BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 3, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 20,000 POUNDS) :
: : :
All : 4,505: 67 0 0 3,448 4,434 3,515 4,434: 990 71
Old : 4,505: 67 0 0 3,448 4,434 3,515 4,434: 990 71
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 26, 2007 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.5 0.0 0.0 76.5 98.4 78.0 98.4: 22.0 1.6
Old : 100.0: 1.5 0.0 0.0 76.5 98.4 78.0 98.4: 22.0 1.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 1 0 0 15 10 16 10:
Old : 20: 1 0 0 15 10 16 10:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.5 80.6 67.3 97.5 50.5 80.2 67.3 94.3
Old : 50.5 80.6 67.3 97.5 50.5 80.2 67.3 94.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 3, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 46,165: 6,226 1,074 6,948 26,060 29,148 39,235 37,169: 6,930 8,996
Old : 46,165: 6,226 1,074 6,948 26,060 29,148 39,235 37,169: 6,930 8,996
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 26, 2007 :
: -4,979: -1,707 345 -1,421 -366 -2,835 -3,494 -3,911: -1,485 -1,068
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.5 2.3 15.1 56.4 63.1 85.0 80.5: 15.0 19.5
Old : 100.0: 13.5 2.3 15.1 56.4 63.1 85.0 80.5: 15.0 19.5
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 : 65: 19 7 14 28 26 54 41:
Old : 65: 19 7 14 28 26 54 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 : 34.5 33.6 51.7 47.1 33.8 31.7 48.3 44.1
Old : 34.5 33.6 51.7 47.1 33.8 31.7 48.3 44.1
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, July 3, 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 : 183,293: 32,029 46,295 46,708 86,450 58,931 165,188 151,935: 18,106 31,359
Old : 134,314: 20,814 53,285 27,654 74,057 32,320 122,525 113,259: 11,789 21,055
Other: 48,979: 22,010 3,804 8,260 12,393 26,611 42,662 38,675: 6,317 10,304
: : :
: : Changes in Commitments from: June 26, 2007 :
: 1,062: -842 6,447 1,863 1,436 -9,991 2,457 -1,680: -1,396 2,742
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.5 25.3 25.5 47.2 32.2 90.1 82.9: 9.9 17.1
Old : 100.0: 15.5 39.7 20.6 55.1 24.1 91.2 84.3: 8.8 15.7
Other: 100.0: 44.9 7.8 16.9 25.3 54.3 87.1 79.0: 12.9 21.0
: : :
:# Traders : Number of Traders in Each Category :
All : 207: 58 79 80 35 36 142 162:
Old : 199: 49 88 68 33 36 125 157:
Other: 109: 41 24 36 21 31 78 77:
:----------------------------------------------------------------------------------------------------
: 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 15.9 37.8 25.2 25.7 12.4 35.9 19.9
Old : 32.9 13.9 47.1 23.8 32.9 12.7 46.7 21.6
Other: 29.3 31.3 43.2 42.6 22.7 20.4 32.7 29.2
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 3, 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 : 243,801: 50,715 31,397 55,090 119,651 110,643 225,455 197,129: 18,346 46,672
Old : 243,801: 50,715 31,397 55,090 119,651 110,643 225,455 197,129: 18,346 46,672
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 26, 2007 :
: -5,577: -3,038 3,554 -2,449 534 -4,343 -4,953 -3,238: -624 -2,339
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.8 12.9 22.6 49.1 45.4 92.5 80.9: 7.5 19.1
Old : 100.0: 20.8 12.9 22.6 49.1 45.4 92.5 80.9: 7.5 19.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 296: 80 73 77 76 127 196 240:
Old : 296: 80 73 77 76 127 196 240:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.2 15.4 37.9 24.8 26.2 11.9 37.8 19.1
Old : 26.2 15.4 37.9 24.8 26.2 11.9 37.8 19.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 3, 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 : 7,775: 2,758 1,993 1,137 1,855 2,486 5,750 5,616: 2,025 2,159
Old : 7,775: 2,758 1,993 1,137 1,855 2,486 5,750 5,616: 2,025 2,159
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 26, 2007 :
: -767: -87 -110 -58 -587 -567 -733 -736: -34 -31
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.5 25.6 14.6 23.9 32.0 74.0 72.2: 26.0 27.8
Old : 100.0: 35.5 25.6 14.6 23.9 32.0 74.0 72.2: 26.0 27.8
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 : 66: 20 21 12 14 21 44 45:
Old : 66: 20 21 12 14 21 44 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 : 28.1 22.1 42.6 35.5 26.9 18.9 38.0 28.4
Old : 28.1 22.1 42.6 35.5 26.9 18.9 38.0 28.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 3, 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 : 26,084: 7,843 4,139 4,544 7,893 4,741 20,280 13,423: 5,804 12,661
Old : 26,084: 7,843 4,139 4,544 7,893 4,741 20,280 13,423: 5,804 12,661
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 26, 2007 :
: 717: -49 -350 834 -1,002 -200 -217 284: 934 434
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.1 15.9 17.4 30.3 18.2 77.7 51.5: 22.3 48.5
Old : 100.0: 30.1 15.9 17.4 30.3 18.2 77.7 51.5: 22.3 48.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 129: 38 23 26 34 49 88 88:
Old : 129: 38 23 26 34 49 88 88:
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 : 19.0 12.4 30.9 19.1 17.5 9.2 28.1 14.3
Old : 19.0 12.4 30.9 19.1 17.5 9.2 28.1 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, July 3, 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 : 160,131: 78,896 14,547 10,221 32,733 109,132 121,850 133,901: 38,281 26,231
Old : 160,131: 78,896 14,547 10,221 32,733 109,132 121,850 133,901: 38,281 26,231
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 26, 2007 :
: 6,338: -2,654 1,646 2,470 2,880 1,271 2,696 5,387: 3,642 951
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.3 9.1 6.4 20.4 68.2 76.1 83.6: 23.9 16.4
Old : 100.0: 49.3 9.1 6.4 20.4 68.2 76.1 83.6: 23.9 16.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 93: 41 20 15 21 20 70 47:
Old : 93: 41 20 15 21 20 70 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 : 27.0 45.3 37.2 58.3 27.0 43.3 37.2 56.2
Old : 27.0 45.3 37.2 58.3 27.0 43.3 37.2 56.2
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, July 3, 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 : 98,066: 14,875 48,170 1,280 70,875 28,656 87,029 78,106: 11,036 19,959
Old : 98,066: 14,875 48,170 1,280 70,875 28,656 87,029 78,106: 11,036 19,959
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 26, 2007 :
: -6,742: 6,569 -18,736 99 -16,026 17,231 -9,359 -1,406: 2,617 -5,336
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.2 49.1 1.3 72.3 29.2 88.7 79.6: 11.3 20.4
Old : 100.0: 15.2 49.1 1.3 72.3 29.2 88.7 79.6: 11.3 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 : 56: 13 25 2 9 13 23 39:
Old : 56: 13 25 2 9 13 23 39:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 65.8 34.0 78.8 49.5 65.7 31.8 75.7 44.3
Old : 65.8 34.0 78.8 49.5 65.7 31.8 75.7 44.3
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, July 3, 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 : 94,589: 55,616 6,836 328 28,244 84,585 84,188 91,749: 10,401 2,840
Old : 94,589: 55,616 6,836 328 28,244 84,585 84,188 91,749: 10,401 2,840
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 26, 2007 :
: 1: 1,858 -4,942 -323 -2,589 5,060 -1,054 -205: 1,055 206
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.8 7.2 0.3 29.9 89.4 89.0 97.0: 11.0 3.0
Old : 100.0: 58.8 7.2 0.3 29.9 89.4 89.0 97.0: 11.0 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 : 93: 57 12 1 10 19 68 31:
Old : 93: 57 12 1 10 19 68 31:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.9 70.5 56.3 81.9 29.4 48.2 37.6 58.7
Old : 42.9 70.5 56.3 81.9 29.4 48.2 37.6 58.7
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, July 3, 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 : 175,644: 122,464 23,405 6,254 11,420 116,051 140,139 145,711: 35,506 29,934
Old : 175,644: 122,464 23,405 6,254 11,420 116,051 140,139 145,711: 35,506 29,934
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 26, 2007 :
: 6,164: 3,083 446 976 -475 -3,388 3,584 -1,965: 2,580 8,129
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.7 13.3 3.6 6.5 66.1 79.8 83.0: 20.2 17.0
Old : 100.0: 69.7 13.3 3.6 6.5 66.1 79.8 83.0: 20.2 17.0
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 : 96: 50 20 12 14 21 71 46:
Old : 96: 50 20 12 14 21 71 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 : 29.9 39.9 42.0 53.9 29.9 39.7 42.0 52.7
Old : 29.9 39.9 42.0 53.9 29.9 39.7 42.0 52.7
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, July 3, 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 : 363,819: 36,423 198,384 15,892 268,355 110,852 320,670 325,128: 43,149 38,691
Old : 363,819: 36,423 198,384 15,892 268,355 110,852 320,670 325,128: 43,149 38,691
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 26, 2007 :
: -23,742: -6,881 -39,036 1,205 -19,327 14,062 -25,003 -23,770: 1,261 28
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.0 54.5 4.4 73.8 30.5 88.1 89.4: 11.9 10.6
Old : 100.0: 10.0 54.5 4.4 73.8 30.5 88.1 89.4: 11.9 10.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 141: 33 66 17 31 26 73 100:
Old : 141: 33 66 17 31 26 73 100:
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 : 46.0 30.0 60.7 43.0 45.0 30.0 58.7 41.7
Old : 46.0 30.0 60.7 43.0 45.0 30.0 58.7 41.7
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, July 3, 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 : 227,524: 100,494 23,715 19,438 40,116 145,217 160,047 188,370: 67,477 39,155
Old : 227,524: 100,494 23,715 19,438 40,116 145,217 160,047 188,370: 67,477 39,155
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 26, 2007 :
: 15,966: 7,694 -1,853 4,403 -7,528 12,398 4,570 14,948: 11,396 1,018
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.2 10.4 8.5 17.6 63.8 70.3 82.8: 29.7 17.2
Old : 100.0: 44.2 10.4 8.5 17.6 63.8 70.3 82.8: 29.7 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 : 142: 58 39 31 28 35 103 88:
Old : 142: 58 39 31 28 35 103 88:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.4 38.2 28.1 48.6 19.2 37.7 27.0 48.0
Old : 19.4 38.2 28.1 48.6 19.2 37.7 27.0 48.0
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, July 3, 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 : 41,316: 25,511 2,617 380 11,608 36,383 37,499 39,380: 3,817 1,936
Old : 41,316: 25,511 2,617 380 11,608 36,383 37,499 39,380: 3,817 1,936
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 26, 2007 :
: -77: -1,116 -136 -41 467 -368 -690 -545: 613 468
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.7 6.3 0.9 28.1 88.1 90.8 95.3: 9.2 4.7
Old : 100.0: 61.7 6.3 0.9 28.1 88.1 90.8 95.3: 9.2 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 : 38: 15 9 1 8 9 23 19:
Old : 38: 15 9 1 8 9 23 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.7 83.5 76.3 88.6 62.7 82.3 75.9 87.4
Old : 62.7 83.5 76.3 88.6 62.7 82.3 75.9 87.4
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, July 3, 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 : 86,387: 12,887 29,105 2,241 64,743 51,985 79,871 83,331: 6,516 3,056
Old : 86,387: 12,887 29,105 2,241 64,743 51,985 79,871 83,331: 6,516 3,056
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 26, 2007 :
: 3,865: 3,089 -406 148 383 3,374 3,620 3,116: 245 749
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.9 33.7 2.6 74.9 60.2 92.5 96.5: 7.5 3.5
Old : 100.0: 14.9 33.7 2.6 74.9 60.2 92.5 96.5: 7.5 3.5
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 : 31: 6 2 2 18 15 25 18:
Old : 31: 6 2 2 18 15 25 18:
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 : 46.5 65.7 66.6 86.8 42.3 60.3 60.2 79.1
Old : 46.5 65.7 66.6 86.8 42.3 60.3 60.2 79.1
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, July 3, 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 :18,987,615: 1,189,341 780,960 6,489,866 10,168,270 10,226,958 17,847,477 17,497,784: 1,140,138 1,489,830
Old :18,987,615: 1,189,341 780,960 6,489,866 10,168,270 10,226,958 17,847,477 17,497,784: 1,140,138 1,489,830
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 26, 2007 :
: 214,146: -54,194 -83,863 205,196 39,970 53,900 190,972 175,234: 23,174 38,912
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.3 4.1 34.2 53.6 53.9 94.0 92.2: 6.0 7.8
Old : 100.0: 6.3 4.1 34.2 53.6 53.9 94.0 92.2: 6.0 7.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 340: 80 66 123 174 176 311 314:
Old : 340: 80 66 123 174 176 311 314:
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 : 28.0 15.0 37.9 25.5 21.2 7.8 24.8 13.3
Old : 28.0 15.0 37.9 25.5 21.2 7.8 24.8 13.3
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, July 3, 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 : 722,068: 52,374 87,605 91,155 455,985 436,097 599,514 614,857: 122,554 107,211
Old : 722,068: 52,374 87,605 91,155 455,985 436,097 599,514 614,857: 122,554 107,211
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 26, 2007 :
: -29,175: -664 -2,221 -15,023 -1,833 -7,137 -17,519 -24,380: -11,656 -4,795
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.3 12.1 12.6 63.1 60.4 83.0 85.2: 17.0 14.8
Old : 100.0: 7.3 12.1 12.6 63.1 60.4 83.0 85.2: 17.0 14.8
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 : 217: 41 60 73 94 62 184 148:
Old : 217: 41 60 73 94 62 184 148:
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 : 19.8 24.0 28.0 35.7 19.6 23.9 26.7 35.1
Old : 19.8 24.0 28.0 35.7 19.6 23.9 26.7 35.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 3, 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 : 1,739,484: 349,304 504,038 119,390 1,078,797 964,871 1,547,491 1,588,299: 191,993 151,185
Old : 1,739,484: 349,304 504,038 119,390 1,078,797 964,871 1,547,491 1,588,299: 191,993 151,185
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 26, 2007 :
: -23,158: -37,631 32,806 13,488 84,626 -45,310 60,482 983: -83,640 -24,141
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.1 29.0 6.9 62.0 55.5 89.0 91.3: 11.0 8.7
Old : 100.0: 20.1 29.0 6.9 62.0 55.5 89.0 91.3: 11.0 8.7
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 : 317: 70 110 74 93 94 214 227:
Old : 317: 70 110 74 93 94 214 227:
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 19.3 32.2 28.0 14.8 15.8 25.7 22.6
Old : 21.2 19.3 32.2 28.0 14.8 15.8 25.7 22.6
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, July 3, 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 : 90,150: 10,484 29,274 0 68,690 57,822 79,174 87,096: 10,976 3,054
Old : 90,150: 10,484 29,274 0 68,690 57,822 79,174 87,096: 10,976 3,054
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 26, 2007 :
: 3,434: -598 273 -3 4,544 3,736 3,943 4,006: -509 -572
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.6 32.5 0.0 76.2 64.1 87.8 96.6: 12.2 3.4
Old : 100.0: 11.6 32.5 0.0 76.2 64.1 87.8 96.6: 12.2 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 : 91: 13 17 0 37 38 50 55:
Old : 91: 13 17 0 37 38 50 55:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.9 38.1 57.4 54.3 35.5 37.2 55.8 53.3
Old : 35.9 38.1 57.4 54.3 35.5 37.2 55.8 53.3
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, July 3, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NASDAQ 100 INDEX X $100) :
: : :
All : 62,943: 7,516 16,797 161 44,670 36,748 52,347 53,707: 10,597 9,237
Old : 62,943: 7,516 16,797 161 44,670 36,748 52,347 53,707: 10,597 9,237
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 26, 2007 :
: 6,512: 2,120 707 8 4,997 4,256 7,125 4,971: -614 1,540
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.9 26.7 0.3 71.0 58.4 83.2 85.3: 16.8 14.7
Old : 100.0: 11.9 26.7 0.3 71.0 58.4 83.2 85.3: 16.8 14.7
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 : 66: 10 15 5 27 22 39 40:
Old : 66: 10 15 5 27 22 39 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 : 42.3 43.4 59.9 61.8 42.3 40.3 58.5 55.7
Old : 42.3 43.4 59.9 61.8 42.3 40.3 58.5 55.7
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, July 3, 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 : 401,838: 138,854 91,688 11,253 228,158 270,855 378,265 373,796: 23,572 28,041
Old : 401,838: 138,854 91,688 11,253 228,158 270,855 378,265 373,796: 23,572 28,041
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 26, 2007 :
: 26,857: 15,176 -5,102 1,800 11,902 36,390 28,878 33,088: -2,021 -6,230
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.6 22.8 2.8 56.8 67.4 94.1 93.0: 5.9 7.0
Old : 100.0: 34.6 22.8 2.8 56.8 67.4 94.1 93.0: 5.9 7.0
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 : 222: 85 54 20 45 48 142 110:
Old : 222: 85 54 20 45 48 142 110:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.6 35.5 39.3 48.3 26.5 35.2 36.9 47.6
Old : 28.6 35.5 39.3 48.3 26.5 35.2 36.9 47.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 3, 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 : 111,519: 68,053 10,261 1,032 10,992 89,568 80,077 100,861: 31,442 10,658
Old : 111,519: 68,053 10,261 1,032 10,992 89,568 80,077 100,861: 31,442 10,658
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 26, 2007 :
: -1,844: -5,261 3,700 7 5,926 -3,715 672 -9: -2,516 -1,836
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.0 9.2 0.9 9.9 80.3 71.8 90.4: 28.2 9.6
Old : 100.0: 61.0 9.2 0.9 9.9 80.3 71.8 90.4: 28.2 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 : 67: 39 9 3 11 12 51 23:
Old : 67: 39 9 3 11 12 51 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.3 64.0 32.0 77.9 20.3 61.4 31.6 75.2
Old : 20.3 64.0 32.0 77.9 20.3 61.4 31.6 75.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE Code-239741
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 3, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (RUSSEL 2000 INDEX X $500) :
: : :
All : 36,763: 238 8,081 0 31,272 23,421 31,510 31,502: 5,254 5,262
Old : 36,763: 238 8,081 0 31,272 23,421 31,510 31,502: 5,254 5,262
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 26, 2007 :
: 4,134: -10 334 0 3,796 3,558 3,786 3,892: 348 242
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.6 22.0 0.0 85.1 63.7 85.7 85.7: 14.3 14.3
Old : 100.0: 0.6 22.0 0.0 85.1 63.7 85.7 85.7: 14.3 14.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 51: 1 18 0 20 19 21 37:
Old : 51: 1 18 0 20 19 21 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 : 61.3 33.5 72.7 51.6 57.2 32.3 68.6 49.7
Old : 61.3 33.5 72.7 51.6 57.2 32.3 68.6 49.7
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, July 3, 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 : 560,043: 77,218 252,907 13,209 454,581 265,919 545,009 532,036: 15,035 28,008
Old : 560,043: 77,218 252,907 13,209 454,581 265,919 545,009 532,036: 15,035 28,008
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 26, 2007 :
: 18,616: 4,432 11,157 -2,031 19,634 6,831 22,035 15,957: -3,419 2,658
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.8 45.2 2.4 81.2 47.5 97.3 95.0: 2.7 5.0
Old : 100.0: 13.8 45.2 2.4 81.2 47.5 97.3 95.0: 2.7 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 : 284: 36 141 62 55 77 149 222:
Old : 284: 36 141 62 55 77 149 222:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.8 18.7 75.4 30.8 49.7 18.2 70.2 28.5
Old : 53.8 18.7 75.4 30.8 49.7 18.2 70.2 28.5
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, July 3, 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 : 51,337: 12,775 13,721 2 27,632 25,850 40,410 39,573: 10,927 11,764
Old : 51,337: 12,775 13,721 2 27,632 25,850 40,410 39,573: 10,927 11,764
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 26, 2007 :
: 742: 480 -800 0 121 2,414 602 1,615: 140 -873
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.9 26.7 0.0 53.8 50.4 78.7 77.1: 21.3 22.9
Old : 100.0: 24.9 26.7 0.0 53.8 50.4 78.7 77.1: 21.3 22.9
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 : 77: 24 19 3 20 17 46 37:
Old : 77: 24 19 3 20 17 46 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 : 27.0 37.4 42.9 54.3 27.0 32.7 40.2 49.6
Old : 27.0 37.4 42.9 54.3 27.0 32.7 40.2 49.6
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, July 3, 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 : 39,803: 20,895 2,686 103 14,468 18,520 35,466 21,309: 4,337 18,494
Old : 39,803: 20,895 2,686 103 14,468 18,520 35,466 21,309: 4,337 18,494
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 26, 2007 :
: -1,362: 1,480 1,564 -128 1,303 -499 2,655 937: -4,017 -2,299
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.5 6.7 0.3 36.3 46.5 89.1 53.5: 10.9 46.5
Old : 100.0: 52.5 6.7 0.3 36.3 46.5 89.1 53.5: 10.9 46.5
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 : 58: 26 4 1 14 15 40 20:
Old : 58: 26 4 1 14 15 40 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 : 38.3 34.1 54.0 43.6 38.1 32.8 51.3 41.2
Old : 38.3 34.1 54.0 43.6 38.1 32.8 51.3 41.2
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, July 3, 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 : 20,281: 5,389 1,122 275 13,715 18,363 19,379 19,760: 902 521
Old : 20,281: 5,389 1,122 275 13,715 18,363 19,379 19,760: 902 521
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 26, 2007 :
: 78: -220 167 5 101 -101 -114 71: 192 7
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.6 5.5 1.4 67.6 90.5 95.6 97.4: 4.4 2.6
Old : 100.0: 26.6 5.5 1.4 67.6 90.5 95.6 97.4: 4.4 2.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 7 5 3 8 4 17 10:
Old : 24: 7 5 3 8 4 17 10:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 68.7 93.8 87.8 96.9 68.7 92.5 87.8 95.5
Old : 68.7 93.8 87.8 96.9 68.7 92.5 87.8 95.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE Code-597741
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 3, 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 : 38,534: 5,105 8,824 3,129 18,813 17,081 27,047 29,034: 11,487 9,500
Old : 38,534: 5,105 8,824 3,129 18,813 17,081 27,047 29,034: 11,487 9,500
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 26, 2007 :
: 955: 1,953 600 -93 -425 693 1,435 1,200: -480 -245
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.2 22.9 8.1 48.8 44.3 70.2 75.3: 29.8 24.7
Old : 100.0: 13.2 22.9 8.1 48.8 44.3 70.2 75.3: 29.8 24.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 52: 9 13 7 22 23 35 40:
Old : 52: 9 13 7 22 23 35 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 : 29.8 23.6 44.0 40.7 22.4 21.7 33.1 35.4
Old : 29.8 23.6 44.0 40.7 22.4 21.7 33.1 35.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 9, 2007