MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders - Futures Only, June 26, 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 : 41,550: 11,794 937 1,222 21,525 30,557 34,541 32,716: 7,009 8,834
Old : 41,550: 11,794 937 1,222 21,525 30,557 34,541 32,716: 7,009 8,834
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 19, 2007 :
: 1,389: -673 -70 146 1,556 1,285 1,029 1,361: 360 28
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.4 2.3 2.9 51.8 73.5 83.1 78.7: 16.9 21.3
Old : 100.0: 28.4 2.3 2.9 51.8 73.5 83.1 78.7: 16.9 21.3
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 : 63: 22 4 14 24 25 51 39:
Old : 63: 22 4 14 24 25 51 39:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.8 40.1 48.9 54.9 31.8 39.2 48.4 53.6
Old : 31.8 40.1 48.9 54.9 31.8 39.2 48.4 53.6
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, June 26, 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 : 169,505: 32,385 42,822 37,154 81,968 63,274 151,507 143,250: 17,998 26,255
Old : 133,789: 21,600 48,751 24,791 74,407 40,999 120,798 114,541: 12,991 19,248
Other: 35,716: 19,607 2,893 3,541 7,561 22,275 30,709 28,709: 5,007 7,007
: : :
: : Changes in Commitments from: June 19, 2007 :
: -7,223: -7,951 559 1,678 773 -13,282 -5,500 -11,045: -1,723 3,822
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.1 25.3 21.9 48.4 37.3 89.4 84.5: 10.6 15.5
Old : 100.0: 16.1 36.4 18.5 55.6 30.6 90.3 85.6: 9.7 14.4
Other: 100.0: 54.9 8.1 9.9 21.2 62.4 86.0 80.4: 14.0 19.6
: : :
:# Traders : Number of Traders in Each Category :
All : 203: 48 89 76 28 37 135 157:
Old : 196: 49 90 65 27 36 118 155:
Other: 99: 36 26 22 14 26 61 64:
:----------------------------------------------------------------------------------------------------
: 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 : 28.2 20.5 39.8 29.8 28.2 19.4 38.2 25.5
Old : 34.6 19.4 48.2 29.3 34.6 18.9 47.2 26.6
Other: 33.3 36.9 47.8 49.5 27.4 27.1 40.1 38.2
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE Code-056641
Commitments of Traders - Futures Only, June 26, 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 : 1,332: 192 321 81 338 358 611 760: 721 572
Old : 1,281: 192 303 71 338 356 601 730: 680 551
Other: 51: 0 18 10 0 2 10 30: 41 21
: : :
: : Changes in Commitments from: June 19, 2007 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.4 24.1 6.1 25.4 26.9 45.9 57.1: 54.1 42.9
Old : 100.0: 15.0 23.7 5.5 26.4 27.8 46.9 57.0: 53.1 43.0
Other: 100.0: 0.0 35.3 19.6 0.0 3.9 19.6 58.8: 80.4 41.2
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 5 9 3 4 3 12 12:
Old : 20: 5 9 3 4 2 12 11:
Other: 3: 0 1 2 0 1 2 3:
:----------------------------------------------------------------------------------------------------
: 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 38.9 39.6 50.9 27.1 38.4 39.5 48.4
Old : 28.3 40.0 41.2 51.1 28.3 40.0 41.2 50.3
Other: 19.6 58.8 19.6 58.8 0.0 39.2 0.0 39.2
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders - Futures Only, June 26, 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 : 227,375: 53,000 35,221 44,032 112,639 102,154 209,671 181,407: 17,704 45,968
Old : 227,375: 53,000 35,221 44,032 112,639 102,154 209,671 181,407: 17,704 45,968
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 19, 2007 :
: -14,053: -6,227 1,781 -1,924 -3,737 -11,101 -11,888 -11,244: -2,165 -2,809
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.3 15.5 19.4 49.5 44.9 92.2 79.8: 7.8 20.2
Old : 100.0: 23.3 15.5 19.4 49.5 44.9 92.2 79.8: 7.8 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 : 290: 62 83 67 55 123 164 234:
Old : 290: 62 83 67 55 123 164 234:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.7 14.7 41.3 23.5 28.6 12.3 40.9 19.8
Old : 28.7 14.7 41.3 23.5 28.6 12.3 40.9 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, June 26, 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 : 7,935: 2,841 2,274 824 2,306 2,775 5,971 5,873: 1,964 2,062
Old : 7,935: 2,841 2,274 824 2,306 2,775 5,971 5,873: 1,964 2,062
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 19, 2007 :
: -304: 88 -28 -283 132 84 -63 -227: -241 -77
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.8 28.7 10.4 29.1 35.0 75.2 74.0: 24.8 26.0
Old : 100.0: 35.8 28.7 10.4 29.1 35.0 75.2 74.0: 24.8 26.0
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 : 74: 19 24 11 21 25 50 51:
Old : 74: 19 24 11 21 25 50 51:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.1 22.2 38.7 36.0 26.1 18.6 36.7 29.7
Old : 26.1 22.2 38.7 36.0 26.1 18.6 36.7 29.7
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, June 26, 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 : 22,777: 7,988 5,700 1,707 8,682 4,337 18,377 11,744: 4,400 11,033
Old : 22,777: 7,988 5,700 1,707 8,682 4,337 18,377 11,744: 4,400 11,033
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 19, 2007 :
: 766: 91 168 183 212 -135 486 216: 280 550
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.1 25.0 7.5 38.1 19.0 80.7 51.6: 19.3 48.4
Old : 100.0: 35.1 25.0 7.5 38.1 19.0 80.7 51.6: 19.3 48.4
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 : 118: 29 28 17 31 41 72 77:
Old : 118: 29 28 17 31 41 72 77:
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 : 21.6 12.2 36.6 20.0 20.7 11.0 34.2 17.8
Old : 21.6 12.2 36.6 20.0 20.7 11.0 34.2 17.8
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, June 26, 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 : 139,879: 82,053 13,190 1,479 25,696 103,754 109,228 118,423: 30,651 21,456
Old : 139,879: 82,053 13,190 1,479 25,696 103,754 109,228 118,423: 30,651 21,456
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 19, 2007 :
: -103,472: -10,268 -20,335 -2,154 -89,495 -59,503 -101,917 -81,992: -1,555 -21,480
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.7 9.4 1.1 18.4 74.2 78.1 84.7: 21.9 15.3
Old : 100.0: 58.7 9.4 1.1 18.4 74.2 78.1 84.7: 21.9 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 : 89: 43 13 2 19 20 64 33:
Old : 89: 43 13 2 19 20 64 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 : 29.8 50.9 42.8 65.3 29.8 49.5 42.8 63.9
Old : 29.8 50.9 42.8 65.3 29.8 49.5 42.8 63.9
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, June 26, 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 : 101,945: 8,303 67,134 0 85,894 10,089 94,197 77,223: 7,748 24,722
Old : 101,945: 8,303 67,134 0 85,894 10,089 94,197 77,223: 7,748 24,722
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 19, 2007 :
: -8,611: 1,621 -18,879 -11 -9,693 7,883 -8,083 -11,007: -528 2,396
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.1 65.9 0.0 84.3 9.9 92.4 75.7: 7.6 24.3
Old : 100.0: 8.1 65.9 0.0 84.3 9.9 92.4 75.7: 7.6 24.3
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 : 61: 8 38 0 9 7 17 45:
Old : 61: 8 38 0 9 7 17 45:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 70.5 28.4 85.8 40.5 70.5 28.4 82.7 39.5
Old : 70.5 28.4 85.8 40.5 70.5 28.4 82.7 39.5
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, June 26, 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 : 94,588: 53,758 11,778 651 30,833 79,525 85,242 91,954: 9,346 2,634
Old : 94,588: 53,758 11,778 651 30,833 79,525 85,242 91,954: 9,346 2,634
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 19, 2007 :
: -10,086: -15,738 6,855 183 5,081 -16,945 -10,474 -9,907: 388 -179
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.8 12.5 0.7 32.6 84.1 90.1 97.2: 9.9 2.8
Old : 100.0: 56.8 12.5 0.7 32.6 84.1 90.1 97.2: 9.9 2.8
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 : 94: 58 12 4 10 19 69 34:
Old : 94: 58 12 4 10 19 69 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 : 44.8 67.7 59.1 82.7 28.4 43.7 38.6 58.2
Old : 44.8 67.7 59.1 82.7 28.4 43.7 38.6 58.2
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, June 26, 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 : 159,791: 119,328 23,194 412 9,501 117,340 129,241 140,946: 30,550 18,845
Old : 159,791: 119,328 23,194 412 9,501 117,340 129,241 140,946: 30,550 18,845
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 19, 2007 :
: 26,756: 26,385 1,944 147 -3,528 23,953 23,004 26,044: 3,752 712
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.7 14.5 0.3 5.9 73.4 80.9 88.2: 19.1 11.8
Old : 100.0: 74.7 14.5 0.3 5.9 73.4 80.9 88.2: 19.1 11.8
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 : 87: 43 17 2 12 21 56 39:
Old : 87: 43 17 2 12 21 56 39:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.0 45.1 47.3 64.0 36.0 44.8 47.3 63.5
Old : 36.0 45.1 47.3 64.0 36.0 44.8 47.3 63.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
Commitments of Traders - Futures Only, June 26, 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 : 352,299: 49,411 237,488 468 264,063 77,604 313,942 315,560: 38,357 36,739
Old : 352,299: 49,411 237,488 468 264,063 77,604 313,942 315,560: 38,357 36,739
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 19, 2007 :
: 42,216: 4,193 30,909 -47 36,754 11,625 40,900 42,487: 1,316 -271
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.0 67.4 0.1 75.0 22.0 89.1 89.6: 10.9 10.4
Old : 100.0: 14.0 67.4 0.1 75.0 22.0 89.1 89.6: 10.9 10.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 145: 34 70 4 29 21 65 93:
Old : 145: 34 70 4 29 21 65 93:
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 : 44.4 28.6 61.1 46.1 43.4 28.6 59.4 46.0
Old : 44.4 28.6 61.1 46.1 43.4 28.6 59.4 46.0
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, June 26, 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 : 183,893: 92,876 25,443 688 38,856 125,552 132,420 151,683: 51,473 32,210
Old : 183,893: 92,876 25,443 688 38,856 125,552 132,420 151,683: 51,473 32,210
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 19, 2007 :
: 118: 7,703 -13,389 -238 -8,690 12,405 -1,225 -1,222: 1,343 1,340
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.5 13.8 0.4 21.1 68.3 72.0 82.5: 28.0 17.5
Old : 100.0: 50.5 13.8 0.4 21.1 68.3 72.0 82.5: 28.0 17.5
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 : 119: 49 29 6 22 31 73 64:
Old : 119: 49 29 6 22 31 73 64:
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 46.1 37.6 55.7 26.7 44.6 37.3 54.2
Old : 26.8 46.1 37.6 55.7 26.7 44.6 37.3 54.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
Commitments of Traders - Futures Only, June 26, 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 : 41,393: 26,627 2,753 421 11,141 36,751 38,189 39,925: 3,204 1,468
Old : 41,393: 26,627 2,753 421 11,141 36,751 38,189 39,925: 3,204 1,468
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 19, 2007 :
: 280: 241 683 24 -389 -101 -124 606: 404 -326
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.3 6.7 1.0 26.9 88.8 92.3 96.5: 7.7 3.5
Old : 100.0: 64.3 6.7 1.0 26.9 88.8 92.3 96.5: 7.7 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 : 38: 17 7 2 8 9 25 18:
Old : 38: 17 7 2 8 9 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 : 62.7 82.3 75.8 90.6 62.7 81.0 75.7 89.2
Old : 62.7 82.3 75.8 90.6 62.7 81.0 75.7 89.2
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, June 26, 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 : 82,522: 9,798 29,511 2,093 64,360 48,611 76,251 80,215: 6,271 2,307
Old : 82,522: 9,798 29,511 2,093 64,360 48,611 76,251 80,215: 6,271 2,307
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 19, 2007 :
: 13,528: 3,342 2,424 -18 10,859 11,092 14,183 13,498: -655 30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.9 35.8 2.5 78.0 58.9 92.4 97.2: 7.6 2.8
Old : 100.0: 11.9 35.8 2.5 78.0 58.9 92.4 97.2: 7.6 2.8
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 : 33: 6 2 2 19 15 26 18:
Old : 33: 6 2 2 19 15 26 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 : 49.3 62.8 66.8 85.7 45.3 59.7 60.4 78.4
Old : 49.3 62.8 66.8 85.7 45.3 59.7 60.4 78.4
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, June 26, 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 :10,547,044: 1,546,078 729,120 813,309 7,193,985 7,648,952 9,553,372 9,191,381: 993,672 1,355,663
Old :10,547,044: 1,546,078 729,120 813,309 7,193,985 7,648,952 9,553,372 9,191,381: 993,672 1,355,663
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 19, 2007 :
: 80,228: 200,615 -174,302 -67,091 -30,947 399,146 102,577 157,753: -22,349 -77,525
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.7 6.9 7.7 68.2 72.5 90.6 87.1: 9.4 12.9
Old : 100.0: 14.7 6.9 7.7 68.2 72.5 90.6 87.1: 9.4 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 : 311: 74 48 91 153 164 264 277:
Old : 311: 74 48 91 153 164 264 277:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.3 15.1 47.6 28.1 37.2 13.9 41.6 23.8
Old : 39.3 15.1 47.6 28.1 37.2 13.9 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, June 26, 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 : 604,067: 44,980 82,570 7,459 435,009 419,939 487,448 509,968: 116,619 94,099
Old : 604,067: 44,980 82,570 7,459 435,009 419,939 487,448 509,968: 116,619 94,099
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 19, 2007 :
: 9,925: 2,742 5,796 3,790 1,537 6,361 8,069 15,947: 1,856 -6,022
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.4 13.7 1.2 72.0 69.5 80.7 84.4: 19.3 15.6
Old : 100.0: 7.4 13.7 1.2 72.0 69.5 80.7 84.4: 19.3 15.6
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 : 188: 34 41 20 81 63 127 112:
Old : 188: 34 41 20 81 63 127 112:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.4 28.8 33.7 42.3 24.3 28.8 33.0 41.8
Old : 24.4 28.8 33.7 42.3 24.3 28.8 33.0 41.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
Commitments of Traders - Futures Only, June 26, 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 : 1,642,944: 390,155 475,032 24,486 967,142 980,706 1,381,783 1,480,224: 261,161 162,720
Old : 1,642,944: 390,155 475,032 24,486 967,142 980,706 1,381,783 1,480,224: 261,161 162,720
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 19, 2007 :
: 65,359: 1,344 43,117 12,704 4,859 -7,364 18,907 48,457: 46,452 16,902
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.7 28.9 1.5 58.9 59.7 84.1 90.1: 15.9 9.9
Old : 100.0: 23.7 28.9 1.5 58.9 59.7 84.1 90.1: 15.9 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 : 315: 84 99 34 87 91 189 206:
Old : 315: 84 99 34 87 91 189 206:
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 : 21.6 21.9 33.2 31.3 14.6 17.3 24.8 24.0
Old : 21.6 21.9 33.2 31.3 14.6 17.3 24.8 24.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
Commitments of Traders - Futures Only, June 26, 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 : 86,716: 11,082 29,001 3 64,146 54,086 75,231 83,090: 11,485 3,626
Old : 86,716: 11,082 29,001 3 64,146 54,086 75,231 83,090: 11,485 3,626
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 19, 2007 :
: -2,857: -1,819 634 3 -1,076 -4,358 -2,892 -3,721: 35 864
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.8 33.4 0.0 74.0 62.4 86.8 95.8: 13.2 4.2
Old : 100.0: 12.8 33.4 0.0 74.0 62.4 86.8 95.8: 13.2 4.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 92: 15 16 1 36 38 51 55:
Old : 92: 15 16 1 36 38 51 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 : 34.2 38.4 56.4 53.7 33.8 37.6 55.1 52.9
Old : 34.2 38.4 56.4 53.7 33.8 37.6 55.1 52.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
Commitments of Traders - Futures Only, June 26, 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 : 56,043: 5,351 16,079 24 39,631 32,467 45,006 48,570: 11,037 7,473
Old : 56,043: 5,351 16,079 24 39,631 32,467 45,006 48,570: 11,037 7,473
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 19, 2007 :
: 4,049: -595 576 0 1,885 628 1,290 1,204: 2,759 2,845
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.5 28.7 0.0 70.7 57.9 80.3 86.7: 19.7 13.3
Old : 100.0: 9.5 28.7 0.0 70.7 57.9 80.3 86.7: 19.7 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 : 60: 9 14 2 24 20 34 35:
Old : 60: 9 14 2 24 20 34 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 : 43.6 45.0 58.1 60.9 43.6 41.6 55.0 56.1
Old : 43.6 45.0 58.1 60.9 43.6 41.6 55.0 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, June 26, 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 : 368,787: 123,529 96,965 4,225 215,780 233,839 343,534 335,029: 25,253 33,758
Old : 368,787: 123,529 96,965 4,225 215,780 233,839 343,534 335,029: 25,253 33,758
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 19, 2007 :
: 11,623: -18,102 -695 -577 27,215 2,041 8,536 769: 3,087 10,854
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.5 26.3 1.1 58.5 63.4 93.2 90.8: 6.8 9.2
Old : 100.0: 33.5 26.3 1.1 58.5 63.4 93.2 90.8: 6.8 9.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 220: 80 58 10 43 51 128 114:
Old : 220: 80 58 10 43 51 128 114:
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 31.9 43.7 45.4 29.4 31.6 40.9 43.9
Old : 31.9 31.9 43.7 45.4 29.4 31.6 40.9 43.9
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, June 26, 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 : 111,504: 73,314 6,339 799 4,639 93,141 78,752 100,279: 32,752 11,225
Old : 111,504: 73,314 6,339 799 4,639 93,141 78,752 100,279: 32,752 11,225
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 19, 2007 :
: -3,614: -1,873 -3,635 -603 -2,715 -1,940 -5,191 -6,178: 1,577 2,564
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.8 5.7 0.7 4.2 83.5 70.6 89.9: 29.4 10.1
Old : 100.0: 65.8 5.7 0.7 4.2 83.5 70.6 89.9: 29.4 10.1
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 : 67: 40 9 2 7 14 47 25:
Old : 67: 40 9 2 7 14 47 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.0 64.5 36.0 76.5 24.0 64.3 36.0 76.3
Old : 24.0 64.5 36.0 76.5 24.0 64.3 36.0 76.3
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, June 26, 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 : 32,620: 248 7,745 0 27,474 19,863 27,722 27,608: 4,898 5,012
Old : 32,620: 248 7,745 0 27,474 19,863 27,722 27,608: 4,898 5,012
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 19, 2007 :
: 2,085: -495 107 0 2,295 2,264 1,800 2,371: 285 -286
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.8 23.7 0.0 84.2 60.9 85.0 84.6: 15.0 15.4
Old : 100.0: 0.8 23.7 0.0 84.2 60.9 85.0 84.6: 15.0 15.4
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 : 48: 1 15 0 20 19 21 34:
Old : 48: 1 15 0 20 19 21 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 : 56.4 32.7 70.0 50.2 51.7 31.4 65.4 48.0
Old : 56.4 32.7 70.0 50.2 51.7 31.4 65.4 48.0
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, June 26, 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 : 523,396: 73,012 242,134 1,725 432,323 256,646 507,060 500,505: 16,336 22,891
Old : 523,396: 73,012 242,134 1,725 432,323 256,646 507,060 500,505: 16,336 22,891
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 19, 2007 :
: 6,164: -1,638 12,659 -541 8,396 -6,983 6,217 5,135: -53 1,029
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.9 46.3 0.3 82.6 49.0 96.9 95.6: 3.1 4.4
Old : 100.0: 13.9 46.3 0.3 82.6 49.0 96.9 95.6: 3.1 4.4
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 : 242: 36 98 7 57 78 97 179:
Old : 242: 36 98 7 57 78 97 179:
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 : 57.5 20.7 79.0 33.2 52.3 19.5 72.9 30.4
Old : 57.5 20.7 79.0 33.2 52.3 19.5 72.9 30.4
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, June 26, 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 : 50,585: 12,288 14,518 2 27,508 23,428 39,798 37,948: 10,787 12,637
Old : 50,585: 12,288 14,518 2 27,508 23,428 39,798 37,948: 10,787 12,637
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 19, 2007 :
: 145: 2,214 -392 0 -2,407 -1,060 -193 -1,452: 338 1,597
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.3 28.7 0.0 54.4 46.3 78.7 75.0: 21.3 25.0
Old : 100.0: 24.3 28.7 0.0 54.4 46.3 78.7 75.0: 21.3 25.0
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 : 69: 22 13 2 19 16 43 30:
Old : 69: 22 13 2 19 16 43 30:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.8 36.5 43.9 53.5 27.8 34.5 39.7 48.2
Old : 27.8 36.5 43.9 53.5 27.8 34.5 39.7 48.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
Commitments of Traders - Futures Only, June 26, 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 : 41,165: 19,415 1,122 231 13,165 19,019 32,811 20,372: 8,354 20,793
Old : 41,165: 19,415 1,122 231 13,165 19,019 32,811 20,372: 8,354 20,793
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 19, 2007 :
: 2,424: 1,214 91 106 -997 4,765 323 4,962: 2,101 -2,538
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.2 2.7 0.6 32.0 46.2 79.7 49.5: 20.3 50.5
Old : 100.0: 47.2 2.7 0.6 32.0 46.2 79.7 49.5: 20.3 50.5
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 : 54: 24 4 2 12 15 36 21:
Old : 54: 24 4 2 12 15 36 21:
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 : 36.2 30.4 49.7 40.1 36.2 30.4 48.9 38.6
Old : 36.2 30.4 49.7 40.1 36.2 30.4 48.9 38.6
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, June 26, 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 : 20,203: 5,609 955 270 13,614 18,464 19,493 19,689: 710 514
Old : 20,203: 5,609 955 270 13,614 18,464 19,493 19,689: 710 514
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 19, 2007 :
: -286: -88 29 0 -199 -217 -287 -188: 1 -98
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.8 4.7 1.3 67.4 91.4 96.5 97.5: 3.5 2.5
Old : 100.0: 27.8 4.7 1.3 67.4 91.4 96.5 97.5: 3.5 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 : 24: 8 5 1 7 4 16 9:
Old : 24: 8 5 1 7 4 16 9:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 69.2 93.6 88.1 96.9 69.2 92.2 88.1 95.6
Old : 69.2 93.6 88.1 96.9 69.2 92.2 88.1 95.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE Code-597741
Commitments of Traders - Futures Only, June 26, 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 : 37,579: 3,152 8,224 3,222 19,238 16,388 25,612 27,834: 11,967 9,745
Old : 37,579: 3,152 8,224 3,222 19,238 16,388 25,612 27,834: 11,967 9,745
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 19, 2007 :
: 1,438: 863 67 318 875 -436 2,056 -51: -618 1,489
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.4 21.9 8.6 51.2 43.6 68.2 74.1: 31.8 25.9
Old : 100.0: 8.4 21.9 8.6 51.2 43.6 68.2 74.1: 31.8 25.9
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 : 51: 9 11 7 24 24 36 40:
Old : 51: 9 11 7 24 24 36 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 : 30.0 23.5 44.1 40.2 21.8 21.6 29.6 35.6
Old : 30.0 23.5 44.1 40.2 21.8 21.6 29.6 35.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 29, 2007