BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders - Futures Only, July 24, 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 : 4,788: 107 54 33 3,493 4,604 3,633 4,691: 1,155 97
Old : 4,788: 107 54 33 3,493 4,604 3,633 4,691: 1,155 97
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 17, 2007 :
: 277: 40 54 33 3 163 76 250: 201 27
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.2 1.1 0.7 73.0 96.2 75.9 98.0: 24.1 2.0
Old : 100.0: 2.2 1.1 0.7 73.0 96.2 75.9 98.0: 24.1 2.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 2 3 3 13 9 18 12:
Old : 23: 2 3 3 13 9 18 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.1 79.2 65.7 95.1 48.1 78.9 65.7 91.5
Old : 48.1 79.2 65.7 95.1 48.1 78.9 65.7 91.5
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 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 : 38,023: 9,731 1,577 462 21,894 28,384 32,087 30,423: 5,936 7,600
Old : 38,023: 9,731 1,577 462 21,894 28,384 32,087 30,423: 5,936 7,600
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 17, 2007 :
: 210: 94 125 -186 450 151 358 90: -148 120
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.6 4.1 1.2 57.6 74.6 84.4 80.0: 15.6 20.0
Old : 100.0: 25.6 4.1 1.2 57.6 74.6 84.4 80.0: 15.6 20.0
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 : 63: 21 5 11 25 22 50 34:
Old : 63: 21 5 11 25 22 50 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 : 36.8 40.8 54.1 56.6 36.3 39.9 53.4 55.6
Old : 36.8 40.8 54.1 56.6 36.3 39.9 53.4 55.6
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 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 : 173,688: 33,824 40,504 34,856 89,413 66,087 158,093 141,447: 15,595 32,241
Old : 98,073: 21,748 49,427 7,870 61,555 24,826 91,173 82,123: 6,900 15,950
Other: 75,615: 31,372 10,373 7,690 27,858 41,261 66,920 59,324: 8,695 16,291
: : :
: : Changes in Commitments from: July 17, 2007 :
: -218: 1,605 -120 -3,471 2,998 3,003 1,132 -588: -1,350 370
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.5 23.3 20.1 51.5 38.0 91.0 81.4: 9.0 18.6
Old : 100.0: 22.2 50.4 8.0 62.8 25.3 93.0 83.7: 7.0 16.3
Other: 100.0: 41.5 13.7 10.2 36.8 54.6 88.5 78.5: 11.5 21.5
: : :
:# Traders : Number of Traders in Each Category :
All : 201: 58 70 67 29 40 133 146:
Old : 191: 48 86 35 26 37 96 137:
Other: 132: 49 30 29 20 36 84 83:
:----------------------------------------------------------------------------------------------------
: 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 : 28.4 21.8 41.8 29.8 26.7 15.6 37.7 22.3
Old : 41.9 13.3 56.1 23.5 41.9 12.0 56.0 21.0
Other: 32.0 33.8 42.7 44.0 22.6 21.4 32.6 30.8
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders - Futures Only, July 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 : 241,378: 61,272 38,490 43,419 115,405 111,167 220,096 193,076: 21,282 48,302
Old : 241,378: 61,272 38,490 43,419 115,405 111,167 220,096 193,076: 21,282 48,302
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 17, 2007 :
: 4,883: 938 -581 1,807 2,294 2,801 5,039 4,027: -156 856
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.4 15.9 18.0 47.8 46.1 91.2 80.0: 8.8 20.0
Old : 100.0: 25.4 15.9 18.0 47.8 46.1 91.2 80.0: 8.8 20.0
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 : 305: 87 64 78 62 128 199 233:
Old : 305: 87 64 78 62 128 199 233:
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 : 25.9 15.6 37.6 23.3 25.9 13.5 37.6 20.1
Old : 25.9 15.6 37.6 23.3 25.9 13.5 37.6 20.1
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 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 : 6,904: 2,574 1,897 984 1,988 2,211 5,546 5,092: 1,358 1,812
Old : 6,904: 2,574 1,897 984 1,988 2,211 5,546 5,092: 1,358 1,812
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 17, 2007 :
: -42: -50 135 97 149 -260 196 -28: -238 -14
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.3 27.5 14.3 28.8 32.0 80.3 73.8: 19.7 26.2
Old : 100.0: 37.3 27.5 14.3 28.8 32.0 80.3 73.8: 19.7 26.2
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 : 68: 20 19 6 13 24 36 47:
Old : 68: 20 19 6 13 24 36 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 : 35.9 23.5 53.0 36.3 31.8 18.1 44.2 27.4
Old : 35.9 23.5 53.0 36.3 31.8 18.1 44.2 27.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
Commitments of Traders - Futures Only, July 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 : 31,124: 11,254 4,851 5,187 8,575 5,888 25,016 15,926: 6,108 15,198
Old : 31,124: 11,254 4,851 5,187 8,575 5,888 25,016 15,926: 6,108 15,198
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 17, 2007 :
: 1,944: 176 -142 1,177 266 65 1,619 1,100: 325 844
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.2 15.6 16.7 27.6 18.9 80.4 51.2: 19.6 48.8
Old : 100.0: 36.2 15.6 16.7 27.6 18.9 80.4 51.2: 19.6 48.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 132: 49 21 29 31 35 98 78:
Old : 132: 49 21 29 31 35 98 78:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.0 13.1 27.5 20.2 15.4 8.8 24.2 13.9
Old : 18.0 13.1 27.5 20.2 15.4 8.8 24.2 13.9
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 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 : 158,948: 94,483 17,519 2,833 25,054 118,037 122,370 138,389: 36,578 20,559
Old : 158,948: 94,483 17,519 2,833 25,054 118,037 122,370 138,389: 36,578 20,559
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 17, 2007 :
: 8,426: 9,202 -490 1,296 -1,947 7,725 8,551 8,531: -125 -105
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.4 11.0 1.8 15.8 74.3 77.0 87.1: 23.0 12.9
Old : 100.0: 59.4 11.0 1.8 15.8 74.3 77.0 87.1: 23.0 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 : 93: 45 15 6 21 19 70 36:
Old : 93: 45 15 6 21 19 70 36:
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 : 35.7 54.6 44.9 68.4 35.7 53.9 44.9 67.2
Old : 35.7 54.6 44.9 68.4 35.7 53.9 44.9 67.2
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 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 : 115,383: 21,909 64,786 188 78,675 34,685 100,772 99,659: 14,611 15,724
Old : 115,383: 21,909 64,786 188 78,675 34,685 100,772 99,659: 14,611 15,724
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 17, 2007 :
: 4,805: -2,280 5,043 0 7,249 1,810 4,969 6,853: -164 -2,048
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.0 56.1 0.2 68.2 30.1 87.3 86.4: 12.7 13.6
Old : 100.0: 19.0 56.1 0.2 68.2 30.1 87.3 86.4: 12.7 13.6
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: 19 27 1 10 13 30 40:
Old : 66: 19 27 1 10 13 30 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 : 60.5 38.9 73.5 54.8 60.3 37.0 70.2 50.2
Old : 60.5 38.9 73.5 54.8 60.3 37.0 70.2 50.2
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 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 : 103,205: 62,055 14,327 1,240 30,175 84,936 93,470 100,503: 9,735 2,702
Old : 103,205: 62,055 14,327 1,240 30,175 84,936 93,470 100,503: 9,735 2,702
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 17, 2007 :
: 1,523: -3,991 6,448 37 4,839 -5,116 885 1,369: 638 154
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.1 13.9 1.2 29.2 82.3 90.6 97.4: 9.4 2.6
Old : 100.0: 60.1 13.9 1.2 29.2 82.3 90.6 97.4: 9.4 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 : 100: 55 16 3 14 19 71 37:
Old : 100: 55 16 3 14 19 71 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 : 41.7 65.4 55.4 80.5 27.7 46.1 38.5 60.5
Old : 41.7 65.4 55.4 80.5 27.7 46.1 38.5 60.5
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 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 : 158,955: 107,615 24,111 539 16,700 110,055 124,854 134,705: 34,101 24,250
Old : 158,955: 107,615 24,111 539 16,700 110,055 124,854 134,705: 34,101 24,250
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 17, 2007 :
: -14,267: -15,837 -975 -146 121 -13,980 -15,862 -15,101: 1,595 834
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.7 15.2 0.3 10.5 69.2 78.5 84.7: 21.5 15.3
Old : 100.0: 67.7 15.2 0.3 10.5 69.2 78.5 84.7: 21.5 15.3
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 : 103: 53 21 4 19 18 74 41:
Old : 103: 53 21 4 19 18 74 41:
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 : 28.9 38.9 41.1 58.0 28.9 37.5 41.1 56.3
Old : 28.9 38.9 41.1 58.0 28.9 37.5 41.1 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 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 : 284,669: 51,088 143,503 1,243 188,343 106,993 240,674 251,739: 43,995 32,930
Old : 284,669: 51,088 143,503 1,243 188,343 106,993 240,674 251,739: 43,995 32,930
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 17, 2007 :
: -18,926: 657 -33,701 749 -24,212 15,336 -22,806 -17,616: 3,880 -1,310
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.9 50.4 0.4 66.2 37.6 84.5 88.4: 15.5 11.6
Old : 100.0: 17.9 50.4 0.4 66.2 37.6 84.5 88.4: 15.5 11.6
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 : 136: 40 49 6 28 28 70 81:
Old : 136: 40 49 6 28 28 70 81:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.4 39.0 59.4 52.9 48.4 37.7 59.2 51.5
Old : 48.4 39.0 59.4 52.9 48.4 37.7 59.2 51.5
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 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 : 225,781: 126,890 30,475 2,015 31,658 162,016 160,563 194,506: 65,218 31,275
Old : 225,781: 126,890 30,475 2,015 31,658 162,016 160,563 194,506: 65,218 31,275
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 17, 2007 :
: 4,544: 3,526 6,296 -40 562 -1,645 4,048 4,611: 496 -67
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.2 13.5 0.9 14.0 71.8 71.1 86.1: 28.9 13.9
Old : 100.0: 56.2 13.5 0.9 14.0 71.8 71.1 86.1: 28.9 13.9
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 : 149: 66 38 7 28 31 98 72:
Old : 149: 66 38 7 28 31 98 72:
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 : 23.8 42.9 31.6 55.5 23.5 41.8 31.3 54.0
Old : 23.8 42.9 31.6 55.5 23.5 41.8 31.3 54.0
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 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 : 46,589: 30,047 2,203 0 13,182 42,066 43,229 44,269: 3,360 2,320
Old : 46,589: 30,047 2,203 0 13,182 42,066 43,229 44,269: 3,360 2,320
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 17, 2007 :
: 3,377: 3,755 297 -255 31 3,059 3,531 3,101: -154 276
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.5 4.7 0.0 28.3 90.3 92.8 95.0: 7.2 5.0
Old : 100.0: 64.5 4.7 0.0 28.3 90.3 92.8 95.0: 7.2 5.0
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 : 41: 17 7 0 10 11 27 18:
Old : 41: 17 7 0 10 11 27 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 : 65.7 77.2 77.3 88.6 65.7 75.9 77.3 87.3
Old : 65.7 77.2 77.3 88.6 65.7 75.9 77.3 87.3
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 24, 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 : 72,174: 10,539 26,337 2,163 57,380 41,894 70,082 70,394: 2,092 1,780
Old : 72,174: 10,539 26,337 2,163 57,380 41,894 70,082 70,394: 2,092 1,780
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 17, 2007 :
: 9,367: 888 1,568 161 9,618 7,431 10,667 9,160: -1,300 207
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.6 36.5 3.0 79.5 58.0 97.1 97.5: 2.9 2.5
Old : 100.0: 14.6 36.5 3.0 79.5 58.0 97.1 97.5: 2.9 2.5
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 : 34: 6 2 1 20 13 27 15:
Old : 34: 6 2 1 20 13 27 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 : 46.0 70.0 61.9 88.4 36.6 61.6 51.3 75.2
Old : 46.0 70.0 61.9 88.4 36.6 61.6 51.3 75.2
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 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 :11,425,238: 1,858,116 766,064 901,898 7,581,220 8,447,282 10,341,234 10,115,244: 1,084,004 1,309,994
Old :11,425,238: 1,858,116 766,064 901,898 7,581,220 8,447,282 10,341,234 10,115,244: 1,084,004 1,309,994
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 17, 2007 :
: 165,568: 116,470 -44,173 -21,973 80,261 327,682 174,758 261,536: -9,190 -95,968
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.3 6.7 7.9 66.4 73.9 90.5 88.5: 9.5 11.5
Old : 100.0: 16.3 6.7 7.9 66.4 73.9 90.5 88.5: 9.5 11.5
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 : 312: 73 55 88 153 162 265 274:
Old : 312: 73 55 88 153 162 265 274:
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 : 38.8 15.3 46.7 29.0 36.6 13.2 42.1 24.6
Old : 38.8 15.3 46.7 29.0 36.6 13.2 42.1 24.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
Commitments of Traders - Futures Only, July 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 : 606,064: 42,705 88,341 7,482 436,279 423,457 486,466 519,280: 119,598 86,784
Old : 606,064: 42,705 88,341 7,482 436,279 423,457 486,466 519,280: 119,598 86,784
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 17, 2007 :
: -794: -2,033 -486 -185 -2,772 3,213 -4,990 2,542: 4,196 -3,336
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.0 14.6 1.2 72.0 69.9 80.3 85.7: 19.7 14.3
Old : 100.0: 7.0 14.6 1.2 72.0 69.9 80.3 85.7: 19.7 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 : 187: 33 44 16 83 58 124 110:
Old : 187: 33 44 16 83 58 124 110:
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 : 23.8 28.7 33.3 42.8 23.7 28.6 32.3 42.1
Old : 23.8 28.7 33.3 42.8 23.7 28.6 32.3 42.1
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 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 : 1,787,275: 342,610 640,676 28,975 1,225,428 940,886 1,597,013 1,610,537: 190,262 176,738
Old : 1,787,275: 342,610 640,676 28,975 1,225,428 940,886 1,597,013 1,610,537: 190,262 176,738
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 17, 2007 :
: 85,224: -12,413 48,854 2,557 105,613 11,743 95,757 63,154: -10,533 22,070
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.2 35.8 1.6 68.6 52.6 89.4 90.1: 10.6 9.9
Old : 100.0: 19.2 35.8 1.6 68.6 52.6 89.4 90.1: 10.6 9.9
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 : 321: 74 108 33 97 95 188 219:
Old : 321: 74 108 33 97 95 188 219:
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 : 27.3 21.7 38.8 30.0 19.7 16.2 30.8 23.8
Old : 27.3 21.7 38.8 30.0 19.7 16.2 30.8 23.8
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 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 : 101,742: 11,144 29,013 41 79,897 68,952 91,082 98,006: 10,660 3,736
Old : 101,742: 11,144 29,013 41 79,897 68,952 91,082 98,006: 10,660 3,736
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 17, 2007 :
: -1,197: -1,563 345 41 437 -1,758 -1,085 -1,372: -112 175
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.0 28.5 0.0 78.5 67.8 89.5 96.3: 10.5 3.7
Old : 100.0: 11.0 28.5 0.0 78.5 67.8 89.5 96.3: 10.5 3.7
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 : 94: 12 18 1 38 40 50 59:
Old : 94: 12 18 1 38 40 50 59:
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 : 40.5 40.0 58.5 57.3 40.0 38.5 57.5 55.8
Old : 40.5 40.0 58.5 57.3 40.0 38.5 57.5 55.8
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 - Futures Only, July 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 : 67,896: 7,689 19,747 44 52,277 36,965 60,010 56,756: 7,886 11,140
Old : 67,896: 7,689 19,747 44 52,277 36,965 60,010 56,756: 7,886 11,140
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 17, 2007 :
: 4,569: -1,047 2,429 24 6,876 859 5,853 3,312: -1,284 1,257
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.3 29.1 0.1 77.0 54.4 88.4 83.6: 11.6 16.4
Old : 100.0: 11.3 29.1 0.1 77.0 54.4 88.4 83.6: 11.6 16.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 63: 10 13 3 27 20 38 35:
Old : 63: 10 13 3 27 20 38 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 : 43.3 40.2 63.2 58.7 43.3 37.0 60.8 51.8
Old : 43.3 40.2 63.2 58.7 43.3 37.0 60.8 51.8
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 - Futures Only, July 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 : 442,654: 176,869 100,138 12,120 199,162 311,493 388,151 423,751: 54,503 18,903
Old : 442,654: 176,869 100,138 12,120 199,162 311,493 388,151 423,751: 54,503 18,903
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 17, 2007 :
: 26,204: 19,061 -11,153 2,653 -9,575 41,838 12,139 33,338: 14,065 -7,134
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.0 22.6 2.7 45.0 70.4 87.7 95.7: 12.3 4.3
Old : 100.0: 40.0 22.6 2.7 45.0 70.4 87.7 95.7: 12.3 4.3
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 : 227: 86 54 16 46 52 143 111:
Old : 227: 86 54 16 46 52 143 111:
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 : 28.3 42.1 39.7 55.1 27.5 42.0 38.2 52.4
Old : 28.3 42.1 39.7 55.1 27.5 42.0 38.2 52.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
Commitments of Traders - Futures Only, July 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 : 118,608: 75,651 8,808 1,727 9,799 94,630 87,177 105,165: 31,431 13,443
Old : 118,608: 75,651 8,808 1,727 9,799 94,630 87,177 105,165: 31,431 13,443
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 17, 2007 :
: -1,901: -2,371 -958 633 -173 -2,861 -1,911 -3,186: 10 1,285
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.8 7.4 1.5 8.3 79.8 73.5 88.7: 26.5 11.3
Old : 100.0: 63.8 7.4 1.5 8.3 79.8 73.5 88.7: 26.5 11.3
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 : 67: 40 10 4 7 13 48 26:
Old : 67: 40 10 4 7 13 48 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 : 23.9 62.8 37.9 77.2 23.9 60.9 37.9 75.3
Old : 23.9 62.8 37.9 77.2 23.9 60.9 37.9 75.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE Code-239741
Commitments of Traders - Futures Only, July 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 : 41,661: 213 8,302 0 34,441 28,265 34,654 36,567: 7,007 5,094
Old : 41,661: 213 8,302 0 34,441 28,265 34,654 36,567: 7,007 5,094
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 17, 2007 :
: 2,118: -67 174 0 947 1,897 880 2,071: 1,238 47
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.5 19.9 0.0 82.7 67.8 83.2 87.8: 16.8 12.2
Old : 100.0: 0.5 19.9 0.0 82.7 67.8 83.2 87.8: 16.8 12.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 51: 1 16 0 21 20 22 36:
Old : 51: 1 16 0 21 20 22 36:
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 : 56.2 36.0 70.6 55.0 51.7 34.9 66.1 54.0
Old : 56.2 36.0 70.6 55.0 51.7 34.9 66.1 54.0
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 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 : 615,885: 76,068 268,680 2,530 522,383 313,159 600,981 584,369: 14,904 31,516
Old : 615,885: 76,068 268,680 2,530 522,383 313,159 600,981 584,369: 14,904 31,516
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 17, 2007 :
: 37,752: -4,681 5,878 335 40,096 24,294 35,750 30,507: 2,002 7,245
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.4 43.6 0.4 84.8 50.8 97.6 94.9: 2.4 5.1
Old : 100.0: 12.4 43.6 0.4 84.8 50.8 97.6 94.9: 2.4 5.1
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 : 257: 35 109 12 53 85 96 198:
Old : 257: 35 109 12 53 85 96 198:
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 : 50.3 20.4 75.8 33.1 45.8 20.3 69.6 30.7
Old : 50.3 20.4 75.8 33.1 45.8 20.3 69.6 30.7
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 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 : 51,530: 11,621 13,503 1 28,701 27,341 40,323 40,845: 11,207 10,685
Old : 51,530: 11,621 13,503 1 28,701 27,341 40,323 40,845: 11,207 10,685
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 17, 2007 :
: 352: 350 -222 -1 -700 1,116 -351 893: 703 -541
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.6 26.2 0.0 55.7 53.1 78.3 79.3: 21.7 20.7
Old : 100.0: 22.6 26.2 0.0 55.7 53.1 78.3 79.3: 21.7 20.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 75: 23 13 1 20 22 44 36:
Old : 75: 23 13 1 20 22 44 36:
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 : 26.8 35.6 41.1 53.1 25.9 31.4 38.2 47.7
Old : 26.8 35.6 41.1 53.1 25.9 31.4 38.2 47.7
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 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 : 43,857: 18,878 5,186 151 19,347 20,410 38,376 25,747: 5,481 18,110
Old : 43,857: 18,878 5,186 151 19,347 20,410 38,376 25,747: 5,481 18,110
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 17, 2007 :
: 1,663: -310 1,592 -5 2,522 -20 2,207 1,567: -544 96
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.0 11.8 0.3 44.1 46.5 87.5 58.7: 12.5 41.3
Old : 100.0: 43.0 11.8 0.3 44.1 46.5 87.5 58.7: 12.5 41.3
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 : 62: 22 10 1 16 15 38 26:
Old : 62: 22 10 1 16 15 38 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 : 41.4 31.2 56.1 42.8 38.8 31.2 53.6 42.5
Old : 41.4 31.2 56.1 42.8 38.8 31.2 53.6 42.5
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 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 : 20,751: 5,767 1,148 271 13,636 18,788 19,674 20,207: 1,077 544
Old : 20,751: 5,767 1,148 271 13,636 18,788 19,674 20,207: 1,077 544
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 17, 2007 :
: -1,061: 11 -602 1 -651 -118 -639 -719: -422 -342
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.8 5.5 1.3 65.7 90.5 94.8 97.4: 5.2 2.6
Old : 100.0: 27.8 5.5 1.3 65.7 90.5 94.8 97.4: 5.2 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 : 21: 7 4 2 7 3 16 7:
Old : 21: 7 4 2 7 3 16 7:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 67.3 94.3 86.3 97.4 67.3 94.3 86.3 96.1
Old : 67.3 94.3 86.3 97.4 67.3 94.3 86.3 96.1
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 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 : 45,444: 11,287 8,284 3,189 19,046 18,758 33,522 30,231: 11,922 15,213
Old : 45,444: 11,287 8,284 3,189 19,046 18,758 33,522 30,231: 11,922 15,213
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 17, 2007 :
: 4,211: 2,098 -290 150 211 910 2,459 770: 1,752 3,441
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.8 18.2 7.0 41.9 41.3 73.8 66.5: 26.2 33.5
Old : 100.0: 24.8 18.2 7.0 41.9 41.3 73.8 66.5: 26.2 33.5
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 : 51: 10 12 7 22 22 36 38:
Old : 51: 10 12 7 22 22 36 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 : 36.8 18.8 49.2 33.2 28.9 17.9 37.5 29.2
Old : 36.8 18.8 49.2 33.2 28.9 17.9 37.5 29.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 27, 2007