BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders - Futures Only, September 4, 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 : 3,501: 279 0 2 2,434 3,380 2,715 3,382: 786 119
Old : 3,501: 279 0 2 2,434 3,380 2,715 3,382: 786 119
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 28, 2007 :
: -771: 81 0 2 -637 -741 -554 -739: -217 -32
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.0 0.0 0.1 69.5 96.5 77.5 96.6: 22.5 3.4
Old : 100.0: 8.0 0.0 0.1 69.5 96.5 77.5 96.6: 22.5 3.4
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 : 23: 4 0 1 14 9 18 10:
Old : 23: 4 0 1 14 9 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 : 45.5 84.4 62.9 95.9 45.5 84.1 62.9 93.1
Old : 45.5 84.4 62.9 95.9 45.5 84.1 62.9 93.1
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, September 4, 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 : 32,356: 7,411 1,210 551 18,575 23,407 26,537 25,168: 5,819 7,188
Old : 32,356: 7,411 1,210 551 18,575 23,407 26,537 25,168: 5,819 7,188
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 28, 2007 :
: -3,988: -1,688 73 -137 -2,253 -3,094 -4,078 -3,158: 90 -830
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.9 3.7 1.7 57.4 72.3 82.0 77.8: 18.0 22.2
Old : 100.0: 22.9 3.7 1.7 57.4 72.3 82.0 77.8: 18.0 22.2
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 : 63: 20 7 13 26 24 52 38:
Old : 63: 20 7 13 26 24 52 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 : 39.9 39.5 56.4 54.7 39.9 39.0 56.1 54.0
Old : 39.9 39.5 56.4 54.7 39.9 39.0 56.1 54.0
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, September 4, 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 : 175,843: 33,305 28,056 34,537 92,269 82,225 160,111 144,818: 15,732 31,025
Old : 69,293: 15,612 36,848 1,413 49,006 20,185 66,031 58,446: 3,262 10,847
Other: 106,550: 37,900 11,415 12,917 43,263 62,040 94,080 86,372: 12,470 20,178
: : :
: : Changes in Commitments from: August 28, 2007 :
: -67: 128 1,004 -2,541 2,136 -521 -277 -2,058: 210 1,991
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.9 16.0 19.6 52.5 46.8 91.1 82.4: 8.9 17.6
Old : 100.0: 22.5 53.2 2.0 70.7 29.1 95.3 84.3: 4.7 15.7
Other: 100.0: 35.6 10.7 12.1 40.6 58.2 88.3 81.1: 11.7 18.9
: : :
:# Traders : Number of Traders in Each Category :
All : 198: 55 59 67 31 47 135 143:
Old : 169: 34 75 5 20 41 56 119:
Other: 161: 64 28 35 28 44 111 95:
:----------------------------------------------------------------------------------------------------
: 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 : 27.6 25.1 40.7 33.1 26.3 19.2 36.8 25.6
Old : 50.0 17.2 66.8 29.8 50.0 17.2 66.8 29.7
Other: 24.8 33.6 38.0 42.8 19.4 22.6 29.0 30.7
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders - Futures Only, September 4, 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 : 232,177: 60,908 32,148 41,365 111,546 111,866 213,819 185,379: 18,358 46,798
Old : 232,177: 60,908 32,148 41,365 111,546 111,866 213,819 185,379: 18,358 46,798
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 28, 2007 :
: 3,918: 2,956 -2,294 713 -739 4,346 2,930 2,765: 988 1,153
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.2 13.8 17.8 48.0 48.2 92.1 79.8: 7.9 20.2
Old : 100.0: 26.2 13.8 17.8 48.0 48.2 92.1 79.8: 7.9 20.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 274: 80 58 72 45 115 167 213:
Old : 274: 80 58 72 45 115 167 213:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.7 14.5 39.6 21.7 26.7 14.4 39.6 20.7
Old : 26.7 14.5 39.6 21.7 26.7 14.4 39.6 20.7
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, September 4, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 110,000 BOARD FEET) :
: : :
All : 6,104: 2,191 2,823 343 2,065 1,126 4,599 4,292: 1,505 1,812
Old : 6,104: 2,191 2,823 343 2,065 1,126 4,599 4,292: 1,505 1,812
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 28, 2007 :
: -726: -240 244 -173 -124 -763 -537 -692: -189 -34
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.9 46.2 5.6 33.8 18.4 75.3 70.3: 24.7 29.7
Old : 100.0: 35.9 46.2 5.6 33.8 18.4 75.3 70.3: 24.7 29.7
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 : 58: 18 20 7 13 15 34 41:
Old : 58: 18 20 7 13 15 34 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 : 35.4 23.6 50.5 36.0 35.4 23.6 47.3 34.9
Old : 35.4 23.6 50.5 36.0 35.4 23.6 47.3 34.9
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, September 4, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50,000 POUNDS) :
: : :
All : 29,769: 12,350 2,795 5,152 7,670 5,964 25,172 13,911: 4,597 15,858
Old : 29,769: 12,350 2,795 5,152 7,670 5,964 25,172 13,911: 4,597 15,858
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 28, 2007 :
: 413: 471 -481 1,060 -460 515 1,071 1,094: -658 -681
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.5 9.4 17.3 25.8 20.0 84.6 46.7: 15.4 53.3
Old : 100.0: 41.5 9.4 17.3 25.8 20.0 84.6 46.7: 15.4 53.3
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 : 122: 43 24 21 24 34 82 68:
Old : 122: 43 24 21 24 34 82 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 : 21.9 14.7 32.8 21.6 15.2 7.2 25.3 11.7
Old : 21.9 14.7 32.8 21.6 15.2 7.2 25.3 11.7
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, September 4, 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 : 135,940: 73,234 21,889 3,884 30,583 91,730 107,701 117,503: 28,239 18,437
Old : 135,940: 73,234 21,889 3,884 30,583 91,730 107,701 117,503: 28,239 18,437
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 28, 2007 :
: 2,084: 5,221 -1,030 1,368 -5,937 3,518 652 3,856: 1,432 -1,772
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.9 16.1 2.9 22.5 67.5 79.2 86.4: 20.8 13.6
Old : 100.0: 53.9 16.1 2.9 22.5 67.5 79.2 86.4: 20.8 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 : 90: 38 15 9 27 20 69 40:
Old : 90: 38 15 9 27 20 69 40:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.7 52.1 35.9 65.5 24.7 50.2 35.7 63.4
Old : 24.7 52.1 35.9 65.5 24.7 50.2 35.7 63.4
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, September 4, 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 : 131,156: 12,078 46,553 1,057 105,019 69,360 118,154 116,970: 13,002 14,186
Old : 131,156: 12,078 46,553 1,057 105,019 69,360 118,154 116,970: 13,002 14,186
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 28, 2007 :
: 12,286: -5,845 10,507 1,055 15,696 -167 10,906 11,395: 1,380 891
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.2 35.5 0.8 80.1 52.9 90.1 89.2: 9.9 10.8
Old : 100.0: 9.2 35.5 0.8 80.1 52.9 90.1 89.2: 9.9 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 : 54: 14 19 3 12 14 27 35:
Old : 54: 14 19 3 12 14 27 35:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 73.5 37.2 83.1 58.5 73.4 32.8 79.0 53.6
Old : 73.5 37.2 83.1 58.5 73.4 32.8 79.0 53.6
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, September 4, 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 : 109,118: 10,724 26,644 1,640 91,984 77,295 104,348 105,579: 4,770 3,539
Old : 109,118: 10,724 26,644 1,640 91,984 77,295 104,348 105,579: 4,770 3,539
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 28, 2007 :
: 7,939: -37 -4,319 1,072 7,177 12,015 8,212 8,768: -273 -829
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.8 24.4 1.5 84.3 70.8 95.6 96.8: 4.4 3.2
Old : 100.0: 9.8 24.4 1.5 84.3 70.8 95.6 96.8: 4.4 3.2
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 : 83: 20 36 7 18 16 42 55:
Old : 83: 20 36 7 18 16 42 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 : 62.2 70.3 79.2 79.9 42.1 42.4 52.6 50.6
Old : 62.2 70.3 79.2 79.9 42.1 42.4 52.6 50.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
Commitments of Traders - Futures Only, September 4, 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 : 125,940: 53,176 20,602 1,362 48,925 86,940 103,463 108,904: 22,477 17,036
Old : 125,940: 53,176 20,602 1,362 48,925 86,940 103,463 108,904: 22,477 17,036
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 28, 2007 :
: 2,370: -2,349 -352 125 3,043 1,866 819 1,639: 1,551 731
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.2 16.4 1.1 38.8 69.0 82.2 86.5: 17.8 13.5
Old : 100.0: 42.2 16.4 1.1 38.8 69.0 82.2 86.5: 17.8 13.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 73: 22 24 6 18 18 44 44:
Old : 73: 22 24 6 18 18 44 44:
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 38.1 64.9 56.9 52.6 35.7 63.9 54.0
Old : 52.6 38.1 64.9 56.9 52.6 35.7 63.9 54.0
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, September 4, 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 : 269,834: 58,339 65,392 2,003 175,469 178,832 235,811 246,227: 34,023 23,607
Old : 269,834: 58,339 65,392 2,003 175,469 178,832 235,811 246,227: 34,023 23,607
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 28, 2007 :
: -7,161: -7,789 9,110 -141 2,135 -17,039 -5,795 -8,070: -1,366 909
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.6 24.2 0.7 65.0 66.3 87.4 91.3: 12.6 8.7
Old : 100.0: 21.6 24.2 0.7 65.0 66.3 87.4 91.3: 12.6 8.7
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 : 110: 38 33 6 28 23 71 57:
Old : 110: 38 33 6 28 23 71 57:
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 : 50.1 52.8 62.0 66.8 49.6 50.9 61.5 64.9
Old : 50.1 52.8 62.0 66.8 49.6 50.9 61.5 64.9
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, September 4, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF EUR 125,000) :
: : :
All : 221,662: 78,483 31,838 3,178 91,240 155,853 172,901 190,869: 48,761 30,793
Old : 221,662: 78,483 31,838 3,178 91,240 155,853 172,901 190,869: 48,761 30,793
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 28, 2007 :
: 564: 3,988 169 -1,907 -7,086 2,971 -5,005 1,233: 5,569 -669
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.4 14.4 1.4 41.2 70.3 78.0 86.1: 22.0 13.9
Old : 100.0: 35.4 14.4 1.4 41.2 70.3 78.0 86.1: 22.0 13.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 134: 53 33 12 34 28 92 68:
Old : 134: 53 33 12 34 28 92 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 : 40.0 43.9 47.6 59.1 39.9 42.8 47.4 57.6
Old : 40.0 43.9 47.6 59.1 39.9 42.8 47.4 57.6
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, September 4, 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 : 29,416: 10,850 4,507 105 16,277 23,332 27,232 27,944: 2,184 1,472
Old : 29,416: 10,850 4,507 105 16,277 23,332 27,232 27,944: 2,184 1,472
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 28, 2007 :
: 180: 2,421 -97 0 -1,917 1,263 504 1,166: -324 -986
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.9 15.3 0.4 55.3 79.3 92.6 95.0: 7.4 5.0
Old : 100.0: 36.9 15.3 0.4 55.3 79.3 92.6 95.0: 7.4 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: 11 7 1 13 14 24 22:
Old : 37: 11 7 1 13 14 24 22:
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 : 66.9 67.5 81.2 81.5 66.6 65.9 79.5 77.9
Old : 66.9 67.5 81.2 81.5 66.6 65.9 79.5 77.9
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, September 4, 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 : 65,760: 17,900 21,319 1,881 43,142 40,678 62,923 63,878: 2,837 1,882
Old : 65,760: 17,900 21,319 1,881 43,142 40,678 62,923 63,878: 2,837 1,882
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 28, 2007 :
: 4,544: -1,673 1,713 -1,891 8,224 6,470 4,660 6,292: -116 -1,748
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.2 32.4 2.9 65.6 61.9 95.7 97.1: 4.3 2.9
Old : 100.0: 27.2 32.4 2.9 65.6 61.9 95.7 97.1: 4.3 2.9
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 : 28: 4 2 3 18 13 24 16:
Old : 28: 4 2 3 18 13 24 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 : 57.1 72.6 72.9 88.6 55.0 69.7 70.8 81.9
Old : 57.1 72.6 72.9 88.6 55.0 69.7 70.8 81.9
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, September 4, 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 :11,207,907: 1,752,802 449,605 1,376,739 6,931,686 8,191,721 10,061,227 10,018,065: 1,146,680 1,189,842
Old :11,207,907: 1,752,802 449,605 1,376,739 6,931,686 8,191,721 10,061,227 10,018,065: 1,146,680 1,189,842
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 28, 2007 :
: 100,870: 143,786 -49,716 108,524 -143,787 58,321 108,523 117,129: -7,653 -16,259
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.6 4.0 12.3 61.8 73.1 89.8 89.4: 10.2 10.6
Old : 100.0: 15.6 4.0 12.3 61.8 73.1 89.8 89.4: 10.2 10.6
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 : 309: 79 40 92 163 162 284 263:
Old : 309: 79 40 92 163 162 284 263:
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 : 28.2 20.5 36.9 35.0 25.8 16.9 32.0 30.3
Old : 28.2 20.5 36.9 35.0 25.8 16.9 32.0 30.3
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, September 4, 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 : 666,464: 54,607 100,867 11,672 476,999 465,019 543,278 577,558: 123,186 88,906
Old : 666,464: 54,607 100,867 11,672 476,999 465,019 543,278 577,558: 123,186 88,906
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 28, 2007 :
: -9,428: 1,492 3,198 1,661 -12,585 -555 -9,432 4,304: 4 -13,732
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.2 15.1 1.8 71.6 69.8 81.5 86.7: 18.5 13.3
Old : 100.0: 8.2 15.1 1.8 71.6 69.8 81.5 86.7: 18.5 13.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 196: 42 45 23 83 55 138 110:
Old : 196: 42 45 23 83 55 138 110:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.4 27.4 32.8 42.0 21.2 27.0 31.4 41.2
Old : 21.4 27.4 32.8 42.0 21.2 27.0 31.4 41.2
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, September 4, 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 : 2,086,435: 302,875 670,612 73,574 1,560,435 1,171,090 1,936,884 1,915,276: 149,551 171,159
Old : 2,086,435: 302,875 670,612 73,574 1,560,435 1,171,090 1,936,884 1,915,276: 149,551 171,159
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 28, 2007 :
: -29,005: -29,909 -27,322 12,697 60,091 -1,488 42,879 -16,113: -71,884 -12,892
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.5 32.1 3.5 74.8 56.1 92.8 91.8: 7.2 8.2
Old : 100.0: 14.5 32.1 3.5 74.8 56.1 92.8 91.8: 7.2 8.2
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 : 322: 53 115 34 96 114 173 239:
Old : 322: 53 115 34 96 114 173 239:
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 : 29.0 18.3 41.4 28.0 21.9 14.7 33.7 23.4
Old : 29.0 18.3 41.4 28.0 21.9 14.7 33.7 23.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
Commitments of Traders - Futures Only, September 4, 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 : 86,398: 6,957 25,523 0 71,618 56,289 78,575 81,812: 7,823 4,586
Old : 86,398: 6,957 25,523 0 71,618 56,289 78,575 81,812: 7,823 4,586
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 28, 2007 :
: 1,420: 585 -1,553 -49 491 2,575 1,027 973: 393 447
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.1 29.5 0.0 82.9 65.2 90.9 94.7: 9.1 5.3
Old : 100.0: 8.1 29.5 0.0 82.9 65.2 90.9 94.7: 9.1 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 : 82: 8 12 0 35 38 43 50:
Old : 82: 8 12 0 35 38 43 50:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.8 39.2 61.4 54.7 39.3 38.6 60.5 54.1
Old : 39.8 39.2 61.4 54.7 39.3 38.6 60.5 54.1
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, September 4, 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 : 71,320: 6,471 24,771 10 58,353 32,285 64,834 57,066: 6,486 14,254
Old : 71,320: 6,471 24,771 10 58,353 32,285 64,834 57,066: 6,486 14,254
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 28, 2007 :
: 3,417: 3,047 111 3 220 -1,432 3,270 -1,318: 147 4,735
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.1 34.7 0.0 81.8 45.3 90.9 80.0: 9.1 20.0
Old : 100.0: 9.1 34.7 0.0 81.8 45.3 90.9 80.0: 9.1 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 : 61: 14 12 1 27 16 42 28:
Old : 61: 14 12 1 27 16 42 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 : 46.3 42.4 62.3 60.0 42.8 39.4 56.6 53.5
Old : 46.3 42.4 62.3 60.0 42.8 39.4 56.6 53.5
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, September 4, 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 : 438,432: 114,734 102,016 15,485 245,328 297,226 375,547 414,727: 62,885 23,705
Old : 438,432: 114,734 102,016 15,485 245,328 297,226 375,547 414,727: 62,885 23,705
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 28, 2007 :
: 27,920: -10,007 -29,019 1,909 10,435 48,935 2,337 21,825: 25,583 6,095
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.2 23.3 3.5 56.0 67.8 85.7 94.6: 14.3 5.4
Old : 100.0: 26.2 23.3 3.5 56.0 67.8 85.7 94.6: 14.3 5.4
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 : 224: 75 58 19 49 56 133 124:
Old : 224: 75 58 19 49 56 133 124:
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 35.3 42.8 48.5 26.4 34.7 40.3 47.9
Old : 27.4 35.3 42.8 48.5 26.4 34.7 40.3 47.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
Commitments of Traders - Futures Only, September 4, 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 : 103,527: 36,282 9,762 1,174 47,591 80,156 85,047 91,092: 18,480 12,435
Old : 103,527: 36,282 9,762 1,174 47,591 80,156 85,047 91,092: 18,480 12,435
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 28, 2007 :
: 6,885: 13,073 -1,488 910 -5,756 7,294 8,227 6,716: -1,342 169
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.0 9.4 1.1 46.0 77.4 82.1 88.0: 17.9 12.0
Old : 100.0: 35.0 9.4 1.1 46.0 77.4 82.1 88.0: 17.9 12.0
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 : 55: 22 10 3 14 16 37 29:
Old : 55: 22 10 3 14 16 37 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.1 63.5 56.9 75.5 38.8 63.0 51.3 71.7
Old : 43.1 63.5 56.9 75.5 38.8 63.0 51.3 71.7
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, September 4, 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 : 58,445: 2 9,948 60 50,162 42,356 50,224 52,364: 8,221 6,081
Old : 58,445: 2 9,948 60 50,162 42,356 50,224 52,364: 8,221 6,081
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 28, 2007 :
: 104: 2 -349 -52 -18 78 -68 -323: 172 427
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 17.0 0.1 85.8 72.5 85.9 89.6: 14.1 10.4
Old : 100.0: 0.0 17.0 0.1 85.8 72.5 85.9 89.6: 14.1 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 : 56: 1 20 2 23 20 26 40:
Old : 56: 1 20 2 23 20 26 40:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.5 42.1 76.0 58.7 56.4 41.3 73.8 57.8
Old : 57.5 42.1 76.0 58.7 56.4 41.3 73.8 57.8
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, September 4, 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 : 602,671: 63,805 228,777 6,919 521,327 328,225 592,051 563,921: 10,620 38,750
Old : 602,671: 63,805 228,777 6,919 521,327 328,225 592,051 563,921: 10,620 38,750
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 28, 2007 :
: 3,707: 1,097 -881 3,468 197 -1,084 4,762 1,503: -1,055 2,204
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.6 38.0 1.1 86.5 54.5 98.2 93.6: 1.8 6.4
Old : 100.0: 10.6 38.0 1.1 86.5 54.5 98.2 93.6: 1.8 6.4
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 : 262: 32 118 17 52 91 94 217:
Old : 262: 32 118 17 52 91 94 217:
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 17.8 73.5 28.0 42.1 15.5 65.3 24.1
Old : 47.0 17.8 73.5 28.0 42.1 15.5 65.3 24.1
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, September 4, 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 : 67,321: 12,866 20,509 3,434 42,064 33,306 58,364 57,249: 8,957 10,072
Old : 67,321: 12,866 20,509 3,434 42,064 33,306 58,364 57,249: 8,957 10,072
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 28, 2007 :
: 6,205: -753 -3,342 3,426 4,014 4,555 6,687 4,639: -482 1,566
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.1 30.5 5.1 62.5 49.5 86.7 85.0: 13.3 15.0
Old : 100.0: 19.1 30.5 5.1 62.5 49.5 86.7 85.0: 13.3 15.0
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 : 82: 16 23 6 24 25 45 50:
Old : 82: 16 23 6 24 25 45 50:
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 : 25.3 35.6 42.8 49.7 22.5 29.8 38.4 41.8
Old : 25.3 35.6 42.8 49.7 22.5 29.8 38.4 41.8
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, September 4, 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 : 57,176: 23,514 4,205 364 28,070 32,352 51,948 36,921: 5,228 20,255
Old : 57,176: 23,514 4,205 364 28,070 32,352 51,948 36,921: 5,228 20,255
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 28, 2007 :
: -539: 1,854 -2,094 162 6 1,470 2,022 -462: -2,561 -77
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.1 7.4 0.6 49.1 56.6 90.9 64.6: 9.1 35.4
Old : 100.0: 41.1 7.4 0.6 49.1 56.6 90.9 64.6: 9.1 35.4
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 : 67: 26 5 3 20 20 47 27:
Old : 67: 26 5 3 20 20 47 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 : 30.5 37.5 48.6 48.0 29.1 33.2 46.0 42.7
Old : 30.5 37.5 48.6 48.0 29.1 33.2 46.0 42.7
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, September 4, 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 : 21,013: 5,688 2,783 0 14,076 17,530 19,764 20,313: 1,249 700
Old : 21,013: 5,688 2,783 0 14,076 17,530 19,764 20,313: 1,249 700
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 28, 2007 :
: 500: 615 440 -270 -455 94 -110 264: 610 236
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.1 13.2 0.0 67.0 83.4 94.1 96.7: 5.9 3.3
Old : 100.0: 27.1 13.2 0.0 67.0 83.4 94.1 96.7: 5.9 3.3
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 : 23: 9 5 0 6 3 15 8:
Old : 23: 9 5 0 6 3 15 8:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 70.8 90.6 87.9 96.7 70.8 90.6 87.9 96.7
Old : 70.8 90.6 87.9 96.7 70.8 90.6 87.9 96.7
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, September 4, 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 : 51,645: 12,951 6,662 5,067 24,466 19,121 42,484 30,850: 9,161 20,795
Old : 51,645: 12,951 6,662 5,067 24,466 19,121 42,484 30,850: 9,161 20,795
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 28, 2007 :
: -148: 730 -1,225 464 -930 -773 264 -1,534: -412 1,386
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.1 12.9 9.8 47.4 37.0 82.3 59.7: 17.7 40.3
Old : 100.0: 25.1 12.9 9.8 47.4 37.0 82.3 59.7: 17.7 40.3
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 : 54: 10 12 9 23 27 38 44:
Old : 54: 10 12 9 23 27 38 44:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.0 15.4 53.1 27.0 32.7 14.0 41.8 22.1
Old : 39.0 15.4 53.1 27.0 32.7 14.0 41.8 22.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 7, 2007