MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 12, 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 : 48,419: 7,221 757 8,310 24,622 29,490 40,153 38,557: 8,267 9,862
Old : 48,419: 7,221 757 8,310 24,622 29,490 40,153 38,557: 8,267 9,862
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 5, 2007 :
: 1,501: 1,489 -69 446 -491 1,350 1,444 1,727: 57 -226
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.9 1.6 17.2 50.9 60.9 82.9 79.6: 17.1 20.4
Old : 100.0: 14.9 1.6 17.2 50.9 60.9 82.9 79.6: 17.1 20.4
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 : 68: 24 5 17 28 27 56 46:
Old : 68: 24 5 17 28 27 56 46:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.4 32.8 48.9 47.3 32.8 30.6 43.4 42.8
Old : 33.4 32.8 48.9 47.3 32.8 30.6 43.4 42.8
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 12, 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 : 193,904: 41,747 40,014 42,947 84,034 82,533 168,729 165,494: 25,175 28,410
Old : 165,652: 32,827 45,661 33,631 78,594 64,818 145,052 144,111: 20,600 21,542
Other: 28,252: 15,848 1,280 2,388 5,440 17,715 23,677 21,383: 4,575 6,869
: : :
: : Changes in Commitments from: June 5, 2007 :
: 250: 1,654 2,593 -3,566 -416 -1,295 -2,328 -2,268: 2,579 2,519
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.5 20.6 22.1 43.3 42.6 87.0 85.3: 13.0 14.7
Old : 100.0: 19.8 27.6 20.3 47.4 39.1 87.6 87.0: 12.4 13.0
Other: 100.0: 56.1 4.5 8.5 19.3 62.7 83.8 75.7: 16.2 24.3
: : :
:# Traders : Number of Traders in Each Category :
All : 216: 80 74 88 32 36 164 154:
Old : 212: 70 85 81 31 36 154 152:
Other: 89: 39 15 24 15 25 64 54:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.7 31.0 36.3 39.0 24.7 27.9 34.7 33.7
Old : 28.9 31.8 40.8 39.9 28.9 30.4 39.8 36.8
Other: 38.4 40.9 48.9 54.0 31.2 30.1 40.3 43.2
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 12, 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 : 262,298: 57,819 24,822 58,130 121,735 124,143 237,684 207,096: 24,615 55,202
Old : 262,298: 57,819 24,822 58,130 121,735 124,143 237,684 207,096: 24,615 55,202
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 5, 2007 :
: -7,248: -2,676 -82 -1,764 -2,402 -5,780 -6,841 -7,626: -407 378
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.0 9.5 22.2 46.4 47.3 90.6 79.0: 9.4 21.0
Old : 100.0: 22.0 9.5 22.2 46.4 47.3 90.6 79.0: 9.4 21.0
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 : 311: 88 60 87 87 131 225 245:
Old : 311: 88 60 87 87 131 225 245:
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 : 24.9 15.6 35.9 25.4 24.8 12.9 35.5 19.6
Old : 24.9 15.6 35.9 25.4 24.8 12.9 35.5 19.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 12, 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 : 8,906: 2,710 2,542 1,912 2,077 2,245 6,699 6,699: 2,207 2,207
Old : 8,906: 2,710 2,542 1,912 2,077 2,245 6,699 6,699: 2,207 2,207
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 5, 2007 :
: 401: 43 -161 235 30 158 309 233: 92 168
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.4 28.5 21.5 23.3 25.2 75.2 75.2: 24.8 24.8
Old : 100.0: 30.4 28.5 21.5 23.3 25.2 75.2 75.2: 24.8 24.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 79: 22 24 19 20 25 56 59:
Old : 79: 22 24 19 20 25 56 59:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.4 16.9 34.5 29.1 22.4 15.1 32.4 24.0
Old : 22.4 16.9 34.5 29.1 22.4 15.1 32.4 24.0
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 12, 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 : 23,982: 7,838 3,800 2,937 8,422 5,241 19,198 11,979: 4,784 12,003
Old : 23,982: 7,838 3,800 2,937 8,422 5,241 19,198 11,979: 4,784 12,003
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 5, 2007 :
: 981: -65 1,076 365 710 -399 1,010 1,042: -29 -61
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.7 15.8 12.2 35.1 21.9 80.1 50.0: 19.9 50.0
Old : 100.0: 32.7 15.8 12.2 35.1 21.9 80.1 50.0: 19.9 50.0
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 : 129: 33 29 18 34 50 79 87:
Old : 129: 33 29 18 34 50 79 87:
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 : 19.2 10.8 32.0 17.0 18.0 9.4 30.3 14.2
Old : 19.2 10.8 32.0 17.0 18.0 9.4 30.3 14.2
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 12, 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 : 243,699: 97,973 36,466 9,694 99,432 167,905 207,099 214,065: 36,600 29,634
Old : 243,699: 97,973 36,466 9,694 99,432 167,905 207,099 214,065: 36,600 29,634
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 5, 2007 :
: 37,123: 14,054 -3,811 -5,901 31,975 49,460 40,128 39,748: -3,005 -2,625
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.2 15.0 4.0 40.8 68.9 85.0 87.8: 15.0 12.2
Old : 100.0: 40.2 15.0 4.0 40.8 68.9 85.0 87.8: 15.0 12.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 107: 45 26 19 23 24 80 59:
Old : 107: 45 26 19 23 24 80 59:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.3 39.0 52.2 57.5 22.9 28.3 31.7 41.7
Old : 41.3 39.0 52.2 57.5 22.9 28.3 31.7 41.7
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 12, 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 : 157,623: 10,873 89,496 1,851 132,503 45,272 145,228 136,619: 12,395 21,004
Old : 157,623: 10,873 89,496 1,851 132,503 45,272 145,228 136,619: 12,395 21,004
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 5, 2007 :
: 53,943: -497 19,702 -527 54,420 34,460 53,396 53,635: 546 307
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.9 56.8 1.2 84.1 28.7 92.1 86.7: 7.9 13.3
Old : 100.0: 6.9 56.8 1.2 84.1 28.7 92.1 86.7: 7.9 13.3
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 : 72: 12 42 6 14 14 29 59:
Old : 72: 12 42 6 14 14 29 59:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 72.6 44.6 81.4 54.7 55.3 29.8 61.8 37.2
Old : 72.6 44.6 81.4 54.7 55.3 29.8 61.8 37.2
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 12, 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 : 138,039: 72,598 16,268 4,392 50,730 112,620 127,720 133,280: 10,319 4,759
Old : 138,039: 72,598 16,268 4,392 50,730 112,620 127,720 133,280: 10,319 4,759
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 5, 2007 :
: -3,396: -24,765 9,959 1,095 20,127 -15,101 -3,543 -4,047: 147 651
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.6 11.8 3.2 36.8 81.6 92.5 96.6: 7.5 3.4
Old : 100.0: 52.6 11.8 3.2 36.8 81.6 92.5 96.6: 7.5 3.4
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 : 104: 59 17 9 14 24 79 45:
Old : 104: 59 17 9 14 24 79 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 : 40.0 55.9 58.2 76.5 29.7 43.7 43.4 58.5
Old : 40.0 55.9 58.2 76.5 29.7 43.7 43.4 58.5
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 12, 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 : 141,200: 64,185 24,988 6,777 41,998 86,459 112,960 118,225: 28,240 22,975
Old : 141,200: 64,185 24,988 6,777 41,998 86,459 112,960 118,225: 28,240 22,975
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 5, 2007 :
: -13,565: -22,890 1,219 -219 16,897 -14,315 -6,212 -13,315: -7,353 -250
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.5 17.7 4.8 29.7 61.2 80.0 83.7: 20.0 16.3
Old : 100.0: 45.5 17.7 4.8 29.7 61.2 80.0 83.7: 20.0 16.3
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 : 81: 32 18 14 24 25 62 51:
Old : 81: 32 18 14 24 25 62 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 : 28.6 32.0 42.0 48.0 22.9 27.2 33.3 41.0
Old : 28.6 32.0 42.0 48.0 22.9 27.2 33.3 41.0
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 12, 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 : 410,416: 43,157 176,274 12,575 301,288 180,396 357,020 369,244: 53,397 41,172
Old : 410,416: 43,157 176,274 12,575 301,288 180,396 357,020 369,244: 53,397 41,172
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 5, 2007 :
: 64,138: -3,709 -1,798 -1,963 68,011 64,452 62,340 60,691: 1,798 3,447
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.5 43.0 3.1 73.4 44.0 87.0 90.0: 13.0 10.0
Old : 100.0: 10.5 43.0 3.1 73.4 44.0 87.0 90.0: 13.0 10.0
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 : 151: 44 67 21 36 25 89 104:
Old : 151: 44 67 21 36 25 89 104:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.6 37.3 58.6 52.9 33.1 23.1 41.7 32.7
Old : 44.6 37.3 58.6 52.9 33.1 23.1 41.7 32.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 12, 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 : 251,609: 92,131 43,667 15,784 78,477 146,350 186,392 205,801: 65,216 45,807
Old : 251,609: 92,131 43,667 15,784 78,477 146,350 186,392 205,801: 65,216 45,807
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 5, 2007 :
: -2,781: -22,788 12,991 -12,419 32,564 -2,935 -2,644 -2,363: -137 -418
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.6 17.4 6.3 31.2 58.2 74.1 81.8: 25.9 18.2
Old : 100.0: 36.6 17.4 6.3 31.2 58.2 74.1 81.8: 25.9 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 : 147: 59 41 35 36 34 108 97:
Old : 147: 59 41 35 36 34 108 97:
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 28.3 28.6 41.2 17.4 22.4 25.0 32.8
Old : 19.7 28.3 28.6 41.2 17.4 22.4 25.0 32.8
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 12, 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 : 55,629: 27,973 1,577 18 24,618 52,210 52,609 53,805: 3,020 1,824
Old : 55,629: 27,973 1,577 18 24,618 52,210 52,609 53,805: 3,020 1,824
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 5, 2007 :
: 28,101: 6,763 285 12 20,795 27,394 27,570 27,691: 531 410
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.3 2.8 0.0 44.3 93.9 94.6 96.7: 5.4 3.3
Old : 100.0: 50.3 2.8 0.0 44.3 93.9 94.6 96.7: 5.4 3.3
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 : 43: 21 2 1 10 17 31 20:
Old : 43: 21 2 1 10 17 31 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 : 68.0 69.2 78.0 87.9 35.5 35.7 43.1 49.7
Old : 68.0 69.2 78.0 87.9 35.5 35.7 43.1 49.7
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 12, 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 : 58,606: 5,818 22,753 2,585 46,516 28,524 54,919 53,862: 3,687 4,744
Old : 58,606: 5,818 22,753 2,585 46,516 28,524 54,919 53,862: 3,687 4,744
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 5, 2007 :
: 1,573: -294 -194 161 1,438 1,010 1,305 977: 268 596
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.9 38.8 4.4 79.4 48.7 93.7 91.9: 6.3 8.1
Old : 100.0: 9.9 38.8 4.4 79.4 48.7 93.7 91.9: 6.3 8.1
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 : 22: 3 1 3 16 12 20 15:
Old : 22: 3 1 3 16 12 20 15:
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 : 45.8 73.0 65.6 85.5 42.3 59.3 55.5 63.9
Old : 45.8 73.0 65.6 85.5 42.3 59.3 55.5 63.9
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 12, 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 :21,931,324: 1,278,273 1,116,348 7,818,957 11,507,839 11,358,551 20,605,069 20,293,856: 1,326,256 1,637,468
Old :21,931,324: 1,278,273 1,116,348 7,818,957 11,507,839 11,358,551 20,605,069 20,293,856: 1,326,256 1,637,468
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 5, 2007 :
: 758,548: -31,459 -180,202 592,052 183,494 306,937 744,087 718,787: 14,461 39,761
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.8 5.1 35.7 52.5 51.8 94.0 92.5: 6.0 7.5
Old : 100.0: 5.8 5.1 35.7 52.5 51.8 94.0 92.5: 6.0 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 : 358: 86 73 133 178 180 323 333:
Old : 358: 86 73 133 178 180 323 333:
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 16.3 38.1 26.9 18.7 7.4 22.0 12.1
Old : 27.5 16.3 38.1 26.9 18.7 7.4 22.0 12.1
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 12, 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 : 939,286: 62,569 68,933 146,176 552,437 557,636 761,181 772,745: 178,105 166,542
Old : 939,286: 62,569 68,933 146,176 552,437 557,636 761,181 772,745: 178,105 166,542
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 5, 2007 :
: 76,950: -977 7,466 12,079 49,648 55,150 60,750 74,695: 16,200 2,255
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.7 7.3 15.6 58.8 59.4 81.0 82.3: 19.0 17.7
Old : 100.0: 6.7 7.3 15.6 58.8 59.4 81.0 82.3: 19.0 17.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 221: 47 57 81 100 70 198 160:
Old : 221: 47 57 81 100 70 198 160:
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 : 18.1 25.0 25.1 34.2 16.3 23.7 22.5 31.6
Old : 18.1 25.0 25.1 34.2 16.3 23.7 22.5 31.6
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 12, 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 : 3,008,900: 457,385 733,880 216,473 1,877,024 1,746,298 2,550,882 2,696,651: 458,018 312,249
Old : 3,008,900: 457,385 733,880 216,473 1,877,024 1,746,298 2,550,882 2,696,651: 458,018 312,249
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 5, 2007 :
: 485,366: -18,324 -4,139 83,369 372,819 285,853 437,864 365,083: 47,502 120,283
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.2 24.4 7.2 62.4 58.0 84.8 89.6: 15.2 10.4
Old : 100.0: 15.2 24.4 7.2 62.4 58.0 84.8 89.6: 15.2 10.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 345: 105 106 111 114 104 273 267:
Old : 345: 105 106 111 114 104 273 267:
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 : 23.5 19.6 33.7 29.6 16.2 11.8 23.6 19.3
Old : 23.5 19.6 33.7 29.6 16.2 11.8 23.6 19.3
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 12, 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 : 11,882: 953 0 0 7,666 8,626 8,619 8,626: 3,263 3,256
Old : 11,882: 953 0 0 7,666 8,626 8,619 8,626: 3,263 3,256
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 5, 2007 :
: 2,232: 62 0 0 1,522 1,423 1,584 1,423: 648 809
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.0 0.0 0.0 64.5 72.6 72.5 72.6: 27.5 27.4
Old : 100.0: 8.0 0.0 0.0 64.5 72.6 72.5 72.6: 27.5 27.4
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 : 23: 2 0 0 14 14 16 14:
Old : 23: 2 0 0 14 14 16 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.6 41.6 53.6 62.3 30.4 38.2 44.1 53.4
Old : 37.6 41.6 53.6 62.3 30.4 38.2 44.1 53.4
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 12, 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 : 122,943: 12,181 28,692 685 92,002 85,460 104,868 114,837: 18,075 8,106
Old : 122,943: 12,181 28,692 685 92,002 85,460 104,868 114,837: 18,075 8,106
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 5, 2007 :
: 26,262: -450 1,516 685 20,748 19,587 20,983 21,788: 5,279 4,474
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.9 23.3 0.6 74.8 69.5 85.3 93.4: 14.7 6.6
Old : 100.0: 9.9 23.3 0.6 74.8 69.5 85.3 93.4: 14.7 6.6
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 : 96: 17 15 2 45 42 63 59:
Old : 96: 17 15 2 45 42 63 59:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.7 42.1 43.3 55.3 23.8 36.1 38.4 48.1
Old : 25.7 42.1 43.3 55.3 23.8 36.1 38.4 48.1
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 12, 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 : 75,770: 5,247 13,916 2,421 55,209 46,608 62,877 62,946: 12,893 12,825
Old : 75,770: 5,247 13,916 2,421 55,209 46,608 62,877 62,946: 12,893 12,825
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 5, 2007 :
: 13,647: -1,790 -33 2,233 7,696 9,390 8,139 11,590: 5,508 2,057
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.9 18.4 3.2 72.9 61.5 83.0 83.1: 17.0 16.9
Old : 100.0: 6.9 18.4 3.2 72.9 61.5 83.0 83.1: 17.0 16.9
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 : 74: 10 20 9 31 30 47 54:
Old : 74: 10 20 9 31 30 47 54:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.7 36.9 54.4 50.7 39.5 31.7 52.8 43.3
Old : 39.7 36.9 54.4 50.7 39.5 31.7 52.8 43.3
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 12, 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 : 613,175: 146,283 204,274 21,592 384,625 338,384 552,501 564,250: 60,674 48,925
Old : 613,175: 146,283 204,274 21,592 384,625 338,384 552,501 564,250: 60,674 48,925
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 5, 2007 :
: 128,349: -17,062 6,700 12,821 117,316 83,475 113,075 102,995: 15,274 25,354
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.9 33.3 3.5 62.7 55.2 90.1 92.0: 9.9 8.0
Old : 100.0: 23.9 33.3 3.5 62.7 55.2 90.1 92.0: 9.9 8.0
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 : 251: 81 75 37 62 70 165 160:
Old : 251: 81 75 37 62 70 165 160:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.6 26.5 41.1 42.4 25.0 24.5 33.3 37.1
Old : 30.6 26.5 41.1 42.4 25.0 24.5 33.3 37.1
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 12, 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 : 158,832: 90,443 17,247 2,063 30,341 125,863 122,847 145,173: 35,985 13,660
Old : 158,832: 90,443 17,247 2,063 30,341 125,863 122,847 145,173: 35,985 13,660
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 5, 2007 :
: 34,008: 5,337 9,494 1,249 23,291 22,979 29,877 33,722: 4,131 286
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.9 10.9 1.3 19.1 79.2 77.3 91.4: 22.7 8.6
Old : 100.0: 56.9 10.9 1.3 19.1 79.2 77.3 91.4: 22.7 8.6
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 : 75: 44 10 4 10 17 55 30:
Old : 75: 44 10 4 10 17 55 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 : 30.0 50.4 42.5 68.6 21.6 38.5 31.1 55.9
Old : 30.0 50.4 42.5 68.6 21.6 38.5 31.1 55.9
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 12, 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 : 61,042: 2,420 8,272 1,361 50,371 43,562 54,152 53,195: 6,890 7,847
Old : 61,042: 2,420 8,272 1,361 50,371 43,562 54,152 53,195: 6,890 7,847
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 5, 2007 :
: 9,883: 12 80 861 6,785 6,588 7,658 7,529: 2,226 2,355
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.0 13.6 2.2 82.5 71.4 88.7 87.1: 11.3 12.9
Old : 100.0: 4.0 13.6 2.2 82.5 71.4 88.7 87.1: 11.3 12.9
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 : 62: 4 17 3 27 28 33 47:
Old : 62: 4 17 3 27 28 33 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 : 60.8 40.5 70.3 57.2 57.7 38.9 65.7 53.7
Old : 60.8 40.5 70.3 57.2 57.7 38.9 65.7 53.7
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 12, 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 : 736,405: 65,334 263,917 29,449 606,597 401,873 701,380 695,239: 35,026 41,166
Old : 736,405: 65,334 263,917 29,449 606,597 401,873 701,380 695,239: 35,026 41,166
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 5, 2007 :
: 111,171: -6,570 1,007 7,751 89,911 88,320 91,092 97,078: 20,078 14,093
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.9 35.8 4.0 82.4 54.6 95.2 94.4: 4.8 5.6
Old : 100.0: 8.9 35.8 4.0 82.4 54.6 95.2 94.4: 4.8 5.6
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 : 286: 51 125 73 66 87 169 233:
Old : 286: 51 125 73 66 87 169 233:
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 24.9 68.7 35.4 37.1 13.2 52.0 22.4
Old : 46.1 24.9 68.7 35.4 37.1 13.2 52.0 22.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 12, 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 : 49,943: 8,947 12,963 98 29,310 23,794 38,356 36,856: 11,587 13,087
Old : 49,943: 8,947 12,963 98 29,310 23,794 38,356 36,856: 11,587 13,087
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 5, 2007 :
: -33,514: -4,216 -3,647 -5,096 -19,019 -17,270 -28,331 -26,014: -5,183 -7,500
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.9 26.0 0.2 58.7 47.6 76.8 73.8: 23.2 26.2
Old : 100.0: 17.9 26.0 0.2 58.7 47.6 76.8 73.8: 23.2 26.2
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 : 72: 19 19 4 19 20 39 42:
Old : 72: 19 19 4 19 20 39 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 : 27.9 28.8 48.4 43.6 27.8 28.8 45.7 43.6
Old : 27.9 28.8 48.4 43.6 27.8 28.8 45.7 43.6
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 12, 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 : 38,023: 15,554 815 112 14,780 14,447 30,446 15,374: 7,577 22,649
Old : 38,023: 15,554 815 112 14,780 14,447 30,446 15,374: 7,577 22,649
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 5, 2007 :
: -32,764: -8,147 -3,985 -1,120 -13,802 -21,377 -23,069 -26,482: -9,695 -6,282
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.9 2.1 0.3 38.9 38.0 80.1 40.4: 19.9 59.6
Old : 100.0: 40.9 2.1 0.3 38.9 38.0 80.1 40.4: 19.9 59.6
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 : 45: 17 3 1 13 13 30 17:
Old : 45: 17 3 1 13 13 30 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 : 38.0 22.8 53.9 33.4 38.0 22.8 53.9 31.7
Old : 38.0 22.8 53.9 33.4 38.0 22.8 53.9 31.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 12, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (GSCI X $250) :
: : :
All : 21,011: 5,048 1,233 319 14,412 18,405 19,779 19,957: 1,232 1,054
Old : 21,011: 5,048 1,233 319 14,412 18,405 19,779 19,957: 1,232 1,054
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 5, 2007 :
: 591: 0 195 49 3 -98 52 146: 539 445
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.0 5.9 1.5 68.6 87.6 94.1 95.0: 5.9 5.0
Old : 100.0: 24.0 5.9 1.5 68.6 87.6 94.1 95.0: 5.9 5.0
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 : 26: 8 6 3 7 5 18 11:
Old : 26: 8 6 3 7 5 18 11:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 68.1 88.2 86.3 92.9 68.1 87.1 86.3 91.4
Old : 68.1 88.2 86.3 92.9 68.1 87.1 86.3 91.4
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 12, 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 : 61,044: 5,669 15,422 4,312 24,065 28,768 34,046 48,502: 26,998 12,542
Old : 61,044: 5,669 15,422 4,312 24,065 28,768 34,046 48,502: 26,998 12,542
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 5, 2007 :
: 449: 3,507 -2,923 -1,198 -721 1,803 1,588 -2,318: -1,139 2,767
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.3 25.3 7.1 39.4 47.1 55.8 79.5: 44.2 20.5
Old : 100.0: 9.3 25.3 7.1 39.4 47.1 55.8 79.5: 44.2 20.5
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 : 57: 8 18 10 25 25 40 46:
Old : 57: 8 18 10 25 25 40 46:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.2 28.7 31.9 42.7 14.2 26.4 22.4 39.3
Old : 21.2 28.7 31.9 42.7 14.2 26.4 22.4 39.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 15, 2007