MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders - Futures Only, July 17, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 37,813: 9,637 1,452 648 21,444 28,233 31,729 30,333: 6,084 7,480
Old : 37,813: 9,637 1,452 648 21,444 28,233 31,729 30,333: 6,084 7,480
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 10, 2007 :
: 444: 333 152 -66 -65 376 202 462: 242 -18
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.5 3.8 1.7 56.7 74.7 83.9 80.2: 16.1 19.8
Old : 100.0: 25.5 3.8 1.7 56.7 74.7 83.9 80.2: 16.1 19.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 61: 20 5 12 24 23 48 36:
Old : 61: 20 5 12 24 23 48 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 : 35.5 40.8 53.2 56.1 35.0 39.9 52.3 55.1
Old : 35.5 40.8 53.2 56.1 35.0 39.9 52.3 55.1
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 17, 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 : 173,906: 32,219 40,624 38,327 86,415 63,084 156,961 142,035: 16,945 31,871
Old : 107,588: 19,223 48,636 14,823 64,051 25,669 98,097 89,128: 9,491 18,460
Other: 66,318: 30,289 9,281 6,211 22,364 37,415 58,864 52,907: 7,454 13,411
: : :
: : Changes in Commitments from: July 10, 2007 :
: 3,928: 241 -11,955 2,249 2,416 11,758 4,906 2,052: -978 1,876
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.5 23.4 22.0 49.7 36.3 90.3 81.7: 9.7 18.3
Old : 100.0: 17.9 45.2 13.8 59.5 23.9 91.2 82.8: 8.8 17.2
Other: 100.0: 45.7 14.0 9.4 33.7 56.4 88.8 79.8: 11.2 20.2
: : :
:# Traders : Number of Traders in Each Category :
All : 199: 50 72 72 27 38 129 152:
Old : 190: 43 88 44 22 35 97 141:
Other: 131: 50 30 26 18 33 80 81:
:----------------------------------------------------------------------------------------------------
: 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 : 28.8 17.7 42.4 25.3 26.9 13.1 38.0 19.9
Old : 39.1 12.3 53.4 21.9 39.1 12.2 53.4 21.4
Other: 34.0 34.9 45.8 45.6 25.1 22.7 35.5 33.3
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders - Futures Only, July 17, 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 : 236,495: 60,334 39,071 41,612 113,111 108,366 215,057 189,049: 21,438 47,446
Old : 236,495: 60,334 39,071 41,612 113,111 108,366 215,057 189,049: 21,438 47,446
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 10, 2007 :
: 6,923: 1,711 -3,447 2,529 1,990 8,164 6,230 7,246: 693 -323
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.5 16.5 17.6 47.8 45.8 90.9 79.9: 9.1 20.1
Old : 100.0: 25.5 16.5 17.6 47.8 45.8 90.9 79.9: 9.1 20.1
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 : 304: 86 65 80 54 126 192 232:
Old : 304: 86 65 80 54 126 192 232:
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 : 26.6 15.6 38.7 23.5 26.6 13.7 38.6 20.2
Old : 26.6 15.6 38.7 23.5 26.6 13.7 38.6 20.2
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 17, 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 : 6,946: 2,624 1,762 887 1,839 2,471 5,350 5,120: 1,596 1,826
Old : 6,946: 2,624 1,762 887 1,839 2,471 5,350 5,120: 1,596 1,826
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 10, 2007 :
: -184: -198 -188 49 39 -59 -110 -198: -74 14
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.8 25.4 12.8 26.5 35.6 77.0 73.7: 23.0 26.3
Old : 100.0: 37.8 25.4 12.8 26.5 35.6 77.0 73.7: 23.0 26.3
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 : 72: 17 20 6 15 30 38 52:
Old : 72: 17 20 6 15 30 38 52:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.3 24.9 49.6 38.0 31.3 20.9 43.6 29.4
Old : 34.3 24.9 49.6 38.0 31.3 20.9 43.6 29.4
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 17, 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 : 29,180: 11,078 4,993 4,010 8,309 5,823 23,397 14,826: 5,783 14,354
Old : 29,180: 11,078 4,993 4,010 8,309 5,823 23,397 14,826: 5,783 14,354
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 10, 2007 :
: 3,623: 1,893 -15 868 492 1,282 3,253 2,135: 370 1,488
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.0 17.1 13.7 28.5 20.0 80.2 50.8: 19.8 49.2
Old : 100.0: 38.0 17.1 13.7 28.5 20.0 80.2 50.8: 19.8 49.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 128: 45 22 26 27 40 90 78:
Old : 128: 45 22 26 27 40 90 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 : 17.6 13.7 28.2 20.6 16.4 9.9 26.0 14.9
Old : 17.6 13.7 28.2 20.6 16.4 9.9 26.0 14.9
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 17, 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 : 150,522: 85,281 18,009 1,537 27,001 110,312 113,819 129,858: 36,703 20,664
Old : 150,522: 85,281 18,009 1,537 27,001 110,312 113,819 129,858: 36,703 20,664
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 10, 2007 :
: 7,088: 2,392 2,498 54 4,746 4,308 7,192 6,860: -104 228
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.7 12.0 1.0 17.9 73.3 75.6 86.3: 24.4 13.7
Old : 100.0: 56.7 12.0 1.0 17.9 73.3 75.6 86.3: 24.4 13.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 90: 40 16 4 20 20 63 37:
Old : 90: 40 16 4 20 20 63 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 : 35.9 53.7 45.5 67.1 35.9 52.3 45.5 65.7
Old : 35.9 53.7 45.5 67.1 35.9 52.3 45.5 65.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
Commitments of Traders - Futures Only, July 17, 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 : 110,578: 24,189 59,743 188 71,426 32,875 95,803 92,806: 14,775 17,772
Old : 110,578: 24,189 59,743 188 71,426 32,875 95,803 92,806: 14,775 17,772
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 10, 2007 :
: 7,586: 3,850 1,332 188 1,176 6,011 5,214 7,531: 2,372 55
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.9 54.0 0.2 64.6 29.7 86.6 83.9: 13.4 16.1
Old : 100.0: 21.9 54.0 0.2 64.6 29.7 86.6 83.9: 13.4 16.1
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 : 66: 19 27 1 9 14 29 41:
Old : 66: 19 27 1 9 14 29 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 : 57.4 40.8 72.0 55.2 57.3 38.6 69.3 51.2
Old : 57.4 40.8 72.0 55.2 57.3 38.6 69.3 51.2
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 17, 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 : 101,682: 66,046 7,879 1,203 25,336 90,052 92,585 99,134: 9,097 2,548
Old : 101,682: 66,046 7,879 1,203 25,336 90,052 92,585 99,134: 9,097 2,548
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 10, 2007 :
: 6,077: 6,985 1,030 832 -1,394 4,197 6,423 6,059: -346 18
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.0 7.7 1.2 24.9 88.6 91.1 97.5: 8.9 2.5
Old : 100.0: 65.0 7.7 1.2 24.9 88.6 91.1 97.5: 8.9 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 : 103: 62 14 4 9 22 71 40:
Old : 103: 62 14 4 9 22 71 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 : 45.9 66.8 58.8 80.0 33.5 46.6 41.3 59.6
Old : 45.9 66.8 58.8 80.0 33.5 46.6 41.3 59.6
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 17, 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 : 173,222: 123,452 25,086 685 16,579 124,035 140,716 149,806: 32,506 23,416
Old : 173,222: 123,452 25,086 685 16,579 124,035 140,716 149,806: 32,506 23,416
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 10, 2007 :
: 16,860: 10,502 667 137 8,525 18,298 19,164 19,102: -2,304 -2,242
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.3 14.5 0.4 9.6 71.6 81.2 86.5: 18.8 13.5
Old : 100.0: 71.3 14.5 0.4 9.6 71.6 81.2 86.5: 18.8 13.5
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 : 102: 51 21 6 17 20 72 43:
Old : 102: 51 21 6 17 20 72 43:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.7 42.2 43.8 59.7 31.7 41.6 43.8 58.9
Old : 31.7 42.2 43.8 59.7 31.7 41.6 43.8 58.9
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 17, 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 : 303,595: 50,431 177,204 494 212,555 91,657 263,480 269,355: 40,115 34,240
Old : 303,595: 50,431 177,204 494 212,555 91,657 263,480 269,355: 40,115 34,240
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 10, 2007 :
: -16,738: -1,118 -235 -36 -14,036 -12,994 -15,190 -13,265: -1,548 -3,473
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.6 58.4 0.2 70.0 30.2 86.8 88.7: 13.2 11.3
Old : 100.0: 16.6 58.4 0.2 70.0 30.2 86.8 88.7: 13.2 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 : 146: 41 60 4 32 23 75 85:
Old : 146: 41 60 4 32 23 75 85:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.6 32.7 58.6 49.8 45.5 31.6 58.0 48.5
Old : 45.6 32.7 58.6 49.8 45.5 31.6 58.0 48.5
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 17, 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 : 221,237: 123,364 24,179 2,055 31,096 163,661 156,515 189,895: 64,722 31,342
Old : 221,237: 123,364 24,179 2,055 31,096 163,661 156,515 189,895: 64,722 31,342
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 10, 2007 :
: -2,437: -6,479 -2,768 494 3,777 5,949 -2,208 3,675: -229 -6,112
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.8 10.9 0.9 14.1 74.0 70.7 85.8: 29.3 14.2
Old : 100.0: 55.8 10.9 0.9 14.1 74.0 70.7 85.8: 29.3 14.2
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 : 144: 64 31 8 29 34 97 69:
Old : 144: 64 31 8 29 34 97 69:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.5 42.4 30.4 55.3 22.3 41.6 30.2 54.5
Old : 22.5 42.4 30.4 55.3 22.3 41.6 30.2 54.5
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 17, 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 : 43,212: 26,292 1,906 255 13,151 39,007 39,698 41,168: 3,514 2,044
Old : 43,212: 26,292 1,906 255 13,151 39,007 39,698 41,168: 3,514 2,044
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 10, 2007 :
: 2,045: 812 -324 -119 1,123 2,426 1,816 1,983: 229 62
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.8 4.4 0.6 30.4 90.3 91.9 95.3: 8.1 4.7
Old : 100.0: 60.8 4.4 0.6 30.4 90.3 91.9 95.3: 8.1 4.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 38: 15 6 1 10 10 25 17:
Old : 38: 15 6 1 10 10 25 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.5 81.5 76.5 89.0 64.5 80.2 76.3 87.7
Old : 64.5 81.5 76.5 89.0 64.5 80.2 76.3 87.7
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 17, 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 : 62,807: 9,651 24,769 2,002 47,762 34,463 59,415 61,234: 3,392 1,573
Old : 62,807: 9,651 24,769 2,002 47,762 34,463 59,415 61,234: 3,392 1,573
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 10, 2007 :
: -22,327: -2,379 -1,911 -239 -16,601 -18,472 -19,219 -20,622: -3,108 -1,705
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.4 39.4 3.2 76.0 54.9 94.6 97.5: 5.4 2.5
Old : 100.0: 15.4 39.4 3.2 76.0 54.9 94.6 97.5: 5.4 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 : 33: 6 2 2 18 13 25 16:
Old : 33: 6 2 2 18 13 25 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.7 67.3 61.3 85.8 41.2 59.2 56.1 76.6
Old : 42.7 67.3 61.3 85.8 41.2 59.2 56.1 76.6
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 17, 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 :11,259,670: 1,741,646 810,237 923,871 7,500,959 8,119,600 10,166,476 9,853,708: 1,093,194 1,405,962
Old :11,259,670: 1,741,646 810,237 923,871 7,500,959 8,119,600 10,166,476 9,853,708: 1,093,194 1,405,962
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 10, 2007 :
: 239,747: 194,515 65,811 -51,396 83,533 240,293 226,652 254,708: 13,095 -14,961
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.5 7.2 8.2 66.6 72.1 90.3 87.5: 9.7 12.5
Old : 100.0: 15.5 7.2 8.2 66.6 72.1 90.3 87.5: 9.7 12.5
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 : 317: 71 56 84 152 160 262 274:
Old : 317: 71 56 84 152 160 262 274:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.4 14.8 47.8 28.3 37.2 13.3 42.7 24.4
Old : 39.4 14.8 47.8 28.3 37.2 13.3 42.7 24.4
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 17, 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 : 606,858: 44,738 88,827 7,667 439,051 420,244 491,456 516,738: 115,402 90,120
Old : 606,858: 44,738 88,827 7,667 439,051 420,244 491,456 516,738: 115,402 90,120
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 10, 2007 :
: 8,812: 2,476 1,817 463 7,974 2,195 10,913 4,475: -2,101 4,337
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.4 14.6 1.3 72.3 69.2 81.0 85.1: 19.0 14.9
Old : 100.0: 7.4 14.6 1.3 72.3 69.2 81.0 85.1: 19.0 14.9
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 : 196: 34 47 19 86 59 132 114:
Old : 196: 34 47 19 86 59 132 114:
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 : 23.6 28.2 32.8 42.1 23.4 28.1 31.8 41.4
Old : 23.6 28.2 32.8 42.1 23.4 28.1 31.8 41.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
Commitments of Traders - Futures Only, July 17, 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 : 1,702,051: 355,023 591,822 26,418 1,119,815 929,143 1,501,256 1,547,383: 200,795 154,668
Old : 1,702,051: 355,023 591,822 26,418 1,119,815 929,143 1,501,256 1,547,383: 200,795 154,668
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 10, 2007 :
: 19,371: 4,144 47,615 -4,646 -8,859 -11,929 -9,361 31,040: 28,732 -11,669
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.9 34.8 1.6 65.8 54.6 88.2 90.9: 11.8 9.1
Old : 100.0: 20.9 34.8 1.6 65.8 54.6 88.2 90.9: 11.8 9.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 309: 70 101 31 86 98 173 213:
Old : 309: 70 101 31 86 98 173 213:
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 : 24.2 21.1 35.8 29.9 18.0 16.3 28.5 24.4
Old : 24.2 21.1 35.8 29.9 18.0 16.3 28.5 24.4
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 17, 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 : 102,939: 12,707 28,668 0 79,460 70,710 92,167 99,378: 10,772 3,561
Old : 102,939: 12,707 28,668 0 79,460 70,710 92,167 99,378: 10,772 3,561
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 10, 2007 :
: 11,024: 2,844 187 0 7,189 10,954 10,033 11,141: 991 -117
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.3 27.8 0.0 77.2 68.7 89.5 96.5: 10.5 3.5
Old : 100.0: 12.3 27.8 0.0 77.2 68.7 89.5 96.5: 10.5 3.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 95: 15 17 0 37 39 52 56:
Old : 95: 15 17 0 37 39 52 56:
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 : 39.9 41.6 58.1 58.7 39.4 40.4 57.1 57.4
Old : 39.9 41.6 58.1 58.7 39.4 40.4 57.1 57.4
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 17, 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 : 63,327: 8,736 17,318 20 45,401 36,106 54,157 53,444: 9,170 9,883
Old : 63,327: 8,736 17,318 20 45,401 36,106 54,157 53,444: 9,170 9,883
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 10, 2007 :
: 2,880: 1,905 493 3 1,342 65 3,250 561: -370 2,319
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.8 27.3 0.0 71.7 57.0 85.5 84.4: 14.5 15.6
Old : 100.0: 13.8 27.3 0.0 71.7 57.0 85.5 84.4: 14.5 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 : 61: 9 14 2 24 21 34 36:
Old : 61: 9 14 2 24 21 34 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 : 43.2 42.4 62.8 60.2 43.2 39.4 61.5 54.3
Old : 43.2 42.4 62.8 60.2 43.2 39.4 61.5 54.3
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 17, 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 : 416,450: 157,808 111,291 9,467 208,737 269,655 376,012 390,413: 40,438 26,037
Old : 416,450: 157,808 111,291 9,467 208,737 269,655 376,012 390,413: 40,438 26,037
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 10, 2007 :
: 20,462: 20,735 6,414 1,273 -16,836 8,905 5,172 16,592: 15,290 3,870
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.9 26.7 2.3 50.1 64.8 90.3 93.7: 9.7 6.3
Old : 100.0: 37.9 26.7 2.3 50.1 64.8 90.3 93.7: 9.7 6.3
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 : 235: 91 62 14 42 50 143 116:
Old : 235: 91 62 14 42 50 143 116:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.7 34.2 44.4 47.9 32.0 34.1 42.9 46.7
Old : 32.7 34.2 44.4 47.9 32.0 34.1 42.9 46.7
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 17, 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 : 120,509: 78,022 9,766 1,094 9,972 97,491 89,088 108,351: 31,421 12,158
Old : 120,509: 78,022 9,766 1,094 9,972 97,491 89,088 108,351: 31,421 12,158
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 10, 2007 :
: 9,525: 8,077 4,979 265 3,506 3,601 11,848 8,845: -2,323 680
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.7 8.1 0.9 8.3 80.9 73.9 89.9: 26.1 10.1
Old : 100.0: 64.7 8.1 0.9 8.3 80.9 73.9 89.9: 26.1 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 : 71: 42 11 3 8 13 51 26:
Old : 71: 42 11 3 8 13 51 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 : 25.0 62.3 37.6 78.3 25.0 61.8 37.6 77.2
Old : 25.0 62.3 37.6 78.3 25.0 61.8 37.6 77.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE Code-239741
Commitments of Traders - Futures Only, July 17, 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 : 39,543: 280 8,128 0 33,494 26,368 33,774 34,496: 5,769 5,047
Old : 39,543: 280 8,128 0 33,494 26,368 33,774 34,496: 5,769 5,047
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 10, 2007 :
: 370: 15 -121 0 97 699 112 578: 258 -208
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.7 20.6 0.0 84.7 66.7 85.4 87.2: 14.6 12.8
Old : 100.0: 0.7 20.6 0.0 84.7 66.7 85.4 87.2: 14.6 12.8
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 : 52: 1 16 0 21 21 22 37:
Old : 52: 1 16 0 21 21 22 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 : 57.2 35.1 72.4 52.7 52.8 34.0 68.0 51.6
Old : 57.2 35.1 72.4 52.7 52.8 34.0 68.0 51.6
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 17, 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 : 578,133: 80,749 262,802 2,195 482,287 288,865 565,231 553,862: 12,902 24,271
Old : 578,133: 80,749 262,802 2,195 482,287 288,865 565,231 553,862: 12,902 24,271
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 10, 2007 :
: 12,914: 5,247 3,361 824 7,588 12,472 13,659 16,657: -745 -3,743
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.0 45.5 0.4 83.4 50.0 97.8 95.8: 2.2 4.2
Old : 100.0: 14.0 45.5 0.4 83.4 50.0 97.8 95.8: 2.2 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 : 257: 37 108 11 57 80 100 193:
Old : 257: 37 108 11 57 80 100 193:
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 : 52.5 19.6 75.6 32.9 48.1 19.6 70.3 30.4
Old : 52.5 19.6 75.6 32.9 48.1 19.6 70.3 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, July 17, 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 : 51,178: 11,271 13,725 2 29,401 26,225 40,674 39,952: 10,504 11,226
Old : 51,178: 11,271 13,725 2 29,401 26,225 40,674 39,952: 10,504 11,226
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 10, 2007 :
: 767: 113 -495 0 604 753 717 258: 50 509
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.0 26.8 0.0 57.4 51.2 79.5 78.1: 20.5 21.9
Old : 100.0: 22.0 26.8 0.0 57.4 51.2 79.5 78.1: 20.5 21.9
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 : 75: 20 16 2 21 20 43 37:
Old : 75: 20 16 2 21 20 43 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 : 28.5 36.9 44.9 54.4 27.8 31.8 41.6 48.5
Old : 28.5 36.9 44.9 54.4 27.8 31.8 41.6 48.5
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 17, 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 : 42,194: 19,188 3,594 156 16,825 20,430 36,169 24,180: 6,025 18,014
Old : 42,194: 19,188 3,594 156 16,825 20,430 36,169 24,180: 6,025 18,014
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 10, 2007 :
: 1,836: -118 230 -10 2,173 1,194 2,045 1,414: -209 422
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.5 8.5 0.4 39.9 48.4 85.7 57.3: 14.3 42.7
Old : 100.0: 45.5 8.5 0.4 39.9 48.4 85.7 57.3: 14.3 42.7
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 : 56: 21 6 1 16 14 37 21:
Old : 56: 21 6 1 16 14 37 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 : 39.9 34.5 54.8 44.6 36.3 32.1 49.2 41.0
Old : 39.9 34.5 54.8 44.6 36.3 32.1 49.2 41.0
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 17, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (GSCI X $250) :
: : :
All : 21,812: 5,756 1,750 270 14,287 18,906 20,313 20,926: 1,499 886
Old : 21,812: 5,756 1,750 270 14,287 18,906 20,313 20,926: 1,499 886
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 10, 2007 :
: -258: 278 301 54 685 586 1,017 941: -1,275 -1,199
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.4 8.0 1.2 65.5 86.7 93.1 95.9: 6.9 4.1
Old : 100.0: 26.4 8.0 1.2 65.5 86.7 93.1 95.9: 6.9 4.1
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 : 23: 7 4 1 11 4 19 8:
Old : 23: 7 4 1 11 4 19 8:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.9 91.1 82.1 95.9 63.9 89.6 82.1 92.6
Old : 63.9 91.1 82.1 95.9 63.9 89.6 82.1 92.6
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, July 17, 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 : 41,233: 9,189 8,574 3,039 18,835 17,848 31,063 29,461: 10,170 11,772
Old : 41,233: 9,189 8,574 3,039 18,835 17,848 31,063 29,461: 10,170 11,772
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 10, 2007 :
: 1,856: 2,620 -200 -102 -550 659 1,968 357: -112 1,499
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.3 20.8 7.4 45.7 43.3 75.3 71.5: 24.7 28.5
Old : 100.0: 22.3 20.8 7.4 45.7 43.3 75.3 71.5: 24.7 28.5
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 : 53: 10 13 7 23 23 37 40:
Old : 53: 10 13 7 23 23 37 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 : 35.2 21.4 47.1 36.9 27.1 19.6 37.3 32.4
Old : 35.2 21.4 47.1 36.9 27.1 19.6 37.3 32.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 20, 2007