BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders - Futures Only, September 11, 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 : 3,552: 239 0 2 2,502 3,379 2,743 3,381: 809 171
Old : 3,552: 239 0 2 2,502 3,379 2,743 3,381: 809 171
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 4, 2007 :
: 51: -40 0 0 68 -1 28 -1: 23 52
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.7 0.0 0.1 70.4 95.1 77.2 95.2: 22.8 4.8
Old : 100.0: 6.7 0.0 0.1 70.4 95.1 77.2 95.2: 22.8 4.8
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 : 23: 3 0 1 15 11 18 12:
Old : 23: 3 0 1 15 11 18 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.6 80.2 63.3 91.7 45.6 79.8 63.3 89.1
Old : 45.6 80.2 63.3 91.7 45.6 79.8 63.3 89.1
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 11, 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 : 33,524: 7,805 1,393 482 19,192 24,134 27,479 26,009: 6,045 7,515
Old : 33,524: 7,805 1,393 482 19,192 24,134 27,479 26,009: 6,045 7,515
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 4, 2007 :
: 1,168: 394 183 -69 617 727 942 841: 226 327
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.3 4.2 1.4 57.2 72.0 82.0 77.6: 18.0 22.4
Old : 100.0: 23.3 4.2 1.4 57.2 72.0 82.0 77.6: 18.0 22.4
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 : 62: 21 5 12 26 23 51 36:
Old : 62: 21 5 12 26 23 51 36:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.4 38.4 56.7 53.4 41.4 37.4 56.6 52.2
Old : 41.4 38.4 56.7 53.4 41.4 37.4 56.6 52.2
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, September 11, 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 : 171,822: 33,667 27,863 30,893 90,040 80,957 154,600 139,713: 17,222 32,109
Old : 51,351: 11,806 23,299 826 34,158 18,134 46,790 42,259: 4,561 9,092
Other: 120,471: 31,860 14,563 20,068 55,882 62,823 107,810 97,454: 12,661 23,017
: : :
: : Changes in Commitments from: September 4, 2007 :
: -4,021: 362 -193 -3,644 -2,229 -1,268 -5,511 -5,105: 1,490 1,084
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.6 16.2 18.0 52.4 47.1 90.0 81.3: 10.0 18.7
Old : 100.0: 23.0 45.4 1.6 66.5 35.3 91.1 82.3: 8.9 17.7
Other: 100.0: 26.4 12.1 16.7 46.4 52.1 89.5 80.9: 10.5 19.1
: : :
:# Traders : Number of Traders in Each Category :
All : 199: 57 62 65 30 47 132 143:
Old : 156: 40 56 8 20 41 65 100:
Other: 172: 58 39 47 29 45 117 111:
:----------------------------------------------------------------------------------------------------
: 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 : 27.5 24.5 41.0 32.5 27.0 19.4 37.8 26.2
Old : 46.5 18.1 60.2 30.3 46.5 18.1 59.9 30.3
Other: 26.4 29.4 39.4 38.2 24.0 21.0 33.8 28.5
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders - Futures Only, September 11, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 227,108: 59,819 32,809 36,125 113,537 109,748 209,481 178,682: 17,627 48,426
Old : 227,108: 59,819 32,809 36,125 113,537 109,748 209,481 178,682: 17,627 48,426
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 4, 2007 :
: -5,069: -1,089 661 -5,240 1,991 -2,118 -4,338 -6,697: -731 1,628
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.3 14.4 15.9 50.0 48.3 92.2 78.7: 7.8 21.3
Old : 100.0: 26.3 14.4 15.9 50.0 48.3 92.2 78.7: 7.8 21.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 273: 76 58 75 51 114 175 212:
Old : 273: 76 58 75 51 114 175 212:
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 15.1 40.4 22.4 27.4 14.9 40.4 21.4
Old : 27.4 15.1 40.4 22.4 27.4 14.9 40.4 21.4
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 11, 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 : 5,808: 2,337 3,010 234 1,768 693 4,339 3,937: 1,469 1,871
Old : 5,808: 2,337 3,010 234 1,768 693 4,339 3,937: 1,469 1,871
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 4, 2007 :
: -296: 146 187 -109 -297 -433 -260 -355: -36 59
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.2 51.8 4.0 30.4 11.9 74.7 67.8: 25.3 32.2
Old : 100.0: 40.2 51.8 4.0 30.4 11.9 74.7 67.8: 25.3 32.2
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 : 55: 18 22 6 11 12 33 36:
Old : 55: 18 22 6 11 12 33 36:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.8 27.1 51.5 39.5 37.8 27.1 50.4 39.5
Old : 37.8 27.1 51.5 39.5 37.8 27.1 50.4 39.5
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 11, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50,000 POUNDS) :
: : :
All : 30,438: 13,083 2,608 4,619 7,895 6,550 25,597 13,777: 4,841 16,661
Old : 30,438: 13,083 2,608 4,619 7,895 6,550 25,597 13,777: 4,841 16,661
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 4, 2007 :
: 669: 733 -187 -533 225 586 425 -134: 244 803
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.0 8.6 15.2 25.9 21.5 84.1 45.3: 15.9 54.7
Old : 100.0: 43.0 8.6 15.2 25.9 21.5 84.1 45.3: 15.9 54.7
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 : 129: 46 22 23 28 39 91 74:
Old : 129: 46 22 23 28 39 91 74:
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 13.2 33.1 20.5 16.3 8.1 27.0 12.7
Old : 22.3 13.2 33.1 20.5 16.3 8.1 27.0 12.7
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 11, 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 : 145,388: 78,149 19,395 4,046 30,595 103,342 112,790 126,783: 32,598 18,605
Old : 145,388: 78,149 19,395 4,046 30,595 103,342 112,790 126,783: 32,598 18,605
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 4, 2007 :
: 9,448: 4,915 -2,494 162 12 11,612 5,089 9,280: 4,359 168
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.8 13.3 2.8 21.0 71.1 77.6 87.2: 22.4 12.8
Old : 100.0: 53.8 13.3 2.8 21.0 71.1 77.6 87.2: 22.4 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 : 85: 38 14 15 23 19 68 42:
Old : 85: 38 14 15 23 19 68 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 : 23.4 50.3 36.6 67.1 23.4 49.4 36.5 64.6
Old : 23.4 50.3 36.6 67.1 23.4 49.4 36.5 64.6
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, September 11, 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 : 136,045: 26,527 23,866 1,876 90,158 96,887 118,561 122,629: 17,484 13,416
Old : 136,045: 26,527 23,866 1,876 90,158 96,887 118,561 122,629: 17,484 13,416
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 4, 2007 :
: 4,889: 14,449 -22,687 819 -14,861 27,527 407 5,659: 4,482 -770
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.5 17.5 1.4 66.3 71.2 87.1 90.1: 12.9 9.9
Old : 100.0: 19.5 17.5 1.4 66.3 71.2 87.1 90.1: 12.9 9.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 55: 23 11 6 11 18 36 33:
Old : 55: 23 11 6 11 18 36 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 : 59.0 47.7 72.3 67.9 51.4 37.4 60.5 57.2
Old : 59.0 47.7 72.3 67.9 51.4 37.4 60.5 57.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
Commitments of Traders - Futures Only, September 11, 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 : 128,847: 16,805 29,938 2,624 103,772 92,501 123,201 125,063: 5,646 3,784
Old : 128,847: 16,805 29,938 2,624 103,772 92,501 123,201 125,063: 5,646 3,784
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 4, 2007 :
: 19,729: 6,081 3,294 984 11,788 15,206 18,853 19,484: 876 245
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.0 23.2 2.0 80.5 71.8 95.6 97.1: 4.4 2.9
Old : 100.0: 13.0 23.2 2.0 80.5 71.8 95.6 97.1: 4.4 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 : 82: 22 34 9 17 17 43 56:
Old : 82: 22 34 9 17 17 43 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 : 60.7 72.0 74.6 81.8 35.6 40.7 44.6 48.7
Old : 60.7 72.0 74.6 81.8 35.6 40.7 44.6 48.7
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 11, 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 : 143,188: 62,069 20,478 4,609 51,229 99,555 117,907 124,642: 25,281 18,546
Old : 143,188: 62,069 20,478 4,609 51,229 99,555 117,907 124,642: 25,281 18,546
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 4, 2007 :
: 17,248: 8,893 -124 3,247 2,304 12,615 14,444 15,738: 2,804 1,510
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.3 14.3 3.2 35.8 69.5 82.3 87.0: 17.7 13.0
Old : 100.0: 43.3 14.3 3.2 35.8 69.5 82.3 87.0: 17.7 13.0
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 : 73: 24 21 7 19 22 47 46:
Old : 73: 24 21 7 19 22 47 46:
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 : 42.5 36.1 58.2 53.5 42.5 33.7 56.0 50.9
Old : 42.5 36.1 58.2 53.5 42.5 33.7 56.0 50.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
Commitments of Traders - Futures Only, September 11, 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 : 299,538: 62,733 57,148 1,205 195,252 214,810 259,190 273,163: 40,348 26,375
Old : 299,538: 62,733 57,148 1,205 195,252 214,810 259,190 273,163: 40,348 26,375
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 4, 2007 :
: 29,704: 4,394 -8,244 -798 19,783 35,978 23,379 26,936: 6,325 2,768
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.9 19.1 0.4 65.2 71.7 86.5 91.2: 13.5 8.8
Old : 100.0: 20.9 19.1 0.4 65.2 71.7 86.5 91.2: 13.5 8.8
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 : 111: 37 32 9 31 28 71 66:
Old : 111: 37 32 9 31 28 71 66:
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 50.4 60.1 64.6 45.4 48.3 55.0 60.0
Old : 50.1 50.4 60.1 64.6 45.4 48.3 55.0 60.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
Commitments of Traders - Futures Only, September 11, 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 : 235,169: 86,476 28,262 2,429 93,096 173,688 182,001 204,379: 53,168 30,790
Old : 235,169: 86,476 28,262 2,429 93,096 173,688 182,001 204,379: 53,168 30,790
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 4, 2007 :
: 13,507: 7,993 -3,576 -749 1,856 17,835 9,100 13,510: 4,407 -3
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.8 12.0 1.0 39.6 73.9 77.4 86.9: 22.6 13.1
Old : 100.0: 36.8 12.0 1.0 39.6 73.9 77.4 86.9: 22.6 13.1
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 : 132: 54 33 17 33 31 95 73:
Old : 132: 54 33 17 33 31 95 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 : 37.8 41.5 44.9 58.7 32.5 40.4 39.6 54.7
Old : 37.8 41.5 44.9 58.7 32.5 40.4 39.6 54.7
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 11, 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 : 33,398: 14,013 4,339 292 16,920 27,162 31,225 31,793: 2,173 1,605
Old : 33,398: 14,013 4,339 292 16,920 27,162 31,225 31,793: 2,173 1,605
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 4, 2007 :
: 3,982: 3,163 -168 187 643 3,830 3,993 3,849: -11 133
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.0 13.0 0.9 50.7 81.3 93.5 95.2: 6.5 4.8
Old : 100.0: 42.0 13.0 0.9 50.7 81.3 93.5 95.2: 6.5 4.8
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 : 39: 11 8 2 13 14 25 24:
Old : 39: 11 8 2 13 14 25 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 69.5 64.7 80.7 79.1 66.0 60.6 76.2 73.7
Old : 69.5 64.7 80.7 79.1 66.0 60.6 76.2 73.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE Code-032741
Commitments of Traders - Futures Only, September 11, 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 : 87,566: 19,826 23,435 3,305 61,565 59,450 84,696 86,190: 2,870 1,376
Old : 87,566: 19,826 23,435 3,305 61,565 59,450 84,696 86,190: 2,870 1,376
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 4, 2007 :
: 21,806: 1,926 2,116 1,424 18,423 18,772 21,773 22,312: 33 -506
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.6 26.8 3.8 70.3 67.9 96.7 98.4: 3.3 1.6
Old : 100.0: 22.6 26.8 3.8 70.3 67.9 96.7 98.4: 3.3 1.6
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 : 32: 4 2 4 20 16 26 20:
Old : 32: 4 2 4 20 16 26 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.5 65.4 69.1 84.3 49.7 59.8 66.2 78.6
Old : 52.5 65.4 69.1 84.3 49.7 59.8 66.2 78.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
Commitments of Traders - Futures Only, September 11, 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 :11,591,321: 1,711,990 454,185 1,603,241 7,073,806 8,344,542 10,389,037 10,401,968: 1,202,284 1,189,353
Old :11,591,321: 1,711,990 454,185 1,603,241 7,073,806 8,344,542 10,389,037 10,401,968: 1,202,284 1,189,353
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 4, 2007 :
: 383,414: -40,812 4,580 226,502 142,120 152,821 327,810 383,903: 55,604 -489
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.8 3.9 13.8 61.0 72.0 89.6 89.7: 10.4 10.3
Old : 100.0: 14.8 3.9 13.8 61.0 72.0 89.6 89.7: 10.4 10.3
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 : 306: 82 41 94 160 160 285 261:
Old : 306: 82 41 94 160 160 285 261:
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 : 26.9 19.0 35.1 33.6 24.8 15.6 31.1 28.3
Old : 26.9 19.0 35.1 33.6 24.8 15.6 31.1 28.3
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 11, 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 : 703,506: 58,883 104,626 18,870 475,433 468,632 553,186 592,128: 150,320 111,378
Old : 703,506: 58,883 104,626 18,870 475,433 468,632 553,186 592,128: 150,320 111,378
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 4, 2007 :
: 37,042: 4,276 3,759 7,198 -1,566 3,613 9,908 14,570: 27,134 22,472
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.4 14.9 2.7 67.6 66.6 78.6 84.2: 21.4 15.8
Old : 100.0: 8.4 14.9 2.7 67.6 66.6 78.6 84.2: 21.4 15.8
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 : 198: 49 44 28 82 57 144 116:
Old : 198: 49 44 28 82 57 144 116:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.7 23.7 31.1 38.7 20.4 23.7 29.8 38.4
Old : 20.7 23.7 31.1 38.7 20.4 23.7 29.8 38.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
Commitments of Traders - Futures Only, September 11, 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 : 2,264,864: 294,860 703,513 73,781 1,688,139 1,204,596 2,056,780 1,981,890: 208,084 282,974
Old : 2,264,864: 294,860 703,513 73,781 1,688,139 1,204,596 2,056,780 1,981,890: 208,084 282,974
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 4, 2007 :
: 178,429: -8,015 32,901 207 127,704 33,506 119,896 66,614: 58,533 111,815
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.0 31.1 3.3 74.5 53.2 90.8 87.5: 9.2 12.5
Old : 100.0: 13.0 31.1 3.3 74.5 53.2 90.8 87.5: 9.2 12.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 330: 58 119 36 94 109 174 243:
Old : 330: 58 119 36 94 109 174 243:
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 : 31.5 17.8 42.3 26.0 23.5 13.8 33.8 21.4
Old : 31.5 17.8 42.3 26.0 23.5 13.8 33.8 21.4
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 11, 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 : 88,470: 6,836 25,687 0 73,326 58,034 80,162 83,721: 8,308 4,749
Old : 88,470: 6,836 25,687 0 73,326 58,034 80,162 83,721: 8,308 4,749
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 4, 2007 :
: 2,072: -121 164 0 1,708 1,745 1,587 1,909: 485 163
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.7 29.0 0.0 82.9 65.6 90.6 94.6: 9.4 5.4
Old : 100.0: 7.7 29.0 0.0 82.9 65.6 90.6 94.6: 9.4 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 : 79: 7 11 0 36 35 43 46:
Old : 79: 7 11 0 36 35 43 46:
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 : 38.7 39.5 59.4 55.5 38.3 38.7 58.5 54.7
Old : 38.7 39.5 59.4 55.5 38.3 38.7 58.5 54.7
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 11, 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 : 72,501: 6,216 25,489 21 58,865 33,181 65,102 58,691: 7,399 13,810
Old : 72,501: 6,216 25,489 21 58,865 33,181 65,102 58,691: 7,399 13,810
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 4, 2007 :
: 1,181: -255 718 11 512 896 268 1,625: 913 -444
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.6 35.2 0.0 81.2 45.8 89.8 81.0: 10.2 19.0
Old : 100.0: 8.6 35.2 0.0 81.2 45.8 89.8 81.0: 10.2 19.0
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: 15 14 2 28 19 44 34:
Old : 65: 15 14 2 28 19 44 34:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.7 41.7 62.0 59.0 42.6 38.8 56.1 52.7
Old : 46.7 41.7 62.0 59.0 42.6 38.8 56.1 52.7
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 11, 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 : 488,863: 117,571 107,085 12,671 287,344 349,264 417,586 469,020: 71,277 19,843
Old : 488,863: 117,571 107,085 12,671 287,344 349,264 417,586 469,020: 71,277 19,843
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 4, 2007 :
: 50,431: 2,837 5,069 -2,814 42,016 52,038 42,039 54,293: 8,392 -3,862
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.0 21.9 2.6 58.8 71.4 85.4 95.9: 14.6 4.1
Old : 100.0: 24.0 21.9 2.6 58.8 71.4 85.4 95.9: 14.6 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 : 237: 86 57 17 51 58 146 123:
Old : 237: 86 57 17 51 58 146 123:
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 : 28.1 34.2 42.8 48.9 24.6 33.6 36.2 48.2
Old : 28.1 34.2 42.8 48.9 24.6 33.6 36.2 48.2
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 11, 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 : 106,674: 39,919 9,472 1,164 43,498 84,624 84,581 95,260: 22,093 11,414
Old : 106,674: 39,919 9,472 1,164 43,498 84,624 84,581 95,260: 22,093 11,414
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 4, 2007 :
: 3,147: 3,637 -290 -10 -4,093 4,468 -466 4,168: 3,613 -1,021
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.4 8.9 1.1 40.8 79.3 79.3 89.3: 20.7 10.7
Old : 100.0: 37.4 8.9 1.1 40.8 79.3 79.3 89.3: 20.7 10.7
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 : 49: 18 11 2 11 15 30 27:
Old : 49: 18 11 2 11 15 30 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 : 38.6 65.5 55.4 76.6 34.2 63.4 48.1 69.9
Old : 38.6 65.5 55.4 76.6 34.2 63.4 48.1 69.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE Code-239741
Commitments of Traders - Futures Only, September 11, 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 : 60,359: 352 13,389 75 50,911 41,687 51,338 55,151: 9,021 5,208
Old : 60,359: 352 13,389 75 50,911 41,687 51,338 55,151: 9,021 5,208
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 4, 2007 :
: 1,914: 350 3,441 15 749 -669 1,114 2,787: 800 -873
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.6 22.2 0.1 84.3 69.1 85.1 91.4: 14.9 8.6
Old : 100.0: 0.6 22.2 0.1 84.3 69.1 85.1 91.4: 14.9 8.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 58: 2 21 2 23 21 27 42:
Old : 58: 2 21 2 23 21 27 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 : 57.3 41.7 74.7 58.1 56.2 41.0 72.5 57.2
Old : 57.3 41.7 74.7 58.1 56.2 41.0 72.5 57.2
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 11, 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 : 655,623: 73,618 258,319 5,837 567,041 347,349 646,496 611,505: 9,127 44,118
Old : 655,623: 73,618 258,319 5,837 567,041 347,349 646,496 611,505: 9,127 44,118
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 4, 2007 :
: 52,952: 9,813 29,542 -1,082 45,714 19,124 54,445 47,584: -1,493 5,368
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.2 39.4 0.9 86.5 53.0 98.6 93.3: 1.4 6.7
Old : 100.0: 11.2 39.4 0.9 86.5 53.0 98.6 93.3: 1.4 6.7
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 : 262: 30 118 23 58 91 101 219:
Old : 262: 30 118 23 58 91 101 219:
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 : 45.8 16.8 72.6 27.6 40.4 15.1 63.2 23.5
Old : 45.8 16.8 72.6 27.6 40.4 15.1 63.2 23.5
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 11, 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 : 122,778: 12,509 22,948 18,325 72,875 62,451 103,709 103,724: 19,069 19,054
Old : 122,778: 12,509 22,948 18,325 72,875 62,451 103,709 103,724: 19,069 19,054
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 4, 2007 :
: 55,457: -357 2,439 14,891 30,811 29,145 45,345 46,475: 10,112 8,982
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.2 18.7 14.9 59.4 50.9 84.5 84.5: 15.5 15.5
Old : 100.0: 10.2 18.7 14.9 59.4 50.9 84.5 84.5: 15.5 15.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 88: 18 24 11 26 33 50 63:
Old : 88: 18 24 11 26 33 50 63:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.9 34.9 47.2 54.2 12.6 17.9 22.7 25.5
Old : 33.9 34.9 47.2 54.2 12.6 17.9 22.7 25.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
Commitments of Traders - Futures Only, September 11, 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 : 93,038: 18,820 3,737 16,797 36,540 39,705 72,157 60,239: 20,881 32,799
Old : 93,038: 18,820 3,737 16,797 36,540 39,705 72,157 60,239: 20,881 32,799
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 4, 2007 :
: 35,862: -4,694 -468 16,433 8,470 7,353 20,209 23,318: 15,653 12,544
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.2 4.0 18.1 39.3 42.7 77.6 64.7: 22.4 35.3
Old : 100.0: 20.2 4.0 18.1 39.3 42.7 77.6 64.7: 22.4 35.3
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: 19 7 9 21 17 45 28:
Old : 58: 19 7 9 21 17 45 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 : 33.4 28.9 48.6 47.0 15.3 20.8 26.4 27.4
Old : 33.4 28.9 48.6 47.0 15.3 20.8 26.4 27.4
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 11, 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 : 21,538: 5,734 2,938 7 13,944 17,529 19,685 20,474: 1,853 1,064
Old : 21,538: 5,734 2,938 7 13,944 17,529 19,685 20,474: 1,853 1,064
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 4, 2007 :
: 525: 46 155 7 -132 -1 -79 161: 604 364
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.6 13.6 0.0 64.7 81.4 91.4 95.1: 8.6 4.9
Old : 100.0: 26.6 13.6 0.0 64.7 81.4 91.4 95.1: 8.6 4.9
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 : 23: 8 6 1 5 4 14 10:
Old : 23: 8 6 1 5 4 14 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 : 69.4 88.2 86.1 93.7 69.4 88.2 86.1 93.6
Old : 69.4 88.2 86.1 93.7 69.4 88.2 86.1 93.6
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, September 11, 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 : 47,877: 10,000 6,287 5,188 24,519 18,513 39,707 29,988: 8,170 17,889
Old : 47,877: 10,000 6,287 5,188 24,519 18,513 39,707 29,988: 8,170 17,889
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 4, 2007 :
: -3,768: -2,951 -375 121 53 -608 -2,777 -862: -991 -2,906
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.9 13.1 10.8 51.2 38.7 82.9 62.6: 17.1 37.4
Old : 100.0: 20.9 13.1 10.8 51.2 38.7 82.9 62.6: 17.1 37.4
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 : 54: 11 12 9 23 26 38 44:
Old : 54: 11 12 9 23 26 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 : 32.6 15.9 49.0 27.5 25.6 14.5 35.7 21.8
Old : 32.6 15.9 49.0 27.5 25.6 14.5 35.7 21.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 14, 2007