BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders - Futures Only, October 16, 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 : 3,268: 158 0 0 2,268 3,131 2,426 3,131: 842 137
Old : 3,268: 158 0 0 2,268 3,131 2,426 3,131: 842 137
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 9, 2007 :
: -59: -20 0 0 -42 -56 -62 -56: 3 -3
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.8 0.0 0.0 69.4 95.8 74.2 95.8: 25.8 4.2
Old : 100.0: 4.8 0.0 0.0 69.4 95.8 74.2 95.8: 25.8 4.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 2 0 0 14 11 16 11:
Old : 22: 2 0 0 14 11 16 11:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.1 73.3 59.9 91.1 40.1 73.1 58.8 88.0
Old : 40.1 73.3 59.9 91.1 40.1 73.1 58.8 88.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders - Futures Only, October 16, 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 : 31,340: 5,565 2,267 586 19,757 21,239 25,908 24,092: 5,432 7,248
Old : 31,340: 5,565 2,267 586 19,757 21,239 25,908 24,092: 5,432 7,248
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 9, 2007 :
: 141: -33 4 152 126 -221 245 -65: -104 206
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.8 7.2 1.9 63.0 67.8 82.7 76.9: 17.3 23.1
Old : 100.0: 17.8 7.2 1.9 63.0 67.8 82.7 76.9: 17.3 23.1
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 : 56: 12 10 14 24 23 45 38:
Old : 56: 12 10 14 24 23 45 38:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.3 36.9 61.3 52.3 45.3 35.8 60.3 51.1
Old : 45.3 36.9 61.3 52.3 45.3 35.8 60.3 51.1
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, October 16, 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 : 170,936: 34,763 37,153 34,576 85,027 66,264 154,366 137,993: 16,570 32,943
Old : 170,930: 34,763 37,153 34,576 85,027 66,261 154,366 137,990: 16,564 32,940
Other: 6: 0 0 0 0 3 0 3: 6 3
: : :
: : Changes in Commitments from: October 9, 2007 :
: -8,316: -3,855 -470 -214 -3,307 -6,338 -7,376 -7,022: -940 -1,294
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.3 21.7 20.2 49.7 38.8 90.3 80.7: 9.7 19.3
Old : 100.0: 20.3 21.7 20.2 49.7 38.8 90.3 80.7: 9.7 19.3
Other: 100.0: 0.0 0.0 0.0 0.0 50.0 0.0 50.0: 100.0 50.0
: : :
:# Traders : Number of Traders in Each Category :
All : 215: 52 79 74 30 54 137 168:
Old : 215: 52 79 74 30 54 137 168:
Other: 1: 0 0 0 0 1 0 1:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.2 18.1 42.2 25.3 27.1 16.5 39.4 23.1
Old : 28.2 18.1 42.2 25.3 27.1 16.5 39.4 23.1
Other: 0.0 50.0 0.0 50.0 0.0 50.0 0.0 50.0
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE Code-056641
Commitments of Traders - Futures Only, October 16, 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 : 1,483: 80 788 93 763 130 936 1,011: 547 472
Old : 1,483: 80 788 93 763 130 936 1,011: 547 472
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 9, 2007 :
: 134: 0 42 9 29 62 38 113: 96 21
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.4 53.1 6.3 51.4 8.8 63.1 68.2: 36.9 31.8
Old : 100.0: 5.4 53.1 6.3 51.4 8.8 63.1 68.2: 36.9 31.8
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 : 26: 2 17 2 5 2 9 19:
Old : 26: 2 17 2 5 2 9 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 : 50.3 27.8 61.2 45.1 50.2 25.5 56.8 39.8
Old : 50.3 27.8 61.2 45.1 50.2 25.5 56.8 39.8
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, October 16, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 232,179: 53,405 40,166 39,501 121,374 106,259 214,280 185,926: 17,899 46,253
Old : 232,179: 53,405 40,166 39,501 121,374 106,259 214,280 185,926: 17,899 46,253
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 9, 2007 :
: -108: 596 1,620 -576 74 871 94 1,915: -202 -2,023
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.0 17.3 17.0 52.3 45.8 92.3 80.1: 7.7 19.9
Old : 100.0: 23.0 17.3 17.0 52.3 45.8 92.3 80.1: 7.7 19.9
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 : 290: 61 89 81 57 108 173 238:
Old : 290: 61 89 81 57 108 173 238:
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 : 27.1 13.4 40.6 20.6 27.1 13.3 40.5 19.7
Old : 27.1 13.4 40.6 20.6 27.1 13.3 40.5 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, October 16, 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 : 9,192: 4,349 4,280 658 2,154 1,602 7,161 6,540: 2,031 2,652
Old : 9,192: 4,349 4,280 658 2,154 1,602 7,161 6,540: 2,031 2,652
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 9, 2007 :
: -560: 213 233 -452 -43 -183 -282 -402: -278 -158
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.3 46.6 7.2 23.4 17.4 77.9 71.1: 22.1 28.9
Old : 100.0: 47.3 46.6 7.2 23.4 17.4 77.9 71.1: 22.1 28.9
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: 28 28 10 16 20 50 53:
Old : 81: 28 28 10 16 20 50 53:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.0 23.2 49.1 33.9 33.0 23.2 49.1 32.8
Old : 33.0 23.2 49.1 33.9 33.0 23.2 49.1 32.8
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, October 16, 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 : 25,741: 11,893 3,325 2,443 7,693 5,276 22,029 11,044: 3,712 14,697
Old : 25,741: 11,893 3,325 2,443 7,693 5,276 22,029 11,044: 3,712 14,697
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 9, 2007 :
: -272: -829 -127 377 436 -111 -16 139: -256 -411
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.2 12.9 9.5 29.9 20.5 85.6 42.9: 14.4 57.1
Old : 100.0: 46.2 12.9 9.5 29.9 20.5 85.6 42.9: 14.4 57.1
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 : 120: 41 21 21 33 39 87 73:
Old : 120: 41 21 21 33 39 87 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 : 22.6 7.6 35.2 13.5 22.0 6.5 34.7 10.9
Old : 22.6 7.6 35.2 13.5 22.0 6.5 34.7 10.9
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, October 16, 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 : 147,428: 90,940 13,991 2,115 18,037 109,362 111,092 125,468: 36,336 21,960
Old : 147,428: 90,940 13,991 2,115 18,037 109,362 111,092 125,468: 36,336 21,960
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 9, 2007 :
: -10,200: -8,677 -2,625 68 -2,266 -10,553 -10,875 -13,110: 675 2,910
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.7 9.5 1.4 12.2 74.2 75.4 85.1: 24.6 14.9
Old : 100.0: 61.7 9.5 1.4 12.2 74.2 75.4 85.1: 24.6 14.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 93: 41 19 6 16 22 60 44:
Old : 93: 41 19 6 16 22 60 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 : 32.1 45.6 44.1 64.6 32.1 45.4 44.1 64.2
Old : 32.1 45.6 44.1 64.6 32.1 45.4 44.1 64.2
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, October 16, 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 : 76,520: 26,550 34,739 0 28,198 28,959 54,748 63,698: 21,772 12,822
Old : 76,520: 26,550 34,739 0 28,198 28,959 54,748 63,698: 21,772 12,822
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 9, 2007 :
: 6,323: -1,635 2,463 0 9,616 1,365 7,981 3,828: -1,658 2,495
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.7 45.4 0.0 36.9 37.8 71.5 83.2: 28.5 16.8
Old : 100.0: 34.7 45.4 0.0 36.9 37.8 71.5 83.2: 28.5 16.8
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 : 48: 21 15 0 6 9 27 24:
Old : 48: 21 15 0 6 9 27 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 : 36.1 47.7 49.9 61.4 33.5 46.0 47.3 59.6
Old : 36.1 47.7 49.9 61.4 33.5 46.0 47.3 59.6
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, October 16, 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 : 84,626: 37,570 7,376 485 40,431 73,888 78,486 81,749: 6,140 2,877
Old : 84,626: 37,570 7,376 485 40,431 73,888 78,486 81,749: 6,140 2,877
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 9, 2007 :
: 4,143: 11,691 -7,783 -89 -7,264 11,426 4,338 3,554: -195 589
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.4 8.7 0.6 47.8 87.3 92.7 96.6: 7.3 3.4
Old : 100.0: 44.4 8.7 0.6 47.8 87.3 92.7 96.6: 7.3 3.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 97: 56 15 4 12 16 70 33:
Old : 97: 56 15 4 12 16 70 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 : 52.4 78.0 62.9 86.3 52.2 78.0 62.8 86.3
Old : 52.4 78.0 62.9 86.3 52.2 78.0 62.8 86.3
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, October 16, 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 : 108,213: 56,067 20,363 984 25,165 68,929 82,216 90,276: 25,997 17,937
Old : 108,213: 56,067 20,363 984 25,165 68,929 82,216 90,276: 25,997 17,937
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 9, 2007 :
: -528: 1,930 -3,286 657 -4,361 2,275 -1,774 -354: 1,246 -174
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.8 18.8 0.9 23.3 63.7 76.0 83.4: 24.0 16.6
Old : 100.0: 51.8 18.8 0.9 23.3 63.7 76.0 83.4: 24.0 16.6
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 : 72: 23 24 3 15 18 40 43:
Old : 72: 23 24 3 15 18 40 43:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.4 35.6 52.6 53.2 37.9 35.4 52.2 52.7
Old : 38.4 35.6 52.6 53.2 37.9 35.4 52.2 52.7
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, October 16, 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 : 228,334: 45,607 84,220 1,290 149,731 117,750 196,628 203,260: 31,706 25,074
Old : 228,334: 45,607 84,220 1,290 149,731 117,750 196,628 203,260: 31,706 25,074
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 9, 2007 :
: 3,987: 9,286 2,142 34 -4,671 608 4,649 2,784: -662 1,203
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.0 36.9 0.6 65.6 51.6 86.1 89.0: 13.9 11.0
Old : 100.0: 20.0 36.9 0.6 65.6 51.6 86.1 89.0: 13.9 11.0
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 : 115: 33 45 6 25 20 61 68:
Old : 115: 33 45 6 25 20 61 68:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.8 45.7 60.2 59.4 50.6 45.6 60.0 59.3
Old : 50.8 45.7 60.2 59.4 50.6 45.6 60.0 59.3
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, October 16, 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 : 208,345: 116,748 30,144 1,911 32,931 141,380 151,590 173,435: 56,755 34,910
Old : 208,345: 116,748 30,144 1,911 32,931 141,380 151,590 173,435: 56,755 34,910
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 9, 2007 :
: 4,152: -1,146 -584 166 6,380 5,154 5,400 4,736: -1,248 -584
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.0 14.5 0.9 15.8 67.9 72.8 83.2: 27.2 16.8
Old : 100.0: 56.0 14.5 0.9 15.8 67.9 72.8 83.2: 27.2 16.8
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 : 135: 59 30 11 27 31 91 67:
Old : 135: 59 30 11 27 31 91 67:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.0 39.4 38.2 54.4 27.6 39.3 35.0 53.5
Old : 30.0 39.4 38.2 54.4 27.6 39.3 35.0 53.5
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, October 16, 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 : 30,684: 25,591 3,206 105 2,407 25,560 28,103 28,871: 2,581 1,813
Old : 30,684: 25,591 3,206 105 2,407 25,560 28,103 28,871: 2,581 1,813
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 9, 2007 :
: 1,426: 1,353 53 0 162 -1 1,515 52: -89 1,374
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.4 10.4 0.3 7.8 83.3 91.6 94.1: 8.4 5.9
Old : 100.0: 83.4 10.4 0.3 7.8 83.3 91.6 94.1: 8.4 5.9
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 : 36: 14 6 1 6 13 20 20:
Old : 36: 14 6 1 6 13 20 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 : 64.6 60.9 77.5 78.8 64.6 60.0 77.4 77.9
Old : 64.6 60.9 77.5 78.8 64.6 60.0 77.4 77.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE Code-032741
Commitments of Traders - Futures Only, October 16, 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 : 47,995: 4,987 12,554 564 37,968 31,365 43,519 44,483: 4,476 3,512
Old : 47,995: 4,987 12,554 564 37,968 31,365 43,519 44,483: 4,476 3,512
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 9, 2007 :
: -49,484: -11,295 -4,602 -1,811 -32,309 -43,264 -45,415 -49,677: -4,069 193
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.4 26.2 1.2 79.1 65.4 90.7 92.7: 9.3 7.3
Old : 100.0: 10.4 26.2 1.2 79.1 65.4 90.7 92.7: 9.3 7.3
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 : 22: 2 2 1 14 12 17 14:
Old : 22: 2 2 1 14 12 17 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 65.4 63.4 79.6 83.8 57.3 52.2 67.9 68.4
Old : 65.4 63.4 79.6 83.8 57.3 52.2 67.9 68.4
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, October 16, 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 : 9,654,107: 1,206,589 400,584 973,976 6,295,944 7,055,010 8,476,509 8,429,570: 1,177,598 1,224,537
Old : 9,654,107: 1,206,589 400,584 973,976 6,295,944 7,055,010 8,476,509 8,429,570: 1,177,598 1,224,537
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 9, 2007 :
: -178,493: -69,873 -9,799 -44,603 -91,330 -147,270 -205,806 -201,672: 27,313 23,179
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.5 4.1 10.1 65.2 73.1 87.8 87.3: 12.2 12.7
Old : 100.0: 12.5 4.1 10.1 65.2 73.1 87.8 87.3: 12.2 12.7
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 : 270: 67 36 79 142 143 246 232:
Old : 270: 67 36 79 142 143 246 232:
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 21.5 39.9 36.3 29.4 17.4 34.5 29.9
Old : 32.6 21.5 39.9 36.3 29.4 17.4 34.5 29.9
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, October 16, 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 : 590,512: 50,417 85,722 6,176 418,251 365,109 474,844 457,007: 115,668 133,505
Old : 590,512: 50,417 85,722 6,176 418,251 365,109 474,844 457,007: 115,668 133,505
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 9, 2007 :
: 2,656: -2,203 -3,902 2,083 2,544 11,768 2,424 9,949: 232 -7,293
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.5 14.5 1.0 70.8 61.8 80.4 77.4: 19.6 22.6
Old : 100.0: 8.5 14.5 1.0 70.8 61.8 80.4 77.4: 19.6 22.6
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 : 193: 38 47 21 79 56 130 111:
Old : 193: 38 47 21 79 56 130 111:
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 : 23.8 25.7 33.6 38.1 23.7 25.7 33.5 38.1
Old : 23.8 25.7 33.6 38.1 23.7 25.7 33.5 38.1
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, October 16, 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 : 2,000,172: 328,769 517,493 29,582 1,206,237 1,302,813 1,564,588 1,849,888: 435,584 150,284
Old : 2,000,172: 328,769 517,493 29,582 1,206,237 1,302,813 1,564,588 1,849,888: 435,584 150,284
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 9, 2007 :
: 49,230: 1,824 -24,679 7,041 29,210 70,005 38,075 52,367: 11,155 -3,137
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.4 25.9 1.5 60.3 65.1 78.2 92.5: 21.8 7.5
Old : 100.0: 16.4 25.9 1.5 60.3 65.1 78.2 92.5: 21.8 7.5
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 : 327: 71 111 26 87 101 171 225:
Old : 327: 71 111 26 87 101 171 225:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.3 21.9 33.3 33.6 17.2 19.2 27.0 29.8
Old : 23.3 21.9 33.3 33.6 17.2 19.2 27.0 29.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
Commitments of Traders - Futures Only, October 16, 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 : 102,805: 13,099 25,812 24 74,563 72,543 87,686 98,379: 15,119 4,426
Old : 102,805: 13,099 25,812 24 74,563 72,543 87,686 98,379: 15,119 4,426
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 9, 2007 :
: -1,283: 978 527 24 -316 1,861 686 2,412: -1,969 -3,695
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.7 25.1 0.0 72.5 70.6 85.3 95.7: 14.7 4.3
Old : 100.0: 12.7 25.1 0.0 72.5 70.6 85.3 95.7: 14.7 4.3
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 : 86: 16 11 1 38 35 54 47:
Old : 86: 16 11 1 38 35 54 47:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.1 38.7 47.2 56.4 28.7 38.7 45.0 56.4
Old : 29.1 38.7 47.2 56.4 28.7 38.7 45.0 56.4
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, October 16, 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 : 48,908: 13,796 10,465 213 24,903 22,394 38,912 33,072: 9,996 15,836
Old : 48,908: 13,796 10,465 213 24,903 22,394 38,912 33,072: 9,996 15,836
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 9, 2007 :
: 1,155: 491 712 213 222 1,236 926 2,161: 229 -1,006
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.2 21.4 0.4 50.9 45.8 79.6 67.6: 20.4 32.4
Old : 100.0: 28.2 21.4 0.4 50.9 45.8 79.6 67.6: 20.4 32.4
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: 18 11 1 24 17 43 28:
Old : 62: 18 11 1 24 17 43 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 : 33.1 35.2 45.1 48.8 33.1 31.1 43.4 44.7
Old : 33.1 35.2 45.1 48.8 33.1 31.1 43.4 44.7
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, October 16, 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 : 421,054: 175,111 124,606 3,660 165,418 276,074 344,189 404,340: 76,865 16,714
Old : 421,054: 175,111 124,606 3,660 165,418 276,074 344,189 404,340: 76,865 16,714
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 9, 2007 :
: 14,374: 15,956 -2,052 -5,030 3,261 24,993 14,187 17,911: 187 -3,537
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.6 29.6 0.9 39.3 65.6 81.7 96.0: 18.3 4.0
Old : 100.0: 41.6 29.6 0.9 39.3 65.6 81.7 96.0: 18.3 4.0
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 : 238: 93 57 11 50 54 146 119:
Old : 238: 93 57 11 50 54 146 119:
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 : 18.2 35.8 29.9 50.9 15.7 35.6 26.9 49.2
Old : 18.2 35.8 29.9 50.9 15.7 35.6 26.9 49.2
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, October 16, 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 : 96,797: 64,754 9,165 331 7,431 79,191 72,516 88,687: 24,281 8,110
Old : 96,797: 64,754 9,165 331 7,431 79,191 72,516 88,687: 24,281 8,110
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 9, 2007 :
: 1,504: 3,700 -2,838 82 -1,621 2,957 2,161 201: -657 1,303
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.9 9.5 0.3 7.7 81.8 74.9 91.6: 25.1 8.4
Old : 100.0: 66.9 9.5 0.3 7.7 81.8 74.9 91.6: 25.1 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 : 67: 34 10 2 10 17 45 28:
Old : 67: 34 10 2 10 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 : 30.1 41.5 43.0 65.7 30.1 40.9 43.0 65.0
Old : 30.1 41.5 43.0 65.7 30.1 40.9 43.0 65.0
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, October 16, 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 : 31,572: 2,436 10,981 8 18,064 14,347 20,508 25,336: 11,064 6,236
Old : 31,572: 2,436 10,981 8 18,064 14,347 20,508 25,336: 11,064 6,236
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 9, 2007 :
: -38: 217 -118 0 -917 -266 -700 -384: 662 346
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.7 34.8 0.0 57.2 45.4 65.0 80.2: 35.0 19.8
Old : 100.0: 7.7 34.8 0.0 57.2 45.4 65.0 80.2: 35.0 19.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 54: 3 20 2 18 18 23 39:
Old : 54: 3 20 2 18 18 23 39:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.9 30.3 50.8 41.9 32.6 26.3 43.7 37.5
Old : 37.9 30.3 50.8 41.9 32.6 26.3 43.7 37.5
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, October 16, 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 : 572,777: 65,580 235,811 2,584 490,684 281,527 558,848 519,922: 13,929 52,855
Old : 572,777: 65,580 235,811 2,584 490,684 281,527 558,848 519,922: 13,929 52,855
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 9, 2007 :
: 6,008: 4,317 -4,515 -678 893 10,944 4,532 5,751: 1,476 257
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.4 41.2 0.5 85.7 49.2 97.6 90.8: 2.4 9.2
Old : 100.0: 11.4 41.2 0.5 85.7 49.2 97.6 90.8: 2.4 9.2
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 : 253: 26 118 8 55 79 87 199:
Old : 253: 26 118 8 55 79 87 199:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.0 17.6 75.7 27.4 50.6 15.0 71.3 23.7
Old : 54.0 17.6 75.7 27.4 50.6 15.0 71.3 23.7
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, October 16, 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 : 69,437: 12,400 32,804 195 48,580 24,391 61,175 57,390: 8,262 12,047
Old : 69,437: 12,400 32,804 195 48,580 24,391 61,175 57,390: 8,262 12,047
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 9, 2007 :
: 528: -490 811 -340 1,818 -113 988 358: -460 170
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.9 47.2 0.3 70.0 35.1 88.1 82.7: 11.9 17.3
Old : 100.0: 17.9 47.2 0.3 70.0 35.1 88.1 82.7: 11.9 17.3
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 : 69: 13 22 2 17 20 32 42:
Old : 69: 13 22 2 17 20 32 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 : 41.9 42.5 61.7 58.8 41.8 42.5 61.7 57.1
Old : 41.9 42.5 61.7 58.8 41.8 42.5 61.7 57.1
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, October 16, 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 : 65,419: 28,903 4,997 100 29,760 23,429 58,763 28,526: 6,656 36,893
Old : 65,419: 28,903 4,997 100 29,760 23,429 58,763 28,526: 6,656 36,893
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 9, 2007 :
: 260: 76 351 0 60 -985 136 -634: 124 894
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.2 7.6 0.2 45.5 35.8 89.8 43.6: 10.2 56.4
Old : 100.0: 44.2 7.6 0.2 45.5 35.8 89.8 43.6: 10.2 56.4
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 : 57: 18 6 1 18 18 36 25:
Old : 57: 18 6 1 18 18 36 25:
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 : 46.6 25.2 66.0 34.7 46.6 24.9 63.4 32.3
Old : 46.6 25.2 66.0 34.7 46.6 24.9 63.4 32.3
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, October 16, 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 : 22,108: 6,575 1,784 0 14,315 19,942 20,890 21,726: 1,218 382
Old : 22,108: 6,575 1,784 0 14,315 19,942 20,890 21,726: 1,218 382
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 9, 2007 :
: -301: 270 1 0 -71 -8 199 -7: -500 -294
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.7 8.1 0.0 64.8 90.2 94.5 98.3: 5.5 1.7
Old : 100.0: 29.7 8.1 0.0 64.8 90.2 94.5 98.3: 5.5 1.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 12 5 0 6 4 18 9:
Old : 27: 12 5 0 6 4 18 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 : 68.8 94.0 85.3 97.8 68.8 94.0 85.3 97.8
Old : 68.8 94.0 85.3 97.8 68.8 94.0 85.3 97.8
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, October 16, 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 : 31,124: 4,524 7,526 3,513 11,458 15,829 19,495 26,868: 11,629 4,256
Old : 31,124: 4,524 7,526 3,513 11,458 15,829 19,495 26,868: 11,629 4,256
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 9, 2007 :
: -2,475: -116 -1,023 -804 -2,430 -925 -3,350 -2,752: 875 277
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.5 24.2 11.3 36.8 50.9 62.6 86.3: 37.4 13.7
Old : 100.0: 14.5 24.2 11.3 36.8 50.9 62.6 86.3: 37.4 13.7
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 : 47: 7 12 7 18 23 29 39:
Old : 47: 7 12 7 18 23 29 39:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.2 28.1 38.3 45.4 22.2 24.6 30.6 39.9
Old : 25.2 28.1 38.3 45.4 22.2 24.6 30.6 39.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 19, 2007