BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders - Futures Only, July 3, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 20,000 POUNDS) :
: : :
All : 4,505: 67 0 0 3,448 4,434 3,515 4,434: 990 71
Old : 4,505: 67 0 0 3,448 4,434 3,515 4,434: 990 71
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 26, 2007 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.5 0.0 0.0 76.5 98.4 78.0 98.4: 22.0 1.6
Old : 100.0: 1.5 0.0 0.0 76.5 98.4 78.0 98.4: 22.0 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 : 20: 1 0 0 15 10 16 10:
Old : 20: 1 0 0 15 10 16 10:
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 : 50.5 80.6 67.3 97.5 50.5 80.2 67.3 94.3
Old : 50.5 80.6 67.3 97.5 50.5 80.2 67.3 94.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders - Futures Only, July 3, 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 : 37,392: 9,173 1,202 860 21,601 27,702 31,634 29,764: 5,758 7,628
Old : 37,392: 9,173 1,202 860 21,601 27,702 31,634 29,764: 5,758 7,628
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 26, 2007 :
: -4,158: -2,621 265 -362 76 -2,855 -2,907 -2,952: -1,251 -1,206
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.5 3.2 2.3 57.8 74.1 84.6 79.6: 15.4 20.4
Old : 100.0: 24.5 3.2 2.3 57.8 74.1 84.6 79.6: 15.4 20.4
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 : 61: 19 5 11 23 22 47 34:
Old : 61: 19 5 11 23 22 47 34:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.8 40.7 53.7 56.2 34.8 39.8 53.2 55.2
Old : 34.8 40.7 53.7 56.2 34.8 39.8 53.2 55.2
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 - Futures Only, July 3, 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 : 169,436: 31,480 49,114 38,333 82,941 53,344 152,754 140,791: 16,682 28,645
Old : 125,990: 20,797 54,432 22,424 71,745 29,611 114,966 106,467: 11,024 19,523
Other: 43,446: 21,588 5,587 5,004 11,196 23,733 37,788 34,324: 5,658 9,122
: : :
: : Changes in Commitments from: June 26, 2007 :
: -69: -905 6,292 1,179 973 -9,930 1,247 -2,459: -1,316 2,390
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.6 29.0 22.6 49.0 31.5 90.2 83.1: 9.8 16.9
Old : 100.0: 16.5 43.2 17.8 56.9 23.5 91.3 84.5: 8.7 15.5
Other: 100.0: 49.7 12.9 11.5 25.8 54.6 87.0 79.0: 13.0 21.0
: : :
:# Traders : Number of Traders in Each Category :
All : 203: 48 88 71 30 35 128 160:
Old : 195: 41 96 54 28 34 108 153:
Other: 106: 35 29 25 15 30 64 72:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.8 14.6 40.6 24.2 27.8 12.8 38.9 20.0
Old : 35.1 12.8 50.2 23.4 35.1 12.3 49.8 21.1
Other: 32.1 32.8 47.8 45.1 25.6 21.5 36.9 29.7
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders - Futures Only, July 3, 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 : 220,243: 50,034 40,061 40,041 113,100 96,600 203,175 176,702: 17,068 43,541
Old : 220,243: 50,034 40,061 40,041 113,100 96,600 203,175 176,702: 17,068 43,541
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 26, 2007 :
: -7,132: -2,966 4,840 -3,991 461 -5,554 -6,496 -4,705: -636 -2,427
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.7 18.2 18.2 51.4 43.9 92.3 80.2: 7.7 19.8
Old : 100.0: 22.7 18.2 18.2 51.4 43.9 92.3 80.2: 7.7 19.8
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 : 282: 65 81 62 53 118 156 226:
Old : 282: 65 81 62 53 118 156 226:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.0 14.5 41.9 23.6 29.0 12.1 41.9 19.8
Old : 29.0 14.5 41.9 23.6 29.0 12.1 41.9 19.8
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 - Futures Only, July 3, 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 : 7,484: 2,754 2,054 978 1,801 2,376 5,533 5,408: 1,951 2,076
Old : 7,484: 2,754 2,054 978 1,801 2,376 5,533 5,408: 1,951 2,076
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 26, 2007 :
: -451: -87 -220 154 -505 -399 -438 -465: -13 14
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.8 27.4 13.1 24.1 31.7 73.9 72.3: 26.1 27.7
Old : 100.0: 36.8 27.4 13.1 24.1 31.7 73.9 72.3: 26.1 27.7
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 : 64: 19 21 11 14 20 43 43:
Old : 64: 19 21 11 14 20 43 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 : 29.2 23.0 44.1 36.4 27.9 19.6 39.4 29.1
Old : 29.2 23.0 44.1 36.4 27.9 19.6 39.4 29.1
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 - Futures Only, July 3, 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 : 23,510: 7,972 5,473 2,375 7,748 4,104 18,095 11,952: 5,415 11,558
Old : 23,510: 7,972 5,473 2,375 7,748 4,104 18,095 11,952: 5,415 11,558
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 26, 2007 :
: 733: -16 -227 668 -934 -233 -282 208: 1,015 525
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.9 23.3 10.1 33.0 17.5 77.0 50.8: 23.0 49.2
Old : 100.0: 33.9 23.3 10.1 33.0 17.5 77.0 50.8: 23.0 49.2
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 : 118: 35 24 23 27 39 78 76:
Old : 118: 35 24 23 27 39 78 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 : 21.1 13.4 33.9 20.9 19.4 11.6 31.2 17.5
Old : 21.1 13.4 33.9 20.9 19.4 11.6 31.2 17.5
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 - Futures Only, July 3, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF CAD 100,000) :
: : :
All : 143,135: 79,653 14,400 1,489 26,909 104,004 108,051 119,893: 35,084 23,242
Old : 143,135: 79,653 14,400 1,489 26,909 104,004 108,051 119,893: 35,084 23,242
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 26, 2007 :
: 3,256: -2,400 1,210 10 1,213 250 -1,177 1,470: 4,433 1,786
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.6 10.1 1.0 18.8 72.7 75.5 83.8: 24.5 16.2
Old : 100.0: 55.6 10.1 1.0 18.8 72.7 75.5 83.8: 24.5 16.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 91: 45 14 4 18 19 65 35:
Old : 91: 45 14 4 18 19 65 35:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.3 50.7 41.6 65.0 30.3 49.0 41.6 63.4
Old : 30.3 50.7 41.6 65.0 30.3 49.0 41.6 63.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
Commitments of Traders - Futures Only, July 3, 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 : 95,030: 14,876 48,451 0 69,804 27,367 84,680 75,818: 10,350 19,212
Old : 95,030: 14,876 48,451 0 69,804 27,367 84,680 75,818: 10,350 19,212
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 26, 2007 :
: -6,915: 6,573 -18,683 0 -16,090 17,278 -9,517 -1,405: 2,602 -5,510
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.7 51.0 0.0 73.5 28.8 89.1 79.8: 10.9 20.2
Old : 100.0: 15.7 51.0 0.0 73.5 28.8 89.1 79.8: 10.9 20.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 55: 13 25 0 7 13 20 38:
Old : 55: 13 25 0 7 13 20 38:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 67.9 35.1 81.3 50.2 67.8 32.8 78.1 46.0
Old : 67.9 35.1 81.3 50.2 67.8 32.8 78.1 46.0
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 - Futures Only, July 3, 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 : 94,589: 55,616 6,836 328 28,244 84,585 84,188 91,749: 10,401 2,840
Old : 94,589: 55,616 6,836 328 28,244 84,585 84,188 91,749: 10,401 2,840
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 26, 2007 :
: 1: 1,858 -4,942 -323 -2,589 5,060 -1,054 -205: 1,055 206
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.8 7.2 0.3 29.9 89.4 89.0 97.0: 11.0 3.0
Old : 100.0: 58.8 7.2 0.3 29.9 89.4 89.0 97.0: 11.0 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 : 93: 57 12 1 10 19 68 31:
Old : 93: 57 12 1 10 19 68 31:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.9 70.5 56.3 81.9 29.4 48.2 37.6 58.7
Old : 42.9 70.5 56.3 81.9 29.4 48.2 37.6 58.7
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 - Futures Only, July 3, 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 : 164,639: 122,379 24,206 668 8,765 113,388 131,812 138,262: 32,827 26,377
Old : 164,639: 122,379 24,206 668 8,765 113,388 131,812 138,262: 32,827 26,377
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 26, 2007 :
: 4,848: 3,051 1,012 256 -736 -3,952 2,571 -2,684: 2,277 7,532
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.3 14.7 0.4 5.3 68.9 80.1 84.0: 19.9 16.0
Old : 100.0: 74.3 14.7 0.4 5.3 68.9 80.1 84.0: 19.9 16.0
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 : 93: 47 20 6 12 20 63 42:
Old : 93: 47 20 6 12 20 63 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 : 31.9 42.6 44.8 56.8 31.9 42.4 44.8 56.3
Old : 31.9 42.6 44.8 56.8 31.9 42.4 44.8 56.3
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 - Futures Only, July 3, 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 : 326,811: 43,373 198,511 534 244,264 91,434 288,171 290,479: 38,640 36,332
Old : 326,811: 43,373 198,511 534 244,264 91,434 288,171 290,479: 38,640 36,332
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 26, 2007 :
: -25,488: -6,038 -38,977 66 -19,799 13,830 -25,771 -25,081: 283 -407
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.3 60.7 0.2 74.7 28.0 88.2 88.9: 11.8 11.1
Old : 100.0: 13.3 60.7 0.2 74.7 28.0 88.2 88.9: 11.8 11.1
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 : 134: 30 63 6 28 23 63 87:
Old : 134: 30 63 6 28 23 63 87:
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 : 45.4 29.1 61.7 43.5 44.3 29.1 59.6 42.1
Old : 45.4 29.1 61.7 43.5 44.3 29.1 59.6 42.1
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 - Futures Only, July 3, 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 : 195,000: 101,643 25,119 1,330 29,601 136,922 132,574 163,371: 62,426 31,629
Old : 195,000: 101,643 25,119 1,330 29,601 136,922 132,574 163,371: 62,426 31,629
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 26, 2007 :
: 11,107: 8,767 -324 642 -9,255 11,370 154 11,688: 10,953 -581
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.1 12.9 0.7 15.2 70.2 68.0 83.8: 32.0 16.2
Old : 100.0: 52.1 12.9 0.7 15.2 70.2 68.0 83.8: 32.0 16.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 130: 57 29 8 25 32 84 67:
Old : 130: 57 29 8 25 32 84 67:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.5 44.5 31.6 56.5 22.4 44.0 31.5 56.0
Old : 22.5 44.5 31.6 56.5 22.4 44.0 31.5 56.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
Commitments of Traders - Futures Only, July 3, 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 : 41,316: 25,511 2,617 380 11,608 36,383 37,499 39,380: 3,817 1,936
Old : 41,316: 25,511 2,617 380 11,608 36,383 37,499 39,380: 3,817 1,936
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 26, 2007 :
: -77: -1,116 -136 -41 467 -368 -690 -545: 613 468
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.7 6.3 0.9 28.1 88.1 90.8 95.3: 9.2 4.7
Old : 100.0: 61.7 6.3 0.9 28.1 88.1 90.8 95.3: 9.2 4.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 38: 15 9 1 8 9 23 19:
Old : 38: 15 9 1 8 9 23 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.7 83.5 76.3 88.6 62.7 82.3 75.9 87.4
Old : 62.7 83.5 76.3 88.6 62.7 82.3 75.9 87.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE Code-032741
Commitments of Traders - Futures Only, July 3, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $3,000,000) :
: : :
All : 86,387: 12,887 29,105 2,241 64,743 51,985 79,871 83,331: 6,516 3,056
Old : 86,387: 12,887 29,105 2,241 64,743 51,985 79,871 83,331: 6,516 3,056
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 26, 2007 :
: 3,865: 3,089 -406 148 383 3,374 3,620 3,116: 245 749
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.9 33.7 2.6 74.9 60.2 92.5 96.5: 7.5 3.5
Old : 100.0: 14.9 33.7 2.6 74.9 60.2 92.5 96.5: 7.5 3.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 6 2 2 18 15 25 18:
Old : 31: 6 2 2 18 15 25 18:
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 : 46.5 65.7 66.6 86.8 42.3 60.3 60.2 79.1
Old : 46.5 65.7 66.6 86.8 42.3 60.3 60.2 79.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
Commitments of Traders - Futures Only, July 3, 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 :10,584,967: 1,452,340 611,624 867,159 7,229,618 7,700,525 9,549,117 9,179,308: 1,035,850 1,405,659
Old :10,584,967: 1,452,340 611,624 867,159 7,229,618 7,700,525 9,549,117 9,179,308: 1,035,850 1,405,659
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 26, 2007 :
: 37,923: -93,738 -117,496 53,850 35,633 51,573 -4,255 -12,073: 42,178 49,996
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.7 5.8 8.2 68.3 72.7 90.2 86.7: 9.8 13.3
Old : 100.0: 13.7 5.8 8.2 68.3 72.7 90.2 86.7: 9.8 13.3
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 : 306: 68 52 90 150 163 259 274:
Old : 306: 68 52 90 150 163 259 274:
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 : 39.0 15.0 47.2 28.0 36.7 13.8 41.6 23.8
Old : 39.0 15.0 47.2 28.0 36.7 13.8 41.6 23.8
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 - Futures Only, July 3, 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 : 596,688: 43,762 82,425 7,332 433,615 416,411 484,709 506,168: 111,979 90,520
Old : 596,688: 43,762 82,425 7,332 433,615 416,411 484,709 506,168: 111,979 90,520
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 26, 2007 :
: -7,379: -1,218 -145 -127 -1,394 -3,528 -2,739 -3,800: -4,640 -3,579
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.3 13.8 1.2 72.7 69.8 81.2 84.8: 18.8 15.2
Old : 100.0: 7.3 13.8 1.2 72.7 69.8 81.2 84.8: 18.8 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 : 190: 36 40 18 84 59 131 106:
Old : 190: 36 40 18 84 59 131 106:
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 : 23.9 29.1 33.2 43.1 23.8 29.0 32.4 42.5
Old : 23.9 29.1 33.2 43.1 23.8 29.0 32.4 42.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
Commitments of Traders - Futures Only, July 3, 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 : 1,619,924: 358,140 502,690 36,196 1,041,395 943,840 1,435,731 1,482,726: 184,193 137,198
Old : 1,619,924: 358,140 502,690 36,196 1,041,395 943,840 1,435,731 1,482,726: 184,193 137,198
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 26, 2007 :
: -23,020: -32,015 27,658 11,710 74,253 -36,866 53,948 2,502: -76,968 -25,522
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.1 31.0 2.2 64.3 58.3 88.6 91.5: 11.4 8.5
Old : 100.0: 22.1 31.0 2.2 64.3 58.3 88.6 91.5: 11.4 8.5
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 : 299: 65 98 33 87 93 171 205:
Old : 299: 65 98 33 87 93 171 205:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.8 20.7 34.6 30.0 15.9 17.0 27.6 24.3
Old : 22.8 20.7 34.6 30.0 15.9 17.0 27.6 24.3
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 - Futures Only, July 3, 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 : 90,150: 10,484 29,274 0 68,690 57,822 79,174 87,096: 10,976 3,054
Old : 90,150: 10,484 29,274 0 68,690 57,822 79,174 87,096: 10,976 3,054
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 26, 2007 :
: 3,434: -598 273 -3 4,544 3,736 3,943 4,006: -509 -572
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.6 32.5 0.0 76.2 64.1 87.8 96.6: 12.2 3.4
Old : 100.0: 11.6 32.5 0.0 76.2 64.1 87.8 96.6: 12.2 3.4
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 : 91: 13 17 0 37 38 50 55:
Old : 91: 13 17 0 37 38 50 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 : 35.9 38.1 57.4 54.3 35.5 37.2 55.8 53.3
Old : 35.9 38.1 57.4 54.3 35.5 37.2 55.8 53.3
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 - Futures Only, July 3, 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 : 62,484: 7,403 16,800 25 44,622 36,726 52,050 53,551: 10,434 8,933
Old : 62,484: 7,403 16,800 25 44,622 36,726 52,050 53,551: 10,434 8,933
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 26, 2007 :
: 6,441: 2,052 721 1 4,991 4,259 7,044 4,981: -603 1,460
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.8 26.9 0.0 71.4 58.8 83.3 85.7: 16.7 14.3
Old : 100.0: 11.8 26.9 0.0 71.4 58.8 83.3 85.7: 16.7 14.3
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 : 60: 9 12 2 26 20 36 33:
Old : 60: 9 12 2 26 20 36 33:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.5 43.7 60.3 62.2 42.5 40.6 58.9 56.1
Old : 42.5 43.7 60.3 62.2 42.5 40.6 58.9 56.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
Commitments of Traders - Futures Only, July 3, 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 : 395,201: 138,193 91,679 6,114 227,602 270,187 371,909 367,980: 23,292 27,221
Old : 395,201: 138,193 91,679 6,114 227,602 270,187 371,909 367,980: 23,292 27,221
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 26, 2007 :
: 26,414: 14,664 -5,286 1,889 11,822 36,348 28,375 32,951: -1,961 -6,537
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.0 23.2 1.5 57.6 68.4 94.1 93.1: 5.9 6.9
Old : 100.0: 35.0 23.2 1.5 57.6 68.4 94.1 93.1: 5.9 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 : 220: 86 51 10 45 48 136 104:
Old : 220: 86 51 10 45 48 136 104:
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 : 29.1 36.0 40.0 48.8 27.0 35.7 37.5 48.5
Old : 29.1 36.0 40.0 48.8 27.0 35.7 37.5 48.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
Commitments of Traders - Futures Only, July 3, 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 : 109,147: 68,053 9,956 814 10,171 89,064 79,038 99,834: 30,109 9,313
Old : 109,147: 68,053 9,956 814 10,171 89,064 79,038 99,834: 30,109 9,313
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 26, 2007 :
: -2,357: -5,261 3,617 15 5,532 -4,077 286 -445: -2,643 -1,912
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.3 9.1 0.7 9.3 81.6 72.4 91.5: 27.6 8.5
Old : 100.0: 62.3 9.1 0.7 9.3 81.6 72.4 91.5: 27.6 8.5
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 : 67: 39 9 2 10 12 49 23:
Old : 67: 39 9 2 10 12 49 23:
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 : 20.8 65.3 32.3 79.4 20.8 62.9 32.3 77.1
Old : 20.8 65.3 32.3 79.4 20.8 62.9 32.3 77.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE Code-239741
Commitments of Traders - Futures Only, July 3, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (RUSSEL 2000 INDEX X $500) :
: : :
All : 36,756: 238 8,079 0 31,270 23,421 31,508 31,500: 5,248 5,256
Old : 36,756: 238 8,079 0 31,270 23,421 31,508 31,500: 5,248 5,256
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 26, 2007 :
: 4,136: -10 334 0 3,796 3,558 3,786 3,892: 350 244
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.6 22.0 0.0 85.1 63.7 85.7 85.7: 14.3 14.3
Old : 100.0: 0.6 22.0 0.0 85.1 63.7 85.7 85.7: 14.3 14.3
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 : 49: 1 16 0 20 19 21 35:
Old : 49: 1 16 0 20 19 21 35:
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 : 61.3 33.5 72.7 51.6 57.2 32.3 68.6 49.7
Old : 61.3 33.5 72.7 51.6 57.2 32.3 68.6 49.7
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 - Futures Only, July 3, 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 : 541,443: 74,116 250,721 2,016 451,191 263,811 527,323 516,548: 14,120 24,895
Old : 541,443: 74,116 250,721 2,016 451,191 263,811 527,323 516,548: 14,120 24,895
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 26, 2007 :
: 18,047: 1,104 8,587 291 18,868 7,165 20,263 16,043: -2,216 2,004
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.7 46.3 0.4 83.3 48.7 97.4 95.4: 2.6 4.6
Old : 100.0: 13.7 46.3 0.4 83.3 48.7 97.4 95.4: 2.6 4.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 239: 35 97 6 55 76 93 176:
Old : 239: 35 97 6 55 76 93 176:
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 : 55.7 19.4 77.8 31.8 51.4 19.0 72.6 29.6
Old : 55.7 19.4 77.8 31.8 51.4 19.0 72.6 29.6
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 - Futures Only, July 3, 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 : 51,326: 12,768 13,718 2 27,629 25,842 40,399 39,562: 10,927 11,764
Old : 51,326: 12,768 13,718 2 27,629 25,842 40,399 39,562: 10,927 11,764
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 26, 2007 :
: 741: 480 -800 0 121 2,414 601 1,614: 140 -873
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.9 26.7 0.0 53.8 50.3 78.7 77.1: 21.3 22.9
Old : 100.0: 24.9 26.7 0.0 53.8 50.3 78.7 77.1: 21.3 22.9
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 : 73: 22 16 2 20 16 44 33:
Old : 73: 22 16 2 20 16 44 33:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.0 37.5 42.9 54.3 27.0 32.7 40.2 49.6
Old : 27.0 37.5 42.9 54.3 27.0 32.7 40.2 49.6
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 - Futures Only, July 3, 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 : 39,803: 20,895 2,686 103 14,468 18,520 35,466 21,309: 4,337 18,494
Old : 39,803: 20,895 2,686 103 14,468 18,520 35,466 21,309: 4,337 18,494
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 26, 2007 :
: -1,362: 1,480 1,564 -128 1,303 -499 2,655 937: -4,017 -2,299
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.5 6.7 0.3 36.3 46.5 89.1 53.5: 10.9 46.5
Old : 100.0: 52.5 6.7 0.3 36.3 46.5 89.1 53.5: 10.9 46.5
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: 26 4 1 14 15 40 20:
Old : 58: 26 4 1 14 15 40 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.3 34.1 54.0 43.6 38.1 32.8 51.3 41.2
Old : 38.3 34.1 54.0 43.6 38.1 32.8 51.3 41.2
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 - Futures Only, July 3, 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 : 20,281: 5,389 1,122 275 13,715 18,363 19,379 19,760: 902 521
Old : 20,281: 5,389 1,122 275 13,715 18,363 19,379 19,760: 902 521
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 26, 2007 :
: 78: -220 167 5 101 -101 -114 71: 192 7
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.6 5.5 1.4 67.6 90.5 95.6 97.4: 4.4 2.6
Old : 100.0: 26.6 5.5 1.4 67.6 90.5 95.6 97.4: 4.4 2.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 7 5 3 8 4 17 10:
Old : 24: 7 5 3 8 4 17 10:
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 : 68.7 93.8 87.8 96.9 68.7 92.5 87.8 95.5
Old : 68.7 93.8 87.8 96.9 68.7 92.5 87.8 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 - Futures Only, July 3, 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 : 38,534: 5,105 8,824 3,129 18,813 17,081 27,047 29,034: 11,487 9,500
Old : 38,534: 5,105 8,824 3,129 18,813 17,081 27,047 29,034: 11,487 9,500
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 26, 2007 :
: 955: 1,953 600 -93 -425 693 1,435 1,200: -480 -245
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.2 22.9 8.1 48.8 44.3 70.2 75.3: 29.8 24.7
Old : 100.0: 13.2 22.9 8.1 48.8 44.3 70.2 75.3: 29.8 24.7
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 : 52: 9 13 7 22 23 35 40:
Old : 52: 9 13 7 22 23 35 40:
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 23.6 44.0 40.7 22.4 21.7 33.1 35.4
Old : 29.8 23.6 44.0 40.7 22.4 21.7 33.1 35.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 9, 2007