MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 19, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 49,495: 8,498 808 8,043 24,726 30,493 41,268 39,344: 8,227 10,151
Old : 49,495: 8,498 808 8,043 24,726 30,493 41,268 39,344: 8,227 10,151
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 12, 2007 :
: 1,076: 1,278 51 -267 104 1,003 1,115 787: -39 288
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.2 1.6 16.3 50.0 61.6 83.4 79.5: 16.6 20.5
Old : 100.0: 17.2 1.6 16.3 50.0 61.6 83.4 79.5: 16.6 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 : 70: 25 6 16 28 28 57 47:
Old : 70: 25 6 16 28 28 57 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 : 33.0 33.3 48.8 47.1 32.3 31.3 42.7 43.2
Old : 33.0 33.3 48.8 47.1 32.3 31.3 42.7 43.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 19, 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 : 186,925: 41,076 39,082 42,199 82,791 81,213 166,066 162,495: 20,859 24,431
Old : 152,088: 30,427 46,176 28,625 76,856 59,710 135,909 134,510: 16,179 17,578
Other: 34,837: 19,433 1,692 4,789 5,935 21,504 30,157 27,984: 4,680 6,853
: : :
: : Changes in Commitments from: June 12, 2007 :
: -6,979: -672 -931 -748 -1,243 -1,320 -2,663 -2,999: -4,316 -3,980
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.0 20.9 22.6 44.3 43.4 88.8 86.9: 11.2 13.1
Old : 100.0: 20.0 30.4 18.8 50.5 39.3 89.4 88.4: 10.6 11.6
Other: 100.0: 55.8 4.9 13.7 17.0 61.7 86.6 80.3: 13.4 19.7
: : :
:# Traders : Number of Traders in Each Category :
All : 220: 87 66 93 33 37 173 155:
Old : 211: 78 74 87 32 37 161 151:
Other: 104: 48 19 26 15 28 73 63:
:----------------------------------------------------------------------------------------------------
: 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 : 25.3 29.5 35.8 38.6 25.3 27.2 34.4 33.8
Old : 31.0 30.6 42.5 39.4 31.0 30.0 42.1 37.1
Other: 33.8 39.3 46.9 51.1 28.1 29.6 37.0 41.2
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 19, 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 : 262,445: 60,162 25,157 59,557 121,740 125,733 241,459 210,447: 20,986 51,998
Old : 262,445: 60,162 25,157 59,557 121,740 125,733 241,459 210,447: 20,986 51,998
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 12, 2007 :
: 147: 2,343 335 1,427 5 1,590 3,775 3,351: -3,629 -3,205
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.9 9.6 22.7 46.4 47.9 92.0 80.2: 8.0 19.8
Old : 100.0: 22.9 9.6 22.7 46.4 47.9 92.0 80.2: 8.0 19.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 315: 88 67 86 86 137 221 254:
Old : 315: 88 67 86 86 137 221 254:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.7 15.2 35.6 24.9 24.6 12.4 35.3 19.4
Old : 24.7 15.2 35.6 24.9 24.6 12.4 35.3 19.4
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 19, 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 : 8,916: 2,764 2,150 1,489 2,303 3,000 6,556 6,640: 2,360 2,276
Old : 8,916: 2,764 2,150 1,489 2,303 3,000 6,556 6,640: 2,360 2,276
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 12, 2007 :
: 10: 53 -392 -423 226 755 -143 -60: 153 69
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.0 24.1 16.7 25.8 33.7 73.5 74.5: 26.5 25.5
Old : 100.0: 31.0 24.1 16.7 25.8 33.7 73.5 74.5: 26.5 25.5
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 : 74: 26 19 14 19 27 52 53:
Old : 74: 26 19 14 19 27 52 53:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.2 19.0 35.4 31.8 23.2 16.5 32.8 25.9
Old : 23.2 19.0 35.4 31.8 23.2 16.5 32.8 25.9
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 19, 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 : 24,487: 7,893 4,386 3,368 8,669 5,052 19,930 12,807: 4,557 11,680
Old : 24,487: 7,893 4,386 3,368 8,669 5,052 19,930 12,807: 4,557 11,680
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 12, 2007 :
: 505: 54 586 431 247 -189 731 827: -227 -323
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.2 17.9 13.8 35.4 20.6 81.4 52.3: 18.6 47.7
Old : 100.0: 32.2 17.9 13.8 35.4 20.6 81.4 52.3: 18.6 47.7
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 : 130: 34 29 17 36 48 80 87:
Old : 130: 34 29 17 36 48 80 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 : 20.1 11.7 34.2 18.2 18.3 9.5 30.8 14.3
Old : 20.1 11.7 34.2 18.2 18.3 9.5 30.8 14.3
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 19, 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 : 255,794: 91,891 33,593 9,377 118,882 166,597 220,150 209,567: 35,644 46,227
Old : 255,794: 91,891 33,593 9,377 118,882 166,597 220,150 209,567: 35,644 46,227
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 12, 2007 :
: 12,096: -6,082 -2,873 -317 19,450 -1,309 13,052 -4,498: -956 16,594
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.9 13.1 3.7 46.5 65.1 86.1 81.9: 13.9 18.1
Old : 100.0: 35.9 13.1 3.7 46.5 65.1 86.1 81.9: 13.9 18.1
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 : 106: 44 28 18 24 23 81 56:
Old : 106: 44 28 18 24 23 81 56:
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 : 40.5 42.0 54.3 57.3 20.5 24.4 29.2 35.7
Old : 40.5 42.0 54.3 57.3 20.5 24.4 29.2 35.7
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 19, 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 : 113,212: 7,044 85,965 947 96,435 3,559 104,427 90,472: 8,786 22,741
Old : 113,212: 7,044 85,965 947 96,435 3,559 104,427 90,472: 8,786 22,741
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 12, 2007 :
: -44,410: -3,829 -3,531 -903 -36,068 -41,713 -40,801 -46,147: -3,609 1,737
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.2 75.9 0.8 85.2 3.1 92.2 79.9: 7.8 20.1
Old : 100.0: 6.2 75.9 0.8 85.2 3.1 92.2 79.9: 7.8 20.1
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 : 62: 8 41 3 10 6 19 49:
Old : 62: 8 41 3 10 6 19 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 : 70.8 34.3 85.7 46.0 70.8 34.3 84.9 46.0
Old : 70.8 34.3 85.7 46.0 70.8 34.3 84.9 46.0
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 19, 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 : 104,674: 69,496 4,923 468 25,752 96,470 95,716 101,861: 8,958 2,813
Old : 104,674: 69,496 4,923 468 25,752 96,470 95,716 101,861: 8,958 2,813
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 12, 2007 :
: -33,365: -3,102 -11,345 -3,924 -24,978 -16,150 -32,004 -31,419: -1,361 -1,946
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.4 4.7 0.4 24.6 92.2 91.4 97.3: 8.6 2.7
Old : 100.0: 66.4 4.7 0.4 24.6 92.2 91.4 97.3: 8.6 2.7
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 : 97: 61 11 3 8 22 69 36:
Old : 97: 61 11 3 8 22 69 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 : 43.2 69.4 58.3 82.5 30.4 48.7 41.5 60.9
Old : 43.2 69.4 58.3 82.5 30.4 48.7 41.5 60.9
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 19, 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 : 141,755: 92,867 21,030 4,799 15,343 95,438 113,009 121,267: 28,746 20,488
Old : 141,755: 92,867 21,030 4,799 15,343 95,438 113,009 121,267: 28,746 20,488
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 12, 2007 :
: 555: 28,682 -3,959 -1,979 -26,655 8,979 49 3,042: 506 -2,487
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.5 14.8 3.4 10.8 67.3 79.7 85.5: 20.3 14.5
Old : 100.0: 65.5 14.8 3.4 10.8 67.3 79.7 85.5: 20.3 14.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 83: 38 16 10 16 22 60 42:
Old : 83: 38 16 10 16 22 60 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 : 35.0 36.4 43.8 54.3 35.0 36.2 43.8 52.6
Old : 35.0 36.4 43.8 54.3 35.0 36.2 43.8 52.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 19, 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 : 342,767: 40,171 206,540 12,414 250,050 84,372 302,636 303,326: 40,132 39,441
Old : 342,767: 40,171 206,540 12,414 250,050 84,372 302,636 303,326: 40,132 39,441
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 12, 2007 :
: -67,649: -2,985 30,266 -161 -51,238 -96,023 -54,384 -65,918: -13,265 -1,731
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.7 60.3 3.6 73.0 24.6 88.3 88.5: 11.7 11.5
Old : 100.0: 11.7 60.3 3.6 73.0 24.6 88.3 88.5: 11.7 11.5
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 : 140: 35 66 16 28 26 70 101:
Old : 140: 35 66 16 28 26 70 101:
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 : 47.6 31.9 60.8 47.9 46.5 31.9 59.1 47.1
Old : 47.6 31.9 60.8 47.9 46.5 31.9 59.1 47.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 19, 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 : 208,623: 84,884 39,258 13,934 54,871 119,609 153,689 172,802: 54,934 35,822
Old : 208,623: 84,884 39,258 13,934 54,871 119,609 153,689 172,802: 54,934 35,822
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 12, 2007 :
: -42,985: -7,247 -4,409 -1,850 -23,606 -26,741 -32,703 -33,000: -10,283 -9,986
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.7 18.8 6.7 26.3 57.3 73.7 82.8: 26.3 17.2
Old : 100.0: 40.7 18.8 6.7 26.3 57.3 73.7 82.8: 26.3 17.2
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 : 136: 48 46 26 29 30 93 86:
Old : 136: 48 46 26 29 30 93 86:
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 : 24.1 39.0 32.7 48.8 23.8 38.8 32.4 48.5
Old : 24.1 39.0 32.7 48.8 23.8 38.8 32.4 48.5
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 19, 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 : 41,113: 26,386 2,070 397 11,530 36,852 38,313 39,319: 2,800 1,794
Old : 41,113: 26,386 2,070 397 11,530 36,852 38,313 39,319: 2,800 1,794
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 12, 2007 :
: -14,516: -1,587 493 379 -13,088 -15,358 -14,296 -14,486: -220 -30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.2 5.0 1.0 28.0 89.6 93.2 95.6: 6.8 4.4
Old : 100.0: 64.2 5.0 1.0 28.0 89.6 93.2 95.6: 6.8 4.4
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 : 36: 18 3 2 9 9 27 14:
Old : 36: 18 3 2 9 9 27 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 : 62.8 82.7 75.4 92.0 62.8 82.5 75.1 90.6
Old : 62.8 82.7 75.4 92.0 62.8 82.5 75.1 90.6
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 19, 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 : 68,994: 6,456 27,087 2,111 53,501 37,519 62,068 66,717: 6,926 2,277
Old : 68,994: 6,456 27,087 2,111 53,501 37,519 62,068 66,717: 6,926 2,277
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 12, 2007 :
: 10,388: 638 4,334 -474 6,985 8,995 7,149 12,855: 3,239 -2,467
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.4 39.3 3.1 77.5 54.4 90.0 96.7: 10.0 3.3
Old : 100.0: 9.4 39.3 3.1 77.5 54.4 90.0 96.7: 10.0 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 : 24: 4 2 3 14 12 19 16:
Old : 24: 4 2 3 14 12 19 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.6 65.4 70.5 87.8 52.0 59.4 64.4 77.6
Old : 52.6 65.4 70.5 87.8 52.0 59.4 64.4 77.6
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 19, 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 :18,322,133: 1,078,338 1,023,651 6,148,436 9,943,770 9,612,005 17,170,545 16,784,092: 1,151,589 1,538,042
Old :18,322,133: 1,078,338 1,023,651 6,148,436 9,943,770 9,612,005 17,170,545 16,784,092: 1,151,589 1,538,042
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 12, 2007 :
:-3,609,191: -199,934 -92,697 -1,670,521 -1,564,069 -1,746,546 -3,434,524 -3,509,765: -174,667 -99,426
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.9 5.6 33.6 54.3 52.5 93.7 91.6: 6.3 8.4
Old : 100.0: 5.9 5.6 33.6 54.3 52.5 93.7 91.6: 6.3 8.4
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 : 339: 73 72 124 172 173 306 317:
Old : 339: 73 72 124 172 173 306 317:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.1 14.5 39.1 24.7 21.9 7.6 25.5 12.8
Old : 29.1 14.5 39.1 24.7 21.9 7.6 25.5 12.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 19, 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 : 706,195: 49,667 80,566 76,216 454,357 431,007 580,241 587,790: 125,955 118,405
Old : 706,195: 49,667 80,566 76,216 454,357 431,007 580,241 587,790: 125,955 118,405
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 12, 2007 :
: -233,091: -12,902 11,633 -69,959 -98,080 -126,629 -180,941 -184,955: -52,150 -48,136
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.0 11.4 10.8 64.3 61.0 82.2 83.2: 17.8 16.8
Old : 100.0: 7.0 11.4 10.8 64.3 61.0 82.2 83.2: 17.8 16.8
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 : 198: 39 45 60 91 64 164 136:
Old : 198: 39 45 60 91 64 164 136:
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 : 21.1 24.2 29.4 35.7 20.9 24.1 28.7 35.5
Old : 21.1 24.2 29.4 35.7 20.9 24.1 28.7 35.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 19, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($50 X S&P 500 INDEX) :
: : :
All : 1,655,632: 386,432 432,474 63,278 984,920 1,001,603 1,434,631 1,497,355: 221,001 158,277
Old : 1,655,632: 386,432 432,474 63,278 984,920 1,001,603 1,434,631 1,497,355: 221,001 158,277
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 12, 2007 :
:-1,353,268: -70,952 -301,406 -153,195 -892,104 -744,695 -1,116,251 -1,199,296: -237,017 -153,972
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.3 26.1 3.8 59.5 60.5 86.7 90.4: 13.3 9.6
Old : 100.0: 23.3 26.1 3.8 59.5 60.5 86.7 90.4: 13.3 9.6
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 : 307: 76 104 58 80 92 194 216:
Old : 307: 76 104 58 80 92 194 216:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.0 21.0 34.3 31.1 15.8 18.0 26.8 24.9
Old : 22.0 21.0 34.3 31.1 15.8 18.0 26.8 24.9
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 19, 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 : 89,573: 12,901 28,367 0 65,222 58,444 78,123 86,811: 11,450 2,762
Old : 89,573: 12,901 28,367 0 65,222 58,444 78,123 86,811: 11,450 2,762
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 12, 2007 :
: -33,370: 720 -325 -685 -26,780 -27,016 -26,745 -28,026: -6,625 -5,344
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.4 31.7 0.0 72.8 65.2 87.2 96.9: 12.8 3.1
Old : 100.0: 14.4 31.7 0.0 72.8 65.2 87.2 96.9: 12.8 3.1
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 : 94: 20 14 0 34 38 54 52:
Old : 94: 20 14 0 34 38 54 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 : 33.8 38.5 55.2 54.3 33.4 37.9 53.9 53.7
Old : 33.8 38.5 55.2 54.3 33.4 37.9 53.9 53.7
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 19, 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 : 52,302: 6,010 15,501 93 37,788 31,860 43,891 47,454: 8,411 4,849
Old : 52,302: 6,010 15,501 93 37,788 31,860 43,891 47,454: 8,411 4,849
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 12, 2007 :
: -23,468: 763 1,584 -2,328 -17,421 -14,748 -18,986 -15,492: -4,482 -7,976
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.5 29.6 0.2 72.2 60.9 83.9 90.7: 16.1 9.3
Old : 100.0: 11.5 29.6 0.2 72.2 60.9 83.9 90.7: 16.1 9.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 62: 7 17 4 24 22 33 41:
Old : 62: 7 17 4 24 22 33 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 : 43.4 45.8 62.0 62.0 43.3 42.2 58.6 56.9
Old : 43.4 45.8 62.0 62.0 43.3 42.2 58.6 56.9
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 19, 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 : 361,455: 141,965 97,535 8,238 188,882 232,304 339,085 338,077: 22,370 23,378
Old : 361,455: 141,965 97,535 8,238 188,882 232,304 339,085 338,077: 22,370 23,378
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 12, 2007 :
: -251,720: -4,318 -106,739 -13,354 -195,743 -106,080 -213,415 -226,173: -38,304 -25,547
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.3 27.0 2.3 52.3 64.3 93.8 93.5: 6.2 6.5
Old : 100.0: 39.3 27.0 2.3 52.3 64.3 93.8 93.5: 6.2 6.5
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 : 211: 84 45 17 47 47 140 100:
Old : 211: 84 45 17 47 47 140 100:
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 : 28.4 30.4 39.4 46.9 27.4 29.5 36.9 43.8
Old : 28.4 30.4 39.4 46.9 27.4 29.5 36.9 43.8
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 19, 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 : 116,983: 75,187 10,203 1,621 7,783 95,224 84,591 107,047: 32,392 9,936
Old : 116,983: 75,187 10,203 1,621 7,783 95,224 84,591 107,047: 32,392 9,936
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 12, 2007 :
: -41,849: -15,256 -7,045 -442 -22,558 -30,639 -38,256 -38,125: -3,593 -3,724
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.3 8.7 1.4 6.7 81.4 72.3 91.5: 27.7 8.5
Old : 100.0: 64.3 8.7 1.4 6.7 81.4 72.3 91.5: 27.7 8.5
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 : 68: 39 11 4 7 14 47 28:
Old : 68: 39 11 4 7 14 47 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.7 60.7 38.7 74.8 25.7 60.1 38.7 74.1
Old : 25.7 60.7 38.7 74.8 25.7 60.1 38.7 74.1
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 19, 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 : 30,543: 743 7,639 0 25,180 17,599 25,923 25,238: 4,619 5,304
Old : 30,543: 743 7,639 0 25,180 17,599 25,923 25,238: 4,619 5,304
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 12, 2007 :
: -30,500: -1,677 -633 -1,361 -25,191 -25,963 -28,229 -27,957: -2,271 -2,543
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.4 25.0 0.0 82.4 57.6 84.9 82.6: 15.1 17.4
Old : 100.0: 2.4 25.0 0.0 82.4 57.6 84.9 82.6: 15.1 17.4
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 : 47: 2 17 0 19 16 21 33:
Old : 47: 2 17 0 19 16 21 33:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.8 34.9 69.6 51.2 49.9 33.5 64.7 49.4
Old : 54.8 34.9 69.6 51.2 49.9 33.5 64.7 49.4
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 19, 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 : 534,833: 76,786 230,970 13,242 427,591 265,661 517,619 509,873: 17,214 24,960
Old : 534,833: 76,786 230,970 13,242 427,591 265,661 517,619 509,873: 17,214 24,960
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 12, 2007 :
: -201,573: 11,452 -32,947 -16,207 -179,006 -136,212 -183,760 -185,366: -17,812 -16,207
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.4 43.2 2.5 79.9 49.7 96.8 95.3: 3.2 4.7
Old : 100.0: 14.4 43.2 2.5 79.9 49.7 96.8 95.3: 3.2 4.7
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 : 269: 41 121 45 51 82 130 210:
Old : 269: 41 121 45 51 82 130 210:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.3 19.2 77.8 32.6 52.1 19.0 73.1 30.9
Old : 56.3 19.2 77.8 32.6 52.1 19.0 73.1 30.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 19, 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 : 50,450: 10,081 14,913 2 29,918 24,495 40,001 39,410: 10,449 11,040
Old : 50,450: 10,081 14,913 2 29,918 24,495 40,001 39,410: 10,449 11,040
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 12, 2007 :
: 508: 1,134 1,949 -96 608 702 1,646 2,555: -1,138 -2,047
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.0 29.6 0.0 59.3 48.6 79.3 78.1: 20.7 21.9
Old : 100.0: 20.0 29.6 0.0 59.3 48.6 79.3 78.1: 20.7 21.9
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 : 73: 21 18 3 17 21 40 40:
Old : 73: 21 18 3 17 21 40 40:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.8 32.2 49.5 49.5 27.6 32.2 45.0 48.0
Old : 30.8 32.2 49.5 49.5 27.6 32.2 45.0 48.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 19, 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 : 38,741: 18,201 1,031 125 14,162 14,254 32,488 15,410: 6,253 23,331
Old : 38,741: 18,201 1,031 125 14,162 14,254 32,488 15,410: 6,253 23,331
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 12, 2007 :
: 718: 2,647 216 13 -618 -193 2,042 36: -1,324 682
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.0 2.7 0.3 36.6 36.8 83.9 39.8: 16.1 60.2
Old : 100.0: 47.0 2.7 0.3 36.6 36.8 83.9 39.8: 16.1 60.2
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 : 51: 23 3 1 13 13 36 17:
Old : 51: 23 3 1 13 13 36 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 : 38.6 24.1 52.3 32.4 38.6 22.0 52.3 30.2
Old : 38.6 24.1 52.3 32.4 38.6 22.0 52.3 30.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 19, 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 : 20,489: 5,697 926 270 13,813 18,681 19,780 19,877: 709 612
Old : 20,489: 5,697 926 270 13,813 18,681 19,780 19,877: 709 612
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 12, 2007 :
: -522: 649 -307 -49 -599 276 1 -80: -523 -442
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.8 4.5 1.3 67.4 91.2 96.5 97.0: 3.5 3.0
Old : 100.0: 27.8 4.5 1.3 67.4 91.2 96.5 97.0: 3.5 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: 9 4 1 7 5 17 9:
Old : 25: 9 4 1 7 5 17 9:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 67.7 93.0 87.5 96.5 67.7 91.7 87.5 95.2
Old : 67.7 93.0 87.5 96.5 67.7 91.7 87.5 95.2
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 19, 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 : 36,141: 2,289 8,157 2,904 18,363 16,824 23,556 27,885: 12,585 8,256
Old : 36,141: 2,289 8,157 2,904 18,363 16,824 23,556 27,885: 12,585 8,256
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 12, 2007 :
: -24,903: -3,380 -7,265 -1,408 -5,702 -11,944 -10,490 -20,617: -14,413 -4,286
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.3 22.6 8.0 50.8 46.6 65.2 77.2: 34.8 22.8
Old : 100.0: 6.3 22.6 8.0 50.8 46.6 65.2 77.2: 34.8 22.8
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 : 46: 7 11 7 22 23 33 37:
Old : 46: 7 11 7 22 23 33 37:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.2 25.6 44.4 42.7 20.5 23.5 27.6 37.0
Old : 29.2 25.6 44.4 42.7 20.5 23.5 27.6 37.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 22, 2007