BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders - Futures Only, November 6, 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 : 2,673: 54 2 58 1,834 2,548 1,946 2,608: 727 65
Old : 2,673: 54 2 58 1,834 2,548 1,946 2,608: 727 65
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 30, 2007 :
: -676: -83 -1 28 -498 -661 -553 -634: -123 -42
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.0 0.1 2.2 68.6 95.3 72.8 97.6: 27.2 2.4
Old : 100.0: 2.0 0.1 2.2 68.6 95.3 72.8 97.6: 27.2 2.4
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 : 22: 1 2 2 13 11 16 13:
Old : 22: 1 2 2 13 11 16 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.2 70.8 59.5 91.2 39.2 70.6 55.6 85.0
Old : 39.2 70.8 59.5 91.2 39.2 70.6 55.6 85.0
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, November 6, 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 : 30,328: 4,481 2,773 781 20,507 19,289 25,769 22,843: 4,559 7,485
Old : 30,328: 4,481 2,773 781 20,507 19,289 25,769 22,843: 4,559 7,485
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 30, 2007 :
: -2,536: -802 388 -231 -1,134 -2,620 -2,167 -2,463: -369 -73
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.8 9.1 2.6 67.6 63.6 85.0 75.3: 15.0 24.7
Old : 100.0: 14.8 9.1 2.6 67.6 63.6 85.0 75.3: 15.0 24.7
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 : 54: 8 11 11 26 23 43 36:
Old : 54: 8 11 11 26 23 43 36:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.2 34.5 61.7 47.6 45.9 32.5 60.2 45.3
Old : 46.2 34.5 61.7 47.6 45.9 32.5 60.2 45.3
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, November 6, 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 : 199,598: 41,605 42,912 43,663 93,598 75,402 178,866 161,977: 20,732 37,621
Old : 195,243: 39,305 44,427 41,834 93,569 71,968 174,708 158,229: 20,535 37,014
Other: 4,355: 4,129 314 0 29 3,434 4,158 3,748: 197 607
: : :
: : Changes in Commitments from: October 30, 2007 :
: 7,786: 2,800 2,735 1,913 1,952 1,959 6,665 6,607: 1,121 1,179
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.8 21.5 21.9 46.9 37.8 89.6 81.2: 10.4 18.8
Old : 100.0: 20.1 22.8 21.4 47.9 36.9 89.5 81.0: 10.5 19.0
Other: 100.0: 94.8 7.2 0.0 0.7 78.9 95.5 86.1: 4.5 13.9
: : :
:# Traders : Number of Traders in Each Category :
All : 229: 61 82 85 31 50 151 179:
Old : 229: 58 84 85 31 50 151 179:
Other: 35: 15 5 0 1 14 16 19:
:----------------------------------------------------------------------------------------------------
: 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 : 24.1 17.0 37.7 26.2 22.5 15.5 33.5 22.0
Old : 24.7 16.4 37.5 25.3 23.0 15.6 34.2 22.2
Other: 80.6 69.0 91.2 81.7 80.6 69.0 91.2 81.7
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE Code-056641
Commitments of Traders - Futures Only, November 6, 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 : 2,066: 169 928 284 1,003 205 1,456 1,417: 610 649
Old : 2,066: 169 928 284 1,003 205 1,456 1,417: 610 649
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 30, 2007 :
: 220: 61 27 120 70 39 251 186: -31 34
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.2 44.9 13.7 48.5 9.9 70.5 68.6: 29.5 31.4
Old : 100.0: 8.2 44.9 13.7 48.5 9.9 70.5 68.6: 29.5 31.4
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 : 27: 4 16 3 5 3 12 19:
Old : 27: 4 16 3 5 3 12 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 : 43.9 35.0 63.4 51.8 43.9 27.3 55.4 38.1
Old : 43.9 35.0 63.4 51.8 43.9 27.3 55.4 38.1
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, November 6, 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 : 237,546: 52,469 49,198 36,744 128,731 104,339 217,944 190,281: 19,602 47,265
Old : 237,546: 52,469 49,198 36,744 128,731 104,339 217,944 190,281: 19,602 47,265
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 30, 2007 :
: 5,327: -1,100 4,937 -1,025 4,004 -9 1,879 3,903: 3,448 1,424
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.1 20.7 15.5 54.2 43.9 91.7 80.1: 8.3 19.9
Old : 100.0: 22.1 20.7 15.5 54.2 43.9 91.7 80.1: 8.3 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 : 301: 57 106 75 54 116 154 261:
Old : 301: 57 106 75 54 116 154 261:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.8 12.9 40.2 20.1 26.8 11.9 40.2 18.0
Old : 26.8 12.9 40.2 20.1 26.8 11.9 40.2 18.0
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, November 6, 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 : 8,958: 4,484 4,707 438 2,209 1,593 7,131 6,738: 1,827 2,220
Old : 8,958: 4,484 4,707 438 2,209 1,593 7,131 6,738: 1,827 2,220
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 30, 2007 :
: -33: 97 49 -49 101 178 149 178: -182 -211
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.1 52.5 4.9 24.7 17.8 79.6 75.2: 20.4 24.8
Old : 100.0: 50.1 52.5 4.9 24.7 17.8 79.6 75.2: 20.4 24.8
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 : 80: 28 24 7 14 22 45 51:
Old : 80: 28 24 7 14 22 45 51:
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 : 34.9 28.4 53.3 39.4 34.9 28.4 53.3 39.3
Old : 34.9 28.4 53.3 39.4 34.9 28.4 53.3 39.3
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, November 6, 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 : 26,452: 12,096 4,696 2,878 7,516 5,490 22,490 13,064: 3,962 13,388
Old : 26,452: 12,096 4,696 2,878 7,516 5,490 22,490 13,064: 3,962 13,388
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 30, 2007 :
: 889: 614 439 95 -21 428 688 962: 201 -73
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.7 17.8 10.9 28.4 20.8 85.0 49.4: 15.0 50.6
Old : 100.0: 45.7 17.8 10.9 28.4 20.8 85.0 49.4: 15.0 50.6
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 : 123: 34 28 21 31 41 79 83:
Old : 123: 34 28 21 31 41 79 83:
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 8.2 40.2 14.8 24.7 7.8 38.6 13.2
Old : 26.3 8.2 40.2 14.8 24.7 7.8 38.6 13.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
Commitments of Traders - Futures Only, November 6, 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 : 138,502: 75,532 11,944 2,259 28,379 97,919 106,170 112,122: 32,332 26,380
Old : 138,502: 75,532 11,944 2,259 28,379 97,919 106,170 112,122: 32,332 26,380
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 30, 2007 :
: 791: -3,520 1,723 72 5,300 -4,544 1,852 -2,749: -1,061 3,540
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.5 8.6 1.6 20.5 70.7 76.7 81.0: 23.3 19.0
Old : 100.0: 54.5 8.6 1.6 20.5 70.7 76.7 81.0: 23.3 19.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 93: 40 20 8 19 19 64 43:
Old : 93: 40 20 8 19 19 64 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 : 25.0 44.3 37.8 62.2 25.0 43.1 37.6 59.2
Old : 25.0 44.3 37.8 62.2 25.0 43.1 37.6 59.2
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, November 6, 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 : 86,821: 32,575 30,156 23 29,028 45,572 61,626 75,751: 25,195 11,070
Old : 86,821: 32,575 30,156 23 29,028 45,572 61,626 75,751: 25,195 11,070
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 30, 2007 :
: 14,420: 301 8,672 21 11,937 4,497 12,259 13,190: 2,161 1,230
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.5 34.7 0.0 33.4 52.5 71.0 87.2: 29.0 12.8
Old : 100.0: 37.5 34.7 0.0 33.4 52.5 71.0 87.2: 29.0 12.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 57: 24 14 3 8 17 34 32:
Old : 57: 24 14 3 8 17 34 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 : 37.2 46.0 49.9 59.2 34.7 44.4 47.5 57.6
Old : 37.2 46.0 49.9 59.2 34.7 44.4 47.5 57.6
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, November 6, 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 : 113,295: 68,172 14,597 728 37,718 95,376 106,618 110,701: 6,677 2,594
Old : 113,295: 68,172 14,597 728 37,718 95,376 106,618 110,701: 6,677 2,594
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 30, 2007 :
: -4,733: -8,658 7,532 407 2,821 -12,346 -5,430 -4,407: 697 -326
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.2 12.9 0.6 33.3 84.2 94.1 97.7: 5.9 2.3
Old : 100.0: 60.2 12.9 0.6 33.3 84.2 94.1 97.7: 5.9 2.3
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 : 108: 66 16 3 14 16 81 35:
Old : 108: 66 16 3 14 16 81 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 : 49.6 77.4 60.7 87.2 49.4 76.0 60.6 85.8
Old : 49.6 77.4 60.7 87.2 49.4 76.0 60.6 85.8
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, November 6, 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 : 147,306: 79,840 19,514 624 40,375 107,261 120,839 127,399: 26,467 19,907
Old : 147,306: 79,840 19,514 624 40,375 107,261 120,839 127,399: 26,467 19,907
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 30, 2007 :
: 8,756: 9,356 1,958 619 -794 6,636 9,181 9,213: -425 -457
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.2 13.2 0.4 27.4 72.8 82.0 86.5: 18.0 13.5
Old : 100.0: 54.2 13.2 0.4 27.4 72.8 82.0 86.5: 18.0 13.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 89: 40 21 3 15 22 56 45:
Old : 89: 40 21 3 15 22 56 45:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.7 40.5 52.1 59.0 38.3 39.9 51.8 58.4
Old : 38.7 40.5 52.1 59.0 38.3 39.9 51.8 58.4
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, November 6, 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 : 216,041: 59,945 68,842 1,015 121,629 126,869 182,589 196,726: 33,452 19,315
Old : 216,041: 59,945 68,842 1,015 121,629 126,869 182,589 196,726: 33,452 19,315
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 30, 2007 :
: -5,961: 2,484 1,432 -38 -8,037 -6,840 -5,591 -5,446: -370 -515
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.7 31.9 0.5 56.3 58.7 84.5 91.1: 15.5 8.9
Old : 100.0: 27.7 31.9 0.5 56.3 58.7 84.5 91.1: 15.5 8.9
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 : 106: 34 33 9 27 19 66 56:
Old : 106: 34 33 9 27 19 66 56:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.5 46.3 48.6 62.2 34.2 46.1 48.2 62.0
Old : 34.5 46.3 48.6 62.2 34.2 46.1 48.2 62.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
Commitments of Traders - Futures Only, November 6, 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 : 217,765: 109,002 32,954 1,777 48,039 144,656 158,818 179,387: 58,947 38,378
Old : 217,765: 109,002 32,954 1,777 48,039 144,656 158,818 179,387: 58,947 38,378
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 30, 2007 :
: 18,283: 8,193 993 6 7,002 16,521 15,201 17,520: 3,082 763
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.1 15.1 0.8 22.1 66.4 72.9 82.4: 27.1 17.6
Old : 100.0: 50.1 15.1 0.8 22.1 66.4 72.9 82.4: 27.1 17.6
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 : 143: 62 32 10 31 30 95 70:
Old : 143: 62 32 10 31 30 95 70:
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 : 28.9 37.5 37.0 51.3 26.5 37.3 34.6 51.0
Old : 28.9 37.5 37.0 51.3 26.5 37.3 34.6 51.0
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, November 6, 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 : 25,305: 17,935 4,554 98 4,058 19,548 22,091 24,200: 3,214 1,105
Old : 25,305: 17,935 4,554 98 4,058 19,548 22,091 24,200: 3,214 1,105
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 30, 2007 :
: -948: -1,166 121 0 -76 -1,117 -1,242 -996: 294 48
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.9 18.0 0.4 16.0 77.2 87.3 95.6: 12.7 4.4
Old : 100.0: 70.9 18.0 0.4 16.0 77.2 87.3 95.6: 12.7 4.4
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 : 38: 16 5 1 10 12 26 18:
Old : 38: 16 5 1 10 12 26 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.4 66.2 64.2 82.9 50.4 66.0 63.7 82.0
Old : 50.4 66.2 64.2 82.9 50.4 66.0 63.7 82.0
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, November 6, 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 : 68,820: 12,159 10,808 11,827 38,340 41,188 62,326 63,823: 6,494 4,997
Old : 68,820: 12,159 10,808 11,827 38,340 41,188 62,326 63,823: 6,494 4,997
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 30, 2007 :
: 6,662: 5,379 3,738 8,518 -9,240 -5,833 4,657 6,423: 2,005 239
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.7 15.7 17.2 55.7 59.8 90.6 92.7: 9.4 7.3
Old : 100.0: 17.7 15.7 17.2 55.7 59.8 90.6 92.7: 9.4 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 : 25: 2 1 2 15 18 18 20:
Old : 25: 2 1 2 15 18 18 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 : 58.7 51.8 75.4 70.9 42.7 36.2 51.6 48.5
Old : 58.7 51.8 75.4 70.9 42.7 36.2 51.6 48.5
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, November 6, 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 :10,504,487: 1,543,615 565,961 1,071,366 6,605,117 7,579,369 9,220,098 9,216,696: 1,284,389 1,287,791
Old :10,504,487: 1,543,615 565,961 1,071,366 6,605,117 7,579,369 9,220,098 9,216,696: 1,284,389 1,287,791
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 30, 2007 :
: 62,189: 34,540 5,068 -28,452 53,336 75,826 59,424 52,442: 2,765 9,747
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.7 5.4 10.2 62.9 72.2 87.8 87.7: 12.2 12.3
Old : 100.0: 14.7 5.4 10.2 62.9 72.2 87.8 87.7: 12.2 12.3
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 : 289: 75 36 89 151 149 267 249:
Old : 289: 75 36 89 151 149 267 249:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.7 21.1 39.1 35.6 28.6 17.1 33.2 29.2
Old : 31.7 21.1 39.1 35.6 28.6 17.1 33.2 29.2
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, November 6, 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 : 616,031: 55,319 82,916 9,640 427,720 381,322 492,679 473,878: 123,352 142,153
Old : 616,031: 55,319 82,916 9,640 427,720 381,322 492,679 473,878: 123,352 142,153
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 30, 2007 :
: 2,674: 230 -3,622 2,008 -2,058 3,238 180 1,624: 2,494 1,050
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.0 13.5 1.6 69.4 61.9 80.0 76.9: 20.0 23.1
Old : 100.0: 9.0 13.5 1.6 69.4 61.9 80.0 76.9: 20.0 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 : 195: 44 40 22 83 58 141 107:
Old : 195: 44 40 22 83 58 141 107:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.3 25.4 32.6 36.5 22.2 25.3 32.5 36.4
Old : 22.3 25.4 32.6 36.5 22.2 25.3 32.5 36.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
Commitments of Traders - Futures Only, November 6, 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 : 2,036,619: 291,436 568,503 38,186 1,246,109 1,248,113 1,575,731 1,854,802: 460,888 181,817
Old : 2,036,619: 291,436 568,503 38,186 1,246,109 1,248,113 1,575,731 1,854,802: 460,888 181,817
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 30, 2007 :
: 10,025: -33,997 24,304 12,825 37,492 -51,378 16,320 -14,249: -6,295 24,274
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.3 27.9 1.9 61.2 61.3 77.4 91.1: 22.6 8.9
Old : 100.0: 14.3 27.9 1.9 61.2 61.3 77.4 91.1: 22.6 8.9
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 : 311: 59 100 26 97 101 174 209:
Old : 311: 59 100 26 97 101 174 209:
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 : 23.1 20.4 34.1 30.5 17.3 17.9 28.1 26.3
Old : 23.1 20.4 34.1 30.5 17.3 17.9 28.1 26.3
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, November 6, 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 : 100,798: 12,162 25,576 0 75,317 71,279 87,479 96,855: 13,319 3,943
Old : 100,798: 12,162 25,576 0 75,317 71,279 87,479 96,855: 13,319 3,943
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 30, 2007 :
: 655: 317 -779 -25 1,971 1,787 2,263 983: -1,608 -328
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.1 25.4 0.0 74.7 70.7 86.8 96.1: 13.2 3.9
Old : 100.0: 12.1 25.4 0.0 74.7 70.7 86.8 96.1: 13.2 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 : 84: 16 11 0 35 33 51 44:
Old : 84: 16 11 0 35 33 51 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 : 29.1 38.2 49.1 56.4 28.7 38.2 47.5 55.5
Old : 29.1 38.2 49.1 56.4 28.7 38.2 47.5 55.5
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, November 6, 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 : 58,533: 13,370 11,511 292 34,077 28,027 47,739 39,830: 10,794 18,703
Old : 58,533: 13,370 11,511 292 34,077 28,027 47,739 39,830: 10,794 18,703
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 30, 2007 :
: 1,758: 730 24 147 -166 -331 711 -160: 1,047 1,918
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.8 19.7 0.5 58.2 47.9 81.6 68.0: 18.4 32.0
Old : 100.0: 22.8 19.7 0.5 58.2 47.9 81.6 68.0: 18.4 32.0
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 : 66: 20 11 2 23 19 43 32:
Old : 66: 20 11 2 23 19 43 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 : 35.6 35.7 50.9 48.2 34.8 34.3 50.1 46.7
Old : 35.6 35.7 50.9 48.2 34.8 34.3 50.1 46.7
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, November 6, 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 : 448,210: 161,728 165,865 6,177 192,754 258,743 360,659 430,785: 87,551 17,425
Old : 448,210: 161,728 165,865 6,177 192,754 258,743 360,659 430,785: 87,551 17,425
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 30, 2007 :
: 15,602: -2,771 19,209 588 7,929 -3,717 5,746 16,080: 9,856 -478
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.1 37.0 1.4 43.0 57.7 80.5 96.1: 19.5 3.9
Old : 100.0: 36.1 37.0 1.4 43.0 57.7 80.5 96.1: 19.5 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 : 252: 102 62 14 51 52 157 125:
Old : 252: 102 62 14 51 52 157 125:
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 : 20.8 35.2 31.3 50.1 19.4 35.1 29.9 49.9
Old : 20.8 35.2 31.3 50.1 19.4 35.1 29.9 49.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
Commitments of Traders - Futures Only, November 6, 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 : 93,618: 59,911 9,274 265 8,185 75,825 68,361 85,364: 25,257 8,254
Old : 93,618: 59,911 9,274 265 8,185 75,825 68,361 85,364: 25,257 8,254
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 30, 2007 :
: 5,086: 5,059 444 60 -346 2,615 4,773 3,119: 313 1,967
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.0 9.9 0.3 8.7 81.0 73.0 91.2: 27.0 8.8
Old : 100.0: 64.0 9.9 0.3 8.7 81.0 73.0 91.2: 27.0 8.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 71: 37 10 2 10 18 48 29:
Old : 71: 37 10 2 10 18 48 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.2 42.2 35.9 64.7 23.2 41.7 35.9 64.0
Old : 23.2 42.2 35.9 64.7 23.2 41.7 35.9 64.0
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, November 6, 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 : 36,190: 2,276 12,264 6 22,989 18,235 25,271 30,505: 10,919 5,685
Old : 36,190: 2,276 12,264 6 22,989 18,235 25,271 30,505: 10,919 5,685
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 30, 2007 :
: 2,979: -386 1,332 0 3,364 2,037 2,978 3,369: 1 -390
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.3 33.9 0.0 63.5 50.4 69.8 84.3: 30.2 15.7
Old : 100.0: 6.3 33.9 0.0 63.5 50.4 69.8 84.3: 30.2 15.7
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 : 59: 4 22 1 20 20 25 42:
Old : 59: 4 22 1 20 20 25 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 : 38.0 27.6 54.7 40.8 34.3 25.7 47.5 37.1
Old : 38.0 27.6 54.7 40.8 34.3 25.7 47.5 37.1
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, November 6, 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 : 619,078: 61,786 244,713 2,593 540,706 311,267 605,085 558,573: 13,993 60,505
Old : 619,078: 61,786 244,713 2,593 540,706 311,267 605,085 558,573: 13,993 60,505
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 30, 2007 :
: 38,661: 562 -1,512 218 37,204 33,372 37,984 32,078: 677 6,583
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.0 39.5 0.4 87.3 50.3 97.7 90.2: 2.3 9.8
Old : 100.0: 10.0 39.5 0.4 87.3 50.3 97.7 90.2: 2.3 9.8
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 : 253: 24 124 11 58 77 92 202:
Old : 253: 24 124 11 58 77 92 202:
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 : 56.1 22.3 77.7 31.6 53.0 22.1 74.5 30.0
Old : 56.1 22.3 77.7 31.6 53.0 22.1 74.5 30.0
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, November 6, 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 : 69,729: 13,780 28,318 1 47,069 29,915 60,850 58,234: 8,879 11,495
Old : 69,729: 13,780 28,318 1 47,069 29,915 60,850 58,234: 8,879 11,495
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 30, 2007 :
: -1,183: -57 -2,646 1 -809 2,115 -865 -530: -318 -653
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.8 40.6 0.0 67.5 42.9 87.3 83.5: 12.7 16.5
Old : 100.0: 19.8 40.6 0.0 67.5 42.9 87.3 83.5: 12.7 16.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 73: 16 20 1 18 22 35 42:
Old : 73: 16 20 1 18 22 35 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 : 41.0 39.9 59.0 58.2 40.9 38.3 59.0 56.6
Old : 41.0 39.9 59.0 58.2 40.9 38.3 59.0 56.6
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, November 6, 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 : 64,369: 20,612 5,627 282 34,646 27,269 55,540 33,178: 8,829 31,191
Old : 64,369: 20,612 5,627 282 34,646 27,269 55,540 33,178: 8,829 31,191
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 30, 2007 :
: 807: -2,688 -1,072 105 267 3,022 -2,316 2,055: 3,123 -1,248
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.0 8.7 0.4 53.8 42.4 86.3 51.5: 13.7 48.5
Old : 100.0: 32.0 8.7 0.4 53.8 42.4 86.3 51.5: 13.7 48.5
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 : 58: 17 7 3 17 21 35 30:
Old : 58: 17 7 3 17 21 35 30:
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 : 37.2 25.8 62.1 34.5 36.7 25.8 60.0 34.3
Old : 37.2 25.8 62.1 34.5 36.7 25.8 60.0 34.3
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, November 6, 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 : 21,694: 5,985 1,534 0 14,295 19,744 20,280 21,278: 1,414 416
Old : 21,694: 5,985 1,534 0 14,295 19,744 20,280 21,278: 1,414 416
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 30, 2007 :
: -369: -384 -182 0 38 70 -346 -112: -23 -257
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.6 7.1 0.0 65.9 91.0 93.5 98.1: 6.5 1.9
Old : 100.0: 27.6 7.1 0.0 65.9 91.0 93.5 98.1: 6.5 1.9
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 : 21: 9 4 0 6 3 15 7:
Old : 21: 9 4 0 6 3 15 7:
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 : 69.3 96.3 86.7 98.1 69.3 96.3 86.3 97.6
Old : 69.3 96.3 86.7 98.1 69.3 96.3 86.3 97.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE Code-597741
Commitments of Traders - Futures Only, November 6, 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 : 35,329: 6,546 7,548 4,385 13,512 16,287 24,443 28,220: 10,886 7,109
Old : 35,329: 6,546 7,548 4,385 13,512 16,287 24,443 28,220: 10,886 7,109
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 30, 2007 :
: -317: 301 -147 23 693 -527 1,017 -651: -1,334 334
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.5 21.4 12.4 38.2 46.1 69.2 79.9: 30.8 20.1
Old : 100.0: 18.5 21.4 12.4 38.2 46.1 69.2 79.9: 30.8 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 : 49: 8 13 7 19 24 31 41:
Old : 49: 8 13 7 19 24 31 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 : 30.4 25.0 43.1 39.2 25.0 18.5 34.6 29.9
Old : 30.4 25.0 43.1 39.2 25.0 18.5 34.6 29.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 9, 2007