BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders - Futures Only, December 31, 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 : 2,506: 0 47 0 1,829 2,343 1,829 2,390: 677 116
Old : 2,506: 0 47 0 1,829 2,343 1,829 2,390: 677 116
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2007 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 1.9 0.0 73.0 93.5 73.0 95.4: 27.0 4.6
Old : 100.0: 0.0 1.9 0.0 73.0 93.5 73.0 95.4: 27.0 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 : 20: 0 1 0 11 13 11 14:
Old : 20: 0 1 0 11 13 11 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 : 48.3 65.2 70.9 84.3 47.6 64.9 70.1 82.2
Old : 48.3 65.2 70.9 84.3 47.6 64.9 70.1 82.2
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, December 31, 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 : 31,568: 2,803 2,407 1,347 22,288 20,038 26,438 23,792: 5,130 7,776
Old : 31,568: 2,803 2,407 1,347 22,288 20,038 26,438 23,792: 5,130 7,776
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2007 :
: 275: -91 123 166 377 502 452 791: -177 -516
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.9 7.6 4.3 70.6 63.5 83.7 75.4: 16.3 24.6
Old : 100.0: 8.9 7.6 4.3 70.6 63.5 83.7 75.4: 16.3 24.6
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 : 63: 10 14 13 27 27 49 42:
Old : 63: 10 14 13 27 27 49 42:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.6 31.7 58.2 44.8 43.0 29.4 57.7 41.2
Old : 43.6 31.7 58.2 44.8 43.0 29.4 57.7 41.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
Commitments of Traders - Futures Only, December 31, 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 : 208,238: 42,528 51,098 50,196 98,553 74,059 191,277 175,353: 16,961 32,885
Old : 197,475: 39,568 57,224 43,584 98,440 65,032 181,592 165,840: 15,883 31,635
Other: 10,763: 9,561 475 11 113 9,027 9,685 9,513: 1,078 1,250
: : :
: : Changes in Commitments from: December 24, 2007 :
: 2,115: 1,093 3,789 1,052 3,342 -577 5,487 4,264: -3,372 -2,149
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.4 24.5 24.1 47.3 35.6 91.9 84.2: 8.1 15.8
Old : 100.0: 20.0 29.0 22.1 49.8 32.9 92.0 84.0: 8.0 16.0
Other: 100.0: 88.8 4.4 0.1 1.0 83.9 90.0 88.4: 10.0 11.6
: : :
:# Traders : Number of Traders in Each Category :
All : 216: 56 75 71 34 50 140 164:
Old : 215: 52 80 71 34 50 139 164:
Other: 48: 15 9 2 3 22 19 32:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.1 20.3 38.8 29.8 23.1 13.5 33.6 21.1
Old : 25.4 18.6 38.9 28.1 24.3 15.3 35.3 22.9
Other: 60.1 65.4 84.0 75.6 60.0 65.3 83.9 75.5
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders - Futures Only, December 31, 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 : 241,412: 60,137 53,034 40,713 121,813 97,679 222,663 191,426: 18,749 49,986
Old : 241,412: 60,137 53,034 40,713 121,813 97,679 222,663 191,426: 18,749 49,986
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2007 :
: 1,212: 2,464 -760 1,076 -1,844 636 1,696 952: -484 260
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.9 22.0 16.9 50.5 40.5 92.2 79.3: 7.8 20.7
Old : 100.0: 24.9 22.0 16.9 50.5 40.5 92.2 79.3: 7.8 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 : 311: 57 98 74 58 125 159 264:
Old : 311: 57 98 74 58 125 159 264:
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 : 26.4 11.7 39.8 18.7 26.4 11.2 39.5 16.6
Old : 26.4 11.7 39.8 18.7 26.4 11.2 39.5 16.6
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 31, 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 : 9,373: 4,034 4,697 608 2,943 1,977 7,585 7,282: 1,788 2,091
Old : 9,373: 4,034 4,697 608 2,943 1,977 7,585 7,282: 1,788 2,091
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2007 :
: 25: 27 281 -174 255 -19 108 88: -83 -63
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.0 50.1 6.5 31.4 21.1 80.9 77.7: 19.1 22.3
Old : 100.0: 43.0 50.1 6.5 31.4 21.1 80.9 77.7: 19.1 22.3
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 : 82: 24 27 8 15 22 43 55:
Old : 82: 24 27 8 15 22 43 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 : 33.4 28.4 52.4 38.8 33.4 28.4 52.4 38.7
Old : 33.4 28.4 52.4 38.8 33.4 28.4 52.4 38.7
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 31, 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 : 32,814: 17,712 6,199 3,466 8,088 7,747 29,266 17,412: 3,548 15,402
Old : 32,814: 17,712 6,199 3,466 8,088 7,747 29,266 17,412: 3,548 15,402
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2007 :
: 1,152: 831 382 414 77 335 1,322 1,131: -170 21
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.0 18.9 10.6 24.6 23.6 89.2 53.1: 10.8 46.9
Old : 100.0: 54.0 18.9 10.6 24.6 23.6 89.2 53.1: 10.8 46.9
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 : 132: 32 33 23 30 45 78 91:
Old : 132: 32 33 23 30 45 78 91:
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 : 28.3 8.9 45.7 15.3 28.1 8.4 45.0 14.0
Old : 28.3 8.9 45.7 15.3 28.1 8.4 45.0 14.0
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 31, 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 : 83,024: 35,655 12,657 1,405 18,604 52,488 55,664 66,550: 27,360 16,474
Old : 83,024: 35,655 12,657 1,405 18,604 52,488 55,664 66,550: 27,360 16,474
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2007 :
: 5,667: 5,696 -2,579 0 -309 7,048 5,387 4,469: 280 1,198
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.9 15.2 1.7 22.4 63.2 67.0 80.2: 33.0 19.8
Old : 100.0: 42.9 15.2 1.7 22.4 63.2 67.0 80.2: 33.0 19.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 65: 25 10 5 18 19 47 30:
Old : 65: 25 10 5 18 19 47 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 : 27.7 40.8 39.6 55.2 27.7 39.4 39.5 53.8
Old : 27.7 40.8 39.6 55.2 27.7 39.4 39.5 53.8
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 31, 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 : 61,358: 18,502 23,121 0 26,082 29,835 44,584 52,956: 16,774 8,402
Old : 61,358: 18,502 23,121 0 26,082 29,835 44,584 52,956: 16,774 8,402
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2007 :
: 677: 5,859 -1,019 0 -3,887 2,252 1,972 1,233: -1,295 -556
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.2 37.7 0.0 42.5 48.6 72.7 86.3: 27.3 13.7
Old : 100.0: 30.2 37.7 0.0 42.5 48.6 72.7 86.3: 27.3 13.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 45: 16 12 0 10 11 26 23:
Old : 45: 16 12 0 10 11 26 23:
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 : 39.0 40.8 55.3 61.3 39.0 40.2 55.2 60.6
Old : 39.0 40.8 55.3 61.3 39.0 40.2 55.2 60.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
Commitments of Traders - Futures Only, December 31, 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 : 85,765: 62,193 5,903 248 16,392 77,103 78,833 83,254: 6,932 2,511
Old : 85,765: 62,193 5,903 248 16,392 77,103 78,833 83,254: 6,932 2,511
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2007 :
: -8,622: -13,138 2,380 -3 4,218 -11,697 -8,923 -9,320: 301 698
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.5 6.9 0.3 19.1 89.9 91.9 97.1: 8.1 2.9
Old : 100.0: 72.5 6.9 0.3 19.1 89.9 91.9 97.1: 8.1 2.9
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 : 79: 42 15 2 10 15 54 30:
Old : 79: 42 15 2 10 15 54 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 : 49.0 75.9 61.2 87.3 49.0 74.5 60.4 84.3
Old : 49.0 75.9 61.2 87.3 49.0 74.5 60.4 84.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
Commitments of Traders - Futures Only, December 31, 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 : 78,638: 29,132 31,941 609 34,131 25,342 63,872 57,892: 14,766 20,746
Old : 78,638: 29,132 31,941 609 34,131 25,342 63,872 57,892: 14,766 20,746
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2007 :
: 3,740: -5,458 6,477 280 12,076 -2,706 6,898 4,051: -3,158 -311
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.0 40.6 0.8 43.4 32.2 81.2 73.6: 18.8 26.4
Old : 100.0: 37.0 40.6 0.8 43.4 32.2 81.2 73.6: 18.8 26.4
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 : 63: 10 30 2 19 11 30 42:
Old : 63: 10 30 2 19 11 30 42:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.5 27.8 64.5 40.0 48.5 20.2 57.2 32.4
Old : 48.5 27.8 64.5 40.0 48.5 20.2 57.2 32.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
Commitments of Traders - Futures Only, December 31, 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 : 181,412: 45,107 44,187 660 107,806 117,255 153,573 162,102: 27,839 19,310
Old : 181,412: 45,107 44,187 660 107,806 117,255 153,573 162,102: 27,839 19,310
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2007 :
: 1,379: -1,854 1,239 -319 2,627 -81 454 839: 925 540
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.9 24.4 0.4 59.4 64.6 84.7 89.4: 15.3 10.6
Old : 100.0: 24.9 24.4 0.4 59.4 64.6 84.7 89.4: 15.3 10.6
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 : 94: 28 28 3 29 19 59 48:
Old : 94: 28 28 3 29 19 59 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 : 39.3 51.1 53.1 65.7 31.8 42.4 43.4 54.7
Old : 39.3 51.1 53.1 65.7 31.8 42.4 43.4 54.7
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, December 31, 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 : 166,421: 71,697 35,042 1,248 48,525 93,036 121,470 129,326: 44,951 37,095
Old : 166,421: 71,697 35,042 1,248 48,525 93,036 121,470 129,326: 44,951 37,095
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2007 :
: 9,042: 3,586 -2,428 -24 3,878 5,773 7,440 3,321: 1,602 5,721
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.1 21.1 0.7 29.2 55.9 73.0 77.7: 27.0 22.3
Old : 100.0: 43.1 21.1 0.7 29.2 55.9 73.0 77.7: 27.0 22.3
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 : 118: 43 31 10 27 30 76 65:
Old : 118: 43 31 10 27 30 76 65:
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 : 30.6 32.5 41.9 46.2 30.5 31.4 41.8 45.1
Old : 30.6 32.5 41.9 46.2 30.5 31.4 41.8 45.1
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 31, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF NZD 100,000) :
: : :
All : 21,344: 16,237 2,272 57 2,819 18,455 19,113 20,784: 2,231 560
Old : 21,344: 16,237 2,272 57 2,819 18,455 19,113 20,784: 2,231 560
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2007 :
: 518: 2,139 421 -24 -1,371 637 744 1,034: -226 -516
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.1 10.6 0.3 13.2 86.5 89.5 97.4: 10.5 2.6
Old : 100.0: 76.1 10.6 0.3 13.2 86.5 89.5 97.4: 10.5 2.6
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 : 38: 15 6 1 7 13 22 20:
Old : 38: 15 6 1 7 13 22 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 : 55.7 55.5 72.7 77.9 55.7 55.2 72.7 76.7
Old : 55.7 55.5 72.7 77.9 55.7 55.2 72.7 76.7
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 31, 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 : 9,796,661: 1,349,211 491,092 1,024,904 6,176,868 7,081,026 8,550,983 8,597,022: 1,245,678 1,199,639
Old : 9,796,661: 1,349,211 491,092 1,024,904 6,176,868 7,081,026 8,550,983 8,597,022: 1,245,678 1,199,639
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2007 :
: 137,949: 63,489 23,865 -14,592 80,582 115,905 129,479 125,178: 8,470 12,771
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.8 5.0 10.5 63.1 72.3 87.3 87.8: 12.7 12.2
Old : 100.0: 13.8 5.0 10.5 63.1 72.3 87.3 87.8: 12.7 12.2
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 : 232: 52 31 81 120 122 216 209:
Old : 232: 52 31 81 120 122 216 209:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.5 23.1 37.9 36.9 27.4 19.0 33.0 31.0
Old : 30.5 23.1 37.9 36.9 27.4 19.0 33.0 31.0
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 31, 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 : 522,995: 48,476 61,772 5,339 356,903 369,983 410,718 437,094: 112,277 85,901
Old : 522,995: 48,476 61,772 5,339 356,903 369,983 410,718 437,094: 112,277 85,901
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2007 :
: -3,323: 455 5,357 331 -579 5,279 207 10,967: -3,530 -14,290
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.3 11.8 1.0 68.2 70.7 78.5 83.6: 21.5 16.4
Old : 100.0: 9.3 11.8 1.0 68.2 70.7 78.5 83.6: 21.5 16.4
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 : 177: 36 36 14 73 58 118 99:
Old : 177: 36 36 14 73 58 118 99:
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 : 21.8 33.4 30.2 47.2 21.7 33.4 30.1 47.2
Old : 21.8 33.4 30.2 47.2 21.7 33.4 30.1 47.2
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 31, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($50 X S&P 500 INDEX) :
: : :
All : 1,725,583: 354,831 431,536 19,287 1,148,073 1,138,078 1,522,191 1,588,901: 203,392 136,682
Old : 1,725,583: 354,831 431,536 19,287 1,148,073 1,138,078 1,522,191 1,588,901: 203,392 136,682
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2007 :
: -21,456: 30,758 23,322 -4,391 -3,693 -24,835 22,674 -5,904: -44,130 -15,552
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.6 25.0 1.1 66.5 66.0 88.2 92.1: 11.8 7.9
Old : 100.0: 20.6 25.0 1.1 66.5 66.0 88.2 92.1: 11.8 7.9
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 : 292: 66 84 26 99 87 182 180:
Old : 292: 66 84 26 99 87 182 180:
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 : 20.0 24.5 33.9 38.3 17.1 19.5 29.3 31.7
Old : 20.0 24.5 33.9 38.3 17.1 19.5 29.3 31.7
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 31, 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 : 101,359: 11,012 27,132 0 74,528 71,009 85,540 98,141: 15,819 3,218
Old : 101,359: 11,012 27,132 0 74,528 71,009 85,540 98,141: 15,819 3,218
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2007 :
: -5,988: 467 275 0 -6,800 -6,254 -6,333 -5,979: 345 -9
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.9 26.8 0.0 73.5 70.1 84.4 96.8: 15.6 3.2
Old : 100.0: 10.9 26.8 0.0 73.5 70.1 84.4 96.8: 15.6 3.2
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 : 79: 12 11 0 34 32 46 43:
Old : 79: 12 11 0 34 32 46 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 : 28.7 40.6 47.3 63.9 28.1 39.6 45.8 60.0
Old : 28.7 40.6 47.3 63.9 28.1 39.6 45.8 60.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NEW YORK HDD - CHICAGO MERCANTILE EXCHANGE Code-16264H
Commitments of Traders - Futures Only, December 31, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CME HDD INDEX X $20) :
: : :
All : 6,895: 2,476 2,940 1,449 2,820 2,390 6,745 6,779: 150 116
Old : 6,895: 2,476 2,940 1,449 2,820 2,390 6,745 6,779: 150 116
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2007 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.9 42.6 21.0 40.9 34.7 97.8 98.3: 2.2 1.7
Old : 100.0: 35.9 42.6 21.0 40.9 34.7 97.8 98.3: 2.2 1.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 3 3 2 9 7 13 11:
Old : 20: 3 3 2 9 7 13 11:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 85.1 77.9 93.8 95.3 58.6 55.3 63.7 64.5
Old : 85.1 77.9 93.8 95.3 58.6 55.3 63.7 64.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
Commitments of Traders - Futures Only, December 31, 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 : 38,122: 5,046 9,875 68 24,295 22,714 29,409 32,657: 8,713 5,465
Old : 38,122: 5,046 9,875 68 24,295 22,714 29,409 32,657: 8,713 5,465
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2007 :
: 1,333: 683 14 0 1,089 2,475 1,772 2,489: -439 -1,156
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.2 25.9 0.2 63.7 59.6 77.1 85.7: 22.9 14.3
Old : 100.0: 13.2 25.9 0.2 63.7 59.6 77.1 85.7: 22.9 14.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 53: 10 11 1 21 16 31 28:
Old : 53: 10 11 1 21 16 31 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.8 39.4 53.9 59.2 42.8 39.4 53.2 59.2
Old : 42.8 39.4 53.9 59.2 42.8 39.4 53.2 59.2
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 31, 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 : 283,298: 87,463 138,614 7,115 160,740 125,562 255,318 271,291: 27,980 12,007
Old : 283,298: 87,463 138,614 7,115 160,740 125,562 255,318 271,291: 27,980 12,007
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2007 :
: 786: 9,610 10,819 -622 474 -1,289 9,462 8,908: -8,676 -8,122
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.9 48.9 2.5 56.7 44.3 90.1 95.8: 9.9 4.2
Old : 100.0: 30.9 48.9 2.5 56.7 44.3 90.1 95.8: 9.9 4.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 218: 76 52 11 52 54 134 111:
Old : 218: 76 52 11 52 54 134 111:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.5 28.4 32.6 46.0 20.5 28.0 30.9 42.6
Old : 20.5 28.4 32.6 46.0 20.5 28.0 30.9 42.6
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 31, 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 : 60,423: 26,901 8,877 0 12,940 43,994 39,841 52,871: 20,582 7,552
Old : 60,423: 26,901 8,877 0 12,940 43,994 39,841 52,871: 20,582 7,552
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2007 :
: 3,292: 2,801 -1,683 -190 1,788 4,727 4,399 2,854: -1,107 438
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.5 14.7 0.0 21.4 72.8 65.9 87.5: 34.1 12.5
Old : 100.0: 44.5 14.7 0.0 21.4 72.8 65.9 87.5: 34.1 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 : 42: 18 6 0 8 13 26 19:
Old : 42: 18 6 0 8 13 26 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 : 28.6 49.0 42.0 69.0 28.5 49.0 41.4 68.5
Old : 28.6 49.0 42.0 69.0 28.5 49.0 41.4 68.5
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 31, 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 : 36,916: 1,290 12,977 12 25,146 19,496 26,448 32,485: 10,468 4,431
Old : 36,916: 1,290 12,977 12 25,146 19,496 26,448 32,485: 10,468 4,431
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2007 :
: 2,850: 75 1,638 0 1,512 1,250 1,587 2,888: 1,263 -38
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.5 35.2 0.0 68.1 52.8 71.6 88.0: 28.4 12.0
Old : 100.0: 3.5 35.2 0.0 68.1 52.8 71.6 88.0: 28.4 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 : 57: 3 18 1 19 24 23 42:
Old : 57: 3 18 1 19 24 23 42:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.8 25.6 61.8 42.2 45.3 24.2 53.5 38.9
Old : 49.8 25.6 61.8 42.2 45.3 24.2 53.5 38.9
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 31, 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 : 587,646: 57,175 252,973 3,114 511,857 276,850 572,146 532,937: 15,500 54,709
Old : 587,646: 57,175 252,973 3,114 511,857 276,850 572,146 532,937: 15,500 54,709
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2007 :
: 23,302: -1,225 18,759 682 20,874 -291 20,331 19,150: 2,971 4,152
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.7 43.0 0.5 87.1 47.1 97.4 90.7: 2.6 9.3
Old : 100.0: 9.7 43.0 0.5 87.1 47.1 97.4 90.7: 2.6 9.3
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 : 246: 22 118 15 59 70 91 194:
Old : 246: 22 118 15 59 70 91 194:
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 : 63.0 21.8 78.5 29.9 61.4 21.8 76.9 29.9
Old : 63.0 21.8 78.5 29.9 61.4 21.8 76.9 29.9
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 31, 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 : 63,943: 13,303 37,017 80 41,685 20,317 55,068 57,414: 8,875 6,529
Old : 63,943: 13,303 37,017 80 41,685 20,317 55,068 57,414: 8,875 6,529
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2007 :
: 1,331: -50 542 0 504 547 454 1,089: 877 242
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.8 57.9 0.1 65.2 31.8 86.1 89.8: 13.9 10.2
Old : 100.0: 20.8 57.9 0.1 65.2 31.8 86.1 89.8: 13.9 10.2
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 : 58: 13 15 1 14 18 27 34:
Old : 58: 13 15 1 14 18 27 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 : 45.7 57.8 64.9 69.1 45.7 57.8 64.9 68.8
Old : 45.7 57.8 64.9 69.1 45.7 57.8 64.9 68.8
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 31, 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 : 51,317: 17,638 4,035 190 16,133 37,547 33,961 41,772: 17,356 9,545
Old : 51,317: 17,638 4,035 190 16,133 37,547 33,961 41,772: 17,356 9,545
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2007 :
: 2,776: -1,258 1,010 141 3,705 2,246 2,588 3,397: 188 -621
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.4 7.9 0.4 31.4 73.2 66.2 81.4: 33.8 18.6
Old : 100.0: 34.4 7.9 0.4 31.4 73.2 66.2 81.4: 33.8 18.6
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 : 37: 8 3 1 15 13 23 17:
Old : 37: 8 3 1 15 13 23 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.1 63.6 53.3 74.3 42.0 63.6 50.4 73.2
Old : 44.1 63.6 53.3 74.3 42.0 63.6 50.4 73.2
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 31, 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 : 21,580: 6,264 992 0 14,133 20,339 20,397 21,331: 1,183 249
Old : 21,580: 6,264 992 0 14,133 20,339 20,397 21,331: 1,183 249
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2007 :
: 402: 386 209 0 -46 275 340 484: 62 -82
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.0 4.6 0.0 65.5 94.2 94.5 98.8: 5.5 1.2
Old : 100.0: 29.0 4.6 0.0 65.5 94.2 94.5 98.8: 5.5 1.2
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 : 24: 11 3 0 6 5 17 8:
Old : 24: 11 3 0 6 5 17 8:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 68.5 95.7 84.3 98.8 67.8 95.7 83.6 98.1
Old : 68.5 95.7 84.3 98.8 67.8 95.7 83.6 98.1
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 31, 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 : 23,461: 6,577 3,481 1,977 11,922 10,500 20,476 15,958: 2,985 7,503
Old : 23,461: 6,577 3,481 1,977 11,922 10,500 20,476 15,958: 2,985 7,503
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2007 :
: -106: 0 0 0 100 0 100 0: -206 -106
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.0 14.8 8.4 50.8 44.8 87.3 68.0: 12.7 32.0
Old : 100.0: 28.0 14.8 8.4 50.8 44.8 87.3 68.0: 12.7 32.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 8 3 6 16 19 25 27:
Old : 35: 8 3 6 16 19 25 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 : 56.4 31.6 69.0 48.8 50.1 28.9 61.3 44.0
Old : 56.4 31.6 69.0 48.8 50.1 28.9 61.3 44.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 4, 2008