MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 29, 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 : 49,722: 6,620 916 8,488 26,364 30,247 41,471 39,651: 8,251 10,071
Old : 49,722: 6,620 916 8,488 26,364 30,247 41,471 39,651: 8,251 10,071
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 22, 2007 :
: 881: 166 45 189 257 971 612 1,205: 269 -324
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.3 1.8 17.1 53.0 60.8 83.4 79.7: 16.6 20.3
Old : 100.0: 13.3 1.8 17.1 53.0 60.8 83.4 79.7: 16.6 20.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 69: 24 6 18 29 28 57 48:
Old : 69: 24 6 18 29 28 57 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 : 32.7 31.6 48.7 47.4 32.4 30.0 43.2 43.0
Old : 32.7 31.6 48.7 47.4 32.4 30.0 43.2 43.0
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 with Delta-adjusted Options and Futures Combined, May 29, 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 : 190,844: 36,509 31,762 48,573 82,586 84,327 167,668 164,662: 23,177 26,182
Old : 169,166: 30,571 36,856 40,191 78,868 70,320 149,630 147,367: 19,536 21,800
Other: 21,678: 12,655 1,623 1,664 3,718 14,008 18,037 17,295: 3,641 4,383
: : :
: : Changes in Commitments from: May 22, 2007 :
: 6,491: 2,079 2,838 1,907 322 -1,013 4,307 3,732: 2,184 2,759
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.1 16.6 25.5 43.3 44.2 87.9 86.3: 12.1 13.7
Old : 100.0: 18.1 21.8 23.8 46.6 41.6 88.5 87.1: 11.5 12.9
Other: 100.0: 58.4 7.5 7.7 17.2 64.6 83.2 79.8: 16.8 20.2
: : :
:# Traders : Number of Traders in Each Category :
All : 213: 66 79 88 33 36 155 162:
Old : 210: 67 80 82 33 36 149 159:
Other: 81: 34 16 14 13 24 51 50:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.8 31.6 36.3 38.9 24.8 30.0 34.5 35.7
Old : 28.0 32.2 40.6 39.6 28.0 31.8 38.7 38.2
Other: 42.8 40.0 51.9 55.4 36.1 30.7 44.1 46.0
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 29, 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 : 295,678: 66,195 28,656 74,228 126,914 134,655 267,336 237,539: 28,342 58,139
Old : 295,678: 66,195 28,656 74,228 126,914 134,655 267,336 237,539: 28,342 58,139
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 22, 2007 :
: 86: -3,841 -2,399 -876 2,707 682 -2,010 -2,593: 2,096 2,679
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.4 9.7 25.1 42.9 45.5 90.4 80.3: 9.6 19.7
Old : 100.0: 22.4 9.7 25.1 42.9 45.5 90.4 80.3: 9.6 19.7
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 : 342: 99 64 101 106 146 269 267:
Old : 342: 99 64 101 106 146 269 267:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.0 15.8 32.5 26.7 21.9 12.5 31.6 19.5
Old : 22.0 15.8 32.5 26.7 21.9 12.5 31.6 19.5
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 with Delta-adjusted Options and Futures Combined, May 29, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 110,000 BOARD FEET) :
: : :
All : 8,274: 2,693 3,260 984 2,283 1,948 5,960 6,192: 2,314 2,082
Old : 8,274: 2,693 3,260 984 2,283 1,948 5,960 6,192: 2,314 2,082
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 22, 2007 :
: 564: 48 -430 138 60 613 245 321: 319 243
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.5 39.4 11.9 27.6 23.5 72.0 74.8: 28.0 25.2
Old : 100.0: 32.5 39.4 11.9 27.6 23.5 72.0 74.8: 28.0 25.2
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 : 81: 23 27 12 20 25 52 58:
Old : 81: 23 27 12 20 25 52 58:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.5 20.3 38.5 31.7 26.5 19.4 37.9 28.2
Old : 26.5 20.3 38.5 31.7 26.5 19.4 37.9 28.2
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 with Delta-adjusted Options and Futures Combined, May 29, 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 : 22,924: 8,076 2,013 2,686 6,916 6,161 17,678 10,860: 5,247 12,064
Old : 22,924: 8,076 2,013 2,686 6,916 6,161 17,678 10,860: 5,247 12,064
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 22, 2007 :
: -2,853: -911 425 -908 -699 -920 -2,518 -1,403: -335 -1,451
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.2 8.8 11.7 30.2 26.9 77.1 47.4: 22.9 52.6
Old : 100.0: 35.2 8.8 11.7 30.2 26.9 77.1 47.4: 22.9 52.6
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 : 130: 39 20 16 31 48 81 75:
Old : 130: 39 20 16 31 48 81 75:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.3 10.4 31.2 16.9 17.5 8.0 29.7 13.4
Old : 18.3 10.4 31.2 16.9 17.5 8.0 29.7 13.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 29, 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 : 205,164: 91,203 39,417 12,729 58,829 121,446 162,761 173,592: 42,403 31,572
Old : 205,164: 91,203 39,417 12,729 58,829 121,446 162,761 173,592: 42,403 31,572
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 22, 2007 :
: 17,751: 7,882 -4,496 1,744 3,751 18,247 13,377 15,495: 4,374 2,256
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.5 19.2 6.2 28.7 59.2 79.3 84.6: 20.7 15.4
Old : 100.0: 44.5 19.2 6.2 28.7 59.2 79.3 84.6: 20.7 15.4
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 : 100: 37 28 15 22 25 70 57:
Old : 100: 37 28 15 22 25 70 57:
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 32.7 45.9 50.6 29.0 31.5 39.6 47.9
Old : 33.4 32.7 45.9 50.6 29.0 31.5 39.6 47.9
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 with Delta-adjusted Options and Futures Combined, May 29, 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 : 101,657: 9,672 68,856 1,796 78,629 9,030 90,097 79,683: 11,561 21,975
Old : 101,657: 9,672 68,856 1,796 78,629 9,030 90,097 79,683: 11,561 21,975
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 22, 2007 :
: -2,811: 658 -6,391 -348 -2,911 1,998 -2,602 -4,742: -210 1,930
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.5 67.7 1.8 77.3 8.9 88.6 78.4: 11.4 21.6
Old : 100.0: 9.5 67.7 1.8 77.3 8.9 88.6 78.4: 11.4 21.6
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 : 62: 13 31 2 13 9 26 42:
Old : 62: 13 31 2 13 9 26 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 : 64.3 31.8 74.5 42.6 62.7 31.8 72.0 42.6
Old : 64.3 31.8 74.5 42.6 62.7 31.8 72.0 42.6
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 with Delta-adjusted Options and Futures Combined, May 29, 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 : 139,968: 94,738 8,603 1,493 33,881 126,594 130,112 136,690: 9,856 3,278
Old : 139,968: 94,738 8,603 1,493 33,881 126,594 130,112 136,690: 9,856 3,278
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 22, 2007 :
: 11,077: 13,376 -3,523 703 -2,419 14,833 11,660 12,013: -583 -936
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.7 6.1 1.1 24.2 90.4 93.0 97.7: 7.0 2.3
Old : 100.0: 67.7 6.1 1.1 24.2 90.4 93.0 97.7: 7.0 2.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 112: 71 15 2 13 19 85 35:
Old : 112: 71 15 2 13 19 85 35:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.4 65.4 50.3 84.6 27.0 54.3 38.7 69.4
Old : 36.4 65.4 50.3 84.6 27.0 54.3 38.7 69.4
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 with Delta-adjusted Options and Futures Combined, May 29, 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 : 141,272: 71,193 22,853 5,602 30,350 91,037 107,145 119,492: 34,127 21,780
Old : 141,272: 71,193 22,853 5,602 30,350 91,037 107,145 119,492: 34,127 21,780
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 22, 2007 :
: 8,191: 14,792 2,895 -968 -7,534 5,772 6,289 7,699: 1,901 492
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.4 16.2 4.0 21.5 64.4 75.8 84.6: 24.2 15.4
Old : 100.0: 50.4 16.2 4.0 21.5 64.4 75.8 84.6: 24.2 15.4
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 : 85: 34 20 14 22 23 63 50:
Old : 85: 34 20 14 22 23 63 50:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.2 31.2 37.9 47.3 27.2 30.6 37.1 45.3
Old : 27.2 31.2 37.9 47.3 27.2 30.6 37.1 45.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 29, 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 : 352,973: 45,370 197,889 13,602 245,851 101,305 304,823 312,796: 48,151 40,177
Old : 352,973: 45,370 197,889 13,602 245,851 101,305 304,823 312,796: 48,151 40,177
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 22, 2007 :
: -6,539: -1,460 -6,511 249 -6,934 -180 -8,144 -6,442: 1,605 -97
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.9 56.1 3.9 69.7 28.7 86.4 88.6: 13.6 11.4
Old : 100.0: 12.9 56.1 3.9 69.7 28.7 86.4 88.6: 13.6 11.4
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 : 156: 41 73 20 32 24 80 110:
Old : 156: 41 73 20 32 24 80 110:
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 : 45.9 30.5 59.9 45.4 45.7 26.7 56.2 40.5
Old : 45.9 30.5 59.9 45.4 45.7 26.7 56.2 40.5
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 with Delta-adjusted Options and Futures Combined, May 29, 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 : 250,968: 120,490 29,109 26,452 41,098 155,719 188,040 211,280: 62,928 39,688
Old : 250,968: 120,490 29,109 26,452 41,098 155,719 188,040 211,280: 62,928 39,688
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 22, 2007 :
: -4,890: -2,188 -1,093 -48 -5,149 1,028 -7,385 -114: 2,495 -4,776
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.0 11.6 10.5 16.4 62.0 74.9 84.2: 25.1 15.8
Old : 100.0: 48.0 11.6 10.5 16.4 62.0 74.9 84.2: 25.1 15.8
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 : 157: 72 42 39 33 34 126 94:
Old : 157: 72 42 39 33 34 126 94:
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 : 21.3 31.4 30.0 45.7 20.9 29.9 27.5 43.2
Old : 21.3 31.4 30.0 45.7 20.9 29.9 27.5 43.2
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 with Delta-adjusted Options and Futures Combined, May 29, 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 : 23,796: 15,707 796 6 5,598 21,530 21,311 22,332: 2,485 1,464
Old : 23,796: 15,707 796 6 5,598 21,530 21,311 22,332: 2,485 1,464
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 22, 2007 :
: -585: -900 -4 0 544 -421 -356 -425: -229 -160
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.0 3.3 0.0 23.5 90.5 89.6 93.8: 10.4 6.2
Old : 100.0: 66.0 3.3 0.0 23.5 90.5 89.6 93.8: 10.4 6.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 38: 16 2 1 11 14 27 17:
Old : 38: 16 2 1 11 14 27 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 : 48.6 73.8 65.5 88.0 48.3 73.0 65.2 87.2
Old : 48.6 73.8 65.5 88.0 48.3 73.0 65.2 87.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE Code-032741
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 29, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $3,000,000) :
: : :
All : 52,571: 6,570 5,094 265 43,011 44,359 49,846 49,718: 2,725 2,853
Old : 52,571: 6,570 5,094 265 43,011 44,359 49,846 49,718: 2,725 2,853
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 22, 2007 :
: 984: 740 -20 -7 403 1,101 1,136 1,074: -152 -90
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.5 9.7 0.5 81.8 84.4 94.8 94.6: 5.2 5.4
Old : 100.0: 12.5 9.7 0.5 81.8 84.4 94.8 94.6: 5.2 5.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 4 2 2 15 10 20 13:
Old : 22: 4 2 2 15 10 20 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.6 83.0 63.3 92.5 41.3 71.8 57.3 75.4
Old : 45.6 83.0 63.3 92.5 41.3 71.8 57.3 75.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 29, 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 :20,016,504: 1,326,174 1,197,535 6,326,609 11,146,876 10,931,543 18,799,659 18,455,686: 1,216,845 1,560,818
Old :20,016,504: 1,326,174 1,197,535 6,326,609 11,146,876 10,931,543 18,799,659 18,455,686: 1,216,845 1,560,818
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 22, 2007 :
: 594,877: -47,555 93,344 324,434 279,333 116,356 556,212 534,133: 38,665 60,743
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.6 6.0 31.6 55.7 54.6 93.9 92.2: 6.1 7.8
Old : 100.0: 6.6 6.0 31.6 55.7 54.6 93.9 92.2: 6.1 7.8
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 : 363: 80 79 134 181 184 325 340:
Old : 363: 80 79 134 181 184 325 340:
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 15.3 38.3 26.3 20.6 8.4 24.7 13.7
Old : 27.7 15.3 38.3 26.3 20.6 8.4 24.7 13.7
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 with Delta-adjusted Options and Futures Combined, May 29, 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 : 818,852: 60,640 61,789 110,214 495,454 484,566 666,308 656,569: 152,545 162,284
Old : 818,852: 60,640 61,789 110,214 495,454 484,566 666,308 656,569: 152,545 162,284
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 22, 2007 :
: 3,827: -739 -1,501 2,181 -1,677 5,459 -236 6,139: 4,063 -2,312
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.4 7.5 13.5 60.5 59.2 81.4 80.2: 18.6 19.8
Old : 100.0: 7.4 7.5 13.5 60.5 59.2 81.4 80.2: 18.6 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 : 209: 43 49 67 92 65 179 139:
Old : 209: 43 49 67 92 65 179 139:
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 : 20.1 26.9 27.9 35.4 18.2 26.9 25.3 35.4
Old : 20.1 26.9 27.9 35.4 18.2 26.9 25.3 35.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 29, 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 : 2,297,420: 442,219 706,794 108,679 1,281,177 1,292,666 1,832,075 2,108,139: 465,345 189,281
Old : 2,297,420: 442,219 706,794 108,679 1,281,177 1,292,666 1,832,075 2,108,139: 465,345 189,281
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 22, 2007 :
: 51,249: -1,219 32,735 4,566 46,584 3,974 49,931 41,275: 1,318 9,974
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.2 30.8 4.7 55.8 56.3 79.7 91.8: 20.3 8.2
Old : 100.0: 19.2 30.8 4.7 55.8 56.3 79.7 91.8: 20.3 8.2
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 : 338: 84 114 81 88 101 221 247:
Old : 338: 84 114 81 88 101 221 247:
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 21.2 30.6 31.1 15.2 15.1 23.6 24.5
Old : 20.6 21.2 30.6 31.1 15.2 15.1 23.6 24.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-338741
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 29, 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 $500) :
: : :
All : 9,348: 908 0 0 5,869 7,255 6,777 7,255: 2,571 2,093
Old : 9,348: 908 0 0 5,869 7,255 6,777 7,255: 2,571 2,093
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 22, 2007 :
: -215: -1 0 0 -70 0 -71 0: -144 -215
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.7 0.0 0.0 62.8 77.6 72.5 77.6: 27.5 22.4
Old : 100.0: 9.7 0.0 0.0 62.8 77.6 72.5 77.6: 27.5 22.4
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 : 21: 2 0 0 12 10 14 10:
Old : 21: 2 0 0 12 10 14 10:
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 48.8 58.2 70.6 37.8 48.6 55.0 69.3
Old : 41.0 48.8 58.2 70.6 37.8 48.6 55.0 69.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 29, 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 : 91,061: 12,547 27,355 0 67,310 59,479 79,857 86,834: 11,204 4,227
Old : 91,061: 12,547 27,355 0 67,310 59,479 79,857 86,834: 11,204 4,227
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 22, 2007 :
: -2,983: -910 -486 0 -1,324 -2,481 -2,234 -2,967: -749 -16
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.8 30.0 0.0 73.9 65.3 87.7 95.4: 12.3 4.6
Old : 100.0: 13.8 30.0 0.0 73.9 65.3 87.7 95.4: 12.3 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 : 86: 16 12 0 39 33 55 45:
Old : 86: 16 12 0 39 33 55 45:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.9 46.9 51.3 64.4 32.3 46.7 50.0 64.0
Old : 32.9 46.9 51.3 64.4 32.3 46.7 50.0 64.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 29, 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 : 62,701: 5,605 14,548 156 49,354 38,463 55,114 53,166: 7,587 9,535
Old : 62,701: 5,605 14,548 156 49,354 38,463 55,114 53,166: 7,587 9,535
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 22, 2007 :
: -1,654: -2,884 -57 -170 1,233 926 -1,822 699: 168 -2,353
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.9 23.2 0.2 78.7 61.3 87.9 84.8: 12.1 15.2
Old : 100.0: 8.9 23.2 0.2 78.7 61.3 87.9 84.8: 12.1 15.2
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 : 78: 10 23 5 27 27 41 51:
Old : 78: 10 23 5 27 27 41 51:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.5 40.0 64.4 54.9 47.3 37.5 64.2 52.2
Old : 47.5 40.0 64.4 54.9 47.3 37.5 64.2 52.2
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 with Delta-adjusted Options and Futures Combined, May 29, 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 : 461,684: 145,724 175,586 9,267 258,735 250,718 413,726 435,571: 47,958 26,112
Old : 461,684: 145,724 175,586 9,267 258,735 250,718 413,726 435,571: 47,958 26,112
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 22, 2007 :
: -17,346: -26,533 -964 -1,318 21,358 -19,643 -6,494 -21,925: -10,853 4,579
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.6 38.0 2.0 56.0 54.3 89.6 94.3: 10.4 5.7
Old : 100.0: 31.6 38.0 2.0 56.0 54.3 89.6 94.3: 10.4 5.7
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 : 247: 88 67 23 53 57 155 133:
Old : 247: 88 67 23 53 57 155 133:
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 : 28.2 30.0 38.2 45.6 25.5 29.7 35.5 45.2
Old : 28.2 30.0 38.2 45.6 25.5 29.7 35.5 45.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 29, 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 : 100,156: 61,681 22,208 884 11,206 62,784 73,771 85,876: 26,385 14,280
Old : 100,156: 61,681 22,208 884 11,206 62,784 73,771 85,876: 26,385 14,280
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 22, 2007 :
: -5,354: -5,319 2,647 40 854 -9,171 -4,426 -6,484: -928 1,130
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.6 22.2 0.9 11.2 62.7 73.7 85.7: 26.3 14.3
Old : 100.0: 61.6 22.2 0.9 11.2 62.7 73.7 85.7: 26.3 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 : 65: 31 14 5 11 16 43 34:
Old : 65: 31 14 5 11 16 43 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 : 27.1 36.5 37.1 53.2 27.1 36.4 36.8 52.8
Old : 27.1 36.5 37.1 53.2 27.1 36.4 36.8 52.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE Code-239741
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 29, 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 : 48,429: 2,773 8,554 0 40,545 34,405 43,318 42,959: 5,111 5,470
Old : 48,429: 2,773 8,554 0 40,545 34,405 43,318 42,959: 5,111 5,470
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 22, 2007 :
: 132: -6 4 0 379 213 373 217: -241 -85
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.7 17.7 0.0 83.7 71.0 89.4 88.7: 10.6 11.3
Old : 100.0: 5.7 17.7 0.0 83.7 71.0 89.4 88.7: 10.6 11.3
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 : 60: 4 18 0 23 22 27 40:
Old : 60: 4 18 0 23 22 27 40:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.5 43.6 75.0 61.7 62.7 43.5 73.2 61.6
Old : 64.5 43.6 75.0 61.7 62.7 43.5 73.2 61.6
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 with Delta-adjusted Options and Futures Combined, May 29, 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 : 587,612: 66,300 259,204 17,883 488,759 283,207 572,942 560,294: 14,670 27,319
Old : 587,612: 66,300 259,204 17,883 488,759 283,207 572,942 560,294: 14,670 27,319
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 22, 2007 :
: 4,931: -4,660 20,131 166 8,257 -1,949 3,764 18,348: 1,167 -13,417
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.3 44.1 3.0 83.2 48.2 97.5 95.4: 2.5 4.6
Old : 100.0: 11.3 44.1 3.0 83.2 48.2 97.5 95.4: 2.5 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 : 265: 39 120 53 55 79 141 205:
Old : 265: 39 120 53 55 79 141 205:
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 : 49.2 21.2 68.2 32.5 46.5 16.8 64.0 27.7
Old : 49.2 21.2 68.2 32.5 46.5 16.8 64.0 27.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 29, 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 : 58,265: 12,411 16,536 712 32,871 25,427 45,994 42,675: 12,272 15,590
Old : 58,265: 12,411 16,536 712 32,871 25,427 45,994 42,675: 12,272 15,590
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 22, 2007 :
: 252: 340 32 -1 402 -176 741 -145: -489 397
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.3 28.4 1.2 56.4 43.6 78.9 73.2: 21.1 26.8
Old : 100.0: 21.3 28.4 1.2 56.4 43.6 78.9 73.2: 21.1 26.8
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 : 89: 23 19 4 23 30 47 53:
Old : 89: 23 19 4 23 30 47 53:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.9 39.0 44.0 46.4 24.5 31.5 39.6 39.0
Old : 26.9 39.0 44.0 46.4 24.5 31.5 39.6 39.0
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 with Delta-adjusted Options and Futures Combined, May 29, 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 : 57,949: 24,881 4,937 502 26,272 33,431 51,655 38,870: 6,294 19,079
Old : 57,949: 24,881 4,937 502 26,272 33,431 51,655 38,870: 6,294 19,079
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 22, 2007 :
: -518: -150 531 -97 1,045 -1,299 798 -865: -1,316 347
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.9 8.5 0.9 45.3 57.7 89.1 67.1: 10.9 32.9
Old : 100.0: 42.9 8.5 0.9 45.3 57.7 89.1 67.1: 10.9 32.9
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 : 70: 28 7 4 21 18 50 28:
Old : 70: 28 7 4 21 18 50 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.1 41.3 50.7 52.2 31.1 34.6 46.0 44.5
Old : 33.1 41.3 50.7 52.2 31.1 34.6 46.0 44.5
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 with Delta-adjusted Options and Futures Combined, May 29, 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 : 19,508: 4,472 851 270 14,120 17,899 18,862 19,020: 646 488
Old : 19,508: 4,472 851 270 14,120 17,899 18,862 19,020: 646 488
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 22, 2007 :
: 175: -216 40 0 368 263 152 303: 23 -128
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.9 4.4 1.4 72.4 91.8 96.7 97.5: 3.3 2.5
Old : 100.0: 22.9 4.4 1.4 72.4 91.8 96.7 97.5: 3.3 2.5
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 : 24: 8 4 1 7 5 16 9:
Old : 24: 8 4 1 7 5 16 9:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 70.5 93.2 88.4 96.9 70.5 91.9 88.4 95.5
Old : 70.5 93.2 88.4 96.9 70.5 91.9 88.4 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 with Delta-adjusted Options and Futures Combined, May 29, 2007
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: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
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: : (CONTRACTS OF JPY 100,000,000) :
: : :
All : 61,649: 2,163 18,965 6,528 25,052 27,220 33,743 52,713: 27,906 8,936
Old : 61,649: 2,163 18,965 6,528 25,052 27,220 33,743 52,713: 27,906 8,936
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 22, 2007 :
: -1,352: 1 229 121 350 1,079 472 1,429: -1,824 -2,781
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.5 30.8 10.6 40.6 44.2 54.7 85.5: 45.3 14.5
Old : 100.0: 3.5 30.8 10.6 40.6 44.2 54.7 85.5: 45.3 14.5
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 : 59: 7 23 13 23 23 40 49:
Old : 59: 7 23 13 23 23 40 49:
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 : 21.7 27.3 33.6 42.6 14.7 22.5 21.2 34.9
Old : 21.7 27.3 33.6 42.6 14.7 22.5 21.2 34.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 1, 2007