MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 4, 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 : 38,265: 3,796 1,981 5,956 22,295 20,565 32,047 28,502: 6,218 9,764
Old : 38,265: 3,796 1,981 5,956 22,295 20,565 32,047 28,502: 6,218 9,764
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 27, 2007 :
: -3,873: -551 -239 -554 -2,685 -2,771 -3,789 -3,564: -84 -310
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.9 5.2 15.6 58.3 53.7 83.8 74.5: 16.2 25.5
Old : 100.0: 9.9 5.2 15.6 58.3 53.7 83.8 74.5: 16.2 25.5
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: 14 9 13 29 30 50 45:
Old : 61: 14 9 13 29 30 50 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 : 37.4 26.3 51.3 38.0 37.1 24.0 47.9 34.3
Old : 37.4 26.3 51.3 38.0 37.1 24.0 47.9 34.3
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, December 4, 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 : 229,380: 41,742 38,359 61,192 102,924 87,611 205,859 187,161: 23,521 42,219
Old : 222,442: 40,979 43,765 55,568 102,865 81,968 199,413 181,300: 23,029 41,142
Other: 6,938: 6,387 218 0 59 5,643 6,446 5,861: 492 1,077
: : :
: : Changes in Commitments from: November 27, 2007 :
: 563: 51 1,569 1,408 291 -1,341 1,750 1,636: -1,187 -1,072
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.2 16.7 26.7 44.9 38.2 89.7 81.6: 10.3 18.4
Old : 100.0: 18.4 19.7 25.0 46.2 36.8 89.6 81.5: 10.4 18.5
Other: 100.0: 92.1 3.1 0.0 0.9 81.3 92.9 84.5: 7.1 15.5
: : :
:# Traders : Number of Traders in Each Category :
All : 238: 62 91 86 39 53 167 180:
Old : 238: 60 95 86 39 53 167 180:
Other: 39: 16 5 0 1 17 17 22:
:----------------------------------------------------------------------------------------------------
: 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 19.9 35.8 29.1 20.1 10.9 29.8 17.8
Old : 22.9 18.6 36.0 28.0 20.7 11.5 30.7 18.7
Other: 67.7 69.3 85.1 77.6 67.7 69.3 85.1 77.6
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 4, 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 : 260,606: 57,529 44,472 45,781 135,259 119,058 238,569 209,311: 22,037 51,296
Old : 260,606: 57,529 44,472 45,781 135,259 119,058 238,569 209,311: 22,037 51,296
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 27, 2007 :
: 1,267: 507 4,396 -93 1,598 -1,393 2,011 2,909: -744 -1,642
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.1 17.1 17.6 51.9 45.7 91.5 80.3: 8.5 19.7
Old : 100.0: 22.1 17.1 17.6 51.9 45.7 91.5 80.3: 8.5 19.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 324: 65 99 77 94 133 198 277:
Old : 324: 65 99 77 94 133 198 277:
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 : 24.5 13.9 37.0 21.1 24.5 11.7 36.6 17.0
Old : 24.5 13.9 37.0 21.1 24.5 11.7 36.6 17.0
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, December 4, 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 : 10,924: 3,967 3,873 2,161 2,603 2,321 8,732 8,355: 2,192 2,568
Old : 10,924: 3,967 3,873 2,161 2,603 2,321 8,732 8,355: 2,192 2,568
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 27, 2007 :
: 1,537: -481 249 1,298 505 5 1,322 1,552: 215 -15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.3 35.5 19.8 23.8 21.2 79.9 76.5: 20.1 23.5
Old : 100.0: 36.3 35.5 19.8 23.8 21.2 79.9 76.5: 20.1 23.5
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 : 95: 25 29 20 21 29 60 71:
Old : 95: 25 29 20 21 29 60 71:
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 : 26.9 22.7 42.9 32.7 26.9 20.8 42.1 28.4
Old : 26.9 22.7 42.9 32.7 26.9 20.8 42.1 28.4
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, December 4, 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 : 30,212: 14,008 2,880 4,541 8,065 7,823 26,614 15,244: 3,598 14,968
Old : 30,212: 14,008 2,880 4,541 8,065 7,823 26,614 15,244: 3,598 14,968
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 27, 2007 :
: 1,069: 458 139 229 510 -102 1,197 266: -128 803
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.4 9.5 15.0 26.7 25.9 88.1 50.5: 11.9 49.5
Old : 100.0: 46.4 9.5 15.0 26.7 25.9 88.1 50.5: 11.9 49.5
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 : 131: 40 22 26 31 44 87 84:
Old : 131: 40 22 26 31 44 87 84:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.2 10.0 37.7 16.3 24.2 9.3 37.7 14.1
Old : 24.2 10.0 37.7 16.3 24.2 9.3 37.7 14.1
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, December 4, 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 : 143,888: 39,012 19,400 18,354 53,513 87,392 110,879 125,146: 33,008 18,741
Old : 143,888: 39,012 19,400 18,354 53,513 87,392 110,879 125,146: 33,008 18,741
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 27, 2007 :
: 3,000: -5,666 7,693 1,731 4,147 -3,990 212 5,435: 2,789 -2,434
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.1 13.5 12.8 37.2 60.7 77.1 87.0: 22.9 13.0
Old : 100.0: 27.1 13.5 12.8 37.2 60.7 77.1 87.0: 22.9 13.0
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 : 86: 29 22 20 27 23 66 57:
Old : 86: 29 22 20 27 23 66 57:
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 : 22.7 37.8 34.9 52.3 14.4 34.0 22.9 42.4
Old : 22.7 37.8 34.9 52.3 14.4 34.0 22.9 42.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 4, 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 : 86,707: 30,197 23,261 5,148 28,329 47,531 63,673 75,940: 23,034 10,768
Old : 86,707: 30,197 23,261 5,148 28,329 47,531 63,673 75,940: 23,034 10,768
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 27, 2007 :
: -4,077: -6,813 -399 -1 5,819 -3,117 -996 -3,518: -3,081 -559
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.8 26.8 5.9 32.7 54.8 73.4 87.6: 26.6 12.4
Old : 100.0: 34.8 26.8 5.9 32.7 54.8 73.4 87.6: 26.6 12.4
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 : 58: 25 15 5 10 16 37 34:
Old : 58: 25 15 5 10 16 37 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 : 31.0 44.0 47.2 61.3 28.2 42.8 40.5 57.8
Old : 31.0 44.0 47.2 61.3 28.2 42.8 40.5 57.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 4, 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 : 105,039: 32,548 22,512 787 66,321 79,023 99,656 102,322: 5,383 2,717
Old : 105,039: 32,548 22,512 787 66,321 79,023 99,656 102,322: 5,383 2,717
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 27, 2007 :
: 14,568: 6,197 7,930 -434 8,231 7,088 13,994 14,584: 574 -16
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.0 21.4 0.7 63.1 75.2 94.9 97.4: 5.1 2.6
Old : 100.0: 31.0 21.4 0.7 63.1 75.2 94.9 97.4: 5.1 2.6
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 : 80: 36 19 5 13 17 52 39:
Old : 80: 36 19 5 13 17 52 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 : 53.3 74.7 67.7 86.3 49.8 71.7 60.6 80.1
Old : 53.3 74.7 67.7 86.3 49.8 71.7 60.6 80.1
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, December 4, 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 : 132,318: 50,664 17,586 9,550 45,924 82,241 106,137 109,377: 26,180 22,941
Old : 132,318: 50,664 17,586 9,550 45,924 82,241 106,137 109,377: 26,180 22,941
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 27, 2007 :
: -2,529: -5,596 -1,884 59 159 -1,866 -5,378 -3,691: 2,849 1,162
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.3 13.3 7.2 34.7 62.2 80.2 82.7: 19.8 17.3
Old : 100.0: 38.3 13.3 7.2 34.7 62.2 80.2 82.7: 19.8 17.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 75: 27 23 9 14 21 47 47:
Old : 75: 27 23 9 14 21 47 47:
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 : 42.4 33.3 53.2 48.1 41.1 32.2 50.4 44.7
Old : 42.4 33.3 53.2 48.1 41.1 32.2 50.4 44.7
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, December 4, 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 : 257,880: 67,435 38,014 30,849 116,957 168,837 215,241 237,700: 42,639 20,179
Old : 257,880: 67,435 38,014 30,849 116,957 168,837 215,241 237,700: 42,639 20,179
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 27, 2007 :
: 118: 4,615 1,963 -460 -2,241 -517 1,914 986: -1,795 -867
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.1 14.7 12.0 45.4 65.5 83.5 92.2: 16.5 7.8
Old : 100.0: 26.1 14.7 12.0 45.4 65.5 83.5 92.2: 16.5 7.8
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 : 115: 43 30 16 33 25 84 63:
Old : 115: 43 30 16 33 25 84 63:
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 : 29.6 50.5 42.2 66.0 25.1 50.2 35.8 58.4
Old : 29.6 50.5 42.2 66.0 25.1 50.2 35.8 58.4
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, December 4, 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 : 288,487: 93,855 23,030 32,873 100,583 181,538 227,311 237,441: 61,177 51,046
Old : 288,487: 93,855 23,030 32,873 100,583 181,538 227,311 237,441: 61,177 51,046
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 27, 2007 :
: 11,663: 1,964 -692 407 9,049 12,302 11,421 12,017: 242 -354
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.5 8.0 11.4 34.9 62.9 78.8 82.3: 21.2 17.7
Old : 100.0: 32.5 8.0 11.4 34.9 62.9 78.8 82.3: 21.2 17.7
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 : 153: 60 41 31 36 40 112 96:
Old : 153: 60 41 31 36 40 112 96:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.7 38.7 37.4 49.7 24.3 33.8 30.4 43.0
Old : 26.7 38.7 37.4 49.7 24.3 33.8 30.4 43.0
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, December 4, 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 : 22,019: 14,124 3,125 81 5,486 18,023 19,691 21,229: 2,328 790
Old : 22,019: 14,124 3,125 81 5,486 18,023 19,691 21,229: 2,328 790
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 27, 2007 :
: -599: 2,452 -1,688 81 -3,003 1,203 -470 -404: -129 -195
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.1 14.2 0.4 24.9 81.9 89.4 96.4: 10.6 3.6
Old : 100.0: 64.1 14.2 0.4 24.9 81.9 89.4 96.4: 10.6 3.6
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 : 38: 15 5 1 9 13 24 19:
Old : 38: 15 5 1 9 13 24 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.9 72.1 64.8 85.1 45.9 71.8 64.2 84.9
Old : 45.9 72.1 64.8 85.1 45.9 71.8 64.2 84.9
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, December 4, 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 : 45,754: 13,869 2,500 0 27,141 39,579 41,010 42,079: 4,744 3,675
Old : 45,754: 13,869 2,500 0 27,141 39,579 41,010 42,079: 4,744 3,675
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 27, 2007 :
: 6,025: 3,210 2,500 0 3,903 6,305 7,113 8,805: -1,088 -2,780
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.3 5.5 0.0 59.3 86.5 89.6 92.0: 10.4 8.0
Old : 100.0: 30.3 5.5 0.0 59.3 86.5 89.6 92.0: 10.4 8.0
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 : 23: 4 1 0 9 15 13 16:
Old : 23: 4 1 0 9 15 13 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 : 60.8 59.3 82.0 76.3 60.7 49.5 67.8 63.1
Old : 60.8 59.3 82.0 76.3 60.7 49.5 67.8 63.1
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, December 4, 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 :22,701,986: 1,381,235 457,537 9,711,891 10,162,899 11,128,575 21,256,026 21,298,004: 1,445,960 1,403,982
Old :22,701,986: 1,381,235 457,537 9,711,891 10,162,899 11,128,575 21,256,026 21,298,004: 1,445,960 1,403,982
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 27, 2007 :
: 955,004: 70,829 44,285 455,763 401,705 478,322 928,297 978,370: 26,707 -23,366
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.1 2.0 42.8 44.8 49.0 93.6 93.8: 6.4 6.2
Old : 100.0: 6.1 2.0 42.8 44.8 49.0 93.6 93.8: 6.4 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 : 316: 85 49 123 165 159 307 287:
Old : 316: 85 49 123 165 159 307 287:
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 : 23.0 19.2 34.9 30.8 13.3 9.1 15.8 14.6
Old : 23.0 19.2 34.9 30.8 13.3 9.1 15.8 14.6
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, December 4, 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 : 792,233: 64,191 85,895 92,896 488,596 445,218 645,683 624,009: 146,550 168,224
Old : 792,233: 64,191 85,895 92,896 488,596 445,218 645,683 624,009: 146,550 168,224
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 27, 2007 :
: -1,281: 3,095 12,761 -14,223 10,435 -5,016 -693 -6,478: -588 5,197
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.1 10.8 11.7 61.7 56.2 81.5 78.8: 18.5 21.2
Old : 100.0: 8.1 10.8 11.7 61.7 56.2 81.5 78.8: 18.5 21.2
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 : 217: 60 44 69 92 66 184 147:
Old : 217: 60 44 69 92 66 184 147:
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 : 16.8 19.6 26.1 28.9 16.4 19.6 24.6 28.4
Old : 16.8 19.6 26.1 28.9 16.4 19.6 24.6 28.4
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, December 4, 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 : 2,297,313: 260,851 528,042 160,583 1,366,145 1,425,272 1,787,579 2,113,897: 509,733 183,416
Old : 2,297,313: 260,851 528,042 160,583 1,366,145 1,425,272 1,787,579 2,113,897: 509,733 183,416
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 27, 2007 :
: -2,378: -57,717 30,402 -583 12,821 -6,782 -45,479 23,037: 43,101 -25,415
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.4 23.0 7.0 59.5 62.0 77.8 92.0: 22.2 8.0
Old : 100.0: 11.4 23.0 7.0 59.5 62.0 77.8 92.0: 22.2 8.0
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 : 328: 67 112 75 105 104 220 243:
Old : 328: 67 112 75 105 104 220 243:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.6 19.2 30.4 31.0 14.5 16.2 24.2 26.6
Old : 20.6 19.2 30.4 31.0 14.5 16.2 24.2 26.6
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, December 4, 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 : 104,193: 6,529 36,526 81 83,906 62,539 90,516 99,146: 13,677 5,047
Old : 104,193: 6,529 36,526 81 83,906 62,539 90,516 99,146: 13,677 5,047
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 27, 2007 :
: 1,446: -1,191 8,279 81 3,194 -7,996 2,084 364: -638 1,082
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.3 35.1 0.1 80.5 60.0 86.9 95.2: 13.1 4.8
Old : 100.0: 6.3 35.1 0.1 80.5 60.0 86.9 95.2: 13.1 4.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 84: 8 18 1 38 32 46 51:
Old : 84: 8 18 1 38 32 46 51:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.5 36.6 51.1 55.4 31.1 36.6 49.6 54.4
Old : 31.5 36.6 51.1 55.4 31.1 36.6 49.6 54.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 4, 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 : 53,012: 9,217 14,352 260 33,865 25,465 43,342 40,077: 9,670 12,935
Old : 53,012: 9,217 14,352 260 33,865 25,465 43,342 40,077: 9,670 12,935
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 27, 2007 :
: 884: -486 -506 12 2,357 1,467 1,884 973: -1,000 -89
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.4 27.1 0.5 63.9 48.0 81.8 75.6: 18.2 24.4
Old : 100.0: 17.4 27.1 0.5 63.9 48.0 81.8 75.6: 18.2 24.4
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 : 65: 16 15 3 23 18 41 34:
Old : 65: 16 15 3 23 18 41 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 : 37.8 32.7 53.8 50.5 34.3 30.1 47.4 46.1
Old : 37.8 32.7 53.8 50.5 34.3 30.1 47.4 46.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 4, 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 : 421,934: 126,741 182,111 15,490 214,728 206,735 356,959 404,335: 64,974 17,598
Old : 421,934: 126,741 182,111 15,490 214,728 206,735 356,959 404,335: 64,974 17,598
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 27, 2007 :
: -10,344: -518 -12,841 2,092 -15,616 3,691 -14,042 -7,058: 3,698 -3,286
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.0 43.2 3.7 50.9 49.0 84.6 95.8: 15.4 4.2
Old : 100.0: 30.0 43.2 3.7 50.9 49.0 84.6 95.8: 15.4 4.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 241: 91 56 27 64 50 166 123:
Old : 241: 91 56 27 64 50 166 123:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.7 33.2 31.5 49.7 19.6 32.7 29.0 47.0
Old : 21.7 33.2 31.5 49.7 19.6 32.7 29.0 47.0
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, December 4, 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 : 70,980: 31,110 7,671 1,001 15,906 50,067 48,017 58,739: 22,964 12,242
Old : 70,980: 31,110 7,671 1,001 15,906 50,067 48,017 58,739: 22,964 12,242
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 27, 2007 :
: 3,195: 1,008 3,178 190 1,527 -1,669 2,725 1,699: 471 1,496
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.8 10.8 1.4 22.4 70.5 67.6 82.8: 32.4 17.2
Old : 100.0: 43.8 10.8 1.4 22.4 70.5 67.6 82.8: 32.4 17.2
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 : 51: 20 10 4 10 18 32 30:
Old : 51: 20 10 4 10 18 32 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 : 30.3 35.6 43.3 53.2 24.2 33.6 37.0 50.1
Old : 30.3 35.6 43.3 53.2 24.2 33.6 37.0 50.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE Code-239741
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 4, 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 : 38,915: 569 14,504 517 24,038 19,045 25,124 34,066: 13,791 4,849
Old : 38,915: 569 14,504 517 24,038 19,045 25,124 34,066: 13,791 4,849
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 27, 2007 :
: -99: 86 -13 507 -903 -474 -310 20: 211 -119
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.5 37.3 1.3 61.8 48.9 64.6 87.5: 35.4 12.5
Old : 100.0: 1.5 37.3 1.3 61.8 48.9 64.6 87.5: 35.4 12.5
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 : 63: 2 24 3 21 23 25 48:
Old : 63: 2 24 3 21 23 25 48:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.6 28.6 49.5 43.3 32.6 27.3 42.3 39.5
Old : 35.6 28.6 49.5 43.3 32.6 27.3 42.3 39.5
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, December 4, 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 : 672,626: 69,221 237,063 9,389 580,144 354,224 658,754 600,676: 13,873 71,951
Old : 672,626: 69,221 237,063 9,389 580,144 354,224 658,754 600,676: 13,873 71,951
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 27, 2007 :
: 1,104: -5,947 2,873 -1,512 7,811 -2,036 353 -675: 752 1,779
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.3 35.2 1.4 86.3 52.7 97.9 89.3: 2.1 10.7
Old : 100.0: 10.3 35.2 1.4 86.3 52.7 97.9 89.3: 2.1 10.7
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 : 295: 54 131 51 61 79 136 240:
Old : 295: 54 131 51 61 79 136 240:
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 : 54.1 22.6 76.5 32.4 51.5 22.4 73.1 31.2
Old : 54.1 22.6 76.5 32.4 51.5 22.4 73.1 31.2
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, December 4, 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 : 70,852: 10,349 30,953 679 50,527 27,330 61,555 58,962: 9,297 11,890
Old : 70,852: 10,349 30,953 679 50,527 27,330 61,555 58,962: 9,297 11,890
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 27, 2007 :
: 2,584: 905 5,706 506 2,282 -2,714 3,693 3,498: -1,109 -914
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.6 43.7 1.0 71.3 38.6 86.9 83.2: 13.1 16.8
Old : 100.0: 14.6 43.7 1.0 71.3 38.6 86.9 83.2: 13.1 16.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 76: 14 22 5 23 23 42 45:
Old : 76: 14 22 5 23 23 42 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 : 42.0 41.6 58.9 53.7 42.0 39.1 58.8 51.0
Old : 42.0 41.6 58.9 53.7 42.0 39.1 58.8 51.0
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, December 4, 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 : 59,359: 18,053 3,412 269 33,157 32,346 51,479 36,027: 7,880 23,332
Old : 59,359: 18,053 3,412 269 33,157 32,346 51,479 36,027: 7,880 23,332
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 27, 2007 :
: 643: -76 316 4 1,443 -1,778 1,371 -1,458: -728 2,101
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.4 5.7 0.5 55.9 54.5 86.7 60.7: 13.3 39.3
Old : 100.0: 30.4 5.7 0.5 55.9 54.5 86.7 60.7: 13.3 39.3
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 : 53: 17 4 2 18 19 36 24:
Old : 53: 17 4 2 18 19 36 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.8 33.1 58.6 46.1 40.7 32.5 55.4 44.1
Old : 43.8 33.1 58.6 46.1 40.7 32.5 55.4 44.1
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, December 4, 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 : 21,100: 5,662 445 37 14,216 20,293 19,915 20,775: 1,185 325
Old : 21,100: 5,662 445 37 14,216 20,293 19,915 20,775: 1,185 325
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 27, 2007 :
: -387: -404 -214 37 -35 -217 -402 -394: 15 7
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.8 2.1 0.2 67.4 96.2 94.4 98.5: 5.6 1.5
Old : 100.0: 26.8 2.1 0.2 67.4 96.2 94.4 98.5: 5.6 1.5
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 : 22: 11 3 1 6 3 17 7:
Old : 22: 11 3 1 6 3 17 7:
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 : 70.6 97.0 86.5 98.5 69.9 97.0 85.8 97.6
Old : 70.6 97.0 86.5 98.5 69.9 97.0 85.8 97.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE Code-597741
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 4, 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 : 42,293: 10,721 5,202 3,952 17,593 21,832 32,266 30,986: 10,027 11,307
Old : 42,293: 10,721 5,202 3,952 17,593 21,832 32,266 30,986: 10,027 11,307
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 27, 2007 :
: 3,171: 3,507 -1 -1,002 1,761 1,768 4,266 765: -1,095 2,406
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.3 12.3 9.3 41.6 51.6 76.3 73.3: 23.7 26.7
Old : 100.0: 25.3 12.3 9.3 41.6 51.6 76.3 73.3: 23.7 26.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 47: 10 8 8 21 25 34 39:
Old : 47: 10 8 8 21 25 34 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 : 38.3 26.2 51.6 42.3 28.8 20.7 37.8 31.4
Old : 38.3 26.2 51.6 42.3 28.8 20.7 37.8 31.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 7, 2007