MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders - Futures Only, December 18, 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 : 31,065: 4,330 2,464 1,127 20,109 19,247 25,566 22,838: 5,499 8,227
Old : 31,065: 4,330 2,464 1,127 20,109 19,247 25,566 22,838: 5,499 8,227
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 11, 2007 :
: 940: -90 -395 -3 805 1,028 712 630: 228 310
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.9 7.9 3.6 64.7 62.0 82.3 73.5: 17.7 26.5
Old : 100.0: 13.9 7.9 3.6 64.7 62.0 82.3 73.5: 17.7 26.5
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 : 60: 11 12 11 26 26 47 39:
Old : 60: 11 12 11 26 26 47 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 : 43.1 31.9 56.7 44.5 42.7 30.2 56.1 41.5
Old : 43.1 31.9 56.7 44.5 42.7 30.2 56.1 41.5
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, December 18, 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 : 206,173: 41,527 45,492 48,978 94,381 75,396 184,886 169,866: 21,287 36,307
Old : 197,419: 38,859 50,569 43,618 94,322 67,925 176,799 162,112: 20,620 35,307
Other: 8,754: 8,028 283 0 59 7,471 8,087 7,754: 667 1,000
: : :
: : Changes in Commitments from: December 11, 2007 :
: 328: -414 7,267 210 -128 -5,758 -332 1,719: 660 -1,391
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.1 22.1 23.8 45.8 36.6 89.7 82.4: 10.3 17.6
Old : 100.0: 19.7 25.6 22.1 47.8 34.4 89.6 82.1: 10.4 17.9
Other: 100.0: 91.7 3.2 0.0 0.7 85.3 92.4 88.6: 7.6 11.4
: : :
:# Traders : Number of Traders in Each Category :
All : 211: 52 76 72 32 47 139 158:
Old : 211: 50 79 72 32 47 139 158:
Other: 44: 15 7 0 1 21 16 28:
:----------------------------------------------------------------------------------------------------
: 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 : 24.3 20.3 39.1 30.0 22.0 13.1 32.7 20.2
Old : 25.4 18.5 39.2 28.5 23.0 14.5 34.0 21.8
Other: 63.5 70.0 85.7 77.9 63.5 70.0 85.7 77.9
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders - Futures Only, December 18, 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 : 242,864: 57,574 52,479 40,353 124,500 99,650 222,427 192,482: 20,437 50,382
Old : 242,864: 57,574 52,479 40,353 124,500 99,650 222,427 192,482: 20,437 50,382
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 11, 2007 :
: -2,925: -1,305 5,028 1,284 -2,007 -8,261 -2,028 -1,949: -897 -976
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.7 21.6 16.6 51.3 41.0 91.6 79.3: 8.4 20.7
Old : 100.0: 23.7 21.6 16.6 51.3 41.0 91.6 79.3: 8.4 20.7
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 : 310: 48 109 70 62 122 160 264:
Old : 310: 48 109 70 62 122 160 264:
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 : 26.1 12.0 39.4 19.1 26.1 11.1 39.2 16.8
Old : 26.1 12.0 39.4 19.1 26.1 11.1 39.2 16.8
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, December 18, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 110,000 BOARD FEET) :
: : :
All : 9,036: 3,877 4,338 647 2,556 1,957 7,080 6,942: 1,956 2,094
Old : 9,036: 3,877 4,338 647 2,556 1,957 7,080 6,942: 1,956 2,094
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 11, 2007 :
: -1,331: -88 13 -1,028 35 -115 -1,081 -1,130: -250 -201
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.9 48.0 7.2 28.3 21.7 78.4 76.8: 21.6 23.2
Old : 100.0: 42.9 48.0 7.2 28.3 21.7 78.4 76.8: 21.6 23.2
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 : 84: 23 29 10 16 23 43 60:
Old : 84: 23 29 10 16 23 43 60:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.4 29.4 50.6 39.3 32.4 29.4 50.6 39.3
Old : 32.4 29.4 50.6 39.3 32.4 29.4 50.6 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, December 18, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50,000 POUNDS) :
: : :
All : 30,562: 15,469 5,142 3,407 8,007 7,219 26,883 15,768: 3,679 14,794
Old : 30,562: 15,469 5,142 3,407 8,007 7,219 26,883 15,768: 3,679 14,794
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 11, 2007 :
: 2,074: 758 426 778 528 67 2,064 1,271: 10 803
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.6 16.8 11.1 26.2 23.6 88.0 51.6: 12.0 48.4
Old : 100.0: 50.6 16.8 11.1 26.2 23.6 88.0 51.6: 12.0 48.4
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 : 133: 31 35 24 27 46 73 95:
Old : 133: 31 35 24 27 46 73 95:
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 : 27.5 8.7 43.3 14.3 27.4 8.7 42.3 13.9
Old : 27.5 8.7 43.3 14.3 27.4 8.7 42.3 13.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
Commitments of Traders - Futures Only, December 18, 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 : 121,294: 34,895 11,608 2,909 54,390 88,867 92,194 103,384: 29,100 17,910
Old : 121,294: 34,895 11,608 2,909 54,390 88,867 92,194 103,384: 29,100 17,910
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 11, 2007 :
: 2,343: 3,960 -663 -478 1,822 2,969 5,304 1,828: -2,961 515
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.8 9.6 2.4 44.8 73.3 76.0 85.2: 24.0 14.8
Old : 100.0: 28.8 9.6 2.4 44.8 73.3 76.0 85.2: 24.0 14.8
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 : 72: 29 11 8 22 19 56 34:
Old : 72: 29 11 8 22 19 56 34:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.3 47.9 40.6 65.6 16.9 41.0 28.4 49.2
Old : 27.3 47.9 40.6 65.6 16.9 41.0 28.4 49.2
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, December 18, 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 : 60,246: 14,677 21,661 0 26,358 27,969 41,035 49,630: 19,211 10,616
Old : 60,246: 14,677 21,661 0 26,358 27,969 41,035 49,630: 19,211 10,616
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 11, 2007 :
: -26,546: -12,007 -3,090 -536 -13,355 -24,867 -25,898 -28,493: -648 1,947
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.4 36.0 0.0 43.8 46.4 68.1 82.4: 31.9 17.6
Old : 100.0: 24.4 36.0 0.0 43.8 46.4 68.1 82.4: 31.9 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 : 46: 15 12 0 11 12 26 24:
Old : 46: 15 12 0 11 12 26 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.0 46.0 52.1 62.9 40.9 44.9 52.1 61.8
Old : 41.0 46.0 52.1 62.9 40.9 44.9 52.1 61.8
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, December 18, 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 : 89,937: 70,710 3,821 182 12,927 83,917 83,819 87,920: 6,118 2,017
Old : 89,937: 70,710 3,821 182 12,927 83,917 83,819 87,920: 6,118 2,017
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 11, 2007 :
: -36,840: 12,510 -15,476 -737 -49,647 -20,781 -37,874 -36,994: 1,034 154
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.6 4.2 0.2 14.4 93.3 93.2 97.8: 6.8 2.2
Old : 100.0: 78.6 4.2 0.2 14.4 93.3 93.2 97.8: 6.8 2.2
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 : 86: 56 9 1 6 18 63 27:
Old : 86: 56 9 1 6 18 63 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 : 50.0 72.9 61.4 86.6 49.7 72.9 61.1 84.8
Old : 50.0 72.9 61.4 86.6 49.7 72.9 61.1 84.8
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, December 18, 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 : 66,527: 32,117 20,580 494 17,568 27,293 50,179 48,367: 16,348 18,160
Old : 66,527: 32,117 20,580 494 17,568 27,293 50,179 48,367: 16,348 18,160
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 11, 2007 :
: -91,305: -44,734 727 -561 -45,312 -90,871 -90,607 -90,705: -698 -600
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.3 30.9 0.7 26.4 41.0 75.4 72.7: 24.6 27.3
Old : 100.0: 48.3 30.9 0.7 26.4 41.0 75.4 72.7: 24.6 27.3
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 : 55: 15 20 2 12 14 27 36:
Old : 55: 15 20 2 12 14 27 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 : 44.1 30.6 58.7 43.8 40.9 22.5 50.0 34.6
Old : 44.1 30.6 58.7 43.8 40.9 22.5 50.0 34.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
Commitments of Traders - Futures Only, December 18, 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 : 176,620: 54,075 40,718 833 92,410 118,024 147,318 159,575: 29,302 17,045
Old : 176,620: 54,075 40,718 833 92,410 118,024 147,318 159,575: 29,302 17,045
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 11, 2007 :
: -41,994: -14,482 3,064 -2,904 -18,024 -41,764 -35,410 -41,604: -6,584 -390
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.6 23.1 0.5 52.3 66.8 83.4 90.3: 16.6 9.7
Old : 100.0: 30.6 23.1 0.5 52.3 66.8 83.4 90.3: 16.6 9.7
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 : 92: 34 20 4 29 20 64 43:
Old : 92: 34 20 4 29 20 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 : 36.4 53.3 49.4 68.6 28.4 45.6 39.0 57.1
Old : 36.4 53.3 49.4 68.6 28.4 45.6 39.0 57.1
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, December 18, 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 : 150,165: 67,396 36,247 1,328 33,923 78,738 102,647 116,313: 47,518 33,852
Old : 150,165: 67,396 36,247 1,328 33,923 78,738 102,647 116,313: 47,518 33,852
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 11, 2007 :
: -109,312: -23,616 8,609 -6,035 -76,375 -107,321 -106,026 -104,747: -3,286 -4,565
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.9 24.1 0.9 22.6 52.4 68.4 77.5: 31.6 22.5
Old : 100.0: 44.9 24.1 0.9 22.6 52.4 68.4 77.5: 31.6 22.5
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 : 109: 38 31 8 26 25 69 59:
Old : 109: 38 31 8 26 25 69 59:
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 33.9 41.3 46.6 30.0 33.7 41.1 46.2
Old : 30.2 33.9 41.3 46.6 30.0 33.7 41.1 46.2
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, December 18, 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 : 19,080: 12,556 2,930 81 3,200 15,991 15,837 19,002: 3,243 78
Old : 19,080: 12,556 2,930 81 3,200 15,991 15,837 19,002: 3,243 78
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 11, 2007 :
: -8,378: -1,491 224 -369 -6,086 -6,392 -7,946 -6,537: -432 -1,841
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.8 15.4 0.4 16.8 83.8 83.0 99.6: 17.0 0.4
Old : 100.0: 65.8 15.4 0.4 16.8 83.8 83.0 99.6: 17.0 0.4
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 : 30: 11 5 1 6 10 17 16:
Old : 30: 11 5 1 6 10 17 16:
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 : 56.8 62.2 74.9 84.0 56.8 62.0 74.9 83.7
Old : 56.8 62.2 74.9 84.0 56.8 62.0 74.9 83.7
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, December 18, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $1,000,000) :
: : :
All : 9,927,463: 1,288,981 446,012 988,432 6,180,688 7,081,442 8,458,101 8,515,886: 1,469,362 1,411,577
Old : 9,927,463: 1,288,981 446,012 988,432 6,180,688 7,081,442 8,458,101 8,515,886: 1,469,362 1,411,577
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 11, 2007 :
:-1,276,704: -431,861 -184,116 -274,186 -675,884 -937,543 -1,381,931 -1,395,845: 105,227 119,141
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.0 4.5 10.0 62.3 71.3 85.2 85.8: 14.8 14.2
Old : 100.0: 13.0 4.5 10.0 62.3 71.3 85.2 85.8: 14.8 14.2
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 : 234: 54 34 78 122 123 218 208:
Old : 234: 54 34 78 122 123 218 208:
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 : 30.8 22.9 38.0 36.7 27.0 19.1 32.3 30.8
Old : 30.8 22.9 38.0 36.7 27.0 19.1 32.3 30.8
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, December 18, 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 : 701,409: 52,017 70,465 24,436 467,947 456,252 544,400 551,153: 157,009 150,256
Old : 701,409: 52,017 70,465 24,436 467,947 456,252 544,400 551,153: 157,009 150,256
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 11, 2007 :
: 17,726: -7,835 -15,844 5,452 4,377 40,001 1,994 29,609: 15,732 -11,883
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.4 10.0 3.5 66.7 65.0 77.6 78.6: 22.4 21.4
Old : 100.0: 7.4 10.0 3.5 66.7 65.0 77.6 78.6: 22.4 21.4
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 : 192: 46 40 39 85 59 151 119:
Old : 192: 46 40 39 85 59 151 119:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.8 23.4 28.2 35.6 19.7 21.3 26.8 31.5
Old : 19.8 23.4 28.2 35.6 19.7 21.3 26.8 31.5
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, December 18, 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 : 2,757,399: 352,902 523,363 117,250 1,774,557 1,828,556 2,244,709 2,469,169: 512,690 288,230
Old : 2,757,399: 352,902 523,363 117,250 1,774,557 1,828,556 2,244,709 2,469,169: 512,690 288,230
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 11, 2007 :
: 414,416: 66,242 -47,122 51,738 342,923 321,771 460,903 326,387: -46,487 88,029
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.8 19.0 4.3 64.4 66.3 81.4 89.5: 18.6 10.5
Old : 100.0: 12.8 19.0 4.3 64.4 66.3 81.4 89.5: 18.6 10.5
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 : 346: 77 108 76 119 115 240 256:
Old : 346: 77 108 76 119 115 240 256:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.4 24.2 33.7 35.9 12.3 16.0 20.7 25.0
Old : 24.4 24.2 33.7 35.9 12.3 16.0 20.7 25.0
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, December 18, 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 : 124,356: 8,538 26,540 1,542 99,657 91,492 109,737 119,574: 14,619 4,782
Old : 124,356: 8,538 26,540 1,542 99,657 91,492 109,737 119,574: 14,619 4,782
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 11, 2007 :
: 19,414: 1,099 -7,358 1,418 17,613 27,318 20,130 21,378: -716 -1,964
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.9 21.3 1.2 80.1 73.6 88.2 96.2: 11.8 3.8
Old : 100.0: 6.9 21.3 1.2 80.1 73.6 88.2 96.2: 11.8 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 : 80: 9 12 3 41 36 53 48:
Old : 80: 9 12 3 41 36 53 48:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.4 35.4 43.3 57.2 24.2 31.9 39.3 46.9
Old : 24.4 35.4 43.3 57.2 24.2 31.9 39.3 46.9
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, December 18, 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 : 68,103: 8,855 15,505 2,136 45,146 37,615 56,137 55,256: 11,966 12,847
Old : 68,103: 8,855 15,505 2,136 45,146 37,615 56,137 55,256: 11,966 12,847
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 11, 2007 :
: 11,687: -1,560 1,335 1,675 9,518 11,240 9,633 14,250: 2,054 -2,563
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.0 22.8 3.1 66.3 55.2 82.4 81.1: 17.6 18.9
Old : 100.0: 13.0 22.8 3.1 66.3 55.2 82.4 81.1: 17.6 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 : 68: 14 15 10 30 27 50 46:
Old : 68: 14 15 10 30 27 50 46:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.3 28.7 47.6 45.8 24.5 24.2 37.4 36.6
Old : 29.3 28.7 47.6 45.8 24.5 24.2 37.4 36.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
Commitments of Traders - Futures Only, December 18, 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 : 545,657: 104,296 182,445 38,840 325,508 286,793 468,644 508,078: 77,013 37,579
Old : 545,657: 104,296 182,445 38,840 325,508 286,793 468,644 508,078: 77,013 37,579
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 11, 2007 :
: 102,072: -8,857 -4,699 21,278 92,935 69,928 105,356 86,507: -3,284 15,565
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.1 33.4 7.1 59.7 52.6 85.9 93.1: 14.1 6.9
Old : 100.0: 19.1 33.4 7.1 59.7 52.6 85.9 93.1: 14.1 6.9
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 : 234: 78 60 27 71 65 163 139:
Old : 234: 78 60 27 71 65 163 139:
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 : 20.6 26.3 32.5 42.0 17.1 26.1 24.3 35.7
Old : 20.6 26.3 32.5 42.0 17.1 26.1 24.3 35.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
Commitments of Traders - Futures Only, December 18, 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 : 54,969: 19,365 8,328 172 13,956 38,769 33,493 47,269: 21,476 7,700
Old : 54,969: 19,365 8,328 172 13,956 38,769 33,493 47,269: 21,476 7,700
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 11, 2007 :
: -20,778: -16,783 5,145 172 -3,656 -25,640 -20,267 -20,323: -511 -455
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.2 15.2 0.3 25.4 70.5 60.9 86.0: 39.1 14.0
Old : 100.0: 35.2 15.2 0.3 25.4 70.5 60.9 86.0: 39.1 14.0
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 : 39: 13 8 1 8 13 22 21:
Old : 39: 13 8 1 8 13 22 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.7 49.4 41.4 68.3 24.6 49.4 40.2 67.7
Old : 24.7 49.4 41.4 68.3 24.6 49.4 40.2 67.7
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, December 18, 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 : 57,939: 1,827 15,134 208 39,040 35,587 41,075 50,929: 16,864 7,010
Old : 57,939: 1,827 15,134 208 39,040 35,587 41,075 50,929: 16,864 7,010
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 11, 2007 :
: 19,521: 933 935 -23 15,148 16,769 16,058 17,681: 3,463 1,840
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.2 26.1 0.4 67.4 61.4 70.9 87.9: 29.1 12.1
Old : 100.0: 3.2 26.1 0.4 67.4 61.4 70.9 87.9: 29.1 12.1
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 : 66: 4 20 4 28 33 36 54:
Old : 66: 4 20 4 28 33 36 54:
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 : 34.7 29.6 51.9 44.2 22.4 18.3 28.3 26.0
Old : 34.7 29.6 51.9 44.2 22.4 18.3 28.3 26.0
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, December 18, 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 : 831,076: 69,916 238,256 26,166 706,368 467,107 802,450 731,529: 28,626 99,547
Old : 831,076: 69,916 238,256 26,166 706,368 467,107 802,450 731,529: 28,626 99,547
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 11, 2007 :
: 155,947: 3,335 -174 22,477 117,742 105,786 143,554 128,089: 12,393 27,858
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.4 28.7 3.1 85.0 56.2 96.6 88.0: 3.4 12.0
Old : 100.0: 8.4 28.7 3.1 85.0 56.2 96.6 88.0: 3.4 12.0
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 : 277: 33 126 31 64 94 115 234:
Old : 277: 33 126 31 64 94 115 234:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.9 31.4 79.1 39.2 43.2 18.0 60.2 23.4
Old : 59.9 31.4 79.1 39.2 43.2 18.0 60.2 23.4
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, December 18, 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 : 62,808: 12,455 34,517 189 40,835 20,334 53,479 55,040: 9,329 7,768
Old : 62,808: 12,455 34,517 189 40,835 20,334 53,479 55,040: 9,329 7,768
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 11, 2007 :
: -34,344: 1,648 1,055 -11,456 -21,272 -19,790 -31,080 -30,191: -3,264 -4,153
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.8 55.0 0.3 65.0 32.4 85.1 87.6: 14.9 12.4
Old : 100.0: 19.8 55.0 0.3 65.0 32.4 85.1 87.6: 14.9 12.4
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 : 59: 14 13 1 15 19 29 33:
Old : 59: 14 13 1 15 19 29 33:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.7 60.1 64.0 68.4 45.7 60.1 64.0 68.3
Old : 45.7 60.1 64.0 68.4 45.7 60.1 64.0 68.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
Commitments of Traders - Futures Only, December 18, 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 : 44,647: 17,864 975 40 10,982 35,490 28,886 36,505: 15,761 8,142
Old : 44,647: 17,864 975 40 10,982 35,490 28,886 36,505: 15,761 8,142
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 11, 2007 :
: -22,120: -754 -2,463 -583 -25,503 2,807 -26,840 -239: 4,720 -21,881
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.0 2.2 0.1 24.6 79.5 64.7 81.8: 35.3 18.2
Old : 100.0: 40.0 2.2 0.1 24.6 79.5 64.7 81.8: 35.3 18.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 9 2 1 10 11 19 14:
Old : 30: 9 2 1 10 11 19 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.5 71.1 56.0 77.7 47.0 71.1 54.5 77.7
Old : 48.5 71.1 56.0 77.7 47.0 71.1 54.5 77.7
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, December 18, 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 : 21,439: 5,784 709 0 14,223 19,924 20,007 20,633: 1,432 806
Old : 21,439: 5,784 709 0 14,223 19,924 20,007 20,633: 1,432 806
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 11, 2007 :
: -37: 274 425 0 -6 -341 268 84: -305 -121
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.0 3.3 0.0 66.3 92.9 93.3 96.2: 6.7 3.8
Old : 100.0: 27.0 3.3 0.0 66.3 92.9 93.3 96.2: 6.7 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: 10 3 0 6 4 16 7:
Old : 22: 10 3 0 6 4 16 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 : 69.4 94.3 85.3 96.2 68.7 94.3 84.6 95.5
Old : 69.4 94.3 85.3 96.2 68.7 94.3 84.6 95.5
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, December 18, 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 : 23,637: 6,115 3,881 1,930 12,422 10,000 20,467 15,811: 3,170 7,826
Old : 23,637: 6,115 3,881 1,930 12,422 10,000 20,467 15,811: 3,170 7,826
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 11, 2007 :
: -15,898: -3,598 -1,274 -2,049 -4,577 -11,237 -10,224 -14,560: -5,674 -1,338
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.9 16.4 8.2 52.6 42.3 86.6 66.9: 13.4 33.1
Old : 100.0: 25.9 16.4 8.2 52.6 42.3 86.6 66.9: 13.4 33.1
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 : 34: 8 3 6 15 19 24 27:
Old : 34: 8 3 6 15 19 24 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 : 53.6 30.9 68.4 48.0 47.4 28.3 60.3 43.2
Old : 53.6 30.9 68.4 48.0 47.4 28.3 60.3 43.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 21, 2007