BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 4, 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 : 3,501: 279 0 2 2,434 3,380 2,715 3,382: 786 119
Old : 3,501: 279 0 2 2,434 3,380 2,715 3,382: 786 119
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 28, 2007 :
: -771: 81 0 2 -637 -741 -554 -739: -217 -32
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.0 0.0 0.1 69.5 96.5 77.5 96.6: 22.5 3.4
Old : 100.0: 8.0 0.0 0.1 69.5 96.5 77.5 96.6: 22.5 3.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 4 0 1 14 9 18 10:
Old : 23: 4 0 1 14 9 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 : 45.5 84.4 62.9 95.9 45.5 84.1 62.9 93.1
Old : 45.5 84.4 62.9 95.9 45.5 84.1 62.9 93.1
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, September 4, 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 : 39,440: 5,417 1,272 5,349 21,738 24,711 32,505 31,332: 6,935 8,108
Old : 39,440: 5,417 1,272 5,349 21,738 24,711 32,505 31,332: 6,935 8,108
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 28, 2007 :
: -4,917: -1,408 193 -644 -3,128 -3,490 -5,179 -3,940: 263 -976
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.7 3.2 13.6 55.1 62.7 82.4 79.4: 17.6 20.6
Old : 100.0: 13.7 3.2 13.6 55.1 62.7 82.4 79.4: 17.6 20.6
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 : 66: 21 7 19 29 26 56 46:
Old : 66: 21 7 19 29 26 56 46:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.7 33.0 53.5 47.0 36.6 31.5 49.6 44.7
Old : 36.7 33.0 53.5 47.0 36.6 31.5 49.6 44.7
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, September 4, 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 : 195,547: 33,642 21,227 47,014 98,052 93,088 178,708 161,328: 16,839 34,218
Old : 76,977: 15,168 34,910 6,423 51,792 23,711 73,384 65,044: 3,594 11,933
Other: 118,569: 38,230 6,073 20,834 46,260 69,377 105,324 96,284: 13,245 22,285
: : :
: : Changes in Commitments from: August 28, 2007 :
: 396: 184 1,091 -2,106 2,140 -536 218 -1,550: 178 1,946
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.2 10.9 24.0 50.1 47.6 91.4 82.5: 8.6 17.5
Old : 100.0: 19.7 45.4 8.3 67.3 30.8 95.3 84.5: 4.7 15.5
Other: 100.0: 32.2 5.1 17.6 39.0 58.5 88.8 81.2: 11.2 18.8
: : :
:# Traders : Number of Traders in Each Category :
All : 204: 63 59 73 34 49 147 147:
Old : 176: 38 76 28 24 46 79 133:
Other: 165: 71 25 45 31 46 123 101:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.7 23.9 37.5 32.5 23.7 17.2 33.2 23.2
Old : 45.0 16.3 60.5 27.8 45.0 15.5 60.1 26.5
Other: 23.7 31.9 35.5 41.7 17.6 20.4 26.1 28.0
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 4, 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 : 253,578: 61,746 23,656 55,230 117,019 124,529 233,995 203,416: 19,583 50,162
Old : 253,578: 61,746 23,656 55,230 117,019 124,529 233,995 203,416: 19,583 50,162
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 28, 2007 :
: 5,134: 2,904 -2,528 985 169 5,443 4,058 3,900: 1,076 1,235
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.3 9.3 21.8 46.1 49.1 92.3 80.2: 7.7 19.8
Old : 100.0: 24.3 9.3 21.8 46.1 49.1 92.3 80.2: 7.7 19.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 284: 96 45 86 65 121 199 224:
Old : 284: 96 45 86 65 121 199 224:
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 : 24.4 15.9 36.3 22.5 24.4 15.5 36.2 21.3
Old : 24.4 15.9 36.3 22.5 24.4 15.5 36.2 21.3
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, September 4, 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 : 6,371: 2,199 2,783 469 2,112 1,190 4,780 4,443: 1,591 1,928
Old : 6,371: 2,199 2,783 469 2,112 1,190 4,780 4,443: 1,591 1,928
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 28, 2007 :
: -946: -158 220 -353 -219 -728 -730 -861: -215 -84
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.5 43.7 7.4 33.1 18.7 75.0 69.7: 25.0 30.3
Old : 100.0: 34.5 43.7 7.4 33.1 18.7 75.0 69.7: 25.0 30.3
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 : 60: 19 19 7 14 16 35 42:
Old : 60: 19 19 7 14 16 35 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 : 33.9 22.6 49.4 34.9 33.9 22.6 45.3 33.5
Old : 33.9 22.6 49.4 34.9 33.9 22.6 45.3 33.5
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, September 4, 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 : 32,169: 12,519 1,552 7,051 7,705 6,628 27,275 15,230: 4,894 16,939
Old : 32,169: 12,519 1,552 7,051 7,705 6,628 27,275 15,230: 4,894 16,939
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 28, 2007 :
: -554: 440 -337 397 -536 259 301 319: -855 -873
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.9 4.8 21.9 24.0 20.6 84.8 47.3: 15.2 52.7
Old : 100.0: 38.9 4.8 21.9 24.0 20.6 84.8 47.3: 15.2 52.7
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 : 131: 50 23 29 30 37 97 76:
Old : 131: 50 23 29 30 37 97 76:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.3 14.0 30.4 20.9 14.0 7.1 23.4 10.6
Old : 20.3 14.0 30.4 20.9 14.0 7.1 23.4 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, September 4, 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 : 156,604: 76,525 23,528 12,342 36,822 98,136 125,689 134,006: 30,915 22,598
Old : 156,604: 76,525 23,528 12,342 36,822 98,136 125,689 134,006: 30,915 22,598
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 28, 2007 :
: 3,375: 5,999 719 810 -4,664 3,067 2,145 4,595: 1,230 -1,221
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.9 15.0 7.9 23.5 62.7 80.3 85.6: 19.7 14.4
Old : 100.0: 48.9 15.0 7.9 23.5 62.7 80.3 85.6: 19.7 14.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 91: 38 16 14 30 22 74 46:
Old : 91: 38 16 14 30 22 74 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 : 22.1 45.3 34.0 57.0 21.4 43.0 31.7 54.5
Old : 22.1 45.3 34.0 57.0 21.4 43.0 31.7 54.5
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, September 4, 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 : 134,503: 12,059 45,693 2,894 105,832 71,143 120,785 119,730: 13,718 14,773
Old : 134,503: 12,059 45,693 2,894 105,832 71,143 120,785 119,730: 13,718 14,773
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 28, 2007 :
: 12,285: -5,778 10,021 1,386 15,419 60 11,027 11,467: 1,258 817
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.0 34.0 2.2 78.7 52.9 89.8 89.0: 10.2 11.0
Old : 100.0: 9.0 34.0 2.2 78.7 52.9 89.8 89.0: 10.2 11.0
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 : 54: 14 19 3 13 15 28 36:
Old : 54: 14 19 3 13 15 28 36:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 71.7 36.3 81.0 57.5 71.5 32.0 77.0 52.2
Old : 71.7 36.3 81.0 57.5 71.5 32.0 77.0 52.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 4, 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 : 109,118: 10,724 26,644 1,640 91,984 77,295 104,348 105,579: 4,770 3,539
Old : 109,118: 10,724 26,644 1,640 91,984 77,295 104,348 105,579: 4,770 3,539
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 28, 2007 :
: 7,939: -37 -4,319 1,072 7,177 12,015 8,212 8,768: -273 -829
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.8 24.4 1.5 84.3 70.8 95.6 96.8: 4.4 3.2
Old : 100.0: 9.8 24.4 1.5 84.3 70.8 95.6 96.8: 4.4 3.2
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 : 83: 20 36 7 18 16 42 55:
Old : 83: 20 36 7 18 16 42 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 : 62.2 70.3 79.2 79.9 42.1 42.4 52.6 50.6
Old : 62.2 70.3 79.2 79.9 42.1 42.4 52.6 50.6
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, September 4, 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 : 138,637: 53,500 19,782 8,180 52,579 91,202 114,258 119,164: 24,378 19,473
Old : 138,637: 53,500 19,782 8,180 52,579 91,202 114,258 119,164: 24,378 19,473
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 28, 2007 :
: 2,791: -2,624 -831 798 3,194 2,052 1,368 2,018: 1,424 773
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.6 14.3 5.9 37.9 65.8 82.4 86.0: 17.6 14.0
Old : 100.0: 38.6 14.3 5.9 37.9 65.8 82.4 86.0: 17.6 14.0
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 : 76: 23 25 14 21 20 53 50:
Old : 76: 23 25 14 21 20 53 50:
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 : 47.8 34.6 59.4 51.8 47.8 32.4 58.1 49.1
Old : 47.8 34.6 59.4 51.8 47.8 32.4 58.1 49.1
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, September 4, 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 : 327,114: 55,726 65,357 26,016 204,980 208,155 286,722 299,527: 40,392 27,586
Old : 327,114: 55,726 65,357 26,016 204,980 208,155 286,722 299,527: 40,392 27,586
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 28, 2007 :
: -7,210: -6,999 9,223 144 1,505 -16,647 -5,350 -7,280: -1,859 71
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.0 20.0 8.0 62.7 63.6 87.7 91.6: 12.3 8.4
Old : 100.0: 17.0 20.0 8.0 62.7 63.6 87.7 91.6: 12.3 8.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 117: 39 38 19 30 25 79 72:
Old : 117: 39 38 19 30 25 79 72:
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 48.4 59.7 60.4 43.4 46.9 53.6 58.4
Old : 46.3 48.4 59.7 60.4 43.4 46.9 53.6 58.4
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, September 4, 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 : 259,089: 79,085 31,864 23,872 101,866 166,488 204,823 222,224: 54,267 36,865
Old : 259,089: 79,085 31,864 23,872 101,866 166,488 204,823 222,224: 54,267 36,865
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 28, 2007 :
: 2,132: 4,099 -569 -1,466 -6,980 3,928 -4,347 1,893: 6,478 239
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.5 12.3 9.2 39.3 64.3 79.1 85.8: 20.9 14.2
Old : 100.0: 30.5 12.3 9.2 39.3 64.3 79.1 85.8: 20.9 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: 58 38 31 39 32 111 87:
Old : 146: 58 38 31 39 32 111 87:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.3 37.6 41.8 51.4 34.1 36.7 40.5 49.1
Old : 34.3 37.6 41.8 51.4 34.1 36.7 40.5 49.1
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, September 4, 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 : 29,416: 10,850 4,507 105 16,277 23,332 27,232 27,944: 2,184 1,472
Old : 29,416: 10,850 4,507 105 16,277 23,332 27,232 27,944: 2,184 1,472
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 28, 2007 :
: 180: 2,421 -97 0 -1,917 1,263 504 1,166: -324 -986
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.9 15.3 0.4 55.3 79.3 92.6 95.0: 7.4 5.0
Old : 100.0: 36.9 15.3 0.4 55.3 79.3 92.6 95.0: 7.4 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: 11 7 1 13 14 24 22:
Old : 37: 11 7 1 13 14 24 22:
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 : 66.9 67.5 81.2 81.5 66.6 65.9 79.5 77.9
Old : 66.9 67.5 81.2 81.5 66.6 65.9 79.5 77.9
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, September 4, 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 : 65,760: 17,900 21,319 1,881 43,142 40,678 62,923 63,878: 2,837 1,882
Old : 65,760: 17,900 21,319 1,881 43,142 40,678 62,923 63,878: 2,837 1,882
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 28, 2007 :
: 4,544: -1,673 1,713 -1,891 8,224 6,470 4,660 6,292: -116 -1,748
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.2 32.4 2.9 65.6 61.9 95.7 97.1: 4.3 2.9
Old : 100.0: 27.2 32.4 2.9 65.6 61.9 95.7 97.1: 4.3 2.9
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 : 28: 4 2 3 18 13 24 16:
Old : 28: 4 2 3 18 13 24 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.1 72.6 72.9 88.6 55.0 69.7 70.8 81.9
Old : 57.1 72.6 72.9 88.6 55.0 69.7 70.8 81.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 4, 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 :22,339,060: 1,540,155 347,897 8,820,904 10,658,059 11,832,511 21,019,118 21,001,311: 1,319,942 1,337,749
Old :22,339,060: 1,540,155 347,897 8,820,904 10,658,059 11,832,511 21,019,118 21,001,311: 1,319,942 1,337,749
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 28, 2007 :
: 296,691: 171,619 -94,981 294,237 -200,650 83,208 265,205 282,464: 31,486 14,227
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.9 1.6 39.5 47.7 53.0 94.1 94.0: 5.9 6.0
Old : 100.0: 6.9 1.6 39.5 47.7 53.0 94.1 94.0: 5.9 6.0
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: 87 57 129 185 178 332 312:
Old : 344: 87 57 129 185 178 332 312:
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 : 21.3 16.4 32.6 28.1 13.7 9.6 17.2 16.1
Old : 21.3 16.4 32.6 28.1 13.7 9.6 17.2 16.1
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, September 4, 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 : 830,128: 60,072 102,836 120,101 513,620 498,342 693,792 721,279: 136,336 108,850
Old : 830,128: 60,072 102,836 120,101 513,620 498,342 693,792 721,279: 136,336 108,850
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 28, 2007 :
: -38,704: -142 823 -15,462 -18,933 -10,123 -34,538 -24,762: -4,166 -13,942
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.2 12.4 14.5 61.9 60.0 83.6 86.9: 16.4 13.1
Old : 100.0: 7.2 12.4 14.5 61.9 60.0 83.6 86.9: 16.4 13.1
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 : 219: 46 64 72 90 63 181 154:
Old : 219: 46 64 72 90 63 181 154:
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 : 17.7 22.0 26.9 33.9 16.9 21.6 25.1 33.0
Old : 17.7 22.0 26.9 33.9 16.9 21.6 25.1 33.0
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, September 4, 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 : 2,249,393: 299,317 658,314 196,817 1,593,424 1,207,044 2,089,558 2,062,175: 159,835 187,218
Old : 2,249,393: 299,317 658,314 196,817 1,593,424 1,207,044 2,089,558 2,062,175: 159,835 187,218
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 28, 2007 :
: -43,674: -17,441 -11,524 -12,892 60,351 -9,327 30,018 -33,743: -73,692 -9,931
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.3 29.3 8.7 70.8 53.7 92.9 91.7: 7.1 8.3
Old : 100.0: 13.3 29.3 8.7 70.8 53.7 92.9 91.7: 7.1 8.3
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 : 329: 54 120 63 101 117 204 251:
Old : 329: 54 120 63 101 117 204 251:
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 : 26.9 17.3 38.4 27.4 20.3 13.3 31.3 21.4
Old : 26.9 17.3 38.4 27.4 20.3 13.3 31.3 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, September 4, 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 : 86,431: 6,957 25,523 0 71,618 56,289 78,575 81,812: 7,856 4,619
Old : 86,431: 6,957 25,523 0 71,618 56,289 78,575 81,812: 7,856 4,619
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 28, 2007 :
: 1,420: 585 -1,542 -60 491 2,575 1,016 973: 404 447
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.0 29.5 0.0 82.9 65.1 90.9 94.7: 9.1 5.3
Old : 100.0: 8.0 29.5 0.0 82.9 65.1 90.9 94.7: 9.1 5.3
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 : 82: 8 12 0 35 38 43 50:
Old : 82: 8 12 0 35 38 43 50:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.8 39.2 61.4 54.7 39.3 38.6 60.4 54.1
Old : 39.8 39.2 61.4 54.7 39.3 38.6 60.4 54.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 4, 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 : 71,872: 6,560 24,836 175 58,436 32,311 65,171 57,322: 6,701 14,550
Old : 71,872: 6,560 24,836 175 58,436 32,311 65,171 57,322: 6,701 14,550
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 28, 2007 :
: 3,516: 3,094 19 25 181 -1,423 3,299 -1,380: 217 4,896
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.1 34.6 0.2 81.3 45.0 90.7 79.8: 9.3 20.2
Old : 100.0: 9.1 34.6 0.2 81.3 45.0 90.7 79.8: 9.3 20.2
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: 14 17 3 28 18 44 36:
Old : 68: 14 17 3 28 18 44 36:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.1 42.1 62.0 59.5 42.5 39.1 56.3 53.1
Old : 46.1 42.1 62.0 59.5 42.5 39.1 56.3 53.1
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, September 4, 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 : 447,085: 115,627 102,131 21,645 246,600 298,803 383,872 422,579: 63,213 24,505
Old : 447,085: 115,627 102,131 21,645 246,600 298,803 383,872 422,579: 63,213 24,505
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 28, 2007 :
: 28,526: -9,185 -27,987 1,024 11,261 49,013 3,100 22,051: 25,426 6,476
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.9 22.8 4.8 55.2 66.8 85.9 94.5: 14.1 5.5
Old : 100.0: 25.9 22.8 4.8 55.2 66.8 85.9 94.5: 14.1 5.5
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 : 224: 73 60 31 50 56 140 130:
Old : 224: 73 60 31 50 56 140 130:
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 : 26.9 34.8 42.2 47.7 25.9 34.1 39.6 47.1
Old : 26.9 34.8 42.2 47.7 25.9 34.1 39.6 47.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 4, 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 : 105,853: 36,223 9,556 2,093 47,852 80,656 86,168 92,304: 19,685 13,549
Old : 105,853: 36,223 9,556 2,093 47,852 80,656 86,168 92,304: 19,685 13,549
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 28, 2007 :
: 7,124: 12,848 -1,806 1,295 -5,775 7,431 8,368 6,919: -1,244 205
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.2 9.0 2.0 45.2 76.2 81.4 87.2: 18.6 12.8
Old : 100.0: 34.2 9.0 2.0 45.2 76.2 81.4 87.2: 18.6 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 : 55: 22 10 6 15 16 40 30:
Old : 55: 22 10 6 15 16 40 30:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.2 62.1 55.6 73.8 37.8 61.6 50.0 70.2
Old : 42.2 62.1 55.6 73.8 37.8 61.6 50.0 70.2
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, September 4, 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 : 58,456: 4 9,948 60 50,163 42,356 50,227 52,365: 8,229 6,091
Old : 58,456: 4 9,948 60 50,163 42,356 50,227 52,365: 8,229 6,091
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 28, 2007 :
: 101: -0 -349 -52 -18 78 -70 -323: 171 424
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 17.0 0.1 85.8 72.5 85.9 89.6: 14.1 10.4
Old : 100.0: 0.0 17.0 0.1 85.8 72.5 85.9 89.6: 14.1 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 : 57: 1 21 3 23 20 26 42:
Old : 57: 1 21 3 23 20 26 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 : 57.5 42.0 76.0 58.7 56.4 41.3 73.7 57.8
Old : 57.5 42.0 76.0 58.7 56.4 41.3 73.7 57.8
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, September 4, 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 : 616,706: 63,806 226,899 17,836 523,272 330,721 604,913 575,455: 11,792 41,250
Old : 616,706: 63,806 226,899 17,836 523,272 330,721 604,913 575,455: 11,792 41,250
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 28, 2007 :
: 4,919: 1,974 -1,163 4,258 410 -1,131 6,642 1,964: -1,723 2,955
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.3 36.8 2.9 84.8 53.6 98.1 93.3: 1.9 6.7
Old : 100.0: 10.3 36.8 2.9 84.8 53.6 98.1 93.3: 1.9 6.7
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 : 286: 33 142 50 52 91 126 242:
Old : 286: 33 142 50 52 91 126 242:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.1 17.5 72.0 27.5 41.2 14.9 63.9 23.3
Old : 46.1 17.5 72.0 27.5 41.2 14.9 63.9 23.3
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, September 4, 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 : 67,333: 12,875 20,511 3,434 42,067 33,315 58,376 57,261: 8,957 10,072
Old : 67,333: 12,875 20,511 3,434 42,067 33,315 58,376 57,261: 8,957 10,072
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 28, 2007 :
: 6,204: -754 -3,342 3,426 4,014 4,554 6,686 4,638: -482 1,566
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.1 30.5 5.1 62.5 49.5 86.7 85.0: 13.3 15.0
Old : 100.0: 19.1 30.5 5.1 62.5 49.5 86.7 85.0: 13.3 15.0
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 : 86: 18 26 7 24 26 47 54:
Old : 86: 18 26 7 24 26 47 54:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.3 35.6 42.8 49.7 22.5 29.8 38.4 41.8
Old : 25.3 35.6 42.8 49.7 22.5 29.8 38.4 41.8
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, September 4, 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 : 57,176: 23,514 4,205 364 28,070 32,352 51,948 36,921: 5,228 20,255
Old : 57,176: 23,514 4,205 364 28,070 32,352 51,948 36,921: 5,228 20,255
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 28, 2007 :
: -539: 1,854 -2,094 162 6 1,470 2,022 -462: -2,561 -77
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.1 7.4 0.6 49.1 56.6 90.9 64.6: 9.1 35.4
Old : 100.0: 41.1 7.4 0.6 49.1 56.6 90.9 64.6: 9.1 35.4
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 : 67: 26 5 3 20 20 47 27:
Old : 67: 26 5 3 20 20 47 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 : 30.5 37.5 48.6 48.0 29.1 33.2 46.0 42.7
Old : 30.5 37.5 48.6 48.0 29.1 33.2 46.0 42.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 4, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (GSCI X $250) :
: : :
All : 21,013: 5,688 2,783 0 14,076 17,530 19,764 20,313: 1,249 700
Old : 21,013: 5,688 2,783 0 14,076 17,530 19,764 20,313: 1,249 700
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 28, 2007 :
: 500: 615 440 -270 -455 94 -110 264: 610 236
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.1 13.2 0.0 67.0 83.4 94.1 96.7: 5.9 3.3
Old : 100.0: 27.1 13.2 0.0 67.0 83.4 94.1 96.7: 5.9 3.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 9 5 0 6 3 15 8:
Old : 23: 9 5 0 6 3 15 8:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 70.8 90.6 87.9 96.7 70.8 90.6 87.9 96.7
Old : 70.8 90.6 87.9 96.7 70.8 90.6 87.9 96.7
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, September 4, 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 : 51,645: 12,951 6,662 5,067 24,466 19,121 42,484 30,850: 9,161 20,795
Old : 51,645: 12,951 6,662 5,067 24,466 19,121 42,484 30,850: 9,161 20,795
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 28, 2007 :
: -148: 730 -1,225 464 -930 -773 264 -1,534: -412 1,386
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.1 12.9 9.8 47.4 37.0 82.3 59.7: 17.7 40.3
Old : 100.0: 25.1 12.9 9.8 47.4 37.0 82.3 59.7: 17.7 40.3
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 : 54: 10 12 9 23 27 38 44:
Old : 54: 10 12 9 23 27 38 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 : 39.0 15.4 53.1 27.0 32.7 14.0 41.8 22.1
Old : 39.0 15.4 53.1 27.0 32.7 14.0 41.8 22.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 7, 2007