BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders - Futures Only, August 21, 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 : 4,237: 314 0 1 3,040 4,143 3,355 4,144: 882 93
Old : 4,237: 314 0 1 3,040 4,143 3,355 4,144: 882 93
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 14, 2007 :
: -15: 18 0 1 36 4 55 5: -70 -20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.4 0.0 0.0 71.7 97.8 79.2 97.8: 20.8 2.2
Old : 100.0: 7.4 0.0 0.0 71.7 97.8 79.2 97.8: 20.8 2.2
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 : 23: 4 0 1 14 10 18 11:
Old : 23: 4 0 1 14 10 18 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 : 47.0 82.8 65.0 96.1 47.0 82.5 65.0 93.7
Old : 47.0 82.8 65.0 96.1 47.0 82.5 65.0 93.7
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 21, 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 : 35,731: 9,054 1,116 700 20,572 26,057 30,326 27,873: 5,405 7,858
Old : 35,731: 9,054 1,116 700 20,572 26,057 30,326 27,873: 5,405 7,858
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 14, 2007 :
: 859: 733 -60 105 137 113 975 158: -116 701
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.3 3.1 2.0 57.6 72.9 84.9 78.0: 15.1 22.0
Old : 100.0: 25.3 3.1 2.0 57.6 72.9 84.9 78.0: 15.1 22.0
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 : 65: 18 9 16 27 23 54 39:
Old : 65: 18 9 16 27 23 54 39:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.8 39.7 57.5 55.1 40.8 39.1 57.3 54.2
Old : 40.8 39.7 57.5 55.1 40.8 39.1 57.3 54.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
Commitments of Traders - Futures Only, August 21, 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 : 171,845: 31,087 26,911 37,130 88,482 79,876 156,699 143,917: 15,146 27,928
Old : 72,277: 15,766 39,667 1,200 51,529 21,044 68,495 61,911: 3,782 10,366
Other: 99,568: 39,193 11,116 12,058 36,953 58,832 88,204 82,006: 11,364 17,562
: : :
: : Changes in Commitments from: August 14, 2007 :
: -5,642: -3,344 -2,716 287 -1,700 -2,503 -4,757 -4,932: -885 -710
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.1 15.7 21.6 51.5 46.5 91.2 83.7: 8.8 16.3
Old : 100.0: 21.8 54.9 1.7 71.3 29.1 94.8 85.7: 5.2 14.3
Other: 100.0: 39.4 11.2 12.1 37.1 59.1 88.6 82.4: 11.4 17.6
: : :
:# Traders : Number of Traders in Each Category :
All : 193: 56 52 63 31 47 132 136:
Old : 168: 36 69 5 21 43 60 114:
Other: 155: 58 26 35 28 44 106 94:
:----------------------------------------------------------------------------------------------------
: 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 : 27.1 24.3 40.2 33.1 26.3 19.0 37.0 26.3
Old : 51.6 17.4 67.4 30.3 51.6 17.4 67.4 30.3
Other: 24.7 33.5 37.5 43.2 19.1 22.7 28.5 31.6
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders - Futures Only, August 21, 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 : 223,683: 49,234 38,499 39,542 115,894 104,106 204,670 182,147: 19,013 41,536
Old : 223,683: 49,234 38,499 39,542 115,894 104,106 204,670 182,147: 19,013 41,536
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 14, 2007 :
: -899: -4,488 3,157 2,632 1,025 -5,067 -831 722: -68 -1,621
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.0 17.2 17.7 51.8 46.5 91.5 81.4: 8.5 18.6
Old : 100.0: 22.0 17.2 17.7 51.8 46.5 91.5 81.4: 8.5 18.6
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 : 267: 77 58 69 50 111 166 206:
Old : 267: 77 58 69 50 111 166 206:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.3 15.4 40.7 23.9 27.3 13.9 40.6 21.2
Old : 27.3 15.4 40.7 23.9 27.3 13.9 40.6 21.2
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, August 21, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 110,000 BOARD FEET) :
: : :
All : 7,618: 2,229 2,060 1,228 2,498 2,282 5,955 5,570: 1,663 2,048
Old : 7,618: 2,229 2,060 1,228 2,498 2,282 5,955 5,570: 1,663 2,048
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 14, 2007 :
: -353: 62 -383 -147 -54 112 -139 -418: -214 65
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.3 27.0 16.1 32.8 30.0 78.2 73.1: 21.8 26.9
Old : 100.0: 29.3 27.0 16.1 32.8 30.0 78.2 73.1: 21.8 26.9
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 : 74: 21 21 11 17 24 45 53:
Old : 74: 21 21 11 17 24 45 53:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.8 21.8 45.2 33.6 26.6 16.6 36.4 24.4
Old : 30.8 21.8 45.2 33.6 26.6 16.6 36.4 24.4
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, August 21, 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 : 27,522: 11,219 3,769 3,489 7,724 5,120 22,432 12,378: 5,090 15,144
Old : 27,522: 11,219 3,769 3,489 7,724 5,120 22,432 12,378: 5,090 15,144
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 14, 2007 :
: -723: -15 -832 111 -259 13 -163 -708: -560 -15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.8 13.7 12.7 28.1 18.6 81.5 45.0: 18.5 55.0
Old : 100.0: 40.8 13.7 12.7 28.1 18.6 81.5 45.0: 18.5 55.0
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 : 123: 43 20 24 30 40 87 76:
Old : 123: 43 20 24 30 40 87 76:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.3 10.0 29.7 17.3 16.6 8.5 26.4 14.2
Old : 19.3 10.0 29.7 17.3 16.6 8.5 26.4 14.2
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 21, 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 : 128,591: 60,044 20,011 3,760 38,332 85,060 102,136 108,831: 26,455 19,760
Old : 128,591: 60,044 20,011 3,760 38,332 85,060 102,136 108,831: 26,455 19,760
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 14, 2007 :
: -5,453: -6,483 1,294 -91 6,232 -3,393 -342 -2,190: -5,111 -3,263
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.7 15.6 2.9 29.8 66.1 79.4 84.6: 20.6 15.4
Old : 100.0: 46.7 15.6 2.9 29.8 66.1 79.4 84.6: 20.6 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 : 80: 30 15 8 24 20 58 39:
Old : 80: 30 15 8 24 20 58 39:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.0 51.6 42.7 63.1 26.0 46.7 40.4 57.6
Old : 26.0 51.6 42.7 63.1 26.0 46.7 40.4 57.6
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 21, 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 : 111,735: 14,642 31,921 78 85,155 67,650 99,875 99,649: 11,860 12,086
Old : 111,735: 14,642 31,921 78 85,155 67,650 99,875 99,649: 11,860 12,086
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 14, 2007 :
: -5,529: -11,613 -8,324 -671 12,552 2,530 268 -6,465: -5,797 936
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.1 28.6 0.1 76.2 60.5 89.4 89.2: 10.6 10.8
Old : 100.0: 13.1 28.6 0.1 76.2 60.5 89.4 89.2: 10.6 10.8
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 : 53: 14 17 2 10 15 25 33:
Old : 53: 14 17 2 10 15 25 33:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 71.1 41.0 79.9 62.6 70.9 37.8 77.8 59.4
Old : 71.1 41.0 79.9 62.6 70.9 37.8 77.8 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 21, 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 : 101,504: 9,674 33,808 203 86,780 63,294 96,657 97,305: 4,847 4,199
Old : 101,504: 9,674 33,808 203 86,780 63,294 96,657 97,305: 4,847 4,199
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 14, 2007 :
: 7,490: -16,956 18,893 -440 25,504 -9,716 8,108 8,737: -618 -1,247
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.5 33.3 0.2 85.5 62.4 95.2 95.9: 4.8 4.1
Old : 100.0: 9.5 33.3 0.2 85.5 62.4 95.2 95.9: 4.8 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 : 77: 17 32 2 19 14 36 48:
Old : 77: 17 32 2 19 14 36 48:
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 : 60.3 65.6 78.1 79.4 45.6 41.4 58.8 55.0
Old : 60.3 65.6 78.1 79.4 45.6 41.4 58.8 55.0
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 21, 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 : 117,568: 48,830 19,691 1,988 43,213 78,402 94,031 100,081: 23,537 17,487
Old : 117,568: 48,830 19,691 1,988 43,213 78,402 94,031 100,081: 23,537 17,487
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 14, 2007 :
: -3,055: -10,034 2,185 53 10,904 -4,650 923 -2,412: -3,978 -643
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.5 16.7 1.7 36.8 66.7 80.0 85.1: 20.0 14.9
Old : 100.0: 41.5 16.7 1.7 36.8 66.7 80.0 85.1: 20.0 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 : 70: 22 22 4 16 17 40 41:
Old : 70: 22 22 4 16 17 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 : 50.9 37.8 60.7 54.7 50.9 35.7 60.1 52.3
Old : 50.9 37.8 60.7 54.7 50.9 35.7 60.1 52.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
Commitments of Traders - Futures Only, August 21, 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 : 273,008: 61,218 59,702 2,634 173,550 187,833 237,402 250,169: 35,606 22,839
Old : 273,008: 61,218 59,702 2,634 173,550 187,833 237,402 250,169: 35,606 22,839
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 14, 2007 :
: -5,390: 3,459 -19,946 -538 -4,731 18,084 -1,810 -2,400: -3,580 -2,990
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.4 21.9 1.0 63.6 68.8 87.0 91.6: 13.0 8.4
Old : 100.0: 22.4 21.9 1.0 63.6 68.8 87.0 91.6: 13.0 8.4
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 : 110: 35 33 9 27 24 67 62:
Old : 110: 35 33 9 27 24 67 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 : 48.8 49.9 60.0 63.9 48.8 48.3 59.9 62.2
Old : 48.8 49.9 60.0 63.9 48.8 48.3 59.9 62.2
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 21, 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 : 216,026: 74,037 35,574 5,498 88,533 147,372 168,068 188,444: 47,958 27,582
Old : 216,026: 74,037 35,574 5,498 88,533 147,372 168,068 188,444: 47,958 27,582
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 14, 2007 :
: -2,520: -16,795 9,416 1,417 16,639 -10,935 1,261 -102: -3,781 -2,418
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.3 16.5 2.5 41.0 68.2 77.8 87.2: 22.2 12.8
Old : 100.0: 34.3 16.5 2.5 41.0 68.2 77.8 87.2: 22.2 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 : 134: 56 37 17 29 26 92 73:
Old : 134: 56 37 17 29 26 92 73:
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 : 42.1 42.6 49.1 57.6 40.9 41.0 47.8 55.6
Old : 42.1 42.6 49.1 57.6 40.9 41.0 47.8 55.6
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 21, 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 : 29,542: 11,912 3,027 105 15,189 24,931 27,206 28,063: 2,336 1,479
Old : 29,542: 11,912 3,027 105 15,189 24,931 27,206 28,063: 2,336 1,479
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 14, 2007 :
: -2,166: -4,433 719 105 2,420 -3,040 -1,908 -2,216: -258 50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.3 10.2 0.4 51.4 84.4 92.1 95.0: 7.9 5.0
Old : 100.0: 40.3 10.2 0.4 51.4 84.4 92.1 95.0: 7.9 5.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 13 5 1 14 12 27 18:
Old : 37: 13 5 1 14 12 27 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.2 69.1 76.0 85.6 62.2 68.7 75.1 81.9
Old : 62.2 69.1 76.0 85.6 62.2 68.7 75.1 81.9
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 21, 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 : 49,012: 8,863 15,178 6,072 30,375 25,022 45,310 46,272: 3,702 2,740
Old : 49,012: 8,863 15,178 6,072 30,375 25,022 45,310 46,272: 3,702 2,740
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 14, 2007 :
: -30,157: 2,614 -9,447 1,218 -34,360 -20,338 -30,528 -28,567: 371 -1,590
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.1 31.0 12.4 62.0 51.1 92.4 94.4: 7.6 5.6
Old : 100.0: 18.1 31.0 12.4 62.0 51.1 92.4 94.4: 7.6 5.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 2 2 2 13 9 17 11:
Old : 21: 2 2 2 13 9 17 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 : 52.6 75.5 72.7 90.7 48.1 63.5 63.9 75.1
Old : 52.6 75.5 72.7 90.7 48.1 63.5 63.9 75.1
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 21, 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 :11,222,075: 1,695,267 634,170 1,263,225 7,052,727 8,079,402 10,011,219 9,976,797: 1,210,856 1,245,278
Old :11,222,075: 1,695,267 634,170 1,263,225 7,052,727 8,079,402 10,011,219 9,976,797: 1,210,856 1,245,278
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 14, 2007 :
: -296,086: -317,709 -178,533 311,831 -283,403 -416,739 -289,281 -283,441: -6,805 -12,645
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.1 5.7 11.3 62.8 72.0 89.2 88.9: 10.8 11.1
Old : 100.0: 15.1 5.7 11.3 62.8 72.0 89.2 88.9: 10.8 11.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 310: 79 43 94 163 159 285 262:
Old : 310: 79 43 94 163 159 285 262:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.2 17.8 36.7 31.7 27.0 14.5 32.8 26.3
Old : 29.2 17.8 36.7 31.7 27.0 14.5 32.8 26.3
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 21, 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 : 649,012: 52,472 97,415 6,810 467,977 449,323 527,259 553,548: 121,753 95,464
Old : 649,012: 52,472 97,415 6,810 467,977 449,323 527,259 553,548: 121,753 95,464
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 14, 2007 :
: 13,088: 6,228 2,455 -513 17,619 19,778 23,334 21,720: -10,246 -8,632
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.1 15.0 1.0 72.1 69.2 81.2 85.3: 18.8 14.7
Old : 100.0: 8.1 15.0 1.0 72.1 69.2 81.2 85.3: 18.8 14.7
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 : 206: 40 49 21 87 62 140 120:
Old : 206: 40 49 21 87 62 140 120:
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 : 22.3 26.2 32.3 39.8 22.1 25.8 31.5 39.2
Old : 22.3 26.2 32.3 39.8 22.1 25.8 31.5 39.2
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 21, 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 : 2,085,581: 329,207 707,288 39,941 1,516,906 1,171,344 1,886,054 1,918,573: 199,527 167,008
Old : 2,085,581: 329,207 707,288 39,941 1,516,906 1,171,344 1,886,054 1,918,573: 199,527 167,008
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 14, 2007 :
: -36,388: -41,126 6,760 1,997 -10,724 -31,116 -49,853 -22,359: 13,465 -14,029
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.8 33.9 1.9 72.7 56.2 90.4 92.0: 9.6 8.0
Old : 100.0: 15.8 33.9 1.9 72.7 56.2 90.4 92.0: 9.6 8.0
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 : 339: 55 131 38 103 104 183 248:
Old : 339: 55 131 38 103 104 183 248:
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 : 28.8 18.0 40.6 28.0 22.1 15.0 33.5 23.8
Old : 28.8 18.0 40.6 28.0 22.1 15.0 33.5 23.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
Commitments of Traders - Futures Only, August 21, 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 : 84,253: 7,077 27,636 0 68,793 53,620 75,870 81,256: 8,383 2,997
Old : 84,253: 7,077 27,636 0 68,793 53,620 75,870 81,256: 8,383 2,997
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 14, 2007 :
: 1,004: 810 1,800 0 -2,108 -320 -1,298 1,480: 2,302 -476
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.4 32.8 0.0 81.7 63.6 90.1 96.4: 9.9 3.6
Old : 100.0: 8.4 32.8 0.0 81.7 63.6 90.1 96.4: 9.9 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 : 84: 7 17 0 35 39 42 56:
Old : 84: 7 17 0 35 39 42 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 : 41.6 40.0 63.0 55.4 40.8 39.5 61.8 54.9
Old : 41.6 40.0 63.0 55.4 40.8 39.5 61.8 54.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
Commitments of Traders - Futures Only, August 21, 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 : 67,656: 3,010 23,651 3 57,978 34,201 60,991 57,855: 6,665 9,801
Old : 67,656: 3,010 23,651 3 57,978 34,201 60,991 57,855: 6,665 9,801
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 14, 2007 :
: 130: -558 1,945 -5 880 -867 317 1,073: -187 -943
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.4 35.0 0.0 85.7 50.6 90.1 85.5: 9.9 14.5
Old : 100.0: 4.4 35.0 0.0 85.7 50.6 90.1 85.5: 9.9 14.5
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 : 60: 9 13 1 28 18 38 31:
Old : 60: 9 13 1 28 18 38 31:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.5 43.2 65.3 62.2 46.2 40.0 59.5 55.2
Old : 48.5 43.2 65.3 62.2 46.2 40.0 59.5 55.2
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 21, 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 : 418,030: 128,923 128,436 11,571 234,710 260,662 375,204 400,669: 42,826 17,361
Old : 418,030: 128,923 128,436 11,571 234,710 260,662 375,204 400,669: 42,826 17,361
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 14, 2007 :
: -11,324: -14,383 11,925 -858 13,950 -22,109 -1,291 -11,042: -10,033 -282
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.8 30.7 2.8 56.1 62.4 89.8 95.8: 10.2 4.2
Old : 100.0: 30.8 30.7 2.8 56.1 62.4 89.8 95.8: 10.2 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 : 217: 64 62 16 50 53 124 121:
Old : 217: 64 62 16 50 53 124 121:
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 36.1 49.0 52.1 30.7 36.0 46.1 51.0
Old : 31.7 36.1 49.0 52.1 30.7 36.0 46.1 51.0
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 21, 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 : 95,901: 24,197 19,221 1,098 51,179 66,498 76,474 86,817: 19,427 9,084
Old : 95,901: 24,197 19,221 1,098 51,179 66,498 76,474 86,817: 19,427 9,084
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 14, 2007 :
: -9,179: -18,375 -31 -521 16,598 -8,954 -2,298 -9,506: -6,881 327
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.2 20.0 1.1 53.4 69.3 79.7 90.5: 20.3 9.5
Old : 100.0: 25.2 20.0 1.1 53.4 69.3 79.7 90.5: 20.3 9.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 54: 18 13 2 17 12 35 27:
Old : 54: 18 13 2 17 12 35 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 : 44.2 64.4 57.2 77.5 40.1 64.2 52.7 75.8
Old : 44.2 64.4 57.2 77.5 40.1 64.2 52.7 75.8
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 21, 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 : 58,091: 562 10,472 18 49,385 42,200 49,965 52,690: 8,126 5,401
Old : 58,091: 562 10,472 18 49,385 42,200 49,965 52,690: 8,126 5,401
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 14, 2007 :
: 162: 196 123 12 -488 154 -280 289: 442 -127
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.0 18.0 0.0 85.0 72.6 86.0 90.7: 14.0 9.3
Old : 100.0: 1.0 18.0 0.0 85.0 72.6 86.0 90.7: 14.0 9.3
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 : 58: 2 20 3 23 21 28 42:
Old : 58: 2 20 3 23 21 28 42:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.6 42.7 74.5 59.7 54.5 41.9 72.2 58.6
Old : 55.6 42.7 74.5 59.7 54.5 41.9 72.2 58.6
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 21, 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 : 589,857: 60,767 222,218 2,754 512,251 323,920 575,772 548,892: 14,085 40,965
Old : 589,857: 60,767 222,218 2,754 512,251 323,920 575,772 548,892: 14,085 40,965
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 14, 2007 :
: -64,100: 377 -41,222 782 -66,433 -23,120 -65,274 -63,560: 1,174 -540
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.3 37.7 0.5 86.8 54.9 97.6 93.1: 2.4 6.9
Old : 100.0: 10.3 37.7 0.5 86.8 54.9 97.6 93.1: 2.4 6.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 243: 23 109 13 51 91 82 205:
Old : 243: 23 109 13 51 91 82 205:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.9 17.7 75.4 27.7 43.2 15.6 67.8 24.2
Old : 47.9 17.7 75.4 27.7 43.2 15.6 67.8 24.2
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 21, 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 : 58,505: 12,789 19,006 1 34,845 27,493 47,635 46,500: 10,870 12,005
Old : 58,505: 12,789 19,006 1 34,845 27,493 47,635 46,500: 10,870 12,005
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 14, 2007 :
: 3,488: 499 2,990 -34 2,635 -680 3,100 2,276: 388 1,212
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.9 32.5 0.0 59.6 47.0 81.4 79.5: 18.6 20.5
Old : 100.0: 21.9 32.5 0.0 59.6 47.0 81.4 79.5: 18.6 20.5
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 : 75: 17 20 1 21 21 39 41:
Old : 75: 17 20 1 21 21 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 : 24.7 34.9 40.7 48.7 24.6 30.1 39.0 43.8
Old : 24.7 34.9 40.7 48.7 24.6 30.1 39.0 43.8
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 21, 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 : 57,553: 17,636 6,929 196 32,504 29,755 50,336 36,880: 7,217 20,673
Old : 57,553: 17,636 6,929 196 32,504 29,755 50,336 36,880: 7,217 20,673
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 14, 2007 :
: 7,463: 3,796 -726 12 3,346 -1,430 7,154 -2,144: 309 9,607
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.6 12.0 0.3 56.5 51.7 87.5 64.1: 12.5 35.9
Old : 100.0: 30.6 12.0 0.3 56.5 51.7 87.5 64.1: 12.5 35.9
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 : 66: 22 8 1 23 17 45 26:
Old : 66: 22 8 1 23 17 45 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 : 31.2 33.6 48.4 46.4 28.2 31.8 43.4 41.2
Old : 31.2 33.6 48.4 46.4 28.2 31.8 43.4 41.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
Commitments of Traders - Futures Only, August 21, 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 : 19,662: 4,918 2,401 270 13,799 16,659 18,987 19,330: 675 332
Old : 19,662: 4,918 2,401 270 13,799 16,659 18,987 19,330: 675 332
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 14, 2007 :
: -5,092: -542 1,542 -1,514 -416 -2,616 -2,472 -2,588: -2,620 -2,504
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.0 12.2 1.4 70.2 84.7 96.6 98.3: 3.4 1.7
Old : 100.0: 25.0 12.2 1.4 70.2 84.7 96.6 98.3: 3.4 1.7
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 : 24: 7 5 1 8 4 16 9:
Old : 24: 7 5 1 8 4 16 9:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 70.4 91.6 88.8 97.8 70.4 91.6 88.8 96.6
Old : 70.4 91.6 88.8 97.8 70.4 91.6 88.8 96.6
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, August 21, 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 : 51,282: 13,388 6,739 4,352 24,062 19,890 41,802 30,981: 9,480 20,301
Old : 51,282: 13,388 6,739 4,352 24,062 19,890 41,802 30,981: 9,480 20,301
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 14, 2007 :
: 3,222: -188 -240 -145 3,760 -679 3,427 -1,064: -205 4,286
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.1 13.1 8.5 46.9 38.8 81.5 60.4: 18.5 39.6
Old : 100.0: 26.1 13.1 8.5 46.9 38.8 81.5 60.4: 18.5 39.6
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 : 54: 11 11 7 23 27 38 42:
Old : 54: 11 11 7 23 27 38 42:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.0 15.5 53.0 26.8 29.3 13.5 41.3 21.6
Old : 36.0 15.5 53.0 26.8 29.3 13.5 41.3 21.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 24, 2007