90.2 79.8 91.3
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, November 13, 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 : 36,138: 7,998 5,520 5,292 13,400 18,511 26,690 29,323: 9,448 6,815
Old : 36,138: 7,998 5,520 5,292 13,400 18,511 26,690 29,323: 9,448 6,815
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 6, 2007 :
: 809: 1,452 -2,028 907 -112 2,224 2,247 1,103: -1,438 -294
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.1 15.3 14.6 37.1 51.2 73.9 81.1: 26.1 18.9
Old : 100.0: 22.1 15.3 14.6 37.1 51.2 73.9 81.1: 26.1 18.9
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 : 48: 10 10 8 19 24 33 39:
Old : 48: 10 10 8 19 24 33 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 : 33.0 24.1 46.8 41.4 27.1 20.0 36.4 32.7
Old : 33.0 24.1 46.8 41.4 27.1 20.0 36.4 32.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 16, 2007