BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders - Futures Only, August 7, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 20,000 POUNDS) :
: : :
All : 4,263: 219 0 0 3,042 4,176 3,261 4,176: 1,002 87
Old : 4,263: 219 0 0 3,042 4,176 3,261 4,176: 1,002 87
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 31, 2007 :
: -571: 65 -60 -42 -540 -461 -517 -563: -54 -8
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.1 0.0 0.0 71.4 98.0 76.5 98.0: 23.5 2.0
Old : 100.0: 5.1 0.0 0.0 71.4 98.0 76.5 98.0: 23.5 2.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 3 0 0 14 10 17 10:
Old : 22: 3 0 0 14 10 17 10:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.3 82.9 63.3 96.1 46.3 82.5 63.3 93.0
Old : 46.3 82.9 63.3 96.1 46.3 82.5 63.3 93.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders - Futures Only, August 7, 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 : 34,243: 7,770 1,023 674 20,218 25,484 28,662 27,181: 5,581 7,062
Old : 34,243: 7,770 1,023 674 20,218 25,484 28,662 27,181: 5,581 7,062
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 31, 2007 :
: -3,767: -1,975 -28 18 -1,560 -3,141 -3,517 -3,151: -250 -616
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.7 3.0 2.0 59.0 74.4 83.7 79.4: 16.3 20.6
Old : 100.0: 22.7 3.0 2.0 59.0 74.4 83.7 79.4: 16.3 20.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 64: 19 5 11 26 25 50 37:
Old : 64: 19 5 11 26 25 50 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 : 40.2 40.9 56.0 56.7 39.9 40.2 55.2 55.7
Old : 40.2 40.9 56.0 56.7 39.9 40.2 55.2 55.7
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, August 7, 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 : 174,848: 34,276 30,165 33,917 90,006 77,656 158,199 141,738: 16,649 33,110
Old : 85,677: 18,890 43,392 3,873 56,641 23,855 79,404 71,120: 6,273 14,557
Other: 89,171: 37,995 9,382 7,435 33,365 53,801 78,795 70,618: 10,376 18,553
: : :
: : Changes in Commitments from: July 31, 2007 :
: -8,776: -486 -6,983 -3,478 -6,185 2,899 -10,149 -7,562: 1,373 -1,214
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.6 17.3 19.4 51.5 44.4 90.5 81.1: 9.5 18.9
Old : 100.0: 22.0 50.6 4.5 66.1 27.8 92.7 83.0: 7.3 17.0
Other: 100.0: 42.6 10.5 8.3 37.4 60.3 88.4 79.2: 11.6 20.8
: : :
:# Traders : Number of Traders in Each Category :
All : 208: 69 55 67 35 48 150 142:
Old : 192: 47 81 24 25 44 90 131:
Other: 151: 63 22 30 27 44 103 89:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.3 23.5 41.6 32.2 26.6 17.5 37.3 25.1
Old : 45.1 13.8 60.3 25.1 45.1 13.7 60.2 24.8
Other: 30.3 36.7 40.1 46.2 19.7 23.3 28.7 31.8
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders - Futures Only, August 7, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 241,527: 64,256 36,321 40,197 116,949 116,727 221,402 193,245: 20,125 48,282
Old : 241,527: 64,256 36,321 40,197 116,949 116,727 221,402 193,245: 20,125 48,282
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 31, 2007 :
: -10,313: -1,790 -1,718 -4,037 -3,689 -3,233 -9,516 -8,988: -797 -1,325
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.6 15.0 16.6 48.4 48.3 91.7 80.0: 8.3 20.0
Old : 100.0: 26.6 15.0 16.6 48.4 48.3 91.7 80.0: 8.3 20.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 301: 92 57 70 62 126 201 218:
Old : 301: 92 57 70 62 126 201 218:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.9 15.5 38.2 24.0 25.9 13.8 38.1 20.9
Old : 25.9 15.5 38.2 24.0 25.9 13.8 38.1 20.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
Commitments of Traders - Futures Only, August 7, 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 : 8,391: 2,707 2,318 1,590 2,463 2,497 6,760 6,405: 1,631 1,986
Old : 8,391: 2,707 2,318 1,590 2,463 2,497 6,760 6,405: 1,631 1,986
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 31, 2007 :
: 288: 109 243 -71 397 354 435 526: -147 -238
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.3 27.6 18.9 29.4 29.8 80.6 76.3: 19.4 23.7
Old : 100.0: 32.3 27.6 18.9 29.4 29.8 80.6 76.3: 19.4 23.7
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 : 79: 22 21 17 18 29 49 62:
Old : 79: 22 21 17 18 29 49 62:
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 21.3 45.8 33.9 27.3 17.0 38.1 25.3
Old : 29.8 21.3 45.8 33.9 27.3 17.0 38.1 25.3
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, August 7, 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 : 30,165: 12,677 4,948 3,912 7,909 5,767 24,498 14,627: 5,667 15,538
Old : 30,165: 12,677 4,948 3,912 7,909 5,767 24,498 14,627: 5,667 15,538
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 31, 2007 :
: -2,032: 338 -246 -1,270 -742 -438 -1,674 -1,954: -358 -78
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.0 16.4 13.0 26.2 19.1 81.2 48.5: 18.8 51.5
Old : 100.0: 42.0 16.4 13.0 26.2 19.1 81.2 48.5: 18.8 51.5
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 : 130: 46 26 24 29 37 91 77:
Old : 130: 46 26 24 29 37 91 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 : 19.0 11.5 29.4 18.6 15.2 8.0 25.3 13.7
Old : 19.0 11.5 29.4 18.6 15.2 8.0 25.3 13.7
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, August 7, 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 : 135,946: 71,689 19,751 2,162 30,031 95,508 103,882 117,421: 32,064 18,525
Old : 135,946: 71,689 19,751 2,162 30,031 95,508 103,882 117,421: 32,064 18,525
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 31, 2007 :
: 1,995: 3,551 1,311 -752 1,753 599 4,552 1,158: -2,557 837
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.7 14.5 1.6 22.1 70.3 76.4 86.4: 23.6 13.6
Old : 100.0: 52.7 14.5 1.6 22.1 70.3 76.4 86.4: 23.6 13.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 85: 38 14 7 23 18 64 36:
Old : 85: 38 14 7 23 18 64 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 : 23.3 51.6 37.1 66.1 23.2 50.0 37.0 63.9
Old : 23.3 51.6 37.1 66.1 23.2 50.0 37.0 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, August 7, 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 : 121,823: 34,401 36,705 747 66,018 70,306 101,166 107,758: 20,657 14,065
Old : 121,823: 34,401 36,705 747 66,018 70,306 101,166 107,758: 20,657 14,065
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 31, 2007 :
: 4,985: 6,092 -6,237 560 -8,097 12,022 -1,445 6,345: 6,430 -1,360
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.2 30.1 0.6 54.2 57.7 83.0 88.5: 17.0 11.5
Old : 100.0: 28.2 30.1 0.6 54.2 57.7 83.0 88.5: 17.0 11.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 64: 24 21 1 7 15 32 36:
Old : 64: 24 21 1 7 15 32 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 : 50.2 42.8 65.6 63.0 49.9 39.2 63.9 59.4
Old : 50.2 42.8 65.6 63.0 49.9 39.2 63.9 59.4
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, August 7, 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 : 94,580: 27,157 10,787 894 57,344 79,484 85,395 91,165: 9,185 3,415
Old : 94,580: 27,157 10,787 894 57,344 79,484 85,395 91,165: 9,185 3,415
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 31, 2007 :
: -1,360: -7,258 -1,022 476 7,896 699 1,114 153: -2,474 -1,513
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.7 11.4 0.9 60.6 84.0 90.3 96.4: 9.7 3.6
Old : 100.0: 28.7 11.4 0.9 60.6 84.0 90.3 96.4: 9.7 3.6
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 : 85: 38 20 5 14 18 53 43:
Old : 85: 38 20 5 14 18 53 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 : 49.6 69.2 64.4 78.7 33.5 43.2 41.3 49.5
Old : 49.6 69.2 64.4 78.7 33.5 43.2 41.3 49.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
Commitments of Traders - Futures Only, August 7, 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 : 125,762: 74,315 20,182 884 23,108 84,134 98,307 105,200: 27,455 20,562
Old : 125,762: 74,315 20,182 884 23,108 84,134 98,307 105,200: 27,455 20,562
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 31, 2007 :
: -2,960: -15,207 -627 152 13,736 -2,556 -1,319 -3,031: -1,641 71
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.1 16.0 0.7 18.4 66.9 78.2 83.7: 21.8 16.3
Old : 100.0: 59.1 16.0 0.7 18.4 66.9 78.2 83.7: 21.8 16.3
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 : 88: 41 20 5 18 17 63 38:
Old : 88: 41 20 5 18 17 63 38:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.4 37.4 43.0 55.4 31.4 35.4 42.9 52.9
Old : 31.4 37.4 43.0 55.4 31.4 35.4 42.9 52.9
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, August 7, 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 : 263,905: 47,110 81,603 1,227 172,806 152,366 221,143 235,196: 42,762 28,709
Old : 263,905: 47,110 81,603 1,227 172,806 152,366 221,143 235,196: 42,762 28,709
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 31, 2007 :
: -366: 510 -16,159 532 -1,197 18,853 -155 3,226: -211 -3,592
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.9 30.9 0.5 65.5 57.7 83.8 89.1: 16.2 10.9
Old : 100.0: 17.9 30.9 0.5 65.5 57.7 83.8 89.1: 16.2 10.9
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 : 121: 37 40 9 27 28 69 72:
Old : 121: 37 40 9 27 28 69 72:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.9 43.8 59.7 56.4 48.8 42.4 59.5 54.9
Old : 48.9 43.8 59.7 56.4 48.8 42.4 59.5 54.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
Commitments of Traders - Futures Only, August 7, 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 : 227,532: 111,634 32,605 2,602 53,782 161,026 168,018 196,233: 59,514 31,299
Old : 227,532: 111,634 32,605 2,602 53,782 161,026 168,018 196,233: 59,514 31,299
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 31, 2007 :
: 13,005: 7,445 6,869 600 4,291 6,307 12,336 13,776: 669 -771
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.1 14.3 1.1 23.6 70.8 73.8 86.2: 26.2 13.8
Old : 100.0: 49.1 14.3 1.1 23.6 70.8 73.8 86.2: 26.2 13.8
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 : 142: 60 34 9 29 31 95 68:
Old : 142: 60 34 9 29 31 95 68:
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 : 29.5 41.4 38.8 55.8 29.0 39.9 38.2 53.8
Old : 29.5 41.4 38.8 55.8 29.0 39.9 38.2 53.8
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, August 7, 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 : 32,616: 17,778 1,118 0 12,560 29,999 30,338 31,117: 2,278 1,499
Old : 32,616: 17,778 1,118 0 12,560 29,999 30,338 31,117: 2,278 1,499
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 31, 2007 :
: 383: 2,321 -75 0 -1,602 835 719 760: -336 -377
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.5 3.4 0.0 38.5 92.0 93.0 95.4: 7.0 4.6
Old : 100.0: 54.5 3.4 0.0 38.5 92.0 93.0 95.4: 7.0 4.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 39: 17 3 0 12 13 29 16:
Old : 39: 17 3 0 12 13 29 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 : 60.4 72.6 77.3 89.4 60.4 71.6 77.3 87.1
Old : 60.4 72.6 77.3 89.4 60.4 71.6 77.3 87.1
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, August 7, 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 : 79,169: 6,249 24,625 4,854 64,735 45,360 75,838 74,839: 3,331 4,330
Old : 79,169: 6,249 24,625 4,854 64,735 45,360 75,838 74,839: 3,331 4,330
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 31, 2007 :
: 36: -6,434 -2,144 1,046 4,882 -994 -506 -2,092: 542 2,128
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.9 31.1 6.1 81.8 57.3 95.8 94.5: 4.2 5.5
Old : 100.0: 7.9 31.1 6.1 81.8 57.3 95.8 94.5: 4.2 5.5
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 : 30: 4 2 2 20 11 25 14:
Old : 30: 4 2 2 20 11 25 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.4 71.6 69.4 90.1 36.8 57.6 49.3 66.1
Old : 53.4 71.6 69.4 90.1 36.8 57.6 49.3 66.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
Commitments of Traders - Futures Only, August 7, 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 :11,750,632: 2,155,393 809,390 1,035,632 7,470,915 8,682,310 10,661,940 10,527,332: 1,088,692 1,223,300
Old :11,750,632: 2,155,393 809,390 1,035,632 7,470,915 8,682,310 10,661,940 10,527,332: 1,088,692 1,223,300
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 31, 2007 :
: 215,827: 180,026 203,571 79,652 -80,902 -51,574 178,776 231,649: 37,051 -15,822
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.3 6.9 8.8 63.6 73.9 90.7 89.6: 9.3 10.4
Old : 100.0: 18.3 6.9 8.8 63.6 73.9 90.7 89.6: 9.3 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 : 323: 71 52 103 165 171 286 289:
Old : 323: 71 52 103 165 171 286 289:
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 : 33.1 16.2 40.9 30.5 31.4 13.8 37.4 25.5
Old : 33.1 16.2 40.9 30.5 31.4 13.8 37.4 25.5
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, August 7, 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 : 623,308: 50,384 87,455 10,161 438,462 428,887 499,007 526,503: 124,301 96,805
Old : 623,308: 50,384 87,455 10,161 438,462 428,887 499,007 526,503: 124,301 96,805
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 31, 2007 :
: 18,999: 3,833 -4,128 2,067 -3,012 9,713 2,888 7,652: 16,111 11,347
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.1 14.0 1.6 70.3 68.8 80.1 84.5: 19.9 15.5
Old : 100.0: 8.1 14.0 1.6 70.3 68.8 80.1 84.5: 19.9 15.5
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 : 197: 40 50 24 81 56 134 117:
Old : 197: 40 50 24 81 56 134 117:
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 : 23.4 28.8 32.7 43.4 23.3 28.7 31.8 42.6
Old : 23.4 28.8 32.7 43.4 23.3 28.7 31.8 42.6
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, August 7, 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 : 2,111,980: 341,914 687,186 55,889 1,466,944 1,137,665 1,864,747 1,880,740: 247,233 231,240
Old : 2,111,980: 341,914 687,186 55,889 1,466,944 1,137,665 1,864,747 1,880,740: 247,233 231,240
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 31, 2007 :
: 130,807: -5,953 1,543 17,844 75,352 27,928 87,243 47,315: 43,564 83,492
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.2 32.5 2.6 69.5 53.9 88.3 89.1: 11.7 10.9
Old : 100.0: 16.2 32.5 2.6 69.5 53.9 88.3 89.1: 11.7 10.9
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 : 341: 63 132 39 95 106 183 252:
Old : 341: 63 132 39 95 106 183 252:
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 : 28.4 18.0 38.8 26.5 21.4 13.3 31.7 21.3
Old : 28.4 18.0 38.8 26.5 21.4 13.3 31.7 21.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-338741
Commitments of Traders - Futures Only, August 7, 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 $500) :
: : :
All : 6,468: 351 286 0 3,340 4,645 3,691 4,931: 2,777 1,537
Old : 6,468: 351 286 0 3,340 4,645 3,691 4,931: 2,777 1,537
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 31, 2007 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.4 4.4 0.0 51.6 71.8 57.1 76.2: 42.9 23.8
Old : 100.0: 5.4 4.4 0.0 51.6 71.8 57.1 76.2: 42.9 23.8
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 : 20: 1 1 0 10 10 11 11:
Old : 20: 1 1 0 10 10 11 11:
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 46.2 46.3 66.0 28.7 42.5 46.3 61.8
Old : 28.7 46.2 46.3 66.0 28.7 42.5 46.3 61.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
Commitments of Traders - Futures Only, August 7, 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 : 86,027: 7,973 26,905 0 70,921 54,199 78,894 81,104: 7,133 4,923
Old : 86,027: 7,973 26,905 0 70,921 54,199 78,894 81,104: 7,133 4,923
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 31, 2007 :
: -3,101: -452 -1,283 0 -2,807 -2,364 -3,259 -3,647: 158 546
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.3 31.3 0.0 82.4 63.0 91.7 94.3: 8.3 5.7
Old : 100.0: 9.3 31.3 0.0 82.4 63.0 91.7 94.3: 8.3 5.7
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 : 88: 11 15 0 34 40 45 55:
Old : 88: 11 15 0 34 40 45 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 : 41.6 37.5 63.0 51.5 41.1 36.6 61.7 50.6
Old : 41.6 37.5 63.0 51.5 41.1 36.6 61.7 50.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NEW YORK CDD - CHICAGO MERCANTILE EXCHANGE Code-16264C
Commitments of Traders - Futures Only, August 7, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CME CDD INDEX X $20) :
: : :
All : 3,465: 1,846 2,865 0 1,604 550 3,450 3,415: 15 50
Old : 3,465: 1,846 2,865 0 1,604 550 3,450 3,415: 15 50
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 31, 2007 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.3 82.7 0.0 46.3 15.9 99.6 98.6: 0.4 1.4
Old : 100.0: 53.3 82.7 0.0 46.3 15.9 99.6 98.6: 0.4 1.4
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 : 20: 6 6 0 6 3 12 9:
Old : 20: 6 6 0 6 3 12 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 : 81.5 85.9 93.1 97.4 80.7 81.5 90.9 93.1
Old : 81.5 85.9 93.1 97.4 80.7 81.5 90.9 93.1
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, August 7, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NASDAQ 100 INDEX X $100) :
: : :
All : 67,311: 5,042 20,594 16 55,373 36,304 60,431 56,914: 6,880 10,397
Old : 67,311: 5,042 20,594 16 55,373 36,304 60,431 56,914: 6,880 10,397
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 31, 2007 :
: 385: -1,435 -1,022 3 421 -8 -1,011 -1,027: 1,396 1,412
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.5 30.6 0.0 82.3 53.9 89.8 84.6: 10.2 15.4
Old : 100.0: 7.5 30.6 0.0 82.3 53.9 89.8 84.6: 10.2 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 : 60: 9 12 1 28 18 38 30:
Old : 60: 9 12 1 28 18 38 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 : 46.4 42.3 64.0 61.1 46.4 39.1 59.6 54.1
Old : 46.4 42.3 64.0 61.1 46.4 39.1 59.6 54.1
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, August 7, 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 : 450,183: 150,411 101,856 15,537 231,282 308,969 397,230 426,362: 52,953 23,821
Old : 450,183: 150,411 101,856 15,537 231,282 308,969 397,230 426,362: 52,953 23,821
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 31, 2007 :
: 129: -20,704 -8,405 4,554 13,630 -609 -2,520 -4,460: 2,649 4,589
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.4 22.6 3.5 51.4 68.6 88.2 94.7: 11.8 5.3
Old : 100.0: 33.4 22.6 3.5 51.4 68.6 88.2 94.7: 11.8 5.3
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 : 219: 83 48 16 45 53 133 113:
Old : 219: 83 48 16 45 53 133 113:
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 : 27.4 41.9 41.8 54.7 27.4 41.8 38.5 54.4
Old : 27.4 41.9 41.8 54.7 27.4 41.8 38.5 54.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
Commitments of Traders - Futures Only, August 7, 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 : 110,617: 52,971 22,252 785 31,815 78,037 85,571 101,074: 25,046 9,543
Old : 110,617: 52,971 22,252 785 31,815 78,037 85,571 101,074: 25,046 9,543
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 31, 2007 :
: 2,595: -1,283 3,771 22 4,479 -551 3,218 3,242: -623 -647
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.9 20.1 0.7 28.8 70.5 77.4 91.4: 22.6 8.6
Old : 100.0: 47.9 20.1 0.7 28.8 70.5 77.4 91.4: 22.6 8.6
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: 33 8 3 11 16 44 27:
Old : 61: 33 8 3 11 16 44 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.0 70.6 41.4 80.2 23.6 66.8 37.6 73.9
Old : 25.0 70.6 41.4 80.2 23.6 66.8 37.6 73.9
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, August 7, 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 : 56,357: 366 10,448 5 48,825 40,601 49,196 51,054: 7,161 5,303
Old : 56,357: 366 10,448 5 48,825 40,601 49,196 51,054: 7,161 5,303
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 31, 2007 :
: 4,309: -14 -71 0 4,493 4,187 4,479 4,116: -170 193
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.6 18.5 0.0 86.6 72.0 87.3 90.6: 12.7 9.4
Old : 100.0: 0.6 18.5 0.0 86.6 72.0 87.3 90.6: 12.7 9.4
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 : 58: 1 21 1 23 20 25 41:
Old : 58: 1 21 1 23 20 25 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 : 54.7 42.9 74.3 60.4 52.9 42.1 71.2 59.6
Old : 54.7 42.9 74.3 60.4 52.9 42.1 71.2 59.6
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, August 7, 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 : 686,119: 64,606 290,574 2,299 607,581 356,976 674,486 649,849: 11,633 36,270
Old : 686,119: 64,606 290,574 2,299 607,581 356,976 674,486 649,849: 11,633 36,270
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 31, 2007 :
: 26,797: -4,372 11,729 -2,379 33,279 17,693 26,528 27,043: 269 -246
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.4 42.4 0.3 88.6 52.0 98.3 94.7: 1.7 5.3
Old : 100.0: 9.4 42.4 0.3 88.6 52.0 98.3 94.7: 1.7 5.3
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 : 263: 25 123 12 53 93 85 221:
Old : 263: 25 123 12 53 93 85 221:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.7 18.6 77.6 30.0 47.3 17.6 71.0 27.4
Old : 48.7 18.6 77.6 30.0 47.3 17.6 71.0 27.4
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, August 7, 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 : 53,901: 11,393 14,676 0 32,715 29,159 44,108 43,835: 9,793 10,066
Old : 53,901: 11,393 14,676 0 32,715 29,159 44,108 43,835: 9,793 10,066
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 31, 2007 :
: 1,435: -1,222 30 -1 2,026 364 803 393: 632 1,042
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.1 27.2 0.0 60.7 54.1 81.8 81.3: 18.2 18.7
Old : 100.0: 21.1 27.2 0.0 60.7 54.1 81.8 81.3: 18.2 18.7
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 : 76: 17 19 0 22 22 39 41:
Old : 76: 17 19 0 22 22 39 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 : 26.6 35.2 41.8 49.6 26.6 31.1 40.8 45.6
Old : 26.6 35.2 41.8 49.6 26.6 31.1 40.8 45.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
Commitments of Traders - Futures Only, August 7, 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 : 49,025: 13,201 6,603 169 29,786 28,545 43,156 35,317: 5,869 13,708
Old : 49,025: 13,201 6,603 169 29,786 28,545 43,156 35,317: 5,869 13,708
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 31, 2007 :
: 1,178: -615 -467 14 3,085 1,902 2,484 1,449: -1,306 -271
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.9 13.5 0.3 60.8 58.2 88.0 72.0: 12.0 28.0
Old : 100.0: 26.9 13.5 0.3 60.8 58.2 88.0 72.0: 12.0 28.0
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 : 62: 19 11 1 18 16 37 28:
Old : 62: 19 11 1 18 16 37 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.2 36.8 56.0 51.8 31.9 36.8 50.6 48.5
Old : 37.2 36.8 56.0 51.8 31.9 36.8 50.6 48.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
Commitments of Traders - Futures Only, August 7, 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 : 21,560: 5,463 535 603 14,173 19,281 20,239 20,419: 1,321 1,141
Old : 21,560: 5,463 535 603 14,173 19,281 20,239 20,419: 1,321 1,141
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 31, 2007 :
: 546: -301 -577 333 567 458 599 214: -53 332
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.3 2.5 2.8 65.7 89.4 93.9 94.7: 6.1 5.3
Old : 100.0: 25.3 2.5 2.8 65.7 89.4 93.9 94.7: 6.1 5.3
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 : 24: 9 3 3 8 5 18 10:
Old : 24: 9 3 3 8 5 18 10:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.4 90.5 81.6 94.6 64.4 90.3 81.6 91.9
Old : 64.4 90.5 81.6 94.6 64.4 90.3 81.6 91.9
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, August 7, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF JPY 100,000,000) :
: : :
All : 45,238: 11,795 6,994 4,421 19,734 19,842 35,950 31,257: 9,288 13,981
Old : 45,238: 11,795 6,994 4,421 19,734 19,842 35,950 31,257: 9,288 13,981
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 31, 2007 :
: -1,525: 346 -1,490 1,076 -749 273 673 -141: -2,198 -1,384
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.1 15.5 9.8 43.6 43.9 79.5 69.1: 20.5 30.9
Old : 100.0: 26.1 15.5 9.8 43.6 43.9 79.5 69.1: 20.5 30.9
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 : 54: 11 12 8 24 25 40 41:
Old : 54: 11 12 8 24 25 40 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 : 35.3 18.0 49.6 32.1 28.0 16.6 37.4 26.1
Old : 35.3 18.0 49.6 32.1 28.0 16.6 37.4 26.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 10, 2007