MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 5, 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 : 46,918: 5,731 826 7,864 25,113 28,140 38,708 36,830: 8,210 10,088
Old : 46,918: 5,731 826 7,864 25,113 28,140 38,708 36,830: 8,210 10,088
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 29, 2007 :
: -2,804: -888 -90 -624 -1,251 -2,107 -2,763 -2,821: -41 17
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.2 1.8 16.8 53.5 60.0 82.5 78.5: 17.5 21.5
Old : 100.0: 12.2 1.8 16.8 53.5 60.0 82.5 78.5: 17.5 21.5
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 : 66: 19 8 17 28 25 54 44:
Old : 66: 19 8 17 28 25 54 44:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.8 32.5 49.7 47.1 33.3 31.1 43.9 43.5
Old : 33.8 32.5 49.7 47.1 33.3 31.1 43.9 43.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 5, 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 : 193,654: 40,093 37,420 46,514 84,451 83,828 171,057 167,762: 22,597 25,892
Old : 169,027: 32,403 42,272 38,068 79,820 68,281 150,290 148,621: 18,737 20,407
Other: 24,626: 14,270 1,728 1,866 4,630 15,547 20,767 19,142: 3,860 5,485
: : :
: : Changes in Commitments from: May 29, 2007 :
: 2,809: 3,584 5,659 -2,059 1,865 -499 3,390 3,100: -580 -291
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.7 19.3 24.0 43.6 43.3 88.3 86.6: 11.7 13.4
Old : 100.0: 19.2 25.0 22.5 47.2 40.4 88.9 87.9: 11.1 12.1
Other: 100.0: 57.9 7.0 7.6 18.8 63.1 84.3 77.7: 15.7 22.3
: : :
:# Traders : Number of Traders in Each Category :
All : 217: 80 75 89 31 33 163 157:
Old : 213: 75 80 83 30 33 154 155:
Other: 83: 38 14 16 15 23 58 48:
:----------------------------------------------------------------------------------------------------
: 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 : 24.9 31.0 36.4 38.9 24.9 29.0 34.5 34.9
Old : 28.5 31.6 41.2 39.6 28.5 30.8 38.9 37.6
Other: 42.7 41.7 53.4 55.5 35.8 30.8 44.3 44.5
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 5, 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 : 269,546: 60,494 24,905 59,894 124,137 129,924 244,525 214,722: 25,022 54,824
Old : 269,546: 60,494 24,905 59,894 124,137 129,924 244,525 214,722: 25,022 54,824
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 29, 2007 :
: -26,132: -5,700 -3,751 -14,334 -2,777 -4,732 -22,811 -22,817: -3,320 -3,315
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.4 9.2 22.2 46.1 48.2 90.7 79.7: 9.3 20.3
Old : 100.0: 22.4 9.2 22.2 46.1 48.2 90.7 79.7: 9.3 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 : 319: 90 58 92 91 137 238 252:
Old : 319: 90 58 92 91 137 238 252:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.5 16.3 35.4 26.5 24.4 13.5 34.9 20.1
Old : 24.5 16.3 35.4 26.5 24.4 13.5 34.9 20.1
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, June 5, 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 : 8,505: 2,667 2,703 1,676 2,047 2,088 6,391 6,467: 2,114 2,038
Old : 8,505: 2,667 2,703 1,676 2,047 2,088 6,391 6,467: 2,114 2,038
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 29, 2007 :
: 231: -25 -557 693 -236 140 431 275: -200 -44
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.4 31.8 19.7 24.1 24.5 75.1 76.0: 24.9 24.0
Old : 100.0: 31.4 31.8 19.7 24.1 24.5 75.1 76.0: 24.9 24.0
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 : 86: 25 25 20 20 27 60 63:
Old : 86: 25 25 20 20 27 60 63:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.5 17.2 35.7 29.3 23.5 16.4 33.0 25.4
Old : 23.5 17.2 35.7 29.3 23.5 16.4 33.0 25.4
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, June 5, 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 : 23,001: 7,903 2,725 2,572 7,713 5,640 18,188 10,937: 4,813 12,064
Old : 23,001: 7,903 2,725 2,572 7,713 5,640 18,188 10,937: 4,813 12,064
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 29, 2007 :
: 77: -173 711 -113 797 -521 510 77: -434 -0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.4 11.8 11.2 33.5 24.5 79.1 47.5: 20.9 52.5
Old : 100.0: 34.4 11.8 11.2 33.5 24.5 79.1 47.5: 20.9 52.5
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 : 129: 39 21 17 34 48 84 76:
Old : 129: 39 21 17 34 48 84 76:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.4 11.7 32.5 18.0 18.4 9.4 30.8 14.6
Old : 19.4 11.7 32.5 18.0 18.4 9.4 30.8 14.6
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, June 5, 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 : 206,576: 83,919 40,277 15,595 67,457 118,446 166,971 174,318: 39,605 32,258
Old : 206,576: 83,919 40,277 15,595 67,457 118,446 166,971 174,318: 39,605 32,258
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 29, 2007 :
: 1,412: -7,284 860 2,866 8,628 -3,001 4,210 725: -2,798 687
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.6 19.5 7.5 32.7 57.3 80.8 84.4: 19.2 15.6
Old : 100.0: 40.6 19.5 7.5 32.7 57.3 80.8 84.4: 19.2 15.6
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 : 103: 41 28 17 23 24 75 58:
Old : 103: 41 28 17 23 24 75 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 : 33.3 30.2 45.7 46.8 26.1 28.5 36.4 42.4
Old : 33.3 30.2 45.7 46.8 26.1 28.5 36.4 42.4
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, June 5, 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 : 103,680: 11,370 69,794 2,377 78,084 10,812 91,831 82,984: 11,849 20,696
Old : 103,680: 11,370 69,794 2,377 78,084 10,812 91,831 82,984: 11,849 20,696
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 29, 2007 :
: 2,022: 1,699 938 581 -545 1,782 1,734 3,301: 288 -1,279
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.0 67.3 2.3 75.3 10.4 88.6 80.0: 11.4 20.0
Old : 100.0: 11.0 67.3 2.3 75.3 10.4 88.6 80.0: 11.4 20.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 60: 11 32 4 11 11 24 45:
Old : 60: 11 32 4 11 11 24 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 : 65.3 38.0 75.6 47.8 64.3 38.0 73.9 47.8
Old : 65.3 38.0 75.6 47.8 64.3 38.0 73.9 47.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 5, 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 : 141,435: 97,363 6,309 3,297 30,603 127,721 131,263 137,327: 10,172 4,108
Old : 141,435: 97,363 6,309 3,297 30,603 127,721 131,263 137,327: 10,172 4,108
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 29, 2007 :
: 1,467: 2,625 -2,294 1,804 -3,278 1,127 1,151 637: 316 830
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.8 4.5 2.3 21.6 90.3 92.8 97.1: 7.2 2.9
Old : 100.0: 68.8 4.5 2.3 21.6 90.3 92.8 97.1: 7.2 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 : 114: 75 13 4 13 20 90 36:
Old : 114: 75 13 4 13 20 90 36:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.7 65.8 56.1 85.0 29.4 57.5 43.2 70.4
Old : 36.7 65.8 56.1 85.0 29.4 57.5 43.2 70.4
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, June 5, 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 : 154,765: 87,075 23,769 6,997 25,101 100,775 119,172 131,540: 35,593 23,225
Old : 154,765: 87,075 23,769 6,997 25,101 100,775 119,172 131,540: 35,593 23,225
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 29, 2007 :
: 13,494: 15,882 916 1,395 -5,250 9,738 12,027 12,049: 1,467 1,445
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.3 15.4 4.5 16.2 65.1 77.0 85.0: 23.0 15.0
Old : 100.0: 56.3 15.4 4.5 16.2 65.1 77.0 85.0: 23.0 15.0
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 : 89: 36 23 14 19 24 67 49:
Old : 89: 36 23 14 19 24 67 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 : 30.2 28.5 41.5 44.8 30.2 28.4 40.6 44.3
Old : 30.2 28.5 41.5 44.8 30.2 28.4 40.6 44.3
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, June 5, 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 : 346,279: 46,865 178,072 14,538 233,277 115,944 294,680 308,553: 51,599 37,725
Old : 346,279: 46,865 178,072 14,538 233,277 115,944 294,680 308,553: 51,599 37,725
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 29, 2007 :
: -6,695: 1,495 -19,817 936 -12,574 14,638 -10,143 -4,243: 3,448 -2,452
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.5 51.4 4.2 67.4 33.5 85.1 89.1: 14.9 10.9
Old : 100.0: 13.5 51.4 4.2 67.4 33.5 85.1 89.1: 14.9 10.9
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 : 159: 45 72 24 34 26 88 113:
Old : 159: 45 72 24 34 26 88 113:
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 : 43.0 30.9 56.6 44.3 42.3 27.1 51.7 38.4
Old : 43.0 30.9 56.6 44.3 42.3 27.1 51.7 38.4
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, June 5, 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 : 254,389: 114,919 30,676 28,203 45,914 149,285 189,036 208,165: 65,353 46,225
Old : 254,389: 114,919 30,676 28,203 45,914 149,285 189,036 208,165: 65,353 46,225
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 29, 2007 :
: 3,422: -5,571 1,567 1,752 4,815 -6,434 996 -3,116: 2,426 6,537
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.2 12.1 11.1 18.0 58.7 74.3 81.8: 25.7 18.2
Old : 100.0: 45.2 12.1 11.1 18.0 58.7 74.3 81.8: 25.7 18.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 156: 68 41 37 36 37 124 95:
Old : 156: 68 41 37 36 37 124 95:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.4 26.6 27.9 41.5 17.6 24.8 25.7 38.9
Old : 18.4 26.6 27.9 41.5 17.6 24.8 25.7 38.9
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, June 5, 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 : 27,528: 21,210 1,292 6 3,823 24,816 25,039 26,114: 2,489 1,414
Old : 27,528: 21,210 1,292 6 3,823 24,816 25,039 26,114: 2,489 1,414
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 29, 2007 :
: 3,732: 5,503 496 0 -1,775 3,286 3,728 3,782: 4 -50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.0 4.7 0.0 13.9 90.1 91.0 94.9: 9.0 5.1
Old : 100.0: 77.0 4.7 0.0 13.9 90.1 91.0 94.9: 9.0 5.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 43: 20 3 1 9 16 29 20:
Old : 43: 20 3 1 9 16 29 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 : 53.3 68.9 68.5 83.0 51.5 68.2 66.7 82.2
Old : 53.3 68.9 68.5 83.0 51.5 68.2 66.7 82.2
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, June 5, 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 : 57,033: 6,112 22,947 2,424 45,078 27,514 53,614 52,885: 3,419 4,148
Old : 57,033: 6,112 22,947 2,424 45,078 27,514 53,614 52,885: 3,419 4,148
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 29, 2007 :
: 4,462: -458 17,853 2,159 2,067 -16,845 3,768 3,167: 694 1,295
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.7 40.2 4.3 79.0 48.2 94.0 92.7: 6.0 7.3
Old : 100.0: 10.7 40.2 4.3 79.0 48.2 94.0 92.7: 6.0 7.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 3 1 3 14 10 18 13:
Old : 20: 3 1 3 14 10 18 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 : 46.1 77.1 65.9 89.3 42.5 59.6 56.5 64.9
Old : 46.1 77.1 65.9 89.3 42.5 59.6 56.5 64.9
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, June 5, 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 :21,172,776: 1,309,732 1,296,550 7,226,905 11,324,345 11,051,614 19,860,982 19,575,069: 1,311,795 1,597,707
Old :21,172,776: 1,309,732 1,296,550 7,226,905 11,324,345 11,051,614 19,860,982 19,575,069: 1,311,795 1,597,707
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 29, 2007 :
: 1,156,272: -16,442 99,016 900,296 177,468 120,071 1,061,323 1,119,383: 94,949 36,889
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.2 6.1 34.1 53.5 52.2 93.8 92.5: 6.2 7.5
Old : 100.0: 6.2 6.1 34.1 53.5 52.2 93.8 92.5: 6.2 7.5
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 : 364: 82 80 137 180 181 327 339:
Old : 364: 82 80 137 180 181 327 339:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.5 15.9 38.0 26.4 19.1 7.5 23.2 12.4
Old : 27.5 15.9 38.0 26.4 19.1 7.5 23.2 12.4
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, June 5, 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 : 862,336: 63,546 61,467 134,096 502,789 502,487 700,431 698,050: 161,905 164,287
Old : 862,336: 63,546 61,467 134,096 502,789 502,487 700,431 698,050: 161,905 164,287
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 29, 2007 :
: 43,484: 2,906 -322 23,882 7,335 17,921 34,124 41,481: 9,360 2,003
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.4 7.1 15.6 58.3 58.3 81.2 80.9: 18.8 19.1
Old : 100.0: 7.4 7.1 15.6 58.3 58.3 81.2 80.9: 18.8 19.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 217: 44 56 75 92 67 189 149:
Old : 217: 44 56 75 92 67 189 149:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.7 25.8 27.2 34.8 17.7 25.8 24.4 34.1
Old : 19.7 25.8 27.2 34.8 17.7 25.8 24.4 34.1
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, June 5, 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 : 2,523,534: 475,709 738,019 133,104 1,504,205 1,460,445 2,113,018 2,331,568: 410,516 191,966
Old : 2,523,534: 475,709 738,019 133,104 1,504,205 1,460,445 2,113,018 2,331,568: 410,516 191,966
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 29, 2007 :
: 226,114: 33,490 31,225 24,425 223,028 167,779 280,943 223,429: -54,829 2,685
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.9 29.2 5.3 59.6 57.9 83.7 92.4: 16.3 7.6
Old : 100.0: 18.9 29.2 5.3 59.6 57.9 83.7 92.4: 16.3 7.6
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 : 350: 91 118 87 95 104 239 257:
Old : 350: 91 118 87 95 104 239 257:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.4 21.1 33.4 31.9 16.2 14.8 24.8 24.8
Old : 23.4 21.1 33.4 31.9 16.2 14.8 24.8 24.8
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, June 5, 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 : 9,650: 891 0 0 6,144 7,203 7,035 7,203: 2,615 2,447
Old : 9,650: 891 0 0 6,144 7,203 7,035 7,203: 2,615 2,447
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 29, 2007 :
: 302: -17 0 0 275 -52 258 -52: 44 354
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.2 0.0 0.0 63.7 74.6 72.9 74.6: 27.1 25.4
Old : 100.0: 9.2 0.0 0.0 63.7 74.6 72.9 74.6: 27.1 25.4
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: 2 0 0 13 10 15 10:
Old : 22: 2 0 0 13 10 15 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 : 40.2 47.7 56.8 68.4 37.2 47.0 53.8 65.9
Old : 40.2 47.7 56.8 68.4 37.2 47.0 53.8 65.9
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, June 5, 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 : 96,681: 12,631 27,176 0 71,254 65,873 83,885 93,049: 12,796 3,632
Old : 96,681: 12,631 27,176 0 71,254 65,873 83,885 93,049: 12,796 3,632
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 29, 2007 :
: 5,620: 84 -179 0 3,944 6,394 4,028 6,215: 1,592 -595
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.1 28.1 0.0 73.7 68.1 86.8 96.2: 13.2 3.8
Old : 100.0: 13.1 28.1 0.0 73.7 68.1 86.8 96.2: 13.2 3.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 94: 16 13 0 43 39 59 52:
Old : 94: 16 13 0 43 39 59 52:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.0 46.7 47.2 64.6 30.4 45.8 46.1 63.4
Old : 31.0 46.7 47.2 64.6 30.4 45.8 46.1 63.4
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, June 5, 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 : 62,124: 7,037 13,949 188 47,513 37,219 54,738 51,356: 7,386 10,768
Old : 62,124: 7,037 13,949 188 47,513 37,219 54,738 51,356: 7,386 10,768
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 29, 2007 :
: -578: 1,432 -599 33 -1,841 -1,245 -376 -1,811: -201 1,233
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.3 22.5 0.3 76.5 59.9 88.1 82.7: 11.9 17.3
Old : 100.0: 11.3 22.5 0.3 76.5 59.9 88.1 82.7: 11.9 17.3
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 : 78: 11 21 5 28 28 42 51:
Old : 78: 11 21 5 28 28 42 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 : 47.3 38.3 65.9 52.5 47.1 35.8 65.4 49.4
Old : 47.3 38.3 65.9 52.5 47.1 35.8 65.4 49.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 5, 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 : 484,826: 163,345 197,574 8,771 267,310 254,909 439,426 461,255: 45,400 23,571
Old : 484,826: 163,345 197,574 8,771 267,310 254,909 439,426 461,255: 45,400 23,571
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 29, 2007 :
: 23,142: 17,621 21,988 -496 8,575 4,191 25,700 25,683: -2,558 -2,541
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.7 40.8 1.8 55.1 52.6 90.6 95.1: 9.4 4.9
Old : 100.0: 33.7 40.8 1.8 55.1 52.6 90.6 95.1: 9.4 4.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 251: 87 71 29 53 60 158 142:
Old : 251: 87 71 29 53 60 158 142:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.3 31.7 38.7 47.5 24.0 31.3 35.4 46.7
Old : 27.3 31.7 38.7 47.5 24.0 31.3 35.4 46.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 5, 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 : 124,824: 85,106 7,754 813 7,050 102,883 92,969 111,450: 31,855 13,374
Old : 124,824: 85,106 7,754 813 7,050 102,883 92,969 111,450: 31,855 13,374
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 29, 2007 :
: 24,668: 23,425 -14,454 -70 -4,156 40,099 19,198 25,574: 5,470 -907
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.2 6.2 0.7 5.6 82.4 74.5 89.3: 25.5 10.7
Old : 100.0: 68.2 6.2 0.7 5.6 82.4 74.5 89.3: 25.5 10.7
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 : 72: 40 10 3 11 18 52 30:
Old : 72: 40 10 3 11 18 52 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 : 24.5 43.0 36.4 63.9 24.5 42.9 36.4 63.2
Old : 24.5 43.0 36.4 63.9 24.5 42.9 36.4 63.2
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, June 5, 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 : 51,159: 2,408 8,192 500 43,586 36,974 46,494 45,666: 4,665 5,493
Old : 51,159: 2,408 8,192 500 43,586 36,974 46,494 45,666: 4,665 5,493
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 29, 2007 :
: 2,730: -365 -362 500 3,041 2,569 3,176 2,707: -446 23
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.7 16.0 1.0 85.2 72.3 90.9 89.3: 9.1 10.7
Old : 100.0: 4.7 16.0 1.0 85.2 72.3 90.9 89.3: 9.1 10.7
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 : 60: 4 17 1 25 23 29 41:
Old : 60: 4 17 1 25 23 29 41:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 67.5 45.5 77.1 62.9 65.8 45.4 75.3 62.8
Old : 67.5 45.5 77.1 62.9 65.8 45.4 75.3 62.8
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, June 5, 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 : 625,235: 71,903 262,910 21,697 516,687 313,554 610,287 598,161: 14,948 27,074
Old : 625,235: 71,903 262,910 21,697 516,687 313,554 610,287 598,161: 14,948 27,074
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 29, 2007 :
: 37,622: 5,603 3,706 3,814 27,928 30,347 37,345 37,867: 277 -245
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.5 42.0 3.5 82.6 50.1 97.6 95.7: 2.4 4.3
Old : 100.0: 11.5 42.0 3.5 82.6 50.1 97.6 95.7: 2.4 4.3
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 : 268: 43 117 60 57 82 153 207:
Old : 268: 43 117 60 57 82 153 207:
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 : 48.2 21.9 67.2 33.8 43.2 16.4 61.2 26.8
Old : 48.2 21.9 67.2 33.8 43.2 16.4 61.2 26.8
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, June 5, 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 : 83,457: 13,163 16,611 5,194 48,329 41,064 66,687 62,870: 16,770 20,587
Old : 83,457: 13,163 16,611 5,194 48,329 41,064 66,687 62,870: 16,770 20,587
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 29, 2007 :
: 25,191: 752 75 4,483 15,458 15,637 20,693 20,195: 4,498 4,997
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.8 19.9 6.2 57.9 49.2 79.9 75.3: 20.1 24.7
Old : 100.0: 15.8 19.9 6.2 57.9 49.2 79.9 75.3: 20.1 24.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 96: 23 23 18 30 33 66 65:
Old : 96: 23 23 18 30 33 66 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 : 24.2 33.1 39.2 44.3 16.7 24.5 28.6 30.1
Old : 24.2 33.1 39.2 44.3 16.7 24.5 28.6 30.1
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, June 5, 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 : 70,787: 23,701 4,800 1,232 28,582 35,824 53,515 41,856: 17,272 28,931
Old : 70,787: 23,701 4,800 1,232 28,582 35,824 53,515 41,856: 17,272 28,931
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 29, 2007 :
: 12,838: -1,180 -137 730 2,310 2,393 1,860 2,986: 10,978 9,852
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.5 6.8 1.7 40.4 50.6 75.6 59.1: 24.4 40.9
Old : 100.0: 33.5 6.8 1.7 40.4 50.6 75.6 59.1: 24.4 40.9
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: 24 7 5 25 24 50 35:
Old : 70: 24 7 5 25 24 50 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 : 27.7 35.1 41.7 45.0 27.7 30.0 39.9 39.8
Old : 27.7 35.1 41.7 45.0 27.7 30.0 39.9 39.8
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, June 5, 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 : 20,420: 5,048 1,038 270 14,409 18,503 19,727 19,811: 693 609
Old : 20,420: 5,048 1,038 270 14,409 18,503 19,727 19,811: 693 609
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 29, 2007 :
: 912: 576 187 0 289 604 865 791: 47 121
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.7 5.1 1.3 70.6 90.6 96.6 97.0: 3.4 3.0
Old : 100.0: 24.7 5.1 1.3 70.6 90.6 96.6 97.0: 3.4 3.0
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 : 25: 8 5 1 7 5 16 10:
Old : 25: 8 5 1 7 5 16 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 : 70.1 91.2 88.9 95.8 70.1 90.1 88.9 94.5
Old : 70.1 91.2 88.9 95.8 70.1 90.1 88.9 94.5
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, June 5, 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 : 60,595: 2,162 18,345 5,510 24,786 26,965 32,458 50,820: 28,137 9,775
Old : 60,595: 2,162 18,345 5,510 24,786 26,965 32,458 50,820: 28,137 9,775
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 29, 2007 :
: -1,054: -1 -620 -1,018 -266 -255 -1,285 -1,893: 231 839
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.6 30.3 9.1 40.9 44.5 53.6 83.9: 46.4 16.1
Old : 100.0: 3.6 30.3 9.1 40.9 44.5 53.6 83.9: 46.4 16.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 58: 6 20 11 24 24 39 47:
Old : 58: 6 20 11 24 24 39 47:
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 : 20.7 27.0 31.5 42.8 12.3 22.6 18.2 35.8
Old : 20.7 27.0 31.5 42.8 12.3 22.6 18.2 35.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 8, 2007