MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 24, 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 : 40,062: 2,432 1,524 5,801 25,507 22,468 33,740 29,794: 6,322 10,268
Old : 40,062: 2,432 1,524 5,801 25,507 22,468 33,740 29,794: 6,322 10,268
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 18, 2007 :
: 276: -1,252 99 -251 1,821 238 317 85: -41 191
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.1 3.8 14.5 63.7 56.1 84.2 74.4: 15.8 25.6
Old : 100.0: 6.1 3.8 14.5 63.7 56.1 84.2 74.4: 15.8 25.6
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 : 66: 17 8 13 31 32 54 47:
Old : 66: 17 8 13 31 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 : 38.0 25.7 51.8 37.5 37.8 23.3 50.3 33.4
Old : 38.0 25.7 51.8 37.5 37.8 23.3 50.3 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 24, 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 : 225,305: 43,056 44,768 58,761 101,926 83,386 203,743 186,915: 21,562 38,390
Old : 215,885: 40,248 50,059 53,036 101,898 75,594 195,181 178,688: 20,704 37,197
Other: 9,420: 8,298 200 235 28 7,793 8,562 8,228: 858 1,192
: : :
: : Changes in Commitments from: December 18, 2007 :
: 297: 122 2,064 118 956 -824 1,195 1,358: -899 -1,061
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.1 19.9 26.1 45.2 37.0 90.4 83.0: 9.6 17.0
Old : 100.0: 18.6 23.2 24.6 47.2 35.0 90.4 82.8: 9.6 17.2
Other: 100.0: 88.1 2.1 2.5 0.3 82.7 90.9 87.3: 9.1 12.7
: : :
:# Traders : Number of Traders in Each Category :
All : 214: 55 79 78 32 51 144 165:
Old : 214: 53 81 78 32 51 144 165:
Other: 46: 19 5 6 1 22 22 31:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.8 20.2 36.6 29.8 20.4 12.2 30.8 18.6
Old : 23.7 18.6 36.4 28.4 21.3 13.6 31.9 20.2
Other: 60.5 66.4 82.0 74.3 60.4 66.1 81.9 74.0
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 24, 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 : 259,105: 59,525 48,051 50,904 128,118 106,781 238,547 205,736: 20,558 53,369
Old : 259,105: 59,525 48,051 50,904 128,118 106,781 238,547 205,736: 20,558 53,369
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 18, 2007 :
: -1,618: -35 526 59 -566 -1,709 -542 -1,124: -1,077 -495
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.0 18.5 19.6 49.4 41.2 92.1 79.4: 7.9 20.6
Old : 100.0: 23.0 18.5 19.6 49.4 41.2 92.1 79.4: 7.9 20.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 324: 61 102 78 86 131 194 277:
Old : 324: 61 102 78 86 131 194 277:
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 : 24.6 11.4 37.0 18.1 24.6 10.8 36.8 15.9
Old : 24.6 11.4 37.0 18.1 24.6 10.8 36.8 15.9
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 24, 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 : 9,862: 4,044 4,412 993 2,782 2,173 7,818 7,578: 2,044 2,284
Old : 9,862: 4,044 4,412 993 2,782 2,173 7,818 7,578: 2,044 2,284
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 18, 2007 :
: 374: 121 72 176 145 70 442 318: -67 56
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.0 44.7 10.1 28.2 22.0 79.3 76.8: 20.7 23.2
Old : 100.0: 41.0 44.7 10.1 28.2 22.0 79.3 76.8: 20.7 23.2
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 : 85: 27 26 11 19 23 50 58:
Old : 85: 27 26 11 19 23 50 58:
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 : 29.8 26.9 47.0 36.8 29.8 26.9 47.0 36.0
Old : 29.8 26.9 47.0 36.8 29.8 26.9 47.0 36.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 24, 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 : 34,965: 16,915 4,562 5,375 8,319 7,853 30,609 17,790: 4,356 17,175
Old : 34,965: 16,915 4,562 5,375 8,319 7,853 30,609 17,790: 4,356 17,175
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 18, 2007 :
: 1,338: 1,397 503 -127 -144 206 1,126 582: 212 756
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.4 13.0 15.4 23.8 22.5 87.5 50.9: 12.5 49.1
Old : 100.0: 48.4 13.0 15.4 23.8 22.5 87.5 50.9: 12.5 49.1
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 : 138: 40 28 31 35 46 93 95:
Old : 138: 40 28 31 35 46 93 95:
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 8.7 40.7 14.2 25.3 7.8 39.9 12.5
Old : 25.3 8.7 40.7 14.2 25.3 7.8 39.9 12.5
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 24, 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 : 96,990: 33,630 13,958 11,170 22,978 54,326 67,778 79,454: 29,212 17,537
Old : 96,990: 33,630 13,958 11,170 22,978 54,326 67,778 79,454: 29,212 17,537
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 18, 2007 :
: -44,149: -5,319 2,811 -1,055 -34,567 -42,314 -40,941 -40,558: -3,208 -3,591
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.7 14.4 11.5 23.7 56.0 69.9 81.9: 30.1 18.1
Old : 100.0: 34.7 14.4 11.5 23.7 56.0 69.9 81.9: 30.1 18.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 70: 19 18 11 25 24 53 44:
Old : 70: 19 18 11 25 24 53 44:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.5 33.2 38.8 49.7 20.8 31.3 33.2 41.7
Old : 23.5 33.2 38.8 49.7 20.8 31.3 33.2 41.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 24, 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 : 66,390: 13,054 24,045 2,622 31,737 29,977 47,413 56,644: 18,977 9,746
Old : 66,390: 13,054 24,045 2,622 31,737 29,977 47,413 56,644: 18,977 9,746
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 18, 2007 :
: 689: -1,979 2,497 -2 3,641 -306 1,660 2,189: -971 -1,500
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.7 36.2 3.9 47.8 45.2 71.4 85.3: 28.6 14.7
Old : 100.0: 19.7 36.2 3.9 47.8 45.2 71.4 85.3: 28.6 14.7
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 : 43: 12 14 3 11 11 25 26:
Old : 43: 12 14 3 11 11 25 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.8 42.7 53.2 60.9 40.7 40.9 51.3 58.3
Old : 40.8 42.7 53.2 60.9 40.7 40.9 51.3 58.3
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 24, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF MXN 500,000) :
: : :
All : 94,387: 75,331 3,523 251 12,174 88,800 87,756 92,574: 6,631 1,813
Old : 94,387: 75,331 3,523 251 12,174 88,800 87,756 92,574: 6,631 1,813
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 18, 2007 :
: 4,450: 4,621 -298 69 -753 4,883 3,937 4,654: 513 -204
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.8 3.7 0.3 12.9 94.1 93.0 98.1: 7.0 1.9
Old : 100.0: 79.8 3.7 0.3 12.9 94.1 93.0 98.1: 7.0 1.9
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 : 86: 55 10 2 6 18 61 30:
Old : 86: 55 10 2 6 18 61 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 : 49.4 70.3 60.8 85.9 49.0 70.3 60.5 84.1
Old : 49.4 70.3 60.8 85.9 49.0 70.3 60.5 84.1
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 24, 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 : 89,519: 35,456 23,863 9,243 25,026 33,406 69,725 66,512: 19,794 23,007
Old : 89,519: 35,456 23,863 9,243 25,026 33,406 69,725 66,512: 19,794 23,007
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 18, 2007 :
: 11,479: 3,128 5,683 1,154 5,045 1,496 9,327 8,333: 2,153 3,146
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.6 26.7 10.3 28.0 37.3 77.9 74.3: 22.1 25.7
Old : 100.0: 39.6 26.7 10.3 28.0 37.3 77.9 74.3: 22.1 25.7
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 : 62: 17 22 11 15 17 37 45:
Old : 62: 17 22 11 15 17 37 45:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.0 26.1 53.8 40.9 35.0 17.9 41.5 27.5
Old : 35.0 26.1 53.8 40.9 35.0 17.9 41.5 27.5
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 24, 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 : 221,408: 43,062 42,977 17,623 131,349 140,292 192,034 200,891: 29,375 20,517
Old : 221,408: 43,062 42,977 17,623 131,349 140,292 192,034 200,891: 29,375 20,517
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 18, 2007 :
: 3,345: -7,405 2,377 431 13,766 166 6,792 2,974: -3,447 371
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.4 19.4 8.0 59.3 63.4 86.7 90.7: 13.3 9.3
Old : 100.0: 19.4 19.4 8.0 59.3 63.4 86.7 90.7: 13.3 9.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 102: 33 28 13 32 27 70 63:
Old : 102: 33 28 13 32 27 70 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 : 43.4 48.7 55.8 60.0 33.8 41.1 42.5 49.9
Old : 43.4 48.7 55.8 60.0 33.8 41.1 42.5 49.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 24, 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 : 188,097: 67,785 35,340 20,257 52,318 95,859 140,360 151,456: 47,737 36,641
Old : 188,097: 67,785 35,340 20,257 52,318 95,859 140,360 151,456: 47,737 36,641
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 18, 2007 :
: 9,027: 756 490 1,295 11,104 9,425 13,155 11,210: -4,128 -2,183
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.0 18.8 10.8 27.8 51.0 74.6 80.5: 25.4 19.5
Old : 100.0: 36.0 18.8 10.8 27.8 51.0 74.6 80.5: 25.4 19.5
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 : 124: 43 36 26 33 33 89 82:
Old : 124: 43 36 26 33 33 89 82:
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 28.7 38.2 41.7 26.5 27.8 36.4 39.2
Old : 26.7 28.7 38.2 41.7 26.5 27.8 36.4 39.2
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 24, 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 : 20,826: 14,098 1,851 81 4,190 17,818 18,369 19,750: 2,457 1,076
Old : 20,826: 14,098 1,851 81 4,190 17,818 18,369 19,750: 2,457 1,076
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 18, 2007 :
: 1,746: 1,542 -1,079 0 990 1,827 2,532 748: -786 998
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.7 8.9 0.4 20.1 85.6 88.2 94.8: 11.8 5.2
Old : 100.0: 67.7 8.9 0.4 20.1 85.6 88.2 94.8: 11.8 5.2
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 : 32: 12 4 1 7 12 19 17:
Old : 32: 12 4 1 7 12 19 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.3 56.6 71.2 77.6 54.3 56.3 71.2 74.5
Old : 54.3 56.6 71.2 77.6 54.3 56.3 71.2 74.5
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 24, 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 :17,494,831: 1,036,426 361,968 6,922,277 8,235,171 8,968,301 16,193,874 16,252,546: 1,300,956 1,242,284
Old :17,494,831: 1,036,426 361,968 6,922,277 8,235,171 8,968,301 16,193,874 16,252,546: 1,300,956 1,242,284
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 18, 2007 :
: -240,525: -10,653 14,298 72,897 -60,800 -102,506 1,444 -15,311: -241,969 -225,214
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.9 2.1 39.6 47.1 51.3 92.6 92.9: 7.4 7.1
Old : 100.0: 5.9 2.1 39.6 47.1 51.3 92.6 92.9: 7.4 7.1
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 : 254: 70 38 102 127 126 243 233:
Old : 254: 70 38 102 127 126 243 233:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.2 19.8 36.5 31.3 15.5 10.4 18.4 16.8
Old : 25.2 19.8 36.5 31.3 15.5 10.4 18.4 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 24, 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 : 596,190: 50,842 57,678 42,996 379,253 385,210 473,091 485,884: 123,100 110,307
Old : 596,190: 50,842 57,678 42,996 379,253 385,210 473,091 485,884: 123,100 110,307
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 18, 2007 :
: -244,907: -4,911 -13,986 -65,068 -125,963 -110,902 -195,942 -189,956: -48,965 -54,951
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.5 9.7 7.2 63.6 64.6 79.4 81.5: 20.6 18.5
Old : 100.0: 8.5 9.7 7.2 63.6 64.6 79.4 81.5: 20.6 18.5
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 : 193: 49 39 55 81 58 156 126:
Old : 193: 49 39 55 81 58 156 126:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.5 29.7 27.3 41.8 19.2 29.7 26.8 41.8
Old : 19.5 29.7 27.3 41.8 19.2 29.7 26.8 41.8
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 24, 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 : 1,835,635: 319,382 390,720 86,485 1,175,348 1,196,246 1,581,215 1,673,451: 254,420 162,184
Old : 1,835,635: 319,382 390,720 86,485 1,175,348 1,196,246 1,581,215 1,673,451: 254,420 162,184
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 18, 2007 :
:-1,075,639: -30,408 -119,578 -134,753 -639,306 -681,219 -804,467 -935,550: -271,172 -140,089
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.4 21.3 4.7 64.0 65.2 86.1 91.2: 13.9 8.8
Old : 100.0: 17.4 21.3 4.7 64.0 65.2 86.1 91.2: 13.9 8.8
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 : 294: 60 89 54 101 92 192 204:
Old : 294: 60 89 54 101 92 192 204:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.8 24.1 31.7 36.8 16.2 20.0 27.2 31.0
Old : 18.8 24.1 31.7 36.8 16.2 20.0 27.2 31.0
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 24, 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 : 107,361: 10,545 26,857 0 81,328 77,277 91,873 104,134: 15,488 3,227
Old : 107,361: 10,545 26,857 0 81,328 77,277 91,873 104,134: 15,488 3,227
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 18, 2007 :
: -17,021: 2,007 317 -1,542 -18,329 -14,241 -17,864 -15,466: 843 -1,555
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.8 25.0 0.0 75.8 72.0 85.6 97.0: 14.4 3.0
Old : 100.0: 9.8 25.0 0.0 75.8 72.0 85.6 97.0: 14.4 3.0
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 : 82: 13 10 0 35 33 48 43:
Old : 82: 13 10 0 35 33 48 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 : 28.7 37.9 46.6 63.3 28.4 37.7 46.1 59.8
Old : 28.7 37.9 46.6 63.3 28.4 37.7 46.1 59.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 24, 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 : 36,846: 4,363 9,861 68 23,217 20,244 27,648 30,173: 9,197 6,672
Old : 36,846: 4,363 9,861 68 23,217 20,244 27,648 30,173: 9,197 6,672
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 18, 2007 :
: -31,434: -4,492 -5,649 -2,128 -21,979 -17,403 -28,600 -25,180: -2,834 -6,253
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.8 26.8 0.2 63.0 54.9 75.0 81.9: 25.0 18.1
Old : 100.0: 11.8 26.8 0.2 63.0 54.9 75.0 81.9: 25.0 18.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 51: 9 11 1 21 16 30 28:
Old : 51: 9 11 1 21 16 30 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.2 41.9 53.0 58.8 43.2 41.9 52.0 58.8
Old : 43.2 41.9 53.0 58.8 43.2 41.9 52.0 58.8
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 24, 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 : 285,335: 77,716 127,623 9,445 161,166 127,685 248,327 264,753: 37,008 20,582
Old : 285,335: 77,716 127,623 9,445 161,166 127,685 248,327 264,753: 37,008 20,582
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 18, 2007 :
: -265,451: -26,668 -55,165 -32,386 -165,794 -160,429 -224,847 -247,979: -40,603 -17,472
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.2 44.7 3.3 56.5 44.7 87.0 92.8: 13.0 7.2
Old : 100.0: 27.2 44.7 3.3 56.5 44.7 87.0 92.8: 13.0 7.2
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: 73 52 16 53 54 132 116:
Old : 217: 73 52 16 53 54 132 116:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.7 27.6 35.1 44.5 20.7 25.9 29.7 41.0
Old : 23.7 27.6 35.1 44.5 20.7 25.9 29.7 41.0
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 24, 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 : 58,682: 24,029 10,560 772 11,152 39,288 35,952 50,620: 22,729 8,062
Old : 58,682: 24,029 10,560 772 11,152 39,288 35,952 50,620: 22,729 8,062
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 18, 2007 :
: 2,228: 4,682 2,221 49 -2,804 502 1,927 2,773: 301 -544
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.9 18.0 1.3 19.0 67.0 61.3 86.3: 38.7 13.7
Old : 100.0: 40.9 18.0 1.3 19.0 67.0 61.3 86.3: 38.7 13.7
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 : 43: 17 9 3 7 14 25 25:
Old : 43: 17 9 3 7 14 25 25:
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 : 25.2 46.4 36.8 63.9 25.1 46.4 36.4 61.2
Old : 25.2 46.4 36.8 63.9 25.1 46.4 36.4 61.2
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 24, 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 : 34,539: 1,315 11,439 383 23,635 18,246 25,333 30,069: 9,206 4,470
Old : 34,539: 1,315 11,439 383 23,635 18,246 25,333 30,069: 9,206 4,470
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 18, 2007 :
: -24,036: -605 -3,790 -340 -15,407 -17,341 -16,352 -21,471: -7,684 -2,565
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.8 33.1 1.1 68.4 52.8 73.3 87.1: 26.7 12.9
Old : 100.0: 3.8 33.1 1.1 68.4 52.8 73.3 87.1: 26.7 12.9
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 : 57: 4 19 3 18 22 24 42:
Old : 57: 4 19 3 18 22 24 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 : 53.2 26.9 62.2 43.8 48.5 25.2 56.2 40.2
Old : 53.2 26.9 62.2 43.8 48.5 25.2 56.2 40.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-239742
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 24, 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 : 574,762: 58,443 233,619 10,632 492,422 278,432 561,498 522,683: 13,265 52,079
Old : 574,762: 58,443 233,619 10,632 492,422 278,432 561,498 522,683: 13,265 52,079
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 18, 2007 :
: -271,192: -11,749 -5,350 -26,292 -215,806 -190,586 -253,847 -222,228: -17,346 -48,964
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.2 40.6 1.8 85.7 48.4 97.7 90.9: 2.3 9.1
Old : 100.0: 10.2 40.6 1.8 85.7 48.4 97.7 90.9: 2.3 9.1
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 : 273: 24 140 44 60 76 120 224:
Old : 273: 24 140 44 60 76 120 224:
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 : 62.5 20.8 79.1 28.7 60.9 20.7 77.5 28.6
Old : 62.5 20.8 79.1 28.7 60.9 20.7 77.5 28.6
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 24, 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 : 62,619: 13,354 36,475 82 41,184 19,774 54,621 56,332: 7,998 6,287
Old : 62,619: 13,354 36,475 82 41,184 19,774 54,621 56,332: 7,998 6,287
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 18, 2007 :
: -200: 898 1,958 -109 346 -564 1,135 1,285: -1,335 -1,485
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.3 58.2 0.1 65.8 31.6 87.2 90.0: 12.8 10.0
Old : 100.0: 21.3 58.2 0.1 65.8 31.6 87.2 90.0: 12.8 10.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 61: 16 15 4 14 19 31 37:
Old : 61: 16 15 4 14 19 31 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 : 47.0 60.3 66.1 71.1 47.0 60.3 66.1 70.2
Old : 47.0 60.3 66.1 71.1 47.0 60.3 66.1 70.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 24, 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 : 48,541: 18,896 3,025 49 12,428 35,301 31,373 38,375: 17,168 10,166
Old : 48,541: 18,896 3,025 49 12,428 35,301 31,373 38,375: 17,168 10,166
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 18, 2007 :
: 3,894: 1,032 2,050 9 1,446 -189 2,487 1,870: 1,407 2,024
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.9 6.2 0.1 25.6 72.7 64.6 79.1: 35.4 20.9
Old : 100.0: 38.9 6.2 0.1 25.6 72.7 64.6 79.1: 35.4 20.9
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 : 37: 11 3 2 14 10 25 15:
Old : 37: 11 3 2 14 10 25 15:
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 64.7 54.3 74.9 44.4 64.7 51.5 73.8
Old : 45.7 64.7 54.3 74.9 44.4 64.7 51.5 73.8
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 24, 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 : 21,178: 5,878 783 0 14,179 20,064 20,057 20,847: 1,121 331
Old : 21,178: 5,878 783 0 14,179 20,064 20,057 20,847: 1,121 331
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 18, 2007 :
: -261: 94 74 0 -44 140 50 214: -311 -475
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.8 3.7 0.0 67.0 94.7 94.7 98.4: 5.3 1.6
Old : 100.0: 27.8 3.7 0.0 67.0 94.7 94.7 98.4: 5.3 1.6
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 : 23: 10 3 0 6 5 16 8:
Old : 23: 10 3 0 6 5 16 8:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 70.0 95.9 86.1 98.4 69.3 95.9 85.3 97.7
Old : 70.0 95.9 86.1 98.4 69.3 95.9 85.3 97.7
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 24, 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 : 23,567: 6,577 3,481 1,977 11,822 10,500 20,376 15,958: 3,191 7,609
Old : 23,567: 6,577 3,481 1,977 11,822 10,500 20,376 15,958: 3,191 7,609
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 18, 2007 :
: -70: 462 -400 47 -600 500 -91 147: 21 -217
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.9 14.8 8.4 50.2 44.6 86.5 67.7: 13.5 32.3
Old : 100.0: 27.9 14.8 8.4 50.2 44.6 86.5 67.7: 13.5 32.3
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 : 35: 8 3 6 16 19 25 27:
Old : 35: 8 3 6 16 19 25 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 : 56.1 31.5 68.7 48.6 49.8 28.8 60.6 43.8
Old : 56.1 31.5 68.7 48.6 49.8 28.8 60.6 43.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 28, 2007