BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 14, 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 : 4,252: 296 0 0 3,004 4,139 3,300 4,139: 952 113
Old : 4,252: 296 0 0 3,004 4,139 3,300 4,139: 952 113
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 7, 2007 :
: -11: 77 0 0 -38 -37 39 -37: -50 26
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.0 0.0 0.0 70.6 97.3 77.6 97.3: 22.4 2.7
Old : 100.0: 7.0 0.0 0.0 70.6 97.3 77.6 97.3: 22.4 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 : 23: 4 0 0 14 10 18 10:
Old : 23: 4 0 0 14 10 18 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 : 45.9 81.7 63.3 95.2 45.9 81.5 63.3 92.4
Old : 45.9 81.7 63.3 95.2 45.9 81.5 63.3 92.4
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, August 14, 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 : 42,714: 5,994 1,091 5,741 24,393 27,660 36,129 34,493: 6,584 8,221
Old : 42,714: 5,994 1,091 5,741 24,393 27,660 36,129 34,493: 6,584 8,221
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 7, 2007 :
: 432: 592 207 -283 204 599 513 523: -81 -91
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.0 2.6 13.4 57.1 64.8 84.6 80.8: 15.4 19.2
Old : 100.0: 14.0 2.6 13.4 57.1 64.8 84.6 80.8: 15.4 19.2
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 : 68: 19 8 16 31 28 57 45:
Old : 68: 19 8 16 31 28 57 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 : 37.2 33.5 54.0 48.3 37.2 31.9 50.2 45.8
Old : 37.2 33.5 54.0 48.3 37.2 31.9 50.2 45.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 14, 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 : 196,957: 35,203 21,256 49,805 94,680 93,719 179,689 164,781: 17,268 32,177
Old : 90,698: 18,690 39,632 9,241 57,372 28,373 85,302 77,246: 5,396 13,452
Other: 106,259: 39,885 4,996 17,192 37,309 65,346 94,387 87,534: 11,872 18,724
: : :
: : Changes in Commitments from: August 7, 2007 :
: 3,689: -765 -364 3,289 1,857 5,204 4,381 8,129: -692 -4,440
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.9 10.8 25.3 48.1 47.6 91.2 83.7: 8.8 16.3
Old : 100.0: 20.6 43.7 10.2 63.3 31.3 94.1 85.2: 5.9 14.8
Other: 100.0: 37.5 4.7 16.2 35.1 61.5 88.8 82.4: 11.2 17.6
: : :
:# Traders : Number of Traders in Each Category :
All : 209: 69 53 73 36 53 152 147:
Old : 187: 41 76 32 28 51 91 137:
Other: 159: 74 17 40 31 49 117 97:
:----------------------------------------------------------------------------------------------------
: 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 : 24.6 22.2 36.2 31.9 23.3 16.2 32.7 23.5
Old : 41.6 14.1 55.7 25.5 41.6 13.8 54.4 24.4
Other: 25.1 32.4 35.6 42.8 17.4 20.9 25.4 29.9
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 14, 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 : 242,788: 53,756 28,261 49,540 119,231 119,123 222,526 196,923: 20,262 45,865
Old : 242,788: 53,756 28,261 49,540 119,231 119,123 222,526 196,923: 20,262 45,865
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 7, 2007 :
: -16,246: -10,708 25 -3,204 -1,579 -7,938 -15,490 -11,117: -756 -5,129
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.1 11.6 20.4 49.1 49.1 91.7 81.1: 8.3 18.9
Old : 100.0: 22.1 11.6 20.4 49.1 49.1 91.7 81.1: 8.3 18.9
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 : 288: 94 40 77 74 125 210 214:
Old : 288: 94 40 77 74 125 210 214:
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 : 25.5 16.2 37.7 24.7 25.5 14.7 37.6 21.8
Old : 25.5 16.2 37.7 24.7 25.5 14.7 37.6 21.8
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, August 14, 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 : 8,394: 2,162 2,357 1,617 2,661 2,329 6,441 6,304: 1,952 2,090
Old : 8,394: 2,162 2,357 1,617 2,661 2,329 6,441 6,304: 1,952 2,090
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 7, 2007 :
: -424: -507 70 -191 56 -259 -642 -379: 217 -45
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.8 28.1 19.3 31.7 27.8 76.7 75.1: 23.3 24.9
Old : 100.0: 25.8 28.1 19.3 31.7 27.8 76.7 75.1: 23.3 24.9
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 : 80: 23 21 15 19 27 52 58:
Old : 80: 23 21 15 19 27 52 58:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.1 20.5 41.5 33.9 24.1 17.4 32.6 25.4
Old : 28.1 20.5 41.5 33.9 24.1 17.4 32.6 25.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 14, 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 : 31,951: 11,262 2,734 6,444 8,105 6,049 25,811 15,227: 6,141 16,724
Old : 31,951: 11,262 2,734 6,444 8,105 6,049 25,811 15,227: 6,141 16,724
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 7, 2007 :
: -1,701: -1,448 -476 -333 72 -588 -1,709 -1,397: 8 -304
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.2 8.6 20.2 25.4 18.9 80.8 47.7: 19.2 52.3
Old : 100.0: 35.2 8.6 20.2 25.4 18.9 80.8 47.7: 19.2 52.3
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 : 136: 48 24 31 36 42 103 84:
Old : 136: 48 24 31 36 42 103 84:
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 : 16.1 9.5 25.3 16.3 13.2 6.7 21.7 10.6
Old : 16.1 9.5 25.3 16.3 13.2 6.7 21.7 10.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 14, 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 : 149,263: 68,161 18,632 10,933 35,658 93,144 114,752 122,709: 34,512 26,554
Old : 149,263: 68,161 18,632 10,933 35,658 93,144 114,752 122,709: 34,512 26,554
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 7, 2007 :
: -781: -4,861 -1,127 2,292 2,080 -6,186 -489 -5,022: -291 4,241
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.7 12.5 7.3 23.9 62.4 76.9 82.2: 23.1 17.8
Old : 100.0: 45.7 12.5 7.3 23.9 62.4 76.9 82.2: 23.1 17.8
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 : 83: 34 14 14 29 20 69 42:
Old : 83: 34 14 14 29 20 69 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 : 23.8 45.3 36.3 55.5 21.9 42.9 33.9 53.0
Old : 23.8 45.3 36.3 55.5 21.9 42.9 33.9 53.0
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, August 14, 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 : 120,196: 26,119 39,845 2,076 73,542 66,402 101,737 108,323: 18,459 11,873
Old : 120,196: 26,119 39,845 2,076 73,542 66,402 101,737 108,323: 18,459 11,873
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 7, 2007 :
: -4,418: -8,212 3,154 328 6,412 -4,960 -1,472 -1,478: -2,946 -2,940
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.7 33.2 1.7 61.2 55.2 84.6 90.1: 15.4 9.9
Old : 100.0: 21.7 33.2 1.7 61.2 55.2 84.6 90.1: 15.4 9.9
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 : 63: 21 21 3 11 15 34 37:
Old : 63: 21 21 3 11 15 34 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 : 56.1 40.3 67.6 60.8 55.9 36.9 66.8 57.4
Old : 56.1 40.3 67.6 60.8 55.9 36.9 66.8 57.4
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, August 14, 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 : 94,014: 26,630 14,915 643 61,276 73,010 88,549 88,568: 5,465 5,446
Old : 94,014: 26,630 14,915 643 61,276 73,010 88,549 88,568: 5,465 5,446
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 7, 2007 :
: -566: -527 4,128 -251 3,932 -6,474 3,154 -2,597: -3,720 2,031
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.3 15.9 0.7 65.2 77.7 94.2 94.2: 5.8 5.8
Old : 100.0: 28.3 15.9 0.7 65.2 77.7 94.2 94.2: 5.8 5.8
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 : 83: 33 23 3 16 17 50 42:
Old : 83: 33 23 3 16 17 50 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 : 51.6 67.2 69.9 75.2 37.0 40.8 46.7 48.6
Old : 51.6 67.2 69.9 75.2 37.0 40.8 46.7 48.6
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, August 14, 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 : 131,600: 58,648 17,188 7,608 35,701 86,010 101,957 110,806: 29,642 20,794
Old : 131,600: 58,648 17,188 7,608 35,701 86,010 101,957 110,806: 29,642 20,794
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 7, 2007 :
: -3,887: -14,599 -1,748 723 9,671 -539 -4,205 -1,564: 318 -2,323
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.6 13.1 5.8 27.1 65.4 77.5 84.2: 22.5 15.8
Old : 100.0: 44.6 13.1 5.8 27.1 65.4 77.5 84.2: 22.5 15.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 80: 32 20 10 20 19 58 43:
Old : 80: 32 20 10 20 19 58 43:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.6 34.5 46.7 51.0 36.6 32.7 46.6 48.8
Old : 36.6 34.5 46.7 51.0 36.6 32.7 46.6 48.8
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, August 14, 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 : 325,796: 53,039 79,927 21,944 205,735 194,672 280,718 296,543: 45,078 29,253
Old : 325,796: 53,039 79,927 21,944 205,735 194,672 280,718 296,543: 45,078 29,253
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 7, 2007 :
: 19,044: 10,347 -2,385 4,481 7,008 19,075 21,836 21,172: -2,792 -2,128
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.3 24.5 6.7 63.1 59.8 86.2 91.0: 13.8 9.0
Old : 100.0: 16.3 24.5 6.7 63.1 59.8 86.2 91.0: 13.8 9.0
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 : 127: 40 45 21 29 27 81 81:
Old : 127: 40 45 21 29 27 81 81:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.2 45.9 57.2 57.6 42.5 44.7 53.5 56.3
Old : 44.2 45.9 57.2 57.6 42.5 44.7 53.5 56.3
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, August 14, 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 : 252,741: 91,247 27,365 22,545 80,596 167,005 194,388 216,915: 58,353 35,826
Old : 252,741: 91,247 27,365 22,545 80,596 167,005 194,388 216,915: 58,353 35,826
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 7, 2007 :
: -3,584: -20,423 -3,796 3,511 19,251 -1,555 2,339 -1,840: -5,923 -1,744
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.1 10.8 8.9 31.9 66.1 76.9 85.8: 23.1 14.2
Old : 100.0: 36.1 10.8 8.9 31.9 66.1 76.9 85.8: 23.1 14.2
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 : 146: 65 34 31 35 32 112 85:
Old : 146: 65 34 31 35 32 112 85:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.1 38.3 39.9 51.4 31.4 36.5 38.7 48.7
Old : 32.1 38.3 39.9 51.4 31.4 36.5 38.7 48.7
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, August 14, 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 : 31,708: 16,345 2,308 0 12,769 27,971 29,114 30,279: 2,594 1,429
Old : 31,708: 16,345 2,308 0 12,769 27,971 29,114 30,279: 2,594 1,429
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 7, 2007 :
: -908: -1,433 1,190 0 209 -2,028 -1,224 -838: 316 -70
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.5 7.3 0.0 40.3 88.2 91.8 95.5: 8.2 4.5
Old : 100.0: 51.5 7.3 0.0 40.3 88.2 91.8 95.5: 8.2 4.5
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 : 35: 14 4 0 11 11 25 15:
Old : 35: 14 4 0 11 11 25 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.8 70.4 78.3 84.7 64.8 68.0 78.3 82.4
Old : 64.8 70.4 78.3 84.7 64.8 68.0 78.3 82.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 14, 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 :22,501,306: 1,680,178 736,650 8,042,635 11,417,529 12,323,511 21,140,343 21,102,796: 1,360,963 1,398,510
Old :22,501,306: 1,680,178 736,650 8,042,635 11,417,529 12,323,511 21,140,343 21,102,796: 1,360,963 1,398,510
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 7, 2007 :
: 506,156: -252,337 -129,823 468,057 138,792 106,774 354,512 445,008: 151,643 61,148
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.5 3.3 35.7 50.7 54.8 94.0 93.8: 6.0 6.2
Old : 100.0: 7.5 3.3 35.7 50.7 54.8 94.0 93.8: 6.0 6.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 364: 83 72 135 190 191 342 337:
Old : 364: 83 72 135 190 191 342 337:
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 : 22.7 15.0 33.5 26.7 16.4 7.7 19.3 13.5
Old : 22.7 15.0 33.5 26.7 16.4 7.7 19.3 13.5
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, August 14, 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 : 903,270: 55,136 98,997 185,250 504,077 487,607 744,462 771,853: 158,808 131,417
Old : 903,270: 55,136 98,997 185,250 504,077 487,607 744,462 771,853: 158,808 131,417
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 7, 2007 :
: 75,299: -1,963 9,203 36,846 25,144 18,669 60,027 64,718: 15,272 10,581
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.1 11.0 20.5 55.8 54.0 82.4 85.5: 17.6 14.5
Old : 100.0: 6.1 11.0 20.5 55.8 54.0 82.4 85.5: 17.6 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 : 231: 58 61 83 92 63 191 166:
Old : 231: 58 61 83 92 63 191 166:
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 : 16.4 19.4 24.3 29.1 16.0 19.3 22.0 28.0
Old : 16.4 19.4 24.3 29.1 16.0 19.3 22.0 28.0
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, August 14, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($50 X S&P 500 INDEX) :
: : :
All : 2,388,533: 358,209 672,057 239,077 1,584,084 1,280,627 2,181,369 2,191,761: 207,164 196,772
Old : 2,388,533: 358,209 672,057 239,077 1,584,084 1,280,627 2,181,369 2,191,761: 207,164 196,772
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 7, 2007 :
: 77,793: 33,132 12,847 24,313 73,385 89,850 130,831 127,010: -53,038 -49,218
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.0 28.1 10.0 66.3 53.6 91.3 91.8: 8.7 8.2
Old : 100.0: 15.0 28.1 10.0 66.3 53.6 91.3 91.8: 8.7 8.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 359: 76 133 88 103 109 237 272:
Old : 359: 76 133 88 103 109 237 272:
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 : 26.4 16.5 35.7 25.7 20.1 12.4 29.4 20.0
Old : 26.4 16.5 35.7 25.7 20.1 12.4 29.4 20.0
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, August 14, 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 : 83,249: 6,267 25,836 0 70,901 53,940 77,168 79,776: 6,081 3,473
Old : 83,249: 6,267 25,836 0 70,901 53,940 77,168 79,776: 6,081 3,473
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 7, 2007 :
: -2,778: -1,706 -1,069 0 -20 -259 -1,726 -1,328: -1,052 -1,450
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.5 31.0 0.0 85.2 64.8 92.7 95.8: 7.3 4.2
Old : 100.0: 7.5 31.0 0.0 85.2 64.8 92.7 95.8: 7.3 4.2
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 : 87: 9 15 0 34 39 43 54:
Old : 87: 9 15 0 34 39 43 54:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.0 39.6 65.3 54.4 42.6 38.9 64.1 53.8
Old : 43.0 39.6 65.3 54.4 42.6 38.9 64.1 53.8
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, August 14, 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 : 67,939: 3,537 21,767 152 57,164 35,094 60,853 57,012: 7,085 10,926
Old : 67,939: 3,537 21,767 152 57,164 35,094 60,853 57,012: 7,085 10,926
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 7, 2007 :
: 422: -1,508 1,168 67 1,766 -1,221 325 13: 98 409
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.2 32.0 0.2 84.1 51.7 89.6 83.9: 10.4 16.1
Old : 100.0: 5.2 32.0 0.2 84.1 51.7 89.6 83.9: 10.4 16.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 70: 8 21 3 29 21 39 43:
Old : 70: 8 21 3 29 21 39 43:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.6 40.5 64.1 59.1 44.6 37.3 58.2 52.0
Old : 44.6 40.5 64.1 59.1 44.6 37.3 58.2 52.0
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, August 14, 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 : 442,205: 144,566 115,549 22,342 221,463 286,095 388,371 423,986: 53,834 18,219
Old : 442,205: 144,566 115,549 22,342 221,463 286,095 388,371 423,986: 53,834 18,219
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 7, 2007 :
: -17,859: -6,297 14,252 -1,254 -10,637 -24,840 -18,189 -11,843: 329 -6,016
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.7 26.1 5.1 50.1 64.7 87.8 95.9: 12.2 4.1
Old : 100.0: 32.7 26.1 5.1 50.1 64.7 87.8 95.9: 12.2 4.1
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 : 233: 74 67 31 48 57 138 139:
Old : 233: 74 67 31 48 57 138 139:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.2 35.1 43.9 49.0 29.3 34.9 39.8 48.7
Old : 30.2 35.1 43.9 49.0 29.3 34.9 39.8 48.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 14, 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 : 107,280: 42,572 19,123 2,070 35,006 75,934 79,648 97,126: 27,633 10,154
Old : 107,280: 42,572 19,123 2,070 35,006 75,934 79,648 97,126: 27,633 10,154
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 7, 2007 :
: -5,459: -10,399 -3,173 1,060 2,716 -2,497 -6,623 -4,610: 1,164 -848
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.7 17.8 1.9 32.6 70.8 74.2 90.5: 25.8 9.5
Old : 100.0: 39.7 17.8 1.9 32.6 70.8 74.2 90.5: 25.8 9.5
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 : 54: 25 8 4 12 17 38 28:
Old : 54: 25 8 4 12 17 38 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 : 29.9 65.7 46.2 77.9 27.0 64.6 40.8 73.5
Old : 29.9 65.7 46.2 77.9 27.0 64.6 40.8 73.5
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, August 14, 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 : 57,983: 372 10,349 11 49,874 42,046 50,257 52,407: 7,726 5,577
Old : 57,983: 372 10,349 11 49,874 42,046 50,257 52,407: 7,726 5,577
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 7, 2007 :
: 1,587: 5 -99 1 1,048 1,445 1,054 1,347: 533 240
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.6 17.8 0.0 86.0 72.5 86.7 90.4: 13.3 9.6
Old : 100.0: 0.6 17.8 0.0 86.0 72.5 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 : 59: 2 21 2 24 20 27 42:
Old : 59: 2 21 2 24 20 27 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 : 55.1 42.8 74.1 59.8 53.9 42.0 71.7 59.0
Old : 55.1 42.8 74.1 59.8 53.9 42.0 71.7 59.0
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, August 14, 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 : 679,175: 59,611 260,708 22,103 581,036 352,537 662,750 635,347: 16,425 43,828
Old : 679,175: 59,611 260,708 22,103 581,036 352,537 662,750 635,347: 16,425 43,828
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 7, 2007 :
: -28,317: -3,654 -27,144 1,898 -28,552 -8,565 -30,309 -33,811: 1,992 5,494
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.8 38.4 3.3 85.6 51.9 97.6 93.5: 2.4 6.5
Old : 100.0: 8.8 38.4 3.3 85.6 51.9 97.6 93.5: 2.4 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 : 299: 45 142 66 51 91 137 258:
Old : 299: 45 142 66 51 91 137 258:
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 : 46.3 16.1 74.8 26.5 43.5 14.0 66.9 22.5
Old : 46.3 16.1 74.8 26.5 43.5 14.0 66.9 22.5
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, August 14, 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 : 55,029: 12,299 16,018 35 32,213 28,182 44,547 44,236: 10,482 10,793
Old : 55,029: 12,299 16,018 35 32,213 28,182 44,547 44,236: 10,482 10,793
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 7, 2007 :
: 1,117: 898 1,340 35 -505 -985 428 390: 689 727
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.3 29.1 0.1 58.5 51.2 81.0 80.4: 19.0 19.6
Old : 100.0: 22.3 29.1 0.1 58.5 51.2 81.0 80.4: 19.0 19.6
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 : 83: 19 24 3 21 25 41 51:
Old : 83: 19 24 3 21 25 41 51:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.5 34.8 40.7 47.5 25.5 30.2 39.0 42.8
Old : 25.5 34.8 40.7 47.5 25.5 30.2 39.0 42.8
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, August 14, 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 : 50,090: 13,840 7,655 184 29,158 31,185 43,182 39,024: 6,908 11,066
Old : 50,090: 13,840 7,655 184 29,158 31,185 43,182 39,024: 6,908 11,066
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 7, 2007 :
: 1,065: 639 1,052 15 -628 2,640 26 3,707: 1,039 -2,642
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.6 15.3 0.4 58.2 62.3 86.2 77.9: 13.8 22.1
Old : 100.0: 27.6 15.3 0.4 58.2 62.3 86.2 77.9: 13.8 22.1
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 : 60: 18 9 1 18 17 36 27:
Old : 60: 18 9 1 18 17 36 27:
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 : 35.7 36.2 53.2 54.2 30.3 35.6 47.4 51.4
Old : 35.7 36.2 53.2 54.2 30.3 35.6 47.4 51.4
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, August 14, 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 : 24,754: 5,460 859 1,784 14,215 19,275 21,459 21,918: 3,295 2,836
Old : 24,754: 5,460 859 1,784 14,215 19,275 21,459 21,918: 3,295 2,836
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 7, 2007 :
: 3,194: -3 324 1,181 42 -6 1,220 1,499: 1,974 1,695
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.1 3.5 7.2 57.4 77.9 86.7 88.5: 13.3 11.5
Old : 100.0: 22.1 3.5 7.2 57.4 77.9 86.7 88.5: 13.3 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 : 25: 9 4 2 8 5 18 10:
Old : 25: 9 4 2 8 5 18 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 : 56.8 83.5 76.5 88.1 56.1 78.7 70.8 81.3
Old : 56.8 83.5 76.5 88.1 56.1 78.7 70.8 81.3
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, August 14, 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 : 48,060: 13,576 6,979 4,497 20,302 20,569 38,375 32,045: 9,685 16,015
Old : 48,060: 13,576 6,979 4,497 20,302 20,569 38,375 32,045: 9,685 16,015
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 7, 2007 :
: 2,822: 1,781 -15 76 568 727 2,425 788: 397 2,034
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.2 14.5 9.4 42.2 42.8 79.8 66.7: 20.2 33.3
Old : 100.0: 28.2 14.5 9.4 42.2 42.8 79.8 66.7: 20.2 33.3
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 : 57: 12 12 8 24 28 41 44:
Old : 57: 12 12 8 24 28 41 44:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.0 17.0 49.5 30.3 28.1 15.3 37.2 24.3
Old : 35.0 17.0 49.5 30.3 28.1 15.3 37.2 24.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 17, 2007