BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 20, 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 : 2,437: 0 54 51 1,683 2,196 1,734 2,301: 703 136
Old : 2,437: 0 54 51 1,683 2,196 1,734 2,301: 703 136
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 13, 2007 :
: -44: -54 15 -6 17 -74 -43 -65: -1 21
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 2.2 2.1 69.1 90.1 71.2 94.4: 28.8 5.6
Old : 100.0: 0.0 2.2 2.1 69.1 90.1 71.2 94.4: 28.8 5.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 0 3 3 13 10 16 13:
Old : 22: 0 3 3 13 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 : 40.9 67.2 62.1 86.8 40.1 66.9 58.9 82.3
Old : 40.9 67.2 62.1 86.8 40.1 66.9 58.9 82.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 20, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 42,033: 3,907 1,980 6,523 25,069 23,482 35,499 31,986: 6,534 10,047
Old : 42,033: 3,907 1,980 6,523 25,069 23,482 35,499 31,986: 6,534 10,047
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 13, 2007 :
: 2,383: -128 -386 1,025 1,091 933 1,988 1,573: 395 810
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.3 4.7 15.5 59.6 55.9 84.5 76.1: 15.5 23.9
Old : 100.0: 9.3 4.7 15.5 59.6 55.9 84.5 76.1: 15.5 23.9
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 : 61: 14 7 13 33 30 52 45:
Old : 61: 14 7 13 33 30 52 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 : 38.9 26.9 53.0 38.5 38.5 24.8 48.9 34.8
Old : 38.9 26.9 53.0 38.5 38.5 24.8 48.9 34.8
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, November 20, 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 : 231,091: 45,309 39,510 56,539 103,646 90,389 205,494 186,439: 25,596 44,652
Old : 224,795: 41,955 41,822 53,875 103,617 85,364 199,446 181,061: 25,348 43,734
Other: 6,296: 6,019 353 0 29 5,025 6,048 5,378: 248 918
: : :
: : Changes in Commitments from: November 13, 2007 :
: 2,931: -1,064 -553 1,790 2,607 2,248 3,333 3,485: -403 -554
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.6 17.1 24.5 44.9 39.1 88.9 80.7: 11.1 19.3
Old : 100.0: 18.7 18.6 24.0 46.1 38.0 88.7 80.5: 11.3 19.5
Other: 100.0: 95.6 5.6 0.0 0.5 79.8 96.1 85.4: 3.9 14.6
: : :
:# Traders : Number of Traders in Each Category :
All : 233: 72 82 86 34 49 159 179:
Old : 233: 68 87 86 34 49 159 179:
Other: 44: 18 6 0 1 19 19 25:
:----------------------------------------------------------------------------------------------------
: 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 : 22.0 17.7 36.7 27.5 20.1 12.6 30.1 19.2
Old : 22.6 16.5 36.8 26.5 20.7 12.6 30.9 19.4
Other: 75.2 67.2 88.5 75.9 75.2 67.2 88.5 75.9
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE Code-056641
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 20, 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 : 1,833: 159 496 326 826 321 1,311 1,144: 522 690
Old : 1,833: 159 496 326 826 321 1,311 1,144: 522 690
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 13, 2007 :
: -245: -50 -255 -24 -140 62 -214 -218: -30 -27
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.7 27.1 17.8 45.1 17.5 71.5 62.4: 28.5 37.6
Old : 100.0: 8.7 27.1 17.8 45.1 17.5 71.5 62.4: 28.5 37.6
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: 3 12 4 5 4 12 16:
Old : 22: 3 12 4 5 4 12 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.9 38.2 64.0 51.0 40.2 25.6 53.1 35.1
Old : 44.9 38.2 64.0 51.0 40.2 25.6 53.1 35.1
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 20, 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 : 263,136: 56,178 39,867 48,699 134,220 120,689 239,096 209,255: 24,040 53,881
Old : 263,136: 56,178 39,867 48,699 134,220 120,689 239,096 209,255: 24,040 53,881
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 13, 2007 :
: -4,774: 981 2,512 -3,756 -1,100 -1,940 -3,875 -3,184: -899 -1,590
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.3 15.2 18.5 51.0 45.9 90.9 79.5: 9.1 20.5
Old : 100.0: 21.3 15.2 18.5 51.0 45.9 90.9 79.5: 9.1 20.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 322: 68 91 93 88 131 209 278:
Old : 322: 68 91 93 88 131 209 278:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.4 13.8 36.5 21.1 24.4 12.3 36.3 17.6
Old : 24.4 13.8 36.5 21.1 24.4 12.3 36.3 17.6
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 20, 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 : 9,333: 4,493 3,752 797 2,103 2,372 7,393 6,921: 1,940 2,412
Old : 9,333: 4,493 3,752 797 2,103 2,372 7,393 6,921: 1,940 2,412
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 13, 2007 :
: 207: -99 -289 208 -54 233 55 152: 153 55
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.1 40.2 8.5 22.5 25.4 79.2 74.2: 20.8 25.8
Old : 100.0: 48.1 40.2 8.5 22.5 25.4 79.2 74.2: 20.8 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 : 80: 24 26 10 15 26 45 56:
Old : 80: 24 26 10 15 26 45 56:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.3 25.4 54.4 37.3 34.3 25.2 52.2 34.8
Old : 34.3 25.4 54.4 37.3 34.3 25.2 52.2 34.8
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 20, 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 : 28,225: 13,168 2,970 4,113 7,432 6,938 24,713 14,021: 3,512 14,205
Old : 28,225: 13,168 2,970 4,113 7,432 6,938 24,713 14,021: 3,512 14,205
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 13, 2007 :
: -1,507: 1,150 -127 -850 -743 298 -442 -679: -1,065 -828
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.7 10.5 14.6 26.3 24.6 87.6 49.7: 12.4 50.3
Old : 100.0: 46.7 10.5 14.6 26.3 24.6 87.6 49.7: 12.4 50.3
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 : 124: 39 19 25 32 41 84 79:
Old : 124: 39 19 25 32 41 84 79:
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 : 26.6 9.2 40.0 15.3 25.6 8.7 39.0 13.7
Old : 26.6 9.2 40.0 15.3 25.6 8.7 39.0 13.7
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 20, 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 : 137,424: 46,305 10,270 16,559 43,178 87,778 106,042 114,606: 31,383 22,818
Old : 137,424: 46,305 10,270 16,559 43,178 87,778 106,042 114,606: 31,383 22,818
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 13, 2007 :
: -13,884: -14,395 -9 1,851 5,169 -11,216 -7,375 -9,374: -6,509 -4,510
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.7 7.5 12.0 31.4 63.9 77.2 83.4: 22.8 16.6
Old : 100.0: 33.7 7.5 12.0 31.4 63.9 77.2 83.4: 22.8 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 : 79: 27 20 17 26 22 62 50:
Old : 79: 27 20 17 26 22 62 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 : 22.2 39.9 34.4 54.6 14.2 36.1 24.4 44.9
Old : 22.2 39.9 34.4 54.6 14.2 36.1 24.4 44.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 20, 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 : 90,472: 36,888 23,773 3,715 20,785 50,822 61,388 78,310: 29,084 12,163
Old : 90,472: 36,888 23,773 3,715 20,785 50,822 61,388 78,310: 29,084 12,163
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 13, 2007 :
: 7,479: 3,412 6,265 1,637 1,655 1,208 6,704 9,110: 775 -1,632
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.8 26.3 4.1 23.0 56.2 67.9 86.6: 32.1 13.4
Old : 100.0: 40.8 26.3 4.1 23.0 56.2 67.9 86.6: 32.1 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 : 64: 28 18 5 10 16 40 37:
Old : 64: 28 18 5 10 16 40 37:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.7 39.7 39.6 56.9 26.4 37.9 36.2 54.9
Old : 28.7 39.7 39.6 56.9 26.4 37.9 36.2 54.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 20, 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 : 94,239: 31,631 14,724 742 55,841 75,074 88,214 90,540: 6,025 3,699
Old : 94,239: 31,631 14,724 742 55,841 75,074 88,214 90,540: 6,025 3,699
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 13, 2007 :
: -8,610: -14,007 3,325 45 7,307 -10,865 -6,655 -7,495: -1,955 -1,115
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.6 15.6 0.8 59.3 79.7 93.6 96.1: 6.4 3.9
Old : 100.0: 33.6 15.6 0.8 59.3 79.7 93.6 96.1: 6.4 3.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 84: 46 13 3 15 16 62 32:
Old : 84: 46 13 3 15 16 62 32:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.4 79.7 63.5 86.8 47.3 79.6 58.5 83.9
Old : 51.4 79.7 63.5 86.8 47.3 79.6 58.5 83.9
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 20, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF GBP 62,500) :
: : :
All : 135,533: 53,985 17,729 10,021 47,170 87,385 111,176 115,135: 24,356 20,398
Old : 135,533: 53,985 17,729 10,021 47,170 87,385 111,176 115,135: 24,356 20,398
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 13, 2007 :
: 962: -7,587 918 3,001 7,373 -1,719 2,787 2,200: -1,825 -1,238
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.8 13.1 7.4 34.8 64.5 82.0 84.9: 18.0 15.1
Old : 100.0: 39.8 13.1 7.4 34.8 64.5 82.0 84.9: 18.0 15.1
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: 31 20 12 18 23 55 49:
Old : 80: 31 20 12 18 23 55 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 : 41.5 35.4 52.7 50.5 41.0 34.8 51.6 49.6
Old : 41.5 35.4 52.7 50.5 41.0 34.8 51.6 49.6
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 20, 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 : 253,396: 61,767 35,427 29,359 115,669 165,140 206,795 229,926: 46,600 23,470
Old : 253,396: 61,767 35,427 29,359 115,669 165,140 206,795 229,926: 46,600 23,470
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 13, 2007 :
: 3,554: 1,722 -7,212 3,749 -1,909 9,993 3,563 6,531: -9 -2,977
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.4 14.0 11.6 45.6 65.2 81.6 90.7: 18.4 9.3
Old : 100.0: 24.4 14.0 11.6 45.6 65.2 81.6 90.7: 18.4 9.3
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 : 113: 44 30 16 32 23 83 62:
Old : 113: 44 30 16 32 23 83 62:
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 : 28.7 49.3 42.4 62.7 26.9 48.9 37.8 55.9
Old : 28.7 49.3 42.4 62.7 26.9 48.9 37.8 55.9
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 20, 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 : 277,768: 99,616 27,524 29,776 84,815 167,908 214,206 225,207: 63,562 52,561
Old : 277,768: 99,616 27,524 29,776 84,815 167,908 214,206 225,207: 63,562 52,561
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 13, 2007 :
: 15,562: -334 -1,198 5,079 8,517 6,184 13,262 10,065: 2,300 5,497
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.9 9.9 10.7 30.5 60.4 77.1 81.1: 22.9 18.9
Old : 100.0: 35.9 9.9 10.7 30.5 60.4 77.1 81.1: 22.9 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 : 154: 55 45 30 37 44 113 98:
Old : 154: 55 45 30 37 44 113 98:
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 31.9 37.2 44.3 24.7 31.6 31.3 42.4
Old : 28.2 31.9 37.2 44.3 24.7 31.6 31.3 42.4
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 20, 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 : 23,219: 12,132 5,078 0 8,312 17,384 20,444 22,462: 2,775 757
Old : 23,219: 12,132 5,078 0 8,312 17,384 20,444 22,462: 2,775 757
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 13, 2007 :
: -898: -3,237 132 0 2,527 -597 -710 -465: -188 -433
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.3 21.9 0.0 35.8 74.9 88.0 96.7: 12.0 3.3
Old : 100.0: 52.3 21.9 0.0 35.8 74.9 88.0 96.7: 12.0 3.3
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 : 39: 14 7 0 12 10 26 17:
Old : 39: 14 7 0 12 10 26 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.4 75.1 55.8 89.4 34.2 74.9 55.7 89.1
Old : 34.4 75.1 55.8 89.4 34.2 74.9 55.7 89.1
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 20, 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 :20,788,024: 1,331,364 380,491 8,510,544 9,561,260 10,544,171 19,403,168 19,435,205: 1,384,856 1,352,819
Old :20,788,024: 1,331,364 380,491 8,510,544 9,561,260 10,544,171 19,403,168 19,435,205: 1,384,856 1,352,819
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 13, 2007 :
: 523,597: -24,519 26,398 444,081 196,617 120,368 616,179 590,847: -92,582 -67,251
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.4 1.8 40.9 46.0 50.7 93.3 93.5: 6.7 6.5
Old : 100.0: 6.4 1.8 40.9 46.0 50.7 93.3 93.5: 6.7 6.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 316: 85 49 118 162 159 303 283:
Old : 316: 85 49 118 162 159 303 283:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.2 18.3 33.7 28.9 14.2 9.1 17.2 15.4
Old : 23.2 18.3 33.7 28.9 14.2 9.1 17.2 15.4
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 20, 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 : 763,957: 59,684 73,530 94,167 471,104 438,568 624,955 606,265: 139,003 157,693
Old : 763,957: 59,684 73,530 94,167 471,104 438,568 624,955 606,265: 139,003 157,693
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 13, 2007 :
: -8,070: -333 -10,850 -13,318 4,449 17,262 -9,202 -6,906: 1,132 -1,164
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.8 9.6 12.3 61.7 57.4 81.8 79.4: 18.2 20.6
Old : 100.0: 7.8 9.6 12.3 61.7 57.4 81.8 79.4: 18.2 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 : 215: 56 49 72 92 65 187 147:
Old : 215: 56 49 72 92 65 187 147:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.0 20.4 27.2 29.8 17.4 20.4 25.9 29.5
Old : 18.0 20.4 27.2 29.8 17.4 20.4 25.9 29.5
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 20, 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 : 2,272,189: 306,996 518,249 127,646 1,355,440 1,410,615 1,790,081 2,056,509: 482,108 215,680
Old : 2,272,189: 306,996 518,249 127,646 1,355,440 1,410,615 1,790,081 2,056,509: 482,108 215,680
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 13, 2007 :
: 46,659: 26,196 -2,528 -35,011 52,250 96,937 43,435 59,398: 3,224 -12,738
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.5 22.8 5.6 59.7 62.1 78.8 90.5: 21.2 9.5
Old : 100.0: 13.5 22.8 5.6 59.7 62.1 78.8 90.5: 21.2 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 : 343: 71 111 69 108 112 226 245:
Old : 343: 71 111 69 108 112 226 245:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.9 18.3 31.9 29.9 16.0 15.2 25.7 25.5
Old : 21.9 18.3 31.9 29.9 16.0 15.2 25.7 25.5
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 20, 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 : 102,813: 8,045 27,181 0 80,230 72,715 88,275 99,896: 14,538 2,917
Old : 102,813: 8,045 27,181 0 80,230 72,715 88,275 99,896: 14,538 2,917
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 13, 2007 :
: 2,311: -1,007 1,995 0 4,181 966 3,174 2,961: -863 -650
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.8 26.4 0.0 78.0 70.7 85.9 97.2: 14.1 2.8
Old : 100.0: 7.8 26.4 0.0 78.0 70.7 85.9 97.2: 14.1 2.8
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 : 80: 11 11 0 35 34 46 45:
Old : 80: 11 11 0 35 34 46 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 : 29.3 38.5 49.4 59.6 28.9 38.5 48.7 57.1
Old : 29.3 38.5 49.4 59.6 28.9 38.5 48.7 57.1
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 20, 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 : 51,316: 10,671 14,126 558 31,421 24,817 42,650 39,501: 8,667 11,815
Old : 51,316: 10,671 14,126 558 31,421 24,817 42,650 39,501: 8,667 11,815
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 13, 2007 :
: -530: -603 -1,691 266 909 4,594 572 3,169: -1,103 -3,700
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.8 27.5 1.1 61.2 48.4 83.1 77.0: 16.9 23.0
Old : 100.0: 20.8 27.5 1.1 61.2 48.4 83.1 77.0: 16.9 23.0
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 : 65: 19 12 4 22 20 43 34:
Old : 65: 19 12 4 22 20 43 34:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.7 33.9 53.4 50.2 35.3 32.2 50.6 48.4
Old : 37.7 33.9 53.4 50.2 35.3 32.2 50.6 48.4
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 20, 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 : 436,171: 120,938 177,199 13,292 241,447 219,269 375,676 409,759: 60,494 26,412
Old : 436,171: 120,938 177,199 13,292 241,447 219,269 375,676 409,759: 60,494 26,412
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 13, 2007 :
: -9,941: -7,507 24,513 -5,519 17,326 -28,249 4,301 -9,255: -14,242 -686
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.7 40.6 3.0 55.4 50.3 86.1 93.9: 13.9 6.1
Old : 100.0: 27.7 40.6 3.0 55.4 50.3 86.1 93.9: 13.9 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 : 241: 79 68 29 60 50 151 137:
Old : 241: 79 68 29 60 50 151 137:
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 : 23.2 33.6 35.3 48.0 20.6 33.1 31.5 45.9
Old : 23.2 33.6 35.3 48.0 20.6 33.1 31.5 45.9
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 20, 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 : 73,703: 35,175 4,826 1,091 14,729 58,319 50,996 64,236: 22,708 9,467
Old : 73,703: 35,175 4,826 1,091 14,729 58,319 50,996 64,236: 22,708 9,467
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 13, 2007 :
: -8,309: -3,497 -1,246 -664 -1,334 -4,860 -5,494 -6,771: -2,814 -1,538
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.7 6.5 1.5 20.0 79.1 69.2 87.2: 30.8 12.8
Old : 100.0: 47.7 6.5 1.5 20.0 79.1 69.2 87.2: 30.8 12.8
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 : 59: 26 8 3 13 17 40 27:
Old : 59: 26 8 3 13 17 40 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 : 22.6 37.9 34.7 61.9 17.0 37.9 28.1 59.3
Old : 22.6 37.9 34.7 61.9 17.0 37.9 28.1 59.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE Code-239741
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 20, 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 : 38,386: 483 13,382 20 23,519 18,663 24,022 32,065: 14,364 6,322
Old : 38,386: 483 13,382 20 23,519 18,663 24,022 32,065: 14,364 6,322
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 13, 2007 :
: 1,818: 48 234 14 1,260 1,181 1,322 1,429: 496 389
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.3 34.9 0.1 61.3 48.6 62.6 83.5: 37.4 16.5
Old : 100.0: 1.3 34.9 0.1 61.3 48.6 62.6 83.5: 37.4 16.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 61: 2 25 2 20 21 24 46:
Old : 61: 2 25 2 20 21 24 46:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.3 26.6 49.4 39.5 32.2 24.9 42.3 36.4
Old : 35.3 26.6 49.4 39.5 32.2 24.9 42.3 36.4
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 20, 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 : 660,787: 74,060 237,465 8,609 563,503 348,498 646,172 594,572: 14,615 66,215
Old : 660,787: 74,060 237,465 8,609 563,503 348,498 646,172 594,572: 14,615 66,215
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 13, 2007 :
: 15,593: 4,945 2,766 -4,873 14,002 24,189 14,073 22,082: 1,520 -6,490
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.2 35.9 1.3 85.3 52.7 97.8 90.0: 2.2 10.0
Old : 100.0: 11.2 35.9 1.3 85.3 52.7 97.8 90.0: 2.2 10.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 289: 50 133 43 61 77 131 233:
Old : 289: 50 133 43 61 77 131 233:
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 : 54.5 21.8 76.7 31.0 52.3 21.6 73.6 30.2
Old : 54.5 21.8 76.7 31.0 52.3 21.6 73.6 30.2
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 20, 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 : 67,937: 9,466 26,422 165 48,309 29,359 57,941 55,946: 9,996 11,990
Old : 67,937: 9,466 26,422 165 48,309 29,359 57,941 55,946: 9,996 11,990
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 13, 2007 :
: -2,956: -2,565 -1,042 -390 -334 -1,174 -3,289 -2,606: 333 -350
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.9 38.9 0.2 71.1 43.2 85.3 82.4: 14.7 17.6
Old : 100.0: 13.9 38.9 0.2 71.1 43.2 85.3 82.4: 14.7 17.6
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 : 70: 11 21 2 19 23 32 44:
Old : 70: 11 21 2 19 23 32 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 : 43.1 44.7 61.0 57.0 43.1 42.1 61.0 54.2
Old : 43.1 44.7 61.0 57.0 43.1 42.1 61.0 54.2
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 20, 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 : 58,768: 18,496 2,896 277 31,204 33,117 49,977 36,290: 8,791 22,478
Old : 58,768: 18,496 2,896 277 31,204 33,117 49,977 36,290: 8,791 22,478
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 13, 2007 :
: -651: -1,014 64 -111 36 3,386 -1,089 3,339: 438 -3,990
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.5 4.9 0.5 53.1 56.4 85.0 61.8: 15.0 38.2
Old : 100.0: 31.5 4.9 0.5 53.1 56.4 85.0 61.8: 15.0 38.2
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 : 57: 20 3 2 17 21 37 26:
Old : 57: 20 3 2 17 21 37 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 : 44.1 33.3 59.7 45.4 41.5 33.3 57.1 44.9
Old : 44.1 33.3 59.7 45.4 41.5 33.3 57.1 44.9
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 20, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (GSCI X $250) :
: : :
All : 21,562: 6,028 715 0 14,240 20,566 20,268 21,281: 1,294 281
Old : 21,562: 6,028 715 0 14,240 20,566 20,268 21,281: 1,294 281
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 13, 2007 :
: -1,718: 85 -684 0 -1,182 -427 -1,097 -1,111: -621 -607
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.0 3.3 0.0 66.0 95.4 94.0 98.7: 6.0 1.3
Old : 100.0: 28.0 3.3 0.0 66.0 95.4 94.0 98.7: 6.0 1.3
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 : 24: 11 4 0 6 4 17 8:
Old : 24: 11 4 0 6 4 17 8:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 69.3 96.1 85.8 98.7 69.1 96.1 85.3 98.3
Old : 69.3 96.1 85.8 98.7 69.1 96.1 85.3 98.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE Code-597741
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 20, 2007
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: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
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: : (CONTRACTS OF JPY 100,000,000) :
: : :
All : 38,839: 6,246 5,266 5,449 14,794 19,596 26,489 30,311: 12,350 8,528
Old : 38,839: 6,246 5,266 5,449 14,794 19,596 26,489 30,311: 12,350 8,528
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 13, 2007 :
: 2,701: -1,752 -254 157 1,394 1,085 -201 988: 2,902 1,713
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.1 13.6 14.0 38.1 50.5 68.2 78.0: 31.8 22.0
Old : 100.0: 16.1 13.6 14.0 38.1 50.5 68.2 78.0: 31.8 22.0
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 : 48: 11 8 8 20 24 34 38:
Old : 48: 11 8 8 20 24 34 38:
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 : 27.4 23.2 40.3 41.6 16.6 19.3 24.9 31.3
Old : 27.4 23.2 40.3 41.6 16.6 19.3 24.9 31.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 26, 2007