MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 18, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 39,786: 3,684 1,426 6,053 23,686 22,230 33,424 29,709: 6,363 10,078
Old : 39,786: 3,684 1,426 6,053 23,686 22,230 33,424 29,709: 6,363 10,078
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 11, 2007 :
: 754: -301 -849 96 856 1,230 651 477: 104 277
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.3 3.6 15.2 59.5 55.9 84.0 74.7: 16.0 25.3
Old : 100.0: 9.3 3.6 15.2 59.5 55.9 84.0 74.7: 16.0 25.3
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 : 65: 14 11 14 30 32 54 47:
Old : 65: 14 11 14 30 32 54 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 : 37.5 25.8 51.7 37.4 37.4 23.6 49.2 33.4
Old : 37.5 25.8 51.7 37.4 37.4 23.6 49.2 33.4
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 18, 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 : 225,008: 42,934 42,703 58,643 100,970 84,210 202,547 185,557: 22,461 39,451
Old : 216,161: 40,271 47,838 53,206 100,911 76,739 194,388 177,783: 21,773 38,378
Other: 8,847: 8,036 238 65 59 7,471 8,160 7,774: 687 1,073
: : :
: : Changes in Commitments from: December 11, 2007 :
: -2,362: 145 6,730 -2,173 -878 -4,969 -2,906 -412: 544 -1,949
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.1 19.0 26.1 44.9 37.4 90.0 82.5: 10.0 17.5
Old : 100.0: 18.6 22.1 24.6 46.7 35.5 89.9 82.2: 10.1 17.8
Other: 100.0: 90.8 2.7 0.7 0.7 84.4 92.2 87.9: 7.8 12.1
: : :
:# Traders : Number of Traders in Each Category :
All : 213: 54 77 77 33 50 143 164:
Old : 213: 52 79 77 33 50 143 164:
Other: 44: 16 6 3 1 21 19 28:
:----------------------------------------------------------------------------------------------------
: 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 20.1 36.6 29.6 20.4 11.9 30.7 18.3
Old : 23.9 18.4 36.5 28.2 21.2 13.3 31.8 19.8
Other: 62.8 69.3 84.8 77.1 62.8 69.3 84.8 77.1
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 18, 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 : 260,724: 59,560 47,524 50,845 128,684 108,490 239,089 206,860: 21,635 53,864
Old : 260,724: 59,560 47,524 50,845 128,684 108,490 239,089 206,860: 21,635 53,864
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 11, 2007 :
: -1,485: -1,135 4,106 2,736 -2,156 -7,490 -555 -648: -930 -837
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.8 18.2 19.5 49.4 41.6 91.7 79.3: 8.3 20.7
Old : 100.0: 22.8 18.2 19.5 49.4 41.6 91.7 79.3: 8.3 20.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 324: 62 103 79 85 128 194 276:
Old : 324: 62 103 79 85 128 194 276:
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 12.3 36.7 19.0 24.4 11.3 36.5 16.4
Old : 24.4 12.3 36.7 19.0 24.4 11.3 36.5 16.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 18, 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 : 9,488: 3,923 4,340 817 2,637 2,103 7,376 7,260: 2,111 2,227
Old : 9,488: 3,923 4,340 817 2,637 2,103 7,376 7,260: 2,111 2,227
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 11, 2007 :
: -1,298: -130 24 -1,009 52 -131 -1,087 -1,115: -211 -183
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.3 45.7 8.6 27.8 22.2 77.7 76.5: 22.3 23.5
Old : 100.0: 41.3 45.7 8.6 27.8 22.2 77.7 76.5: 22.3 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 : 87: 26 29 11 17 24 47 61:
Old : 87: 26 29 11 17 24 47 61:
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 : 30.9 28.0 48.4 37.5 30.9 28.0 48.4 37.5
Old : 30.9 28.0 48.4 37.5 30.9 28.0 48.4 37.5
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 18, 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 : 33,627: 15,519 4,059 5,502 8,463 7,647 29,483 17,208: 4,144 16,419
Old : 33,627: 15,519 4,059 5,502 8,463 7,647 29,483 17,208: 4,144 16,419
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 11, 2007 :
: 2,310: 707 272 1,009 588 221 2,304 1,503: 6 807
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.2 12.1 16.4 25.2 22.7 87.7 51.2: 12.3 48.8
Old : 100.0: 46.2 12.1 16.4 25.2 22.7 87.7 51.2: 12.3 48.8
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 : 139: 36 33 32 36 50 92 100:
Old : 139: 36 33 32 36 50 92 100:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.0 8.5 39.4 13.8 24.9 7.7 38.4 12.0
Old : 25.0 8.5 39.4 13.8 24.9 7.7 38.4 12.0
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 18, 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 : 141,140: 38,950 11,147 12,224 57,545 96,640 108,719 120,012: 32,420 21,128
Old : 141,140: 38,950 11,147 12,224 57,545 96,640 108,719 120,012: 32,420 21,128
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 11, 2007 :
: 5,521: 1,999 -2,360 3,740 2,325 3,295 8,064 4,675: -2,543 846
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.6 7.9 8.7 40.8 68.5 77.0 85.0: 23.0 15.0
Old : 100.0: 27.6 7.9 8.7 40.8 68.5 77.0 85.0: 23.0 15.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 72: 27 14 15 24 22 59 43:
Old : 72: 27 14 15 24 22 59 43:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.0 41.5 38.7 60.2 14.8 35.3 25.5 44.0
Old : 25.0 41.5 38.7 60.2 14.8 35.3 25.5 44.0
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 18, 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 : 65,701: 15,033 21,548 2,625 28,096 30,283 45,754 54,456: 19,948 11,246
Old : 65,701: 15,033 21,548 2,625 28,096 30,283 45,754 54,456: 19,948 11,246
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 11, 2007 :
: -26,050: -11,242 -2,100 -1,105 -13,013 -24,781 -25,360 -27,987: -690 1,937
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.9 32.8 4.0 42.8 46.1 69.6 82.9: 30.4 17.1
Old : 100.0: 22.9 32.8 4.0 42.8 46.1 69.6 82.9: 30.4 17.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 46: 15 12 4 11 13 28 27:
Old : 46: 15 12 4 11 13 28 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 : 37.6 42.2 50.4 58.0 37.5 41.2 47.7 56.7
Old : 37.6 42.2 50.4 58.0 37.5 41.2 47.7 56.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 18, 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 : 89,937: 70,710 3,821 182 12,927 83,917 83,819 87,920: 6,118 2,017
Old : 89,937: 70,710 3,821 182 12,927 83,917 83,819 87,920: 6,118 2,017
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 11, 2007 :
: -36,840: 12,510 -15,476 -737 -49,647 -20,781 -37,874 -36,994: 1,034 154
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.6 4.2 0.2 14.4 93.3 93.2 97.8: 6.8 2.2
Old : 100.0: 78.6 4.2 0.2 14.4 93.3 93.2 97.8: 6.8 2.2
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 : 86: 56 9 1 6 18 63 27:
Old : 86: 56 9 1 6 18 63 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 : 50.0 72.9 61.4 86.6 49.7 72.9 61.1 84.8
Old : 50.0 72.9 61.4 86.6 49.7 72.9 61.1 84.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 18, 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 : 78,040: 32,328 18,180 8,089 19,981 31,910 60,399 58,179: 17,642 19,861
Old : 78,040: 32,328 18,180 8,089 19,981 31,910 60,399 58,179: 17,642 19,861
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 11, 2007 :
: -89,469: -45,267 -599 1,516 -45,263 -90,065 -89,014 -89,147: -455 -321
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.4 23.3 10.4 25.6 40.9 77.4 74.5: 22.6 25.5
Old : 100.0: 41.4 23.3 10.4 25.6 40.9 77.4 74.5: 22.6 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 : 58: 16 21 10 13 17 35 42:
Old : 58: 16 21 10 13 17 35 42:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.6 27.4 54.0 42.6 34.9 19.2 42.6 29.0
Old : 37.6 27.4 54.0 42.6 34.9 19.2 42.6 29.0
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 18, 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 : 218,063: 50,468 40,600 17,192 117,583 140,126 185,242 197,918: 32,821 20,146
Old : 218,063: 50,468 40,600 17,192 117,583 140,126 185,242 197,918: 32,821 20,146
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 11, 2007 :
: -40,556: -15,014 3,014 -2,625 -17,337 -41,748 -34,975 -41,358: -5,580 803
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.1 18.6 7.9 53.9 64.3 84.9 90.8: 15.1 9.2
Old : 100.0: 23.1 18.6 7.9 53.9 64.3 84.9 90.8: 15.1 9.2
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 : 96: 35 21 12 32 25 70 55:
Old : 96: 35 21 12 32 25 70 55:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.3 50.3 51.7 63.8 29.2 44.1 37.8 53.4
Old : 39.3 50.3 51.7 63.8 29.2 44.1 37.8 53.4
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 18, 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 : 179,070: 67,029 34,850 18,961 41,214 86,434 127,204 140,245: 51,865 38,824
Old : 179,070: 67,029 34,850 18,961 41,214 86,434 127,204 140,245: 51,865 38,824
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 11, 2007 :
: -105,434: -22,004 9,927 -5,668 -75,624 -105,446 -103,297 -101,187: -2,137 -4,247
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.4 19.5 10.6 23.0 48.3 71.0 78.3: 29.0 21.7
Old : 100.0: 37.4 19.5 10.6 23.0 48.3 71.0 78.3: 29.0 21.7
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 : 118: 43 33 25 30 31 86 76:
Old : 118: 43 33 25 30 31 86 76:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.3 28.6 36.6 42.1 25.2 27.7 34.5 38.2
Old : 25.3 28.6 36.6 42.1 25.2 27.7 34.5 38.2
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 18, 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 : 19,080: 12,556 2,930 81 3,200 15,991 15,837 19,002: 3,243 78
Old : 19,080: 12,556 2,930 81 3,200 15,991 15,837 19,002: 3,243 78
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 11, 2007 :
: -8,378: -1,491 224 -369 -6,086 -6,392 -7,946 -6,537: -432 -1,841
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.8 15.4 0.4 16.8 83.8 83.0 99.6: 17.0 0.4
Old : 100.0: 65.8 15.4 0.4 16.8 83.8 83.0 99.6: 17.0 0.4
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 : 30: 11 5 1 6 10 17 16:
Old : 30: 11 5 1 6 10 17 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 : 56.8 62.2 74.9 84.0 56.8 62.0 74.9 83.7
Old : 56.8 62.2 74.9 84.0 56.8 62.0 74.9 83.7
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 18, 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 :17,735,356: 1,047,079 347,670 6,849,380 8,295,972 9,070,807 16,192,431 16,267,857: 1,542,926 1,467,499
Old :17,735,356: 1,047,079 347,670 6,849,380 8,295,972 9,070,807 16,192,431 16,267,857: 1,542,926 1,467,499
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 11, 2007 :
:-4,323,688: -246,874 -75,104 -2,477,832 -1,670,801 -1,859,197 -4,395,507 -4,412,134: 71,819 88,445
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.9 2.0 38.6 46.8 51.1 91.3 91.7: 8.7 8.3
Old : 100.0: 5.9 2.0 38.6 46.8 51.1 91.3 91.7: 8.7 8.3
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 : 258: 68 40 100 132 131 247 236:
Old : 258: 68 40 100 132 131 247 236:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.1 19.4 36.5 30.9 15.9 10.4 18.8 16.8
Old : 25.1 19.4 36.5 30.9 15.9 10.4 18.8 16.8
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 18, 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 : 841,097: 55,753 71,664 108,064 505,215 496,112 669,033 675,840: 172,064 165,257
Old : 841,097: 55,753 71,664 108,064 505,215 496,112 669,033 675,840: 172,064 165,257
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 11, 2007 :
: 23,443: -8,577 -13,962 9,187 7,467 42,657 8,077 37,881: 15,366 -14,438
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.6 8.5 12.8 60.1 59.0 79.5 80.4: 20.5 19.6
Old : 100.0: 6.6 8.5 12.8 60.1 59.0 79.5 80.4: 20.5 19.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 219: 63 50 81 94 64 195 157:
Old : 219: 63 50 81 94 64 195 157:
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 19.7 24.1 30.3 16.2 17.8 22.1 26.4
Old : 16.8 19.7 24.1 30.3 16.2 17.8 22.1 26.4
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 18, 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 : 2,911,274: 349,790 510,298 221,238 1,814,654 1,877,465 2,385,682 2,609,001: 525,592 302,273
Old : 2,911,274: 349,790 510,298 221,238 1,814,654 1,877,465 2,385,682 2,609,001: 525,592 302,273
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 11, 2007 :
: 423,123: 67,851 -47,699 56,084 345,967 326,987 469,901 335,372: -46,779 87,751
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.0 17.5 7.6 62.3 64.5 81.9 89.6: 18.1 10.4
Old : 100.0: 12.0 17.5 7.6 62.3 64.5 81.9 89.6: 18.1 10.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 354: 84 108 102 122 117 262 272:
Old : 354: 84 108 102 122 117 262 272:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.1 22.9 32.0 34.0 11.6 15.1 19.6 23.7
Old : 23.1 22.9 32.0 34.0 11.6 15.1 19.6 23.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 18, 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 : 124,382: 8,538 26,540 1,542 99,657 91,518 109,737 119,600: 14,645 4,782
Old : 124,382: 8,538 26,540 1,542 99,657 91,518 109,737 119,600: 14,645 4,782
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 11, 2007 :
: 19,440: 1,099 -7,358 1,418 17,613 27,344 20,130 21,404: -690 -1,964
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.9 21.3 1.2 80.1 73.6 88.2 96.2: 11.8 3.8
Old : 100.0: 6.9 21.3 1.2 80.1 73.6 88.2 96.2: 11.8 3.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 80: 9 12 3 41 36 53 48:
Old : 80: 9 12 3 41 36 53 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 : 24.4 35.4 43.3 57.2 24.2 31.9 39.3 46.9
Old : 24.4 35.4 43.3 57.2 24.2 31.9 39.3 46.9
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 18, 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 : 68,280: 8,855 15,510 2,196 45,197 37,647 56,248 55,354: 12,032 12,926
Old : 68,280: 8,855 15,510 2,196 45,197 37,647 56,248 55,354: 12,032 12,926
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 11, 2007 :
: 11,582: -1,560 1,397 1,628 9,497 11,242 9,565 14,268: 2,017 -2,686
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.0 22.7 3.2 66.2 55.1 82.4 81.1: 17.6 18.9
Old : 100.0: 13.0 22.7 3.2 66.2 55.1 82.4 81.1: 17.6 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 : 72: 14 18 10 31 27 51 49:
Old : 72: 14 18 10 31 27 51 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 : 29.2 28.6 47.5 45.7 24.4 24.2 37.3 36.4
Old : 29.2 28.6 47.5 45.7 24.4 24.2 37.3 36.4
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, December 18, 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 : 550,785: 104,384 182,788 41,831 326,959 288,113 473,174 512,732: 77,611 38,053
Old : 550,785: 104,384 182,788 41,831 326,959 288,113 473,174 512,732: 77,611 38,053
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 11, 2007 :
: 102,413: -8,553 -3,966 21,043 93,141 70,007 105,631 87,085: -3,217 15,329
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.0 33.2 7.6 59.4 52.3 85.9 93.1: 14.1 6.9
Old : 100.0: 19.0 33.2 7.6 59.4 52.3 85.9 93.1: 14.1 6.9
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 : 237: 81 60 33 71 65 167 144:
Old : 237: 81 60 33 71 65 167 144:
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 : 20.4 26.2 32.2 41.8 16.9 25.9 24.1 35.4
Old : 20.4 26.2 32.2 41.8 16.9 25.9 24.1 35.4
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 18, 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 : 56,454: 19,347 8,339 722 13,956 38,786 34,025 47,847: 22,428 8,607
Old : 56,454: 19,347 8,339 722 13,956 38,786 34,025 47,847: 22,428 8,607
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 11, 2007 :
: -20,793: -16,743 5,133 159 -3,850 -25,763 -20,434 -20,471: -359 -322
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.3 14.8 1.3 24.7 68.7 60.3 84.8: 39.7 15.2
Old : 100.0: 34.3 14.8 1.3 24.7 68.7 60.3 84.8: 39.7 15.2
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 : 39: 12 9 3 8 14 22 24:
Old : 39: 12 9 3 8 14 22 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 : 24.1 48.1 40.3 66.5 23.9 48.1 39.1 65.9
Old : 24.1 48.1 40.3 66.5 23.9 48.1 39.1 65.9
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 18, 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 : 58,575: 1,920 15,230 723 39,042 35,587 41,685 51,539: 16,890 7,035
Old : 58,575: 1,920 15,230 723 39,042 35,587 41,685 51,539: 16,890 7,035
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 11, 2007 :
: 19,563: 935 939 19 15,150 16,769 16,104 17,727: 3,459 1,836
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.3 26.0 1.2 66.7 60.8 71.2 88.0: 28.8 12.0
Old : 100.0: 3.3 26.0 1.2 66.7 60.8 71.2 88.0: 28.8 12.0
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 : 68: 4 23 6 28 33 37 57:
Old : 68: 4 23 6 28 33 37 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 : 34.3 29.3 51.3 43.7 22.2 18.1 28.0 25.7
Old : 34.3 29.3 51.3 43.7 22.2 18.1 28.0 25.7
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 18, 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 : 845,954: 70,193 238,970 36,924 708,228 469,018 815,344 744,911: 30,610 101,043
Old : 845,954: 70,193 238,970 36,924 708,228 469,018 815,344 744,911: 30,610 101,043
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 11, 2007 :
: 156,256: 3,809 421 22,184 117,863 105,992 143,856 128,596: 12,401 27,660
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.3 28.2 4.4 83.7 55.4 96.4 88.1: 3.6 11.9
Old : 100.0: 8.3 28.2 4.4 83.7 55.4 96.4 88.1: 3.6 11.9
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 : 306: 54 135 67 64 94 149 265:
Old : 306: 54 135 67 64 94 149 265:
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 : 58.9 30.8 77.7 38.6 42.4 17.7 59.2 23.0
Old : 58.9 30.8 77.7 38.6 42.4 17.7 59.2 23.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 18, 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 : 62,819: 12,457 34,517 191 40,838 20,338 53,486 55,046: 9,333 7,772
Old : 62,819: 12,457 34,517 191 40,838 20,338 53,486 55,046: 9,333 7,772
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 11, 2007 :
: -34,340: 1,647 1,052 -11,454 -21,272 -19,789 -31,080 -30,191: -3,260 -4,149
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.8 54.9 0.3 65.0 32.4 85.1 87.6: 14.9 12.4
Old : 100.0: 19.8 54.9 0.3 65.0 32.4 85.1 87.6: 14.9 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 : 63: 17 14 4 15 20 33 37:
Old : 63: 17 14 4 15 20 33 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 : 45.7 60.1 64.0 68.4 45.7 60.1 63.9 68.3
Old : 45.7 60.1 64.0 68.4 45.7 60.1 63.9 68.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 18, 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 : 44,647: 17,864 975 40 10,982 35,490 28,886 36,505: 15,761 8,142
Old : 44,647: 17,864 975 40 10,982 35,490 28,886 36,505: 15,761 8,142
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 11, 2007 :
: -22,120: -754 -2,463 -583 -25,503 2,807 -26,840 -239: 4,720 -21,881
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.0 2.2 0.1 24.6 79.5 64.7 81.8: 35.3 18.2
Old : 100.0: 40.0 2.2 0.1 24.6 79.5 64.7 81.8: 35.3 18.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 9 2 1 10 11 19 14:
Old : 30: 9 2 1 10 11 19 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.5 71.1 56.0 77.7 47.0 71.1 54.5 77.7
Old : 48.5 71.1 56.0 77.7 47.0 71.1 54.5 77.7
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 18, 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 : 21,439: 5,784 709 0 14,223 19,924 20,007 20,633: 1,432 806
Old : 21,439: 5,784 709 0 14,223 19,924 20,007 20,633: 1,432 806
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 11, 2007 :
: -37: 274 425 0 -6 -341 268 84: -305 -121
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.0 3.3 0.0 66.3 92.9 93.3 96.2: 6.7 3.8
Old : 100.0: 27.0 3.3 0.0 66.3 92.9 93.3 96.2: 6.7 3.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 10 3 0 6 4 16 7:
Old : 22: 10 3 0 6 4 16 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 : 69.4 94.3 85.3 96.2 68.7 94.3 84.6 95.5
Old : 69.4 94.3 85.3 96.2 68.7 94.3 84.6 95.5
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 18, 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 : 23,637: 6,115 3,881 1,930 12,422 10,000 20,467 15,811: 3,170 7,826
Old : 23,637: 6,115 3,881 1,930 12,422 10,000 20,467 15,811: 3,170 7,826
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 11, 2007 :
: -15,898: -3,598 -1,274 -2,049 -4,577 -11,237 -10,224 -14,560: -5,674 -1,338
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.9 16.4 8.2 52.6 42.3 86.6 66.9: 13.4 33.1
Old : 100.0: 25.9 16.4 8.2 52.6 42.3 86.6 66.9: 13.4 33.1
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 : 34: 8 3 6 15 19 24 27:
Old : 34: 8 3 6 15 19 24 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 : 53.6 30.9 68.4 48.0 47.4 28.3 60.3 43.2
Old : 53.6 30.9 68.4 48.0 47.4 28.3 60.3 43.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 21, 2007