BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders - Futures Only, September 25, 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 : 3,964: 211 50 16 2,950 3,753 3,177 3,819: 787 145
Old : 3,964: 211 50 16 2,950 3,753 3,177 3,819: 787 145
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 18, 2007 :
: 231: -23 -42 1 230 323 208 282: 23 -51
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.3 1.3 0.4 74.4 94.7 80.1 96.3: 19.9 3.7
Old : 100.0: 5.3 1.3 0.4 74.4 94.7 80.1 96.3: 19.9 3.7
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 : 26: 3 2 3 15 12 20 15:
Old : 26: 3 2 3 15 12 20 15:
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 73.2 65.0 89.3 46.3 73.0 64.4 87.3
Old : 46.3 73.2 65.0 89.3 46.3 73.0 64.4 87.3
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 25, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 35,306: 8,030 2,055 491 20,498 25,087 29,019 27,633: 6,287 7,673
Old : 35,306: 8,030 2,055 491 20,498 25,087 29,019 27,633: 6,287 7,673
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 18, 2007 :
: 487: 215 310 -27 284 99 472 382: 15 105
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.7 5.8 1.4 58.1 71.1 82.2 78.3: 17.8 21.7
Old : 100.0: 22.7 5.8 1.4 58.1 71.1 82.2 78.3: 17.8 21.7
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 : 60: 17 9 13 23 23 48 37:
Old : 60: 17 9 13 23 23 48 37:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.9 37.4 58.1 53.3 42.9 36.5 57.7 52.2
Old : 42.9 37.4 58.1 53.3 42.9 36.5 57.7 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 25, 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 : 175,478: 35,221 32,410 34,376 87,197 75,298 156,794 142,084: 18,684 33,394
Old : 22,341: 9,945 6,432 163 8,044 10,813 18,152 17,408: 4,189 4,933
Other: 153,137: 29,852 30,554 29,637 79,153 64,485 138,642 124,676: 14,495 28,461
: : :
: : Changes in Commitments from: September 18, 2007 :
: -406: 1,573 4,172 265 -3,298 -4,542 -1,460 -105: 1,054 -301
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.1 18.5 19.6 49.7 42.9 89.4 81.0: 10.6 19.0
Old : 100.0: 44.5 28.8 0.7 36.0 48.4 81.2 77.9: 18.8 22.1
Other: 100.0: 19.5 20.0 19.4 51.7 42.1 90.5 81.4: 9.5 18.6
: : :
:# Traders : Number of Traders in Each Category :
All : 221: 57 80 75 29 49 140 166:
Old : 121: 39 34 3 15 34 56 69:
Other: 212: 54 84 62 27 49 127 156:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.6 21.7 39.5 30.3 26.6 19.2 37.9 26.0
Old : 27.4 35.4 43.1 47.2 27.4 35.4 43.1 47.2
Other: 28.1 21.3 41.9 29.7 28.1 17.7 40.0 24.7
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE Code-056641
Commitments of Traders - Futures Only, September 25, 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 : 1,147: 3 634 72 567 0 642 706: 505 441
Old : 1,147: 3 634 72 567 0 642 706: 505 441
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 18, 2007 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.3 55.3 6.3 49.4 0.0 56.0 61.6: 44.0 38.4
Old : 100.0: 0.3 55.3 6.3 49.4 0.0 56.0 61.6: 44.0 38.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 1 14 2 5 0 7 15:
Old : 20: 1 14 2 5 0 7 15:
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 : 46.9 29.8 56.0 45.5 46.9 29.8 49.7 43.0
Old : 46.9 29.8 56.0 45.5 46.9 29.8 49.7 43.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders - Futures Only, September 25, 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 : 246,914: 59,737 33,851 46,674 118,090 113,221 224,501 193,746: 22,413 53,168
Old : 246,914: 59,737 33,851 46,674 118,090 113,221 224,501 193,746: 22,413 53,168
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 18, 2007 :
: 15,886: 2,971 -386 5,348 4,218 5,479 12,537 10,441: 3,349 5,445
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.2 13.7 18.9 47.8 45.9 90.9 78.5: 9.1 21.5
Old : 100.0: 24.2 13.7 18.9 47.8 45.9 90.9 78.5: 9.1 21.5
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 : 299: 90 58 89 66 117 209 228:
Old : 299: 90 58 89 66 117 209 228:
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 14.1 37.7 21.9 25.3 13.4 37.6 19.7
Old : 25.3 14.1 37.7 21.9 25.3 13.4 37.6 19.7
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 25, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 110,000 BOARD FEET) :
: : :
All : 7,327: 3,203 3,831 393 1,875 817 5,471 5,041: 1,856 2,286
Old : 7,327: 3,203 3,831 393 1,875 817 5,471 5,041: 1,856 2,286
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 18, 2007 :
: 1,278: 734 488 64 103 397 901 949: 377 329
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.7 52.3 5.4 25.6 11.2 74.7 68.8: 25.3 31.2
Old : 100.0: 43.7 52.3 5.4 25.6 11.2 74.7 68.8: 25.3 31.2
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 : 61: 23 22 4 12 13 37 37:
Old : 61: 23 22 4 12 13 37 37:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.6 26.9 52.0 38.4 35.3 26.9 48.7 37.2
Old : 35.6 26.9 52.0 38.4 35.3 26.9 48.7 37.2
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 25, 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 : 28,695: 11,867 3,556 4,223 7,958 5,585 24,048 13,364: 4,647 15,331
Old : 28,695: 11,867 3,556 4,223 7,958 5,585 24,048 13,364: 4,647 15,331
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 18, 2007 :
: 381: -691 309 480 659 -74 448 715: -67 -334
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.4 12.4 14.7 27.7 19.5 83.8 46.6: 16.2 53.4
Old : 100.0: 41.4 12.4 14.7 27.7 19.5 83.8 46.6: 16.2 53.4
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 : 128: 41 23 26 32 35 92 74:
Old : 128: 41 23 26 32 35 92 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 : 20.2 10.2 31.6 17.2 17.2 7.1 28.1 11.9
Old : 20.2 10.2 31.6 17.2 17.2 7.1 28.1 11.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
Commitments of Traders - Futures Only, September 25, 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 : 126,605: 73,042 13,880 2,179 18,564 88,538 93,785 104,597: 32,820 22,008
Old : 126,605: 73,042 13,880 2,179 18,564 88,538 93,785 104,597: 32,820 22,008
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 18, 2007 :
: -41,075: -15,716 4,950 -5,504 -14,608 -37,331 -35,828 -37,885: -5,247 -3,190
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.7 11.0 1.7 14.7 69.9 74.1 82.6: 25.9 17.4
Old : 100.0: 57.7 11.0 1.7 14.7 69.9 74.1 82.6: 25.9 17.4
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 : 86: 39 14 8 17 18 60 37:
Old : 86: 39 14 8 17 18 60 37:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.6 48.0 39.2 63.2 26.6 48.0 39.2 63.1
Old : 26.6 48.0 39.2 63.2 26.6 48.0 39.2 63.1
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 25, 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 : 70,582: 32,958 26,666 2 14,495 33,804 47,455 60,472: 23,127 10,110
Old : 70,582: 32,958 26,666 2 14,495 33,804 47,455 60,472: 23,127 10,110
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 18, 2007 :
: 4,460: 4,311 3,508 -1 -1,945 -256 2,365 3,251: 2,095 1,209
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.7 37.8 0.0 20.5 47.9 67.2 85.7: 32.8 14.3
Old : 100.0: 46.7 37.8 0.0 20.5 47.9 67.2 85.7: 32.8 14.3
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 : 59: 28 14 1 6 13 35 27:
Old : 59: 28 14 1 6 13 35 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.7 45.8 43.4 62.6 29.9 44.9 40.6 61.6
Old : 32.7 45.8 43.4 62.6 29.9 44.9 40.6 61.6
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 25, 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 : 75,151: 18,346 31,267 201 51,773 40,054 70,320 71,522: 4,831 3,629
Old : 75,151: 18,346 31,267 201 51,773 40,054 70,320 71,522: 4,831 3,629
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 18, 2007 :
: 2,597: 8,398 -6,753 201 -6,624 8,998 1,975 2,446: 622 151
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.4 41.6 0.3 68.9 53.3 93.6 95.2: 6.4 4.8
Old : 100.0: 24.4 41.6 0.3 68.9 53.3 93.6 95.2: 6.4 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 : 76: 32 17 1 15 14 47 32:
Old : 76: 32 17 1 15 14 47 32:
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 70.8 68.4 84.1 54.7 70.8 65.3 82.8
Old : 57.1 70.8 68.4 84.1 54.7 70.8 65.3 82.8
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 25, 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 : 85,124: 47,380 22,823 356 17,251 46,447 64,987 69,626: 20,137 15,498
Old : 85,124: 47,380 22,823 356 17,251 46,447 64,987 69,626: 20,137 15,498
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 18, 2007 :
: 6,331: 8,463 -2,701 -728 101 9,579 7,836 6,150: -1,505 181
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.7 26.8 0.4 20.3 54.6 76.3 81.8: 23.7 18.2
Old : 100.0: 55.7 26.8 0.4 20.3 54.6 76.3 81.8: 23.7 18.2
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 : 67: 21 22 3 11 18 33 42:
Old : 67: 21 22 3 11 18 33 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 : 37.6 28.1 54.3 45.0 37.1 28.0 53.8 44.6
Old : 37.6 28.1 54.3 45.0 37.1 28.0 53.8 44.6
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 25, 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 : 171,770: 46,051 48,500 1,236 91,652 101,925 138,939 151,661: 32,831 20,109
Old : 171,770: 46,051 48,500 1,236 91,652 101,925 138,939 151,661: 32,831 20,109
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 18, 2007 :
: 3,581: 4,517 -14,101 158 -2,087 17,809 2,588 3,866: 993 -285
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.8 28.2 0.7 53.4 59.3 80.9 88.3: 19.1 11.7
Old : 100.0: 26.8 28.2 0.7 53.4 59.3 80.9 88.3: 19.1 11.7
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 : 107: 36 33 8 24 21 65 57:
Old : 107: 36 33 8 24 21 65 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 : 38.1 46.3 49.5 60.7 37.9 46.0 49.3 60.3
Old : 38.1 46.3 49.5 60.7 37.9 46.0 49.3 60.3
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 25, 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 : 209,652: 122,295 38,847 1,808 29,894 131,573 153,997 172,228: 55,655 37,424
Old : 209,652: 122,295 38,847 1,808 29,894 131,573 153,997 172,228: 55,655 37,424
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 18, 2007 :
: 6,215: -874 1,727 488 4,837 -4,952 4,451 -2,737: 1,764 8,952
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.3 18.5 0.9 14.3 62.8 73.5 82.1: 26.5 17.9
Old : 100.0: 58.3 18.5 0.9 14.3 62.8 73.5 82.1: 26.5 17.9
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 : 149: 71 35 10 25 29 101 69:
Old : 149: 71 35 10 25 29 101 69:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.3 36.4 35.1 51.0 26.1 36.4 34.8 50.7
Old : 26.3 36.4 35.1 51.0 26.1 36.4 34.8 50.7
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 25, 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 : 21,124: 15,904 3,182 105 2,731 16,473 18,740 19,760: 2,384 1,364
Old : 21,124: 15,904 3,182 105 2,731 16,473 18,740 19,760: 2,384 1,364
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 18, 2007 :
: 2,109: 1,460 -90 -49 178 2,131 1,589 1,992: 520 117
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.3 15.1 0.5 12.9 78.0 88.7 93.5: 11.3 6.5
Old : 100.0: 75.3 15.1 0.5 12.9 78.0 88.7 93.5: 11.3 6.5
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 : 34: 13 5 1 8 11 21 17:
Old : 34: 13 5 1 8 11 21 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.7 63.3 73.4 79.3 60.2 62.3 72.2 78.1
Old : 60.7 63.3 73.4 79.3 60.2 62.3 72.2 78.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE Code-032741
Commitments of Traders - Futures Only, September 25, 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 : 96,176: 17,778 17,986 2,946 67,330 70,393 88,054 91,325: 8,122 4,851
Old : 96,176: 17,778 17,986 2,946 67,330 70,393 88,054 91,325: 8,122 4,851
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 18, 2007 :
: 10,818: 4,532 1,578 405 3,637 8,936 8,574 10,919: 2,244 -101
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.5 18.7 3.1 70.0 73.2 91.6 95.0: 8.4 5.0
Old : 100.0: 18.5 18.7 3.1 70.0 73.2 91.6 95.0: 8.4 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 : 34: 4 4 3 17 15 23 20:
Old : 34: 4 4 3 17 15 23 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 : 48.0 62.9 69.4 79.0 45.6 57.5 67.1 73.6
Old : 48.0 62.9 69.4 79.0 45.6 57.5 67.1 73.6
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 25, 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 :10,097,278: 1,368,606 395,515 1,272,500 6,311,626 7,254,852 8,952,732 8,922,867: 1,144,546 1,174,411
Old :10,097,278: 1,368,606 395,515 1,272,500 6,311,626 7,254,852 8,952,732 8,922,867: 1,144,546 1,174,411
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 18, 2007 :
: 57,523: 16,328 -152,281 97,198 -86,019 74,698 27,507 19,615: 30,016 37,908
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.6 3.9 12.6 62.5 71.8 88.7 88.4: 11.3 11.6
Old : 100.0: 13.6 3.9 12.6 62.5 71.8 88.7 88.4: 11.3 11.6
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 : 292: 77 40 88 149 147 268 246:
Old : 292: 77 40 88 149 147 268 246:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.5 20.2 36.1 34.3 26.0 16.4 30.6 28.6
Old : 28.5 20.2 36.1 34.3 26.0 16.4 30.6 28.6
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 25, 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 : 577,603: 48,347 90,846 5,485 413,082 344,861 466,914 441,192: 110,689 136,411
Old : 577,603: 48,347 90,846 5,485 413,082 344,861 466,914 441,192: 110,689 136,411
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 18, 2007 :
: -197,169: -8,720 -14,059 -15,504 -78,635 -146,069 -102,859 -175,632: -94,310 -21,537
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.4 15.7 0.9 71.5 59.7 80.8 76.4: 19.2 23.6
Old : 100.0: 8.4 15.7 0.9 71.5 59.7 80.8 76.4: 19.2 23.6
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 : 178: 33 44 14 71 55 112 105:
Old : 178: 33 44 14 71 55 112 105:
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 : 24.5 25.3 35.6 37.9 24.4 25.3 35.6 37.9
Old : 24.5 25.3 35.6 37.9 24.4 25.3 35.6 37.9
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 25, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($50 X S&P 500 INDEX) :
: : :
All : 1,747,463: 292,818 444,251 27,673 1,042,007 1,130,859 1,362,498 1,602,783: 384,965 144,680
Old : 1,747,463: 292,818 444,251 27,673 1,042,007 1,130,859 1,362,498 1,602,783: 384,965 144,680
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 18, 2007 :
:-1,104,430: -4,832 -248,932 -149,332 -909,001 -314,453 -1,063,165 -712,717: -41,265 -391,713
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.8 25.4 1.6 59.6 64.7 78.0 91.7: 22.0 8.3
Old : 100.0: 16.8 25.4 1.6 59.6 64.7 78.0 91.7: 22.0 8.3
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 : 303: 63 99 23 81 102 158 210:
Old : 303: 63 99 23 81 102 158 210:
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 : 23.5 21.1 34.7 32.8 17.2 18.2 28.2 28.5
Old : 23.5 21.1 34.7 32.8 17.2 18.2 28.2 28.5
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 25, 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 : 97,077: 9,902 25,425 0 73,619 67,882 83,521 93,307: 13,556 3,770
Old : 97,077: 9,902 25,425 0 73,619 67,882 83,521 93,307: 13,556 3,770
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 18, 2007 :
: -34,589: 1,362 -1,171 -2,125 -27,604 -17,264 -28,367 -20,560: -6,222 -14,029
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.2 26.2 0.0 75.8 69.9 86.0 96.1: 14.0 3.9
Old : 100.0: 10.2 26.2 0.0 75.8 69.9 86.0 96.1: 14.0 3.9
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 : 81: 13 13 0 33 33 46 46:
Old : 81: 13 13 0 33 33 46 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 : 34.8 37.1 54.3 55.6 34.4 37.1 51.9 55.4
Old : 34.8 37.1 54.3 55.6 34.4 37.1 51.9 55.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
Commitments of Traders - Futures Only, September 25, 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 : 41,463: 9,064 10,809 0 24,398 19,778 33,462 30,587: 8,001 10,876
Old : 41,463: 9,064 10,809 0 24,398 19,778 33,462 30,587: 8,001 10,876
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 18, 2007 :
: -46,912: 1,973 -15,251 -170 -42,627 -21,821 -40,824 -37,242: -6,088 -9,670
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.9 26.1 0.0 58.8 47.7 80.7 73.8: 19.3 26.2
Old : 100.0: 21.9 26.1 0.0 58.8 47.7 80.7 73.8: 19.3 26.2
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 : 57: 15 11 0 20 20 35 31:
Old : 57: 15 11 0 20 20 35 31:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.5 34.6 50.4 50.3 35.7 30.0 46.5 45.6
Old : 37.5 34.6 50.4 50.3 35.7 30.0 46.5 45.6
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 25, 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 : 325,577: 111,158 102,961 7,690 157,913 196,221 276,761 306,872: 48,816 18,705
Old : 325,577: 111,158 102,961 7,690 157,913 196,221 276,761 306,872: 48,816 18,705
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 18, 2007 :
: -248,211: -19,162 -2,751 -20,394 -178,290 -217,764 -217,846 -240,909: -30,365 -7,302
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.1 31.6 2.4 48.5 60.3 85.0 94.3: 15.0 5.7
Old : 100.0: 34.1 31.6 2.4 48.5 60.3 85.0 94.3: 15.0 5.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 219: 83 50 11 47 50 135 106:
Old : 219: 83 50 11 47 50 135 106:
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 : 20.4 27.0 33.0 44.6 15.2 27.0 26.9 40.7
Old : 20.4 27.0 33.0 44.6 15.2 27.0 26.9 40.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
Commitments of Traders - Futures Only, September 25, 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 : 74,017: 46,504 7,462 266 4,391 60,079 51,161 67,807: 22,856 6,210
Old : 74,017: 46,504 7,462 266 4,391 60,079 51,161 67,807: 22,856 6,210
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 18, 2007 :
: 14,067: 11,992 -3,934 17 1,688 18,729 13,697 14,812: 370 -745
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.8 10.1 0.4 5.9 81.2 69.1 91.6: 30.9 8.4
Old : 100.0: 62.8 10.1 0.4 5.9 81.2 69.1 91.6: 30.9 8.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 53: 24 8 2 7 17 31 27:
Old : 53: 24 8 2 7 17 31 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 : 35.3 45.7 45.8 65.8 35.3 45.2 45.8 64.8
Old : 35.3 45.7 45.8 65.8 35.3 45.2 45.8 64.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE Code-239741
Commitments of Traders - Futures Only, September 25, 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 : 30,605: 1,276 9,923 8 19,443 14,155 20,727 24,086: 9,878 6,519
Old : 30,605: 1,276 9,923 8 19,443 14,155 20,727 24,086: 9,878 6,519
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 18, 2007 :
: -38,096: 926 -3,525 -812 -33,514 -30,053 -33,400 -34,390: -4,696 -3,706
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.2 32.4 0.0 63.5 46.3 67.7 78.7: 32.3 21.3
Old : 100.0: 4.2 32.4 0.0 63.5 46.3 67.7 78.7: 32.3 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 : 49: 1 17 2 20 17 23 35:
Old : 49: 1 17 2 20 17 23 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 : 38.2 32.9 51.7 44.2 32.2 27.8 44.5 38.3
Old : 38.2 32.9 51.7 44.2 32.2 27.8 44.5 38.3
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 25, 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 : 573,647: 60,683 252,586 3,891 499,339 270,740 563,913 527,217: 9,734 46,430
Old : 573,647: 60,683 252,586 3,891 499,339 270,740 563,913 527,217: 9,734 46,430
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 18, 2007 :
: -155,196: -17,117 -15,025 -9,847 -108,266 -105,135 -135,230 -130,007: -19,966 -25,189
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.6 44.0 0.7 87.0 47.2 98.3 91.9: 1.7 8.1
Old : 100.0: 10.6 44.0 0.7 87.0 47.2 98.3 91.9: 1.7 8.1
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 : 248: 28 110 10 51 82 85 196:
Old : 248: 28 110 10 51 82 85 196:
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 17.8 78.6 28.6 54.1 16.7 75.4 26.6
Old : 57.3 17.8 78.6 28.6 54.1 16.7 75.4 26.6
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 25, 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 : 66,487: 9,865 31,449 1 47,717 21,672 57,583 53,122: 8,904 13,365
Old : 66,487: 9,865 31,449 1 47,717 21,672 57,583 53,122: 8,904 13,365
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 18, 2007 :
: -2,450: 1,716 -595 -299 -2,937 -291 -1,520 -1,185: -930 -1,265
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.8 47.3 0.0 71.8 32.6 86.6 79.9: 13.4 20.1
Old : 100.0: 14.8 47.3 0.0 71.8 32.6 86.6 79.9: 13.4 20.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 65: 9 24 1 17 17 27 41:
Old : 65: 9 24 1 17 17 27 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 : 46.2 44.7 65.1 59.7 46.2 44.7 65.0 58.3
Old : 46.2 44.7 65.1 59.7 46.2 44.7 65.0 58.3
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 25, 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 : 64,413: 29,486 3,964 100 28,715 21,400 58,301 25,464: 6,112 38,949
Old : 64,413: 29,486 3,964 100 28,715 21,400 58,301 25,464: 6,112 38,949
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 18, 2007 :
: -5,910: -2,772 -230 -1 -2,837 1,342 -5,610 1,111: -300 -7,021
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.8 6.2 0.2 44.6 33.2 90.5 39.5: 9.5 60.5
Old : 100.0: 45.8 6.2 0.2 44.6 33.2 90.5 39.5: 9.5 60.5
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 : 47: 15 6 1 16 12 31 19:
Old : 47: 15 6 1 16 12 31 19:
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 : 52.0 25.3 71.1 33.5 52.0 25.3 71.1 31.0
Old : 52.0 25.3 71.1 33.5 52.0 25.3 71.1 31.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
Commitments of Traders - Futures Only, September 25, 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 : 21,669: 6,701 1,695 2 14,093 19,742 20,796 21,439: 873 230
Old : 21,669: 6,701 1,695 2 14,093 19,742 20,796 21,439: 873 230
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 18, 2007 :
: -2,428: 466 -1,108 2 -2,649 -922 -2,181 -2,028: -247 -400
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.9 7.8 0.0 65.0 91.1 96.0 98.9: 4.0 1.1
Old : 100.0: 30.9 7.8 0.0 65.0 91.1 96.0 98.9: 4.0 1.1
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 : 27: 12 5 1 7 4 20 9:
Old : 27: 12 5 1 7 4 20 9:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 69.1 92.9 86.4 98.3 69.1 92.8 86.4 98.3
Old : 69.1 92.9 86.4 98.3 69.1 92.8 86.4 98.3
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 25, 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 : 33,627: 4,391 8,722 4,453 13,181 15,258 22,025 28,433: 11,602 5,194
Old : 33,627: 4,391 8,722 4,453 13,181 15,258 22,025 28,433: 11,602 5,194
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 18, 2007 :
: 5,770: -102 1,677 -204 1,694 2,110 1,388 3,583: 4,382 2,187
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.1 25.9 13.2 39.2 45.4 65.5 84.6: 34.5 15.4
Old : 100.0: 13.1 25.9 13.2 39.2 45.4 65.5 84.6: 34.5 15.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 52: 7 15 8 19 23 31 42:
Old : 52: 7 15 8 19 23 31 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 : 24.7 29.6 38.4 45.1 22.6 23.5 31.9 36.0
Old : 24.7 29.6 38.4 45.1 22.6 23.5 31.9 36.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 28, 2007