BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders - Futures Only, November 13, 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 : 2,481: 54 39 57 1,666 2,270 1,777 2,366: 704 115
Old : 2,481: 54 39 57 1,666 2,270 1,777 2,366: 704 115
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 6, 2007 :
: -192: 0 37 -1 -168 -278 -169 -242: -23 50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.2 1.6 2.3 67.2 91.5 71.6 95.4: 28.4 4.6
Old : 100.0: 2.2 1.6 2.3 67.2 91.5 71.6 95.4: 28.4 4.6
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 : 22: 1 3 3 12 10 16 13:
Old : 22: 1 3 3 12 10 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 : 39.9 68.8 61.5 88.1 39.4 68.6 57.4 82.9
Old : 39.9 68.8 61.5 88.1 39.4 68.6 57.4 82.9
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 13, 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 : 31,015: 4,433 2,683 925 20,432 19,709 25,790 23,317: 5,225 7,698
Old : 31,015: 4,433 2,683 925 20,432 19,709 25,790 23,317: 5,225 7,698
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 6, 2007 :
: 687: -48 -90 144 -75 420 21 474: 666 213
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.3 8.7 3.0 65.9 63.5 83.2 75.2: 16.8 24.8
Old : 100.0: 14.3 8.7 3.0 65.9 63.5 83.2 75.2: 16.8 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 : 55: 9 12 12 26 22 44 37:
Old : 55: 9 12 12 26 22 44 37:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.3 34.8 59.8 47.4 45.3 33.2 58.8 45.3
Old : 45.3 34.8 59.8 47.4 45.3 33.2 58.8 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 13, 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 : 206,392: 44,909 41,865 42,856 94,207 80,363 181,972 165,084: 24,420 41,308
Old : 201,409: 42,605 43,934 40,442 94,178 76,450 177,225 160,826: 24,184 40,583
Other: 4,983: 4,718 345 0 29 3,913 4,747 4,258: 236 725
: : :
: : Changes in Commitments from: November 6, 2007 :
: 6,794: 3,304 -1,047 -807 609 4,961 3,106 3,107: 3,688 3,687
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.8 20.3 20.8 45.6 38.9 88.2 80.0: 11.8 20.0
Old : 100.0: 21.2 21.8 20.1 46.8 38.0 88.0 79.9: 12.0 20.1
Other: 100.0: 94.7 6.9 0.0 0.6 78.5 95.3 85.5: 4.7 14.5
: : :
:# Traders : Number of Traders in Each Category :
All : 230: 67 89 79 30 49 149 175:
Old : 230: 61 96 79 30 49 149 175:
Other: 40: 16 6 0 1 17 17 23:
:----------------------------------------------------------------------------------------------------
: 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 : 24.8 17.2 39.8 26.8 22.2 15.2 33.9 22.2
Old : 25.4 16.3 39.7 26.0 22.7 15.4 34.7 22.3
Other: 78.8 65.3 89.1 76.5 78.8 65.3 89.1 76.5
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE Code-056641
Commitments of Traders - Futures Only, November 13, 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 : 2,055: 209 748 334 966 259 1,509 1,341: 546 714
Old : 2,055: 209 748 334 966 259 1,509 1,341: 546 714
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 6, 2007 :
: -11: 40 -180 50 -37 54 53 -76: -64 65
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.2 36.4 16.3 47.0 12.6 73.4 65.3: 26.6 34.7
Old : 100.0: 10.2 36.4 16.3 47.0 12.6 73.4 65.3: 26.6 34.7
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: 5 15 4 5 3 13 19:
Old : 27: 5 15 4 5 3 13 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 : 42.5 31.7 63.2 48.8 42.4 24.3 55.7 34.7
Old : 42.5 31.7 63.2 48.8 42.4 24.3 55.7 34.7
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 13, 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 : 247,131: 52,871 42,892 40,796 129,925 111,319 223,592 195,007: 23,539 52,124
Old : 247,131: 52,871 42,892 40,796 129,925 111,319 223,592 195,007: 23,539 52,124
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 6, 2007 :
: 9,585: 402 -6,306 4,052 1,194 6,980 5,648 4,726: 3,937 4,859
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.4 17.4 16.5 52.6 45.0 90.5 78.9: 9.5 21.1
Old : 100.0: 21.4 17.4 16.5 52.6 45.0 90.5 78.9: 9.5 21.1
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 : 315: 63 97 88 63 122 176 275:
Old : 315: 63 97 88 63 122 176 275:
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 : 25.8 13.4 38.5 20.7 25.8 12.0 38.4 17.9
Old : 25.8 13.4 38.5 20.7 25.8 12.0 38.4 17.9
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 13, 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 : 8,650: 4,486 4,104 379 2,112 1,915 6,977 6,398: 1,673 2,252
Old : 8,650: 4,486 4,104 379 2,112 1,915 6,977 6,398: 1,673 2,252
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 6, 2007 :
: -308: 2 -603 -59 -97 322 -154 -340: -154 32
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.9 47.4 4.4 24.4 22.1 80.7 74.0: 19.3 26.0
Old : 100.0: 51.9 47.4 4.4 24.4 22.1 80.7 74.0: 19.3 26.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 82: 26 26 8 13 24 45 53:
Old : 82: 26 26 8 13 24 45 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 : 36.9 26.3 56.2 38.1 36.9 26.3 56.2 38.1
Old : 36.9 26.3 56.2 38.1 36.9 26.3 56.2 38.1
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 13, 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 : 26,495: 11,878 4,674 2,584 7,884 5,803 22,346 13,061: 4,149 13,434
Old : 26,495: 11,878 4,674 2,584 7,884 5,803 22,346 13,061: 4,149 13,434
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 6, 2007 :
: 43: -218 -22 -294 368 313 -144 -3: 187 46
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.8 17.6 9.8 29.8 21.9 84.3 49.3: 15.7 50.7
Old : 100.0: 44.8 17.6 9.8 29.8 21.9 84.3 49.3: 15.7 50.7
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 : 115: 33 24 19 25 38 70 74:
Old : 115: 33 24 19 25 38 70 74:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.5 9.2 40.6 16.0 24.5 8.5 38.5 14.4
Old : 26.5 9.2 40.6 16.0 24.5 8.5 38.5 14.4
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 13, 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 : 121,478: 55,876 9,153 2,720 31,485 89,586 90,081 101,459: 31,397 20,019
Old : 121,478: 55,876 9,153 2,720 31,485 89,586 90,081 101,459: 31,397 20,019
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 6, 2007 :
: -17,024: -19,656 -2,791 461 3,106 -8,333 -16,089 -10,663: -935 -6,361
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.0 7.5 2.2 25.9 73.7 74.2 83.5: 25.8 16.5
Old : 100.0: 46.0 7.5 2.2 25.9 73.7 74.2 83.5: 25.8 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 : 78: 33 14 10 16 19 54 39:
Old : 78: 33 14 10 16 19 54 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 : 22.8 46.4 37.7 64.8 19.8 45.5 33.2 59.2
Old : 22.8 46.4 37.7 64.8 19.8 45.5 33.2 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 13, 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 : 77,136: 33,093 17,590 2 17,650 47,910 50,745 65,502: 26,391 11,634
Old : 77,136: 33,093 17,590 2 17,650 47,910 50,745 65,502: 26,391 11,634
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 6, 2007 :
: -9,685: 518 -12,566 -21 -11,378 2,338 -10,881 -10,249: 1,196 564
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.9 22.8 0.0 22.9 62.1 65.8 84.9: 34.2 15.1
Old : 100.0: 42.9 22.8 0.0 22.9 62.1 65.8 84.9: 34.2 15.1
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 : 50: 22 10 1 8 15 31 25:
Old : 50: 22 10 1 8 15 31 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 : 30.3 43.7 43.9 60.8 27.8 42.1 41.3 58.8
Old : 30.3 43.7 43.9 60.8 27.8 42.1 41.3 58.8
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 13, 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 : 102,849: 45,638 11,399 697 48,534 85,939 94,869 98,035: 7,980 4,814
Old : 102,849: 45,638 11,399 697 48,534 85,939 94,869 98,035: 7,980 4,814
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 6, 2007 :
: -10,446: -22,534 -3,198 -31 10,816 -9,437 -11,749 -12,666: 1,303 2,220
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.4 11.1 0.7 47.2 83.6 92.2 95.3: 7.8 4.7
Old : 100.0: 44.4 11.1 0.7 47.2 83.6 92.2 95.3: 7.8 4.7
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 : 93: 56 12 3 14 15 70 30:
Old : 93: 56 12 3 14 15 70 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 : 50.0 80.6 61.3 88.4 47.4 74.2 57.0 81.9
Old : 50.0 80.6 61.3 88.4 47.4 74.2 57.0 81.9
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 13, 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 : 123,575: 61,661 18,036 725 37,168 85,619 99,554 104,380: 24,021 19,195
Old : 123,575: 61,661 18,036 725 37,168 85,619 99,554 104,380: 24,021 19,195
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 6, 2007 :
: -23,731: -18,179 -1,478 101 -3,207 -21,642 -21,285 -23,019: -2,446 -712
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.9 14.6 0.6 30.1 69.3 80.6 84.5: 19.4 15.5
Old : 100.0: 49.9 14.6 0.6 30.1 69.3 80.6 84.5: 19.4 15.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 78: 35 15 2 16 21 51 38:
Old : 78: 35 15 2 16 21 51 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 : 40.0 40.4 51.5 58.3 39.6 39.8 51.1 57.3
Old : 40.0 40.4 51.5 58.3 39.6 39.8 51.1 57.3
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 13, 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 : 190,955: 63,338 42,542 716 86,879 126,365 150,933 169,623: 40,022 21,332
Old : 190,955: 63,338 42,542 716 86,879 126,365 150,933 169,623: 40,022 21,332
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 6, 2007 :
: -25,086: 3,393 -26,300 -299 -34,750 -504 -31,656 -27,103: 6,570 2,017
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.2 22.3 0.4 45.5 66.2 79.0 88.8: 21.0 11.2
Old : 100.0: 33.2 22.3 0.4 45.5 66.2 79.0 88.8: 21.0 11.2
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 : 111: 41 32 7 27 20 72 55:
Old : 111: 41 32 7 27 20 72 55:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.9 53.0 44.4 63.1 28.6 52.6 44.0 62.7
Old : 28.9 53.0 44.4 63.1 28.6 52.6 44.0 62.7
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 13, 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 : 219,866: 98,821 29,392 1,863 63,973 149,796 164,657 181,051: 55,209 38,815
Old : 219,866: 98,821 29,392 1,863 63,973 149,796 164,657 181,051: 55,209 38,815
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 6, 2007 :
: 2,101: -10,181 -3,562 86 15,934 5,140 5,839 1,664: -3,738 437
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.9 13.4 0.8 29.1 68.1 74.9 82.3: 25.1 17.7
Old : 100.0: 44.9 13.4 0.8 29.1 68.1 74.9 82.3: 25.1 17.7
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 : 139: 56 32 10 29 35 88 74:
Old : 139: 56 32 10 29 35 88 74:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.3 39.5 39.4 52.1 28.7 39.1 36.8 51.7
Old : 31.3 39.5 39.4 52.1 28.7 39.1 36.8 51.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
Commitments of Traders - Futures Only, November 13, 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 : 24,117: 15,369 4,946 0 5,785 17,981 21,154 22,927: 2,963 1,190
Old : 24,117: 15,369 4,946 0 5,785 17,981 21,154 22,927: 2,963 1,190
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 6, 2007 :
: -1,188: -2,566 392 -98 1,727 -1,567 -937 -1,273: -251 85
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.7 20.5 0.0 24.0 74.6 87.7 95.1: 12.3 4.9
Old : 100.0: 63.7 20.5 0.0 24.0 74.6 87.7 95.1: 12.3 4.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 15 4 0 10 9 25 13:
Old : 35: 15 4 0 10 9 25 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 : 42.6 74.9 57.6 89.3 42.6 74.7 57.6 89.0
Old : 42.6 74.9 57.6 89.3 42.6 74.7 57.6 89.0
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 13, 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 : 71,316: 14,334 12,406 13,781 36,830 40,743 64,945 66,930: 6,371 4,386
Old : 71,316: 14,334 12,406 13,781 36,830 40,743 64,945 66,930: 6,371 4,386
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 6, 2007 :
: 2,496: 2,175 1,598 1,954 -1,510 -445 2,619 3,107: -123 -611
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.1 17.4 19.3 51.6 57.1 91.1 93.8: 8.9 6.2
Old : 100.0: 20.1 17.4 19.3 51.6 57.1 91.1 93.8: 8.9 6.2
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 : 26: 1 2 2 17 18 20 20:
Old : 26: 1 2 2 17 18 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 : 60.3 54.6 77.1 73.2 43.9 37.7 51.6 49.4
Old : 60.3 54.6 77.1 73.2 43.9 37.7 51.6 49.4
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, November 13, 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 :10,595,158: 1,635,835 588,796 1,094,594 6,505,890 7,585,702 9,236,319 9,269,092: 1,358,839 1,326,066
Old :10,595,158: 1,635,835 588,796 1,094,594 6,505,890 7,585,702 9,236,319 9,269,092: 1,358,839 1,326,066
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 6, 2007 :
: 90,671: 92,220 22,835 23,228 -99,227 6,333 16,221 52,396: 74,450 38,275
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.4 5.6 10.3 61.4 71.6 87.2 87.5: 12.8 12.5
Old : 100.0: 15.4 5.6 10.3 61.4 71.6 87.2 87.5: 12.8 12.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 285: 72 38 92 143 149 258 252:
Old : 285: 72 38 92 143 149 258 252:
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 : 30.2 20.3 37.2 34.3 27.4 16.0 32.8 27.8
Old : 30.2 20.3 37.2 34.3 27.4 16.0 32.8 27.8
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 13, 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 : 618,758: 56,580 83,385 9,789 429,952 384,813 496,321 477,987: 122,437 140,771
Old : 618,758: 56,580 83,385 9,789 429,952 384,813 496,321 477,987: 122,437 140,771
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 6, 2007 :
: 2,727: 1,261 469 149 2,232 3,491 3,642 4,109: -915 -1,382
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.1 13.5 1.6 69.5 62.2 80.2 77.2: 19.8 22.8
Old : 100.0: 9.1 13.5 1.6 69.5 62.2 80.2 77.2: 19.8 22.8
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 : 199: 46 44 21 81 58 142 109:
Old : 199: 46 44 21 81 58 142 109:
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 : 22.2 25.3 32.5 36.4 22.2 25.3 32.4 36.4
Old : 22.2 25.3 32.5 36.4 22.2 25.3 32.4 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 13, 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 : 2,055,383: 278,957 531,332 48,655 1,261,565 1,262,128 1,589,177 1,842,115: 466,206 213,268
Old : 2,055,383: 278,957 531,332 48,655 1,261,565 1,262,128 1,589,177 1,842,115: 466,206 213,268
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 6, 2007 :
: 18,764: -12,479 -37,171 10,469 15,456 14,015 13,446 -12,687: 5,318 31,451
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.6 25.9 2.4 61.4 61.4 77.3 89.6: 22.7 10.4
Old : 100.0: 13.6 25.9 2.4 61.4 61.4 77.3 89.6: 22.7 10.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 320: 61 107 30 97 102 179 218:
Old : 320: 61 107 30 97 102 179 218:
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 18.2 34.5 28.1 18.2 16.0 29.2 24.2
Old : 23.3 18.2 34.5 28.1 18.2 16.0 29.2 24.2
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 13, 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 : 100,502: 9,052 25,186 0 76,049 71,749 85,101 96,935: 15,401 3,567
Old : 100,502: 9,052 25,186 0 76,049 71,749 85,101 96,935: 15,401 3,567
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 6, 2007 :
: -296: -3,110 -390 0 732 470 -2,378 80: 2,082 -376
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.0 25.1 0.0 75.7 71.4 84.7 96.5: 15.3 3.5
Old : 100.0: 9.0 25.1 0.0 75.7 71.4 84.7 96.5: 15.3 3.5
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 : 82: 13 10 0 36 33 49 43:
Old : 82: 13 10 0 36 33 49 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 : 27.2 38.8 47.3 58.0 26.8 38.8 46.5 57.0
Old : 27.2 38.8 47.3 58.0 26.8 38.8 46.5 57.0
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 13, 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 : 51,424: 11,267 15,762 143 30,460 20,187 41,870 36,092: 9,554 15,332
Old : 51,424: 11,267 15,762 143 30,460 20,187 41,870 36,092: 9,554 15,332
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 6, 2007 :
: -7,109: -2,103 4,251 -149 -3,617 -7,840 -5,869 -3,738: -1,240 -3,371
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.9 30.7 0.3 59.2 39.3 81.4 70.2: 18.6 29.8
Old : 100.0: 21.9 30.7 0.3 59.2 39.3 81.4 70.2: 18.6 29.8
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 : 61: 21 10 1 20 16 41 27:
Old : 61: 21 10 1 20 16 41 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.5 38.4 53.6 52.1 36.6 36.8 50.7 50.4
Old : 39.5 38.4 53.6 52.1 36.6 36.8 50.7 50.4
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 13, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ( NASDAQ 100 STOCK INDEX X $20) :
: : :
All : 438,287: 128,989 153,032 12,750 222,615 245,988 364,354 411,770: 73,933 26,517
Old : 438,287: 128,989 153,032 12,750 222,615 245,988 364,354 411,770: 73,933 26,517
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 6, 2007 :
: -9,923: -32,739 -12,833 6,573 29,861 -12,755 3,695 -19,015: -13,618 9,092
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.4 34.9 2.9 50.8 56.1 83.1 93.9: 16.9 6.1
Old : 100.0: 29.4 34.9 2.9 50.8 56.1 83.1 93.9: 16.9 6.1
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 : 241: 85 59 19 59 55 154 125:
Old : 241: 85 59 19 59 55 154 125:
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 : 22.9 28.5 34.1 47.9 20.8 28.3 31.6 47.3
Old : 22.9 28.5 34.1 47.9 20.8 28.3 31.6 47.3
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 13, 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 : 78,011: 38,876 6,048 736 15,471 62,608 55,083 69,392: 22,928 8,619
Old : 78,011: 38,876 6,048 736 15,471 62,608 55,083 69,392: 22,928 8,619
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 6, 2007 :
: -15,607: -21,035 -3,226 471 7,286 -13,217 -13,278 -15,972: -2,329 365
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.8 7.8 0.9 19.8 80.3 70.6 89.0: 29.4 11.0
Old : 100.0: 49.8 7.8 0.9 19.8 80.3 70.6 89.0: 29.4 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 : 60: 27 8 2 14 16 42 26:
Old : 60: 27 8 2 14 16 42 26:
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 : 20.1 38.0 32.6 63.2 18.1 37.5 29.6 59.8
Old : 20.1 38.0 32.6 63.2 18.1 37.5 29.6 59.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE Code-239741
Commitments of Traders - Futures Only, November 13, 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 : 36,551: 435 13,147 6 22,258 17,482 22,699 30,635: 13,852 5,916
Old : 36,551: 435 13,147 6 22,258 17,482 22,699 30,635: 13,852 5,916
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 6, 2007 :
: 361: -1,841 883 0 -731 -753 -2,572 130: 2,933 231
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.2 36.0 0.0 60.9 47.8 62.1 83.8: 37.9 16.2
Old : 100.0: 1.2 36.0 0.0 60.9 47.8 62.1 83.8: 37.9 16.2
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 : 54: 2 22 1 17 19 20 41:
Old : 54: 2 22 1 17 19 20 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 : 37.6 27.8 52.5 41.6 34.0 26.0 45.4 38.1
Old : 37.6 27.8 52.5 41.6 34.0 26.0 45.4 38.1
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 13, 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 : 633,285: 68,849 235,265 4,431 548,293 322,392 621,573 562,088: 11,712 71,197
Old : 633,285: 68,849 235,265 4,431 548,293 322,392 621,573 562,088: 11,712 71,197
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 6, 2007 :
: 14,207: 7,063 -9,448 1,838 7,587 11,125 16,488 3,515: -2,281 10,692
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.9 37.1 0.7 86.6 50.9 98.2 88.8: 1.8 11.2
Old : 100.0: 10.9 37.1 0.7 86.6 50.9 98.2 88.8: 1.8 11.2
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 : 260: 34 118 12 63 74 106 195:
Old : 260: 34 118 12 63 74 106 195:
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 : 55.1 21.4 76.6 29.7 53.0 21.3 73.9 29.2
Old : 55.1 21.4 76.6 29.7 53.0 21.3 73.9 29.2
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 13, 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 : 70,886: 12,028 27,462 555 48,640 30,529 61,223 58,546: 9,663 12,340
Old : 70,886: 12,028 27,462 555 48,640 30,529 61,223 58,546: 9,663 12,340
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 6, 2007 :
: 1,157: -1,752 -856 554 1,571 614 373 312: 784 845
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.0 38.7 0.8 68.6 43.1 86.4 82.6: 13.6 17.4
Old : 100.0: 17.0 38.7 0.8 68.6 43.1 86.4 82.6: 13.6 17.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 72: 15 21 1 19 20 35 41:
Old : 72: 15 21 1 19 20 35 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 : 41.1 41.4 57.7 55.7 41.1 38.7 57.7 52.2
Old : 41.1 41.4 57.7 55.7 41.1 38.7 57.7 52.2
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 13, 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 : 59,419: 19,510 2,832 388 31,168 29,731 51,066 32,951: 8,353 26,468
Old : 59,419: 19,510 2,832 388 31,168 29,731 51,066 32,951: 8,353 26,468
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 6, 2007 :
: -4,950: -1,102 -2,795 106 -3,478 2,462 -4,474 -227: -476 -4,723
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.8 4.8 0.7 52.5 50.0 85.9 55.5: 14.1 44.5
Old : 100.0: 32.8 4.8 0.7 52.5 50.0 85.9 55.5: 14.1 44.5
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 : 56: 21 4 4 15 20 37 27:
Old : 56: 21 4 4 15 20 37 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.5 30.8 59.6 41.5 39.1 30.8 56.9 40.4
Old : 40.5 30.8 59.6 41.5 39.1 30.8 56.9 40.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
Commitments of Traders - Futures Only, November 13, 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 : 23,280: 5,943 1,399 0 15,422 20,993 21,365 22,392: 1,915 888
Old : 23,280: 5,943 1,399 0 15,422 20,993 21,365 22,392: 1,915 888
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 6, 2007 :
: 1,586: -42 -135 0 1,127 1,249 1,085 1,114: 501 472
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.5 6.0 0.0 66.2 90.2 91.8 96.2: 8.2 3.8
Old : 100.0: 25.5 6.0 0.0 66.2 90.2 91.8 96.2: 8.2 3.8
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 : 22: 9 3 0 8 6 17 9:
Old : 22: 9 3 0 8 6 17 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 : 64.6 93.3 81.6 96.0 64.6 90.2 79.8 91.3
Old : 64.6 93.3 81.6 96.0 64.6 90.2 79.8 91.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE Code-597741
Commitments of Traders - Futures Only, November 13, 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 : 36,138: 7,998 5,520 5,292 13,400 18,511 26,690 29,323: 9,448 6,815
Old : 36,138: 7,998 5,520 5,292 13,400 18,511 26,690 29,323: 9,448 6,815
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 6, 2007 :
: 809: 1,452 -2,028 907 -112 2,224 2,247 1,103: -1,438 -294
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.1 15.3 14.6 37.1 51.2 73.9 81.1: 26.1 18.9
Old : 100.0: 22.1 15.3 14.6 37.1 51.2 73.9 81.1: 26.1 18.9
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 : 48: 10 10 8 19 24 33 39:
Old : 48: 10 10 8 19 24 33 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 : 33.0 24.1 46.8 41.4 27.1 20.0 36.4 32.7
Old : 33.0 24.1 46.8 41.4 27.1 20.0 36.4 32.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 16, 2007