BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 21, 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 : 4,237: 314 0 1 3,040 4,143 3,355 4,144: 882 93
Old : 4,237: 314 0 1 3,040 4,143 3,355 4,144: 882 93
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 14, 2007 :
: -15: 18 0 1 36 4 55 5: -70 -20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.4 0.0 0.0 71.7 97.8 79.2 97.8: 20.8 2.2
Old : 100.0: 7.4 0.0 0.0 71.7 97.8 79.2 97.8: 20.8 2.2
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 : 23: 4 0 1 14 10 18 11:
Old : 23: 4 0 1 14 10 18 11:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.0 82.8 65.0 96.1 47.0 82.5 65.0 93.7
Old : 47.0 82.8 65.0 96.1 47.0 82.5 65.0 93.7
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 21, 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 : 43,727: 6,757 1,077 5,940 24,642 27,756 37,338 34,773: 6,388 8,954
Old : 43,727: 6,757 1,077 5,940 24,642 27,756 37,338 34,773: 6,388 8,954
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 14, 2007 :
: 1,013: 762 -14 198 248 96 1,209 280: -196 733
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.5 2.5 13.6 56.4 63.5 85.4 79.5: 14.6 20.5
Old : 100.0: 15.5 2.5 13.6 56.4 63.5 85.4 79.5: 14.6 20.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 68: 20 9 18 29 28 57 47:
Old : 68: 20 9 18 29 28 57 47:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.5 33.0 55.2 47.5 37.4 31.4 51.1 45.0
Old : 37.5 33.0 55.2 47.5 37.4 31.4 51.1 45.0
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 21, 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 : 190,765: 31,533 19,172 49,039 93,897 91,380 174,470 159,591: 16,295 31,173
Old : 79,497: 15,751 37,071 5,671 53,937 25,229 75,360 67,971: 4,137 11,526
Other: 111,267: 39,459 5,778 19,691 39,960 66,151 99,110 91,620: 12,158 19,647
: : :
: : Changes in Commitments from: August 14, 2007 :
: -6,193: -3,670 -2,084 -766 -783 -2,339 -5,219 -5,189: -973 -1,003
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.5 10.1 25.7 49.2 47.9 91.5 83.7: 8.5 16.3
Old : 100.0: 19.8 46.6 7.1 67.8 31.7 94.8 85.5: 5.2 14.5
Other: 100.0: 35.5 5.2 17.7 35.9 59.5 89.1 82.3: 10.9 17.7
: : :
:# Traders : Number of Traders in Each Category :
All : 198: 65 48 73 35 49 149 139:
Old : 172: 42 66 26 25 47 82 124:
Other: 159: 65 23 46 32 46 122 98:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.3 23.1 37.1 33.1 23.8 17.1 33.4 24.4
Old : 46.9 16.1 61.7 28.4 46.9 15.8 61.3 27.3
Other: 23.5 31.6 35.0 42.5 17.2 21.0 25.2 29.5
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 21, 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 : 242,703: 49,514 31,558 52,345 120,703 114,326 222,562 198,230: 20,141 44,473
Old : 242,703: 49,514 31,558 52,345 120,703 114,326 222,562 198,230: 20,141 44,473
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 14, 2007 :
: -85: -4,242 3,297 2,806 1,472 -4,797 36 1,307: -121 -1,392
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.4 13.0 21.6 49.7 47.1 91.7 81.7: 8.3 18.3
Old : 100.0: 20.4 13.0 21.6 49.7 47.1 91.7 81.7: 8.3 18.3
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 : 277: 89 49 78 66 119 191 217:
Old : 277: 89 49 78 66 119 191 217:
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 : 25.2 15.9 37.7 24.3 25.2 14.5 37.4 21.2
Old : 25.2 15.9 37.7 24.3 25.2 14.5 37.4 21.2
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 21, 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 : 8,063: 2,198 1,982 1,505 2,612 2,399 6,316 5,886: 1,747 2,176
Old : 8,063: 2,198 1,982 1,505 2,612 2,399 6,316 5,886: 1,747 2,176
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 14, 2007 :
: -331: 36 -374 -112 -49 69 -126 -417: -205 86
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.3 24.6 18.7 32.4 29.7 78.3 73.0: 21.7 27.0
Old : 100.0: 27.3 24.6 18.7 32.4 29.7 78.3 73.0: 21.7 27.0
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 : 75: 19 24 14 18 25 49 55:
Old : 75: 19 24 14 18 25 49 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 : 29.6 20.8 43.1 31.9 25.1 15.7 34.4 23.1
Old : 29.6 20.8 43.1 31.9 25.1 15.7 34.4 23.1
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 21, 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 : 31,024: 11,246 2,203 6,292 7,835 5,989 25,373 14,485: 5,651 16,539
Old : 31,024: 11,246 2,203 6,292 7,835 5,989 25,373 14,485: 5,651 16,539
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 14, 2007 :
: -928: -16 -530 -152 -270 -60 -438 -742: -490 -185
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.3 7.1 20.3 25.3 19.3 81.8 46.7: 18.2 53.3
Old : 100.0: 36.3 7.1 20.3 25.3 19.3 81.8 46.7: 18.2 53.3
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 : 131: 47 19 31 36 46 100 85:
Old : 131: 47 19 31 36 46 100 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 : 17.2 9.3 26.9 16.6 14.7 7.6 23.4 11.4
Old : 17.2 9.3 26.9 16.6 14.7 7.6 23.4 11.4
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 21, 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 : 147,051: 62,319 19,752 12,515 42,854 91,342 117,688 123,609: 29,363 23,442
Old : 147,051: 62,319 19,752 12,515 42,854 91,342 117,688 123,609: 29,363 23,442
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 14, 2007 :
: -2,213: -5,842 1,119 1,582 7,196 -1,802 2,936 899: -5,149 -3,112
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.4 13.4 8.5 29.1 62.1 80.0 84.1: 20.0 15.9
Old : 100.0: 42.4 13.4 8.5 29.1 62.1 80.0 84.1: 20.0 15.9
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 : 81: 29 17 14 28 22 65 45:
Old : 81: 29 17 14 28 22 65 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 : 24.8 45.1 39.7 56.0 22.7 40.6 35.3 50.4
Old : 24.8 45.1 39.7 56.0 22.7 40.6 35.3 50.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 21, 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 : 115,065: 14,526 31,305 1,777 86,176 69,250 102,479 102,331: 12,586 12,734
Old : 115,065: 14,526 31,305 1,777 86,176 69,250 102,479 102,331: 12,586 12,734
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 14, 2007 :
: -5,130: -11,593 -8,540 -299 12,634 2,848 742 -5,991: -5,872 861
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.6 27.2 1.5 74.9 60.2 89.1 88.9: 10.9 11.1
Old : 100.0: 12.6 27.2 1.5 74.9 60.2 89.1 88.9: 10.9 11.1
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 : 53: 14 17 3 11 16 26 35:
Old : 53: 14 17 3 11 16 26 35:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 69.0 40.4 77.6 61.5 68.8 36.5 75.6 57.1
Old : 69.0 40.4 77.6 61.5 68.8 36.5 75.6 57.1
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 21, 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 : 101,504: 9,674 33,808 203 86,780 63,294 96,657 97,305: 4,847 4,199
Old : 101,504: 9,674 33,808 203 86,780 63,294 96,657 97,305: 4,847 4,199
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 14, 2007 :
: 7,490: -16,956 18,893 -440 25,504 -9,716 8,108 8,737: -618 -1,247
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.5 33.3 0.2 85.5 62.4 95.2 95.9: 4.8 4.1
Old : 100.0: 9.5 33.3 0.2 85.5 62.4 95.2 95.9: 4.8 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 : 77: 17 32 2 19 14 36 48:
Old : 77: 17 32 2 19 14 36 48:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.3 65.6 78.1 79.4 45.6 41.4 58.8 55.0
Old : 60.3 65.6 78.1 79.4 45.6 41.4 58.8 55.0
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 21, 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 : 130,154: 49,222 20,078 7,923 47,133 82,262 104,278 110,263: 25,877 19,892
Old : 130,154: 49,222 20,078 7,923 47,133 82,262 104,278 110,263: 25,877 19,892
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 14, 2007 :
: -1,446: -9,426 2,890 315 11,432 -3,748 2,320 -544: -3,766 -902
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.8 15.4 6.1 36.2 63.2 80.1 84.7: 19.9 15.3
Old : 100.0: 37.8 15.4 6.1 36.2 63.2 80.1 84.7: 19.9 15.3
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 : 73: 21 25 12 19 19 47 49:
Old : 73: 21 25 12 19 19 47 49:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.0 34.1 57.4 49.4 46.0 32.2 54.8 47.3
Old : 46.0 34.1 57.4 49.4 46.0 32.2 54.8 47.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 21, 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 : 330,036: 57,665 59,556 25,653 204,037 216,917 287,355 302,126: 42,682 27,910
Old : 330,036: 57,665 59,556 25,653 204,037 216,917 287,355 302,126: 42,682 27,910
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 14, 2007 :
: 4,240: 4,626 -20,371 3,709 -1,698 22,245 6,637 5,583: -2,396 -1,343
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.5 18.0 7.8 61.8 65.7 87.1 91.5: 12.9 8.5
Old : 100.0: 17.5 18.0 7.8 61.8 65.7 87.1 91.5: 12.9 8.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 115: 34 39 18 28 26 73 73:
Old : 115: 34 39 18 28 26 73 73:
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 : 44.7 46.2 57.4 58.4 42.8 44.9 52.8 56.4
Old : 44.7 46.2 57.4 58.4 42.8 44.9 52.8 56.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 21, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF EUR 125,000) :
: : :
All : 251,324: 74,525 35,269 25,664 97,533 158,133 197,722 219,066: 53,601 32,258
Old : 251,324: 74,525 35,269 25,664 97,533 158,133 197,722 219,066: 53,601 32,258
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 14, 2007 :
: -1,417: -16,722 7,904 3,119 16,937 -8,872 3,334 2,151: -4,751 -3,568
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.7 14.0 10.2 38.8 62.9 78.7 87.2: 21.3 12.8
Old : 100.0: 29.7 14.0 10.2 38.8 62.9 78.7 87.2: 21.3 12.8
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 : 141: 56 42 34 33 29 104 90:
Old : 141: 56 42 34 33 29 104 90:
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 : 36.2 37.1 43.3 50.5 35.0 35.4 41.0 47.6
Old : 36.2 37.1 43.3 50.5 35.0 35.4 41.0 47.6
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 21, 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 : 29,542: 11,912 3,027 105 15,189 24,931 27,206 28,063: 2,336 1,479
Old : 29,542: 11,912 3,027 105 15,189 24,931 27,206 28,063: 2,336 1,479
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 14, 2007 :
: -2,166: -4,433 719 105 2,420 -3,040 -1,908 -2,216: -258 50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.3 10.2 0.4 51.4 84.4 92.1 95.0: 7.9 5.0
Old : 100.0: 40.3 10.2 0.4 51.4 84.4 92.1 95.0: 7.9 5.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 13 5 1 14 12 27 18:
Old : 37: 13 5 1 14 12 27 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 : 62.2 69.1 76.0 85.6 62.2 68.7 75.1 81.9
Old : 62.2 69.1 76.0 85.6 62.2 68.7 75.1 81.9
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, August 21, 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 : 49,012: 8,863 15,178 6,072 30,375 25,022 45,310 46,272: 3,702 2,740
Old : 49,012: 8,863 15,178 6,072 30,375 25,022 45,310 46,272: 3,702 2,740
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 14, 2007 :
: -30,157: 2,614 -9,447 1,218 -34,360 -20,338 -30,528 -28,567: 371 -1,590
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.1 31.0 12.4 62.0 51.1 92.4 94.4: 7.6 5.6
Old : 100.0: 18.1 31.0 12.4 62.0 51.1 92.4 94.4: 7.6 5.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 2 2 2 13 9 17 11:
Old : 21: 2 2 2 13 9 17 11:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.6 75.5 72.7 90.7 48.1 63.5 63.9 75.1
Old : 52.6 75.5 72.7 90.7 48.1 63.5 63.9 75.1
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, August 21, 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 :22,783,469: 1,494,327 621,751 8,622,549 11,250,455 12,097,666 21,367,331 21,341,966: 1,416,138 1,441,503
Old :22,783,469: 1,494,327 621,751 8,622,549 11,250,455 12,097,666 21,367,331 21,341,966: 1,416,138 1,441,503
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 14, 2007 :
: 282,163: -185,851 -114,899 579,914 -167,075 -225,844 226,988 239,171: 55,175 42,993
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.6 2.7 37.8 49.4 53.1 93.8 93.7: 6.2 6.3
Old : 100.0: 6.6 2.7 37.8 49.4 53.1 93.8 93.7: 6.2 6.3
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 : 343: 88 58 128 182 178 327 314:
Old : 343: 88 58 128 182 178 327 314:
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 : 21.9 15.1 32.4 26.4 14.7 7.5 17.9 13.1
Old : 21.9 15.1 32.4 26.4 14.7 7.5 17.9 13.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 21, 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 : 836,671: 60,775 102,093 128,560 509,169 489,805 698,505 720,457: 138,167 116,214
Old : 836,671: 60,775 102,093 128,560 509,169 489,805 698,505 720,457: 138,167 116,214
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 14, 2007 :
: -66,599: 5,639 3,096 -56,690 5,093 2,198 -45,958 -51,396: -20,641 -15,203
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.3 12.2 15.4 60.9 58.5 83.5 86.1: 16.5 13.9
Old : 100.0: 7.3 12.2 15.4 60.9 58.5 83.5 86.1: 16.5 13.9
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 : 219: 44 59 66 95 70 176 158:
Old : 219: 44 59 66 95 70 176 158:
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 : 17.4 20.3 26.2 31.4 17.1 20.0 24.4 30.4
Old : 17.4 20.3 26.2 31.4 17.1 20.0 24.4 30.4
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 21, 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 : 2,246,381: 315,639 683,608 172,191 1,549,156 1,211,644 2,036,986 2,067,442: 209,395 178,939
Old : 2,246,381: 315,639 683,608 172,191 1,549,156 1,211,644 2,036,986 2,067,442: 209,395 178,939
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 14, 2007 :
: -142,152: -42,570 11,550 -66,886 -34,927 -68,983 -144,383 -124,319: 2,231 -17,833
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.1 30.4 7.7 69.0 53.9 90.7 92.0: 9.3 8.0
Old : 100.0: 14.1 30.4 7.7 69.0 53.9 90.7 92.0: 9.3 8.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 344: 54 137 66 108 108 212 261:
Old : 344: 54 137 66 108 108 212 261:
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 : 26.7 16.7 37.7 27.1 20.5 13.6 31.1 21.4
Old : 26.7 16.7 37.7 27.1 20.5 13.6 31.1 21.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 21, 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 : 84,253: 7,077 27,636 0 68,793 53,620 75,870 81,256: 8,383 2,997
Old : 84,253: 7,077 27,636 0 68,793 53,620 75,870 81,256: 8,383 2,997
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 14, 2007 :
: 1,004: 810 1,800 0 -2,108 -320 -1,298 1,480: 2,302 -476
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.4 32.8 0.0 81.7 63.6 90.1 96.4: 9.9 3.6
Old : 100.0: 8.4 32.8 0.0 81.7 63.6 90.1 96.4: 9.9 3.6
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 : 84: 7 17 0 35 39 42 56:
Old : 84: 7 17 0 35 39 42 56:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.6 40.0 63.0 55.4 40.8 39.5 61.8 54.9
Old : 41.6 40.0 63.0 55.4 40.8 39.5 61.8 54.9
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 21, 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 : 68,023: 3,053 23,793 111 58,091 34,219 61,255 58,123: 6,768 9,900
Old : 68,023: 3,053 23,793 111 58,091 34,219 61,255 58,123: 6,768 9,900
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 14, 2007 :
: 84: -484 2,026 -41 927 -875 402 1,110: -318 -1,026
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.5 35.0 0.2 85.4 50.3 90.1 85.4: 9.9 14.6
Old : 100.0: 4.5 35.0 0.2 85.4 50.3 90.1 85.4: 9.9 14.6
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: 9 18 3 29 20 40 39:
Old : 67: 9 18 3 29 20 40 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 : 48.4 43.0 65.2 61.8 46.1 39.8 59.3 54.8
Old : 48.4 43.0 65.2 61.8 46.1 39.8 59.3 54.8
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 21, 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 : 425,355: 128,953 127,560 17,963 235,163 262,106 382,080 407,629: 43,276 17,727
Old : 425,355: 128,953 127,560 17,963 235,163 262,106 382,080 407,629: 43,276 17,727
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 14, 2007 :
: -16,850: -15,613 12,010 -4,378 13,700 -23,990 -6,291 -16,358: -10,558 -492
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.3 30.0 4.2 55.3 61.6 89.8 95.8: 10.2 4.2
Old : 100.0: 30.3 30.0 4.2 55.3 61.6 89.8 95.8: 10.2 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 : 218: 63 64 28 50 54 128 131:
Old : 218: 63 64 28 50 54 128 131:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.7 35.6 48.7 51.3 30.2 35.4 45.3 50.2
Old : 31.7 35.6 48.7 51.3 30.2 35.4 45.3 50.2
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 21, 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 : 97,968: 24,418 19,263 1,634 51,417 66,891 77,469 87,788: 20,499 10,180
Old : 97,968: 24,418 19,263 1,634 51,417 66,891 77,469 87,788: 20,499 10,180
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 14, 2007 :
: -9,313: -18,154 140 -436 16,411 -9,042 -2,179 -9,339: -7,134 26
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.9 19.7 1.7 52.5 68.3 79.1 89.6: 20.9 10.4
Old : 100.0: 24.9 19.7 1.7 52.5 68.3 79.1 89.6: 20.9 10.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 54: 17 14 4 18 14 36 31:
Old : 54: 17 14 4 18 14 36 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 : 43.2 63.0 56.0 75.9 39.2 62.8 51.6 74.2
Old : 43.2 63.0 56.0 75.9 39.2 62.8 51.6 74.2
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, August 21, 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 : 58,100: 565 10,472 18 49,386 42,200 49,969 52,691: 8,131 5,409
Old : 58,100: 565 10,472 18 49,386 42,200 49,969 52,691: 8,131 5,409
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 14, 2007 :
: 116: 193 123 7 -488 154 -288 284: 404 -168
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.0 18.0 0.0 85.0 72.6 86.0 90.7: 14.0 9.3
Old : 100.0: 1.0 18.0 0.0 85.0 72.6 86.0 90.7: 14.0 9.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 59: 3 21 3 23 21 28 43:
Old : 59: 3 21 3 23 21 28 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 : 55.6 42.7 74.5 59.7 54.4 41.9 72.2 58.6
Old : 55.6 42.7 74.5 59.7 54.4 41.9 72.2 58.6
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 21, 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 : 602,232: 60,618 220,731 12,524 513,744 326,192 586,885 559,447: 15,348 42,786
Old : 602,232: 60,618 220,731 12,524 513,744 326,192 586,885 559,447: 15,348 42,786
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 14, 2007 :
: -76,942: 1,007 -39,977 -9,579 -67,293 -26,344 -75,865 -75,900: -1,077 -1,042
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.1 36.7 2.1 85.3 54.2 97.5 92.9: 2.5 7.1
Old : 100.0: 10.1 36.7 2.1 85.3 54.2 97.5 92.9: 2.5 7.1
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 : 266: 26 129 42 52 91 110 230:
Old : 266: 26 129 42 52 91 110 230:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.1 17.4 74.0 27.2 42.4 15.0 66.4 23.5
Old : 47.1 17.4 74.0 27.2 42.4 15.0 66.4 23.5
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 21, 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 : 58,518: 12,799 19,008 1 34,847 27,504 47,648 46,513: 10,870 12,005
Old : 58,518: 12,799 19,008 1 34,847 27,504 47,648 46,513: 10,870 12,005
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 14, 2007 :
: 3,489: 501 2,990 -34 2,635 -679 3,101 2,277: 388 1,212
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.9 32.5 0.0 59.5 47.0 81.4 79.5: 18.6 20.5
Old : 100.0: 21.9 32.5 0.0 59.5 47.0 81.4 79.5: 18.6 20.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 80: 19 23 2 21 22 41 46:
Old : 80: 19 23 2 21 22 41 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 : 24.7 34.9 40.7 48.7 24.6 30.0 39.0 43.7
Old : 24.7 34.9 40.7 48.7 24.6 30.0 39.0 43.7
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 21, 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 : 57,553: 17,636 6,929 196 32,504 29,755 50,336 36,880: 7,217 20,673
Old : 57,553: 17,636 6,929 196 32,504 29,755 50,336 36,880: 7,217 20,673
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 14, 2007 :
: 7,463: 3,796 -726 12 3,346 -1,430 7,154 -2,144: 309 9,607
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.6 12.0 0.3 56.5 51.7 87.5 64.1: 12.5 35.9
Old : 100.0: 30.6 12.0 0.3 56.5 51.7 87.5 64.1: 12.5 35.9
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 : 66: 22 8 1 23 17 45 26:
Old : 66: 22 8 1 23 17 45 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.2 33.6 48.4 46.4 28.2 31.8 43.4 41.2
Old : 31.2 33.6 48.4 46.4 28.2 31.8 43.4 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, August 21, 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 : 19,662: 4,918 2,401 270 13,799 16,659 18,987 19,330: 675 332
Old : 19,662: 4,918 2,401 270 13,799 16,659 18,987 19,330: 675 332
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 14, 2007 :
: -5,092: -542 1,542 -1,514 -416 -2,616 -2,472 -2,588: -2,620 -2,504
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.0 12.2 1.4 70.2 84.7 96.6 98.3: 3.4 1.7
Old : 100.0: 25.0 12.2 1.4 70.2 84.7 96.6 98.3: 3.4 1.7
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 : 24: 7 5 1 8 4 16 9:
Old : 24: 7 5 1 8 4 16 9:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 70.4 91.6 88.8 97.8 70.4 91.6 88.8 96.6
Old : 70.4 91.6 88.8 97.8 70.4 91.6 88.8 96.6
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 21, 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 : 51,282: 13,388 6,739 4,352 24,062 19,890 41,802 30,981: 9,480 20,301
Old : 51,282: 13,388 6,739 4,352 24,062 19,890 41,802 30,981: 9,480 20,301
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 14, 2007 :
: 3,222: -188 -240 -145 3,760 -679 3,427 -1,064: -205 4,286
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.1 13.1 8.5 46.9 38.8 81.5 60.4: 18.5 39.6
Old : 100.0: 26.1 13.1 8.5 46.9 38.8 81.5 60.4: 18.5 39.6
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 : 54: 11 11 7 23 27 38 42:
Old : 54: 11 11 7 23 27 38 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 : 36.0 15.5 53.0 26.8 29.3 13.5 41.3 21.6
Old : 36.0 15.5 53.0 26.8 29.3 13.5 41.3 21.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 24, 2007