BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 18, 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 : 3,733: 234 92 15 2,720 3,430 2,969 3,537: 764 196
Old : 3,733: 234 92 15 2,720 3,430 2,969 3,537: 764 196
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 11, 2007 :
: 181: -5 92 13 218 51 226 156: -45 25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.3 2.5 0.4 72.9 91.9 79.5 94.7: 20.5 5.3
Old : 100.0: 6.3 2.5 0.4 72.9 91.9 79.5 94.7: 20.5 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 : 26: 3 3 3 15 11 20 15:
Old : 26: 3 3 3 15 11 20 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.0 75.9 64.0 89.7 47.0 75.7 64.0 87.2
Old : 47.0 75.9 64.0 89.7 47.0 75.7 64.0 87.2
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 18, 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 : 41,933: 6,142 1,797 5,029 23,372 26,407 34,542 33,232: 7,391 8,702
Old : 41,933: 6,142 1,797 5,029 23,372 26,407 34,542 33,232: 7,391 8,702
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 11, 2007 :
: 1,460: 255 329 13 961 1,110 1,229 1,453: 232 7
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.6 4.3 12.0 55.7 63.0 82.4 79.2: 17.6 20.8
Old : 100.0: 14.6 4.3 12.0 55.7 63.0 82.4 79.2: 17.6 20.8
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 : 64: 19 8 17 28 25 54 43:
Old : 64: 19 8 17 28 25 54 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 : 39.3 31.4 54.4 45.2 39.3 29.8 50.3 42.9
Old : 39.3 31.4 54.4 45.2 39.3 29.8 50.3 42.9
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 18, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 196,326: 32,357 22,177 47,893 97,043 89,391 177,293 159,462: 19,034 36,864
Old : 37,015: 8,012 9,232 5,725 18,345 15,200 32,082 30,157: 4,933 6,859
Other: 159,311: 29,419 18,019 37,094 78,698 74,192 145,210 129,305: 14,100 30,006
: : :
: : Changes in Commitments from: September 11, 2007 :
: 4,801: -1,662 917 3,953 1,779 -1,763 4,071 3,107: 730 1,694
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.5 11.3 24.4 49.4 45.5 90.3 81.2: 9.7 18.8
Old : 100.0: 21.6 24.9 15.5 49.6 41.1 86.7 81.5: 13.3 18.5
Other: 100.0: 18.5 11.3 23.3 49.4 46.6 91.1 81.2: 8.9 18.8
: : :
:# Traders : Number of Traders in Each Category :
All : 216: 66 65 83 33 50 151 163:
Old : 141: 50 34 27 23 42 80 96:
Other: 204: 55 72 69 31 50 137 150:
:----------------------------------------------------------------------------------------------------
: 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 : 24.0 21.7 37.1 31.6 24.0 16.4 33.3 22.1
Old : 30.9 26.2 43.8 38.9 25.2 20.7 35.0 28.6
Other: 25.0 23.8 38.4 33.5 24.2 17.1 35.2 23.9
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 18, 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 : 252,457: 57,501 27,111 54,996 119,559 119,686 232,056 201,793: 20,401 50,664
Old : 252,457: 57,501 27,111 54,996 119,559 119,686 232,056 201,793: 20,401 50,664
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 11, 2007 :
: 4,418: -2,691 1,694 5,300 350 -1,677 2,960 5,318: 1,458 -900
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.8 10.7 21.8 47.4 47.4 91.9 79.9: 8.1 20.1
Old : 100.0: 22.8 10.7 21.8 47.4 47.4 91.9 79.9: 8.1 20.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 298: 98 49 93 78 121 221 234:
Old : 298: 98 49 93 78 121 221 234:
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 : 24.9 15.6 36.8 23.0 24.9 14.9 36.6 21.1
Old : 24.9 15.6 36.8 23.0 24.9 14.9 36.6 21.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 18, 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 : 6,472: 2,514 3,345 495 1,822 527 4,831 4,367: 1,641 2,105
Old : 6,472: 2,514 3,345 495 1,822 527 4,831 4,367: 1,641 2,105
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 11, 2007 :
: 315: 152 370 121 6 -261 279 229: 36 86
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.8 51.7 7.7 28.2 8.1 74.6 67.5: 25.4 32.5
Old : 100.0: 38.8 51.7 7.7 28.2 8.1 74.6 67.5: 25.4 32.5
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 : 57: 18 24 6 11 10 34 36:
Old : 57: 18 24 6 11 10 34 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 : 38.4 28.0 52.8 39.7 38.2 28.0 49.7 38.5
Old : 38.4 28.0 52.8 39.7 38.2 28.0 49.7 38.5
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 18, 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 : 31,202: 12,629 1,493 6,212 7,390 6,580 26,231 14,286: 4,971 16,916
Old : 31,202: 12,629 1,493 6,212 7,390 6,580 26,231 14,286: 4,971 16,916
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 11, 2007 :
: -1,973: -599 380 -644 -579 -818 -1,822 -1,083: -151 -890
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.5 4.8 19.9 23.7 21.1 84.1 45.8: 15.9 54.2
Old : 100.0: 40.5 4.8 19.9 23.7 21.1 84.1 45.8: 15.9 54.2
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 : 138: 52 23 31 32 42 103 84:
Old : 138: 52 23 31 32 42 103 84:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.3 9.6 28.0 16.9 14.9 7.0 25.3 10.8
Old : 17.3 9.6 28.0 16.9 14.9 7.0 25.3 10.8
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 18, 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 : 183,897: 91,224 9,290 13,662 36,439 130,101 141,325 153,054: 42,572 30,843
Old : 183,897: 91,224 9,290 13,662 36,439 130,101 141,325 153,054: 42,572 30,843
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 11, 2007 :
: 25,653: 10,202 -11,402 4,580 3,011 22,790 17,793 15,968: 7,860 9,685
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.6 5.1 7.4 19.8 70.7 76.9 83.2: 23.1 16.8
Old : 100.0: 49.6 5.1 7.4 19.8 70.7 76.9 83.2: 23.1 16.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 89: 42 12 17 27 20 78 41:
Old : 89: 42 12 17 27 20 78 41:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.6 45.5 33.4 62.4 20.6 43.0 31.4 56.0
Old : 20.6 45.5 33.4 62.4 20.6 43.0 31.4 56.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 18, 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 : 69,495: 28,303 22,925 1,895 17,654 35,245 47,852 60,064: 21,643 9,431
Old : 69,495: 28,303 22,925 1,895 17,654 35,245 47,852 60,064: 21,643 9,431
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 11, 2007 :
: -69,087: 1,921 -436 -1,368 -73,229 -62,832 -72,676 -64,637: 3,589 -4,451
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.7 33.0 2.7 25.4 50.7 68.9 86.4: 31.1 13.6
Old : 100.0: 40.7 33.0 2.7 25.4 50.7 68.9 86.4: 31.1 13.6
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: 21 16 5 10 11 35 28:
Old : 54: 21 16 5 10 11 35 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.3 45.1 45.4 63.8 30.4 44.2 42.5 62.9
Old : 33.3 45.1 45.4 63.8 30.4 44.2 42.5 62.9
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 18, 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 : 72,554: 9,948 38,020 0 58,397 31,056 68,345 69,076: 4,209 3,478
Old : 72,554: 9,948 38,020 0 58,397 31,056 68,345 69,076: 4,209 3,478
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 11, 2007 :
: -56,293: -6,857 8,082 -2,624 -45,375 -61,445 -54,856 -55,987: -1,437 -306
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.7 52.4 0.0 80.5 42.8 94.2 95.2: 5.8 4.8
Old : 100.0: 13.7 52.4 0.0 80.5 42.8 94.2 95.2: 5.8 4.8
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 : 79: 20 34 0 14 12 34 46:
Old : 79: 20 34 0 14 12 34 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 : 67.4 69.1 78.8 77.7 67.4 69.1 78.8 77.7
Old : 67.4 69.1 78.8 77.7 67.4 69.1 78.8 77.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 18, 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 : 87,203: 39,648 24,596 5,617 18,767 39,719 64,032 69,932: 23,171 17,271
Old : 87,203: 39,648 24,596 5,617 18,767 39,719 64,032 69,932: 23,171 17,271
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 11, 2007 :
: -63,109: -22,779 5,240 -2,899 -34,022 -62,675 -59,699 -60,334: -3,409 -2,775
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.5 28.2 6.4 21.5 45.5 73.4 80.2: 26.6 19.8
Old : 100.0: 45.5 28.2 6.4 21.5 45.5 73.4 80.2: 26.6 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 : 66: 23 21 11 12 15 39 43:
Old : 66: 23 21 11 12 15 39 43:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.6 25.1 49.1 42.5 36.3 25.0 48.1 39.5
Old : 36.6 25.1 49.1 42.5 36.3 25.0 48.1 39.5
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 18, 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 : 215,074: 40,834 63,418 18,983 119,415 109,687 179,232 192,087: 35,842 22,987
Old : 215,074: 40,834 63,418 18,983 119,415 109,687 179,232 192,087: 35,842 22,987
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 11, 2007 :
: -130,858: -21,189 5,636 339 -101,496 -130,945 -122,346 -124,970: -8,511 -5,888
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.0 29.5 8.8 55.5 51.0 83.3 89.3: 16.7 10.7
Old : 100.0: 19.0 29.5 8.8 55.5 51.0 83.3 89.3: 16.7 10.7
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 : 107: 33 39 17 27 21 69 68:
Old : 107: 33 39 17 27 21 69 68:
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 : 33.3 42.9 48.6 58.0 33.0 42.8 44.0 55.7
Old : 33.3 42.9 48.6 58.0 33.0 42.8 44.0 55.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 18, 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 : 232,512: 123,631 35,708 17,566 33,511 144,433 174,707 197,707: 57,804 34,805
Old : 232,512: 123,631 35,708 17,566 33,511 144,433 174,707 197,707: 57,804 34,805
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 11, 2007 :
: -25,916: 36,448 7,283 2,543 -66,631 -35,116 -27,639 -25,290: 1,724 -626
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.2 15.4 7.6 14.4 62.1 75.1 85.0: 24.9 15.0
Old : 100.0: 53.2 15.4 7.6 14.4 62.1 75.1 85.0: 24.9 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 : 151: 68 39 28 29 31 115 80:
Old : 151: 68 39 28 29 31 115 80:
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 : 21.6 40.2 29.2 53.9 21.5 38.5 29.1 52.1
Old : 21.6 40.2 29.2 53.9 21.5 38.5 29.1 52.1
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 18, 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 : 19,015: 14,444 3,272 154 2,553 14,342 17,151 17,768: 1,864 1,247
Old : 19,015: 14,444 3,272 154 2,553 14,342 17,151 17,768: 1,864 1,247
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 11, 2007 :
: -14,383: 431 -1,067 -138 -14,367 -12,820 -14,074 -14,025: -309 -358
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.0 17.2 0.8 13.4 75.4 90.2 93.4: 9.8 6.6
Old : 100.0: 76.0 17.2 0.8 13.4 75.4 90.2 93.4: 9.8 6.6
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 : 30: 10 7 2 6 9 16 18:
Old : 30: 10 7 2 6 9 16 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 : 66.5 64.9 80.9 81.9 66.1 64.4 79.5 80.7
Old : 66.5 64.9 80.9 81.9 66.1 64.4 79.5 80.7
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 18, 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 : 85,358: 13,246 16,408 2,541 63,693 61,457 79,480 80,406: 5,878 4,952
Old : 85,358: 13,246 16,408 2,541 63,693 61,457 79,480 80,406: 5,878 4,952
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 11, 2007 :
: -2,208: -6,580 -7,027 -764 2,128 2,007 -5,216 -5,784: 3,008 3,576
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.5 19.2 3.0 74.6 72.0 93.1 94.2: 6.9 5.8
Old : 100.0: 15.5 19.2 3.0 74.6 72.0 93.1 94.2: 6.9 5.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 3 2 2 16 15 20 18:
Old : 29: 3 2 2 16 15 20 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 : 48.9 66.8 73.7 81.1 46.9 59.6 71.1 74.0
Old : 48.9 66.8 73.7 81.1 46.9 59.6 71.1 74.0
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 18, 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 :19,098,274: 1,311,068 440,862 7,303,548 9,255,681 10,114,124 17,870,297 17,858,533: 1,227,978 1,239,741
Old :19,098,274: 1,311,068 440,862 7,303,548 9,255,681 10,114,124 17,870,297 17,858,533: 1,227,978 1,239,741
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 11, 2007 :
:-4,174,533: -147,577 133,374 -2,154,512 -1,772,374 -2,098,360 -4,074,463 -4,119,498: -100,070 -55,035
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.9 2.3 38.2 48.5 53.0 93.6 93.5: 6.4 6.5
Old : 100.0: 6.9 2.3 38.2 48.5 53.0 93.6 93.5: 6.4 6.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 313: 81 55 119 164 159 303 284:
Old : 313: 81 55 119 164 159 303 284:
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 15.8 31.5 26.6 15.2 9.3 18.1 15.8
Old : 21.9 15.8 31.5 26.6 15.2 9.3 18.1 15.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 18, 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 : 952,213: 62,653 107,255 139,386 531,429 524,706 733,468 771,347: 218,745 180,866
Old : 952,213: 62,653 107,255 139,386 531,429 524,706 733,468 771,347: 218,745 180,866
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 11, 2007 :
: 72,885: -674 1,320 2,900 16,077 18,651 18,303 22,872: 54,582 50,013
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.6 11.3 14.6 55.8 55.1 77.0 81.0: 23.0 19.0
Old : 100.0: 6.6 11.3 14.6 55.8 55.1 77.0 81.0: 23.0 19.0
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 : 225: 46 67 78 97 71 194 166:
Old : 225: 46 67 78 97 71 194 166:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 15.3 16.9 24.2 27.9 14.5 16.9 21.8 27.3
Old : 15.3 16.9 24.2 27.9 14.5 16.9 21.8 27.3
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 18, 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 : 3,046,240: 290,853 692,117 315,653 2,004,222 1,483,220 2,610,728 2,490,989: 435,512 555,251
Old : 3,046,240: 290,853 692,117 315,653 2,004,222 1,483,220 2,610,728 2,490,989: 435,512 555,251
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 11, 2007 :
: 607,311: 6,940 9,221 103,088 280,705 238,114 390,734 350,424: 216,577 256,886
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.5 22.7 10.4 65.8 48.7 85.7 81.8: 14.3 18.2
Old : 100.0: 9.5 22.7 10.4 65.8 48.7 85.7 81.8: 14.3 18.2
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 : 353: 67 129 99 113 125 249 285:
Old : 353: 67 129 99 113 125 249 285:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.1 15.4 35.7 24.1 16.3 9.8 23.8 14.9
Old : 27.1 15.4 35.7 24.1 16.3 9.8 23.8 14.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-338741
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 18, 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 $500) :
: : :
All : 9,777: 340 234 229 4,206 5,361 4,775 5,824: 5,002 3,953
Old : 9,777: 340 234 229 4,206 5,361 4,775 5,824: 5,002 3,953
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 11, 2007 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.5 2.4 2.3 43.0 54.8 48.8 59.6: 51.2 40.4
Old : 100.0: 3.5 2.4 2.3 43.0 54.8 48.8 59.6: 51.2 40.4
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 : 20: 1 2 1 12 9 14 11:
Old : 20: 1 2 1 12 9 14 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 : 21.9 37.6 34.5 53.2 20.2 29.9 31.2 42.0
Old : 21.9 37.6 34.5 53.2 20.2 29.9 31.2 42.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 18, 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 : 131,701: 8,540 26,596 2,125 101,223 85,146 111,888 113,867: 19,812 17,834
Old : 131,701: 8,540 26,596 2,125 101,223 85,146 111,888 113,867: 19,812 17,834
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 11, 2007 :
: 43,198: 1,704 909 2,125 27,897 27,112 31,726 30,146: 11,471 13,052
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.5 20.2 1.6 76.9 64.7 85.0 86.5: 15.0 13.5
Old : 100.0: 6.5 20.2 1.6 76.9 64.7 85.0 86.5: 15.0 13.5
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 : 95: 14 13 4 47 43 62 60:
Old : 95: 14 13 4 47 43 62 60:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.3 31.2 42.7 47.8 24.6 23.7 37.8 32.8
Old : 27.3 31.2 42.7 47.8 24.6 23.7 37.8 32.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 18, 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 : 88,829: 7,202 26,110 281 67,100 41,615 74,582 68,006: 14,247 20,822
Old : 88,829: 7,202 26,110 281 67,100 41,615 74,582 68,006: 14,247 20,822
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 11, 2007 :
: 15,859: 898 523 131 8,143 8,415 9,172 9,069: 6,687 6,790
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.1 29.4 0.3 75.5 46.8 84.0 76.6: 16.0 23.4
Old : 100.0: 8.1 29.4 0.3 75.5 46.8 84.0 76.6: 16.0 23.4
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 : 72: 14 20 5 33 24 51 45:
Old : 72: 14 20 5 33 24 51 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 : 40.8 34.5 56.2 50.0 35.6 32.1 46.5 43.5
Old : 40.8 34.5 56.2 50.0 35.6 32.1 46.5 43.5
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 18, 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 : 582,814: 131,048 105,421 34,585 337,608 415,721 503,241 555,727: 79,572 27,087
Old : 582,814: 131,048 105,421 34,585 337,608 415,721 503,241 555,727: 79,572 27,087
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 11, 2007 :
: 85,256: 13,133 -748 14,786 49,436 64,901 77,355 78,939: 7,901 6,317
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.5 18.1 5.9 57.9 71.3 86.3 95.4: 13.7 4.6
Old : 100.0: 22.5 18.1 5.9 57.9 71.3 86.3 95.4: 13.7 4.6
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 : 238: 86 61 36 62 64 164 145:
Old : 238: 86 61 36 62 64 164 145:
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 32.1 37.8 45.7 22.4 31.2 31.0 43.1
Old : 25.3 32.1 37.8 45.7 22.4 31.2 31.0 43.1
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 18, 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 : 61,302: 34,512 11,370 827 2,703 41,350 38,042 53,547: 23,260 7,755
Old : 61,302: 34,512 11,370 827 2,703 41,350 38,042 53,547: 23,260 7,755
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 11, 2007 :
: -46,721: -5,407 1,999 -1,005 -40,795 -43,274 -47,207 -42,280: 486 -4,441
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.3 18.5 1.3 4.4 67.5 62.1 87.3: 37.9 12.7
Old : 100.0: 56.3 18.5 1.3 4.4 67.5 62.1 87.3: 37.9 12.7
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 : 48: 20 9 3 4 16 26 26:
Old : 48: 20 9 3 4 16 26 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 : 31.3 42.3 42.3 62.1 31.3 41.1 42.3 61.0
Old : 31.3 42.3 42.3 62.1 31.3 41.1 42.3 61.0
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 18, 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 : 68,724: 351 13,448 820 52,958 44,208 54,129 58,477: 14,595 10,247
Old : 68,724: 351 13,448 820 52,958 44,208 54,129 58,477: 14,595 10,247
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 11, 2007 :
: 8,347: -4 59 745 2,046 2,521 2,787 3,325: 5,560 5,022
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.5 19.6 1.2 77.1 64.3 78.8 85.1: 21.2 14.9
Old : 100.0: 0.5 19.6 1.2 77.1 64.3 78.8 85.1: 21.2 14.9
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 : 59: 2 21 4 26 22 31 45:
Old : 59: 2 21 4 26 22 31 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 : 51.0 38.2 64.0 54.0 50.4 37.6 60.5 53.2
Old : 51.0 38.2 64.0 54.0 50.4 37.6 60.5 53.2
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 18, 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 : 742,592: 77,192 265,517 25,258 609,586 377,999 712,036 668,773: 30,556 73,818
Old : 742,592: 77,192 265,517 25,258 609,586 377,999 712,036 668,773: 30,556 73,818
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 11, 2007 :
: 74,070: 3,994 8,441 9,502 40,639 28,408 54,135 46,352: 19,935 27,718
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.4 35.8 3.4 82.1 50.9 95.9 90.1: 4.1 9.9
Old : 100.0: 10.4 35.8 3.4 82.1 50.9 95.9 90.1: 4.1 9.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 293: 35 148 69 61 86 147 254:
Old : 293: 35 148 69 61 86 147 254:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.0 17.3 66.0 27.2 36.0 13.7 56.5 20.9
Old : 41.0 17.3 66.0 27.2 36.0 13.7 56.5 20.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 18, 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 : 68,942: 8,152 32,046 300 50,656 21,966 59,108 54,312: 9,834 14,630
Old : 68,942: 8,152 32,046 300 50,656 21,966 59,108 54,312: 9,834 14,630
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 11, 2007 :
: -53,849: -4,367 9,096 -18,025 -22,222 -40,496 -44,614 -49,425: -9,235 -4,424
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.8 46.5 0.4 73.5 31.9 85.7 78.8: 14.3 21.2
Old : 100.0: 11.8 46.5 0.4 73.5 31.9 85.7 78.8: 14.3 21.2
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 : 70: 12 27 2 18 16 32 44:
Old : 70: 12 27 2 18 16 32 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 : 48.6 46.9 65.0 60.3 48.5 46.9 65.0 59.7
Old : 48.6 46.9 65.0 60.3 48.5 46.9 65.0 59.7
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, September 18, 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 : 70,323: 32,258 4,194 101 31,552 20,058 63,911 24,353: 6,412 45,970
Old : 70,323: 32,258 4,194 101 31,552 20,058 63,911 24,353: 6,412 45,970
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 11, 2007 :
: -22,715: 13,438 457 -16,696 -4,988 -19,647 -8,246 -35,886: -14,469 13,171
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.9 6.0 0.1 44.9 28.5 90.9 34.6: 9.1 65.4
Old : 100.0: 45.9 6.0 0.1 44.9 28.5 90.9 34.6: 9.1 65.4
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 : 49: 17 6 2 17 10 35 17:
Old : 49: 17 6 2 17 10 35 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.8 22.9 70.7 30.0 51.8 22.9 70.7 28.6
Old : 51.8 22.9 70.7 30.0 51.8 22.9 70.7 28.6
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 18, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (GSCI X $250) :
: : :
All : 24,097: 6,235 2,803 0 16,742 20,664 22,977 23,467: 1,120 630
Old : 24,097: 6,235 2,803 0 16,742 20,664 22,977 23,467: 1,120 630
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 11, 2007 :
: 2,559: 501 -135 -7 2,798 3,135 3,292 2,993: -733 -434
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.9 11.6 0.0 69.5 85.8 95.4 97.4: 4.6 2.6
Old : 100.0: 25.9 11.6 0.0 69.5 85.8 95.4 97.4: 4.6 2.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 10 5 0 7 4 17 9:
Old : 25: 10 5 0 7 4 17 9:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.8 91.5 85.9 96.8 62.0 80.4 77.1 85.8
Old : 64.8 91.5 85.9 96.8 62.0 80.4 77.1 85.8
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 18, 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 : 27,857: 4,493 7,045 4,657 11,487 13,148 20,637 24,850: 7,220 3,007
Old : 27,857: 4,493 7,045 4,657 11,487 13,148 20,637 24,850: 7,220 3,007
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 11, 2007 :
: -20,020: -5,507 758 -531 -13,032 -5,365 -19,070 -5,138: -950 -14,882
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.1 25.3 16.7 41.2 47.2 74.1 89.2: 25.9 10.8
Old : 100.0: 16.1 25.3 16.7 41.2 47.2 74.1 89.2: 25.9 10.8
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 : 50: 7 15 7 18 22 30 40:
Old : 50: 7 15 7 18 22 30 40:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.2 29.1 41.6 46.4 21.2 21.8 30.3 35.3
Old : 27.2 29.1 41.6 46.4 21.2 21.8 30.3 35.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 21, 2007