BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 2, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 20,000 POUNDS) :
: : :
All : 4,122: 195 54 32 3,069 3,895 3,296 3,981: 826 141
Old : 4,122: 195 54 32 3,069 3,895 3,296 3,981: 826 141
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 25, 2007 :
: 158: -16 4 16 119 142 119 162: 39 -4
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.7 1.3 0.8 74.5 94.5 80.0 96.6: 20.0 3.4
Old : 100.0: 4.7 1.3 0.8 74.5 94.5 80.0 96.6: 20.0 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 : 27: 3 2 3 16 12 21 15:
Old : 27: 3 2 3 16 12 21 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 : 44.3 72.3 62.4 88.7 44.3 72.1 61.6 86.2
Old : 44.3 72.3 62.4 88.7 44.3 72.1 61.6 86.2
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, October 2, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 43,860: 6,510 1,871 5,488 24,981 27,414 36,979 34,772: 6,882 9,088
Old : 43,860: 6,510 1,871 5,488 24,981 27,414 36,979 34,772: 6,882 9,088
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 25, 2007 :
: 883: -125 -131 527 963 784 1,365 1,181: -483 -298
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.8 4.3 12.5 57.0 62.5 84.3 79.3: 15.7 20.7
Old : 100.0: 14.8 4.3 12.5 57.0 62.5 84.3 79.3: 15.7 20.7
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 : 67: 23 6 19 29 26 57 46:
Old : 67: 23 6 19 29 26 57 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 : 39.3 31.1 55.0 45.3 39.3 29.2 50.5 42.7
Old : 39.3 31.1 55.0 45.3 39.3 29.2 50.5 42.7
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, October 2, 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 : 202,352: 35,209 30,219 50,675 95,821 83,072 181,705 163,967: 20,647 38,385
Old : 202,352: 35,209 30,219 50,675 95,821 83,072 181,705 163,967: 20,647 38,385
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 25, 2007 :
: 4,857: 2,175 2,576 1,602 551 -962 4,328 3,216: 529 1,641
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.4 14.9 25.0 47.4 41.1 89.8 81.0: 10.2 19.0
Old : 100.0: 17.4 14.9 25.0 47.4 41.1 89.8 81.0: 10.2 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 : 223: 67 76 79 32 52 150 169:
Old : 223: 67 76 79 32 52 150 169:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.9 20.0 36.6 28.7 23.0 15.5 33.6 21.5
Old : 23.9 20.0 36.6 28.7 23.0 15.5 33.6 21.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE Code-056641
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 2, 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 : 1,333: 32 746 127 748 29 907 902: 426 431
Old : 1,333: 32 746 127 748 29 907 902: 426 431
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 25, 2007 :
: 173: 29 119 46 181 29 256 194: -83 -21
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.4 56.0 9.5 56.1 2.2 68.0 67.7: 32.0 32.3
Old : 100.0: 2.4 56.0 9.5 56.1 2.2 68.0 67.7: 32.0 32.3
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 : 25: 1 18 4 5 1 10 19:
Old : 25: 1 18 4 5 1 10 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.8 27.8 67.1 43.6 54.2 24.8 58.5 37.5
Old : 56.8 27.8 67.1 43.6 54.2 24.8 58.5 37.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 2, 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 : 263,747: 60,106 29,626 57,718 125,332 122,871 243,156 210,215: 20,591 53,532
Old : 263,747: 60,106 29,626 57,718 125,332 122,871 243,156 210,215: 20,591 53,532
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 25, 2007 :
: -6,105: -935 2,401 -2,908 755 -2,825 -3,088 -3,333: -3,017 -2,772
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.8 11.2 21.9 47.5 46.6 92.2 79.7: 7.8 20.3
Old : 100.0: 22.8 11.2 21.9 47.5 46.6 92.2 79.7: 7.8 20.3
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 : 292: 91 54 92 80 121 216 235:
Old : 292: 91 54 92 80 121 216 235:
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 : 24.0 15.0 35.9 22.1 24.0 13.7 35.8 19.4
Old : 24.0 15.0 35.9 22.1 24.0 13.7 35.8 19.4
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, October 2, 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 : 10,203: 3,651 4,041 1,571 2,297 1,644 7,519 7,256: 2,684 2,947
Old : 10,203: 3,651 4,041 1,571 2,297 1,644 7,519 7,256: 2,684 2,947
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 25, 2007 :
: 2,419: 389 226 992 371 651 1,752 1,870: 667 549
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.8 39.6 15.4 22.5 16.1 73.7 71.1: 26.3 28.9
Old : 100.0: 35.8 39.6 15.4 22.5 16.1 73.7 71.1: 26.3 28.9
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 : 86: 23 33 16 20 25 56 62:
Old : 86: 23 33 16 20 25 56 62:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.6 19.8 40.6 31.6 28.6 19.5 40.3 27.8
Old : 28.6 19.8 40.6 31.6 28.6 19.5 40.3 27.8
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, October 2, 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 : 29,450: 12,881 1,488 5,117 7,312 6,565 25,310 13,169: 4,141 16,281
Old : 29,450: 12,881 1,488 5,117 7,312 6,565 25,310 13,169: 4,141 16,281
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 25, 2007 :
: -2,198: 923 -295 -1,598 -744 43 -1,419 -1,850: -778 -348
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.7 5.1 17.4 24.8 22.3 85.9 44.7: 14.1 55.3
Old : 100.0: 43.7 5.1 17.4 24.8 22.3 85.9 44.7: 14.1 55.3
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 : 134: 49 17 29 38 46 102 85:
Old : 134: 49 17 29 38 46 102 85:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.7 8.9 30.8 15.2 18.8 5.8 29.5 9.9
Old : 19.7 8.9 30.8 15.2 18.8 5.8 29.5 9.9
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, October 2, 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 : 166,997: 89,846 18,601 11,254 24,036 110,046 125,136 139,901: 41,861 27,096
Old : 166,997: 89,846 18,601 11,254 24,036 110,046 125,136 139,901: 41,861 27,096
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 25, 2007 :
: 19,383: 14,281 4,202 1,039 1,370 16,793 16,691 22,035: 2,693 -2,651
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.8 11.1 6.7 14.4 65.9 74.9 83.8: 25.1 16.2
Old : 100.0: 53.8 11.1 6.7 14.4 65.9 74.9 83.8: 25.1 16.2
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 : 96: 46 16 17 24 21 76 49:
Old : 96: 46 16 17 24 21 76 49:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.3 40.5 34.9 59.3 24.3 40.3 34.9 57.7
Old : 24.3 40.5 34.9 59.3 24.3 40.3 34.9 57.7
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, October 2, 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 : 79,866: 31,485 34,755 2,297 20,330 32,432 54,113 69,484: 25,753 10,381
Old : 79,866: 31,485 34,755 2,297 20,330 32,432 54,113 69,484: 25,753 10,381
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 25, 2007 :
: 4,795: -1,236 8,113 77 4,288 -2,735 3,129 5,455: 1,667 -659
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.4 43.5 2.9 25.5 40.6 67.8 87.0: 32.2 13.0
Old : 100.0: 39.4 43.5 2.9 25.5 40.6 67.8 87.0: 32.2 13.0
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 : 61: 24 19 6 11 12 38 34:
Old : 61: 24 19 6 11 12 38 34:
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 : 27.5 46.4 38.0 59.4 25.0 45.2 35.4 58.1
Old : 27.5 46.4 38.0 59.4 25.0 45.2 35.4 58.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 2, 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 : 73,625: 18,098 20,241 581 49,823 49,468 68,502 70,290: 5,123 3,335
Old : 73,625: 18,098 20,241 581 49,823 49,468 68,502 70,290: 5,123 3,335
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 25, 2007 :
: -1,526: -248 -11,026 380 -1,950 9,414 -1,818 -1,232: 292 -294
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.6 27.5 0.8 67.7 67.2 93.0 95.5: 7.0 4.5
Old : 100.0: 24.6 27.5 0.8 67.7 67.2 93.0 95.5: 7.0 4.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 86: 40 19 3 13 17 54 38:
Old : 86: 40 19 3 13 17 54 38:
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 : 58.5 67.4 68.1 83.3 56.1 67.4 65.2 79.1
Old : 58.5 67.4 68.1 83.3 56.1 67.4 65.2 79.1
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, October 2, 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 : 109,335: 55,580 28,004 6,851 22,215 54,785 84,646 89,639: 24,689 19,695
Old : 109,335: 55,580 28,004 6,851 22,215 54,785 84,646 89,639: 24,689 19,695
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 25, 2007 :
: 15,061: 7,684 5,961 1,455 2,728 5,108 11,867 12,524: 3,194 2,537
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.8 25.6 6.3 20.3 50.1 77.4 82.0: 22.6 18.0
Old : 100.0: 50.8 25.6 6.3 20.3 50.1 77.4 82.0: 22.6 18.0
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 : 78: 33 21 11 14 19 51 47:
Old : 78: 33 21 11 14 19 51 47:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.2 26.7 48.8 45.2 34.6 26.7 47.5 43.4
Old : 35.2 26.7 48.8 45.2 34.6 26.7 47.5 43.4
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, October 2, 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 : 247,359: 35,155 64,280 20,901 153,753 136,875 209,809 222,056: 37,549 25,302
Old : 247,359: 35,155 64,280 20,901 153,753 136,875 209,809 222,056: 37,549 25,302
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 25, 2007 :
: 25,329: -12,951 13,389 2,078 35,463 7,586 24,590 23,053: 739 2,276
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.2 26.0 8.4 62.2 55.3 84.8 89.8: 15.2 10.2
Old : 100.0: 14.2 26.0 8.4 62.2 55.3 84.8 89.8: 15.2 10.2
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 : 115: 33 43 17 26 26 68 77:
Old : 115: 33 43 17 26 26 68 77:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.2 44.6 57.7 58.4 43.9 44.4 53.2 55.5
Old : 44.2 44.6 57.7 58.4 43.9 44.4 53.2 55.5
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, October 2, 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 : 257,763: 131,571 36,522 25,657 38,029 148,626 195,256 210,805: 62,506 46,958
Old : 257,763: 131,571 36,522 25,657 38,029 148,626 195,256 210,805: 62,506 46,958
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 25, 2007 :
: 10,905: 9,599 -394 2,448 -3,518 7,948 8,529 10,002: 2,376 903
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.0 14.2 10.0 14.8 57.7 75.8 81.8: 24.2 18.2
Old : 100.0: 51.0 14.2 10.0 14.8 57.7 75.8 81.8: 24.2 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 : 158: 67 46 34 28 33 117 91:
Old : 158: 67 46 34 28 33 117 91:
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 : 25.7 32.0 32.9 46.0 25.1 31.5 31.1 43.5
Old : 25.7 32.0 32.9 46.0 25.1 31.5 31.1 43.5
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, October 2, 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 : 25,717: 20,974 2,480 105 2,203 22,027 23,282 24,612: 2,435 1,105
Old : 25,717: 20,974 2,480 105 2,203 22,027 23,282 24,612: 2,435 1,105
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 25, 2007 :
: 4,593: 5,070 -702 0 -528 5,554 4,542 4,852: 51 -259
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.6 9.6 0.4 8.6 85.7 90.5 95.7: 9.5 4.3
Old : 100.0: 81.6 9.6 0.4 8.6 85.7 90.5 95.7: 9.5 4.3
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 : 36: 16 4 1 6 13 22 18:
Old : 36: 16 4 1 6 13 22 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 : 59.0 62.5 73.3 79.5 59.0 61.5 73.3 78.5
Old : 59.0 62.5 73.3 79.5 59.0 61.5 73.3 78.5
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, October 2, 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 : 99,083: 21,313 17,040 2,509 66,265 74,628 90,087 94,177: 8,996 4,906
Old : 99,083: 21,313 17,040 2,509 66,265 74,628 90,087 94,177: 8,996 4,906
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 25, 2007 :
: 2,907: 3,535 -946 -437 -1,065 4,235 2,033 2,852: 874 55
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.5 17.2 2.5 66.9 75.3 90.9 95.0: 9.1 5.0
Old : 100.0: 21.5 17.2 2.5 66.9 75.3 90.9 95.0: 9.1 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 : 32: 4 2 2 17 16 22 19:
Old : 32: 4 2 2 17 16 22 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.3 61.6 71.6 77.7 50.4 55.9 67.1 72.0
Old : 54.3 61.6 71.6 77.7 50.4 55.9 67.1 72.0
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, October 2, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $1,000,000) :
: : :
All :18,827,883: 1,426,902 321,561 7,114,566 9,010,363 10,103,284 17,551,831 17,539,411: 1,276,052 1,288,472
Old :18,827,883: 1,426,902 321,561 7,114,566 9,010,363 10,103,284 17,551,831 17,539,411: 1,276,052 1,288,472
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 25, 2007 :
: -232,866: 105,764 18,844 -284,518 -52,218 37,312 -230,971 -228,361: -1,895 -4,505
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.6 1.7 37.8 47.9 53.7 93.2 93.2: 6.8 6.8
Old : 100.0: 7.6 1.7 37.8 47.9 53.7 93.2 93.2: 6.8 6.8
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 : 314: 81 52 116 168 161 306 281:
Old : 314: 81 52 116 168 161 306 281:
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 : 22.2 16.7 31.9 27.6 15.1 9.5 17.5 16.0
Old : 22.2 16.7 31.9 27.6 15.1 9.5 17.5 16.0
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, October 2, 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 : 712,526: 56,469 87,551 88,543 447,274 378,192 592,286 554,286: 120,240 158,240
Old : 712,526: 56,469 87,551 88,543 447,274 378,192 592,286 554,286: 120,240 158,240
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 25, 2007 :
: 22,392: 7,165 -1,438 7,100 7,435 8,830 21,699 14,492: 693 7,900
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.9 12.3 12.4 62.8 53.1 83.1 77.8: 16.9 22.2
Old : 100.0: 7.9 12.3 12.4 62.8 53.1 83.1 77.8: 16.9 22.2
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 : 212: 46 58 67 88 62 177 144:
Old : 212: 46 58 67 88 62 177 144:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.7 20.9 28.6 31.5 19.5 20.9 28.4 31.1
Old : 19.7 20.9 28.6 31.5 19.5 20.9 28.4 31.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 2, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($50 X S&P 500 INDEX) :
: : :
All : 1,991,825: 304,132 502,037 117,495 1,153,157 1,215,667 1,574,784 1,835,199: 417,041 156,626
Old : 1,991,825: 304,132 502,037 117,495 1,153,157 1,215,667 1,574,784 1,835,199: 417,041 156,626
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 25, 2007 :
: 133,490: 15,716 60,842 6,983 84,731 65,212 107,429 133,037: 26,061 453
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.3 25.2 5.9 57.9 61.0 79.1 92.1: 20.9 7.9
Old : 100.0: 15.3 25.2 5.9 57.9 61.0 79.1 92.1: 20.9 7.9
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 : 313: 55 115 53 87 103 185 228:
Old : 313: 55 115 53 87 103 185 228:
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 : 21.7 19.8 32.0 30.5 16.7 17.7 26.8 27.3
Old : 21.7 19.8 32.0 30.5 16.7 17.7 26.8 27.3
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, October 2, 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 : 102,344: 11,985 25,397 0 71,869 66,631 83,854 92,028: 18,490 10,316
Old : 102,344: 11,985 25,397 0 71,869 66,631 83,854 92,028: 18,490 10,316
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 25, 2007 :
: 5,266: 2,083 -28 0 -1,750 -1,251 333 -1,279: 4,933 6,545
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.7 24.8 0.0 70.2 65.1 81.9 89.9: 18.1 10.1
Old : 100.0: 11.7 24.8 0.0 70.2 65.1 81.9 89.9: 18.1 10.1
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 : 84: 15 13 0 36 34 51 47:
Old : 84: 15 13 0 36 34 51 47:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.6 36.7 47.2 53.0 29.2 36.7 44.3 53.0
Old : 29.6 36.7 47.2 53.0 29.2 36.7 44.3 53.0
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, October 2, 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 : 47,586: 12,801 9,970 207 24,927 22,167 37,935 32,344: 9,651 15,242
Old : 47,586: 12,801 9,970 207 24,927 22,167 37,935 32,344: 9,651 15,242
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 25, 2007 :
: 5,760: 3,737 -808 50 484 2,374 4,271 1,616: 1,489 4,144
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.9 21.0 0.4 52.4 46.6 79.7 68.0: 20.3 32.0
Old : 100.0: 26.9 21.0 0.4 52.4 46.6 79.7 68.0: 20.3 32.0
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 : 61: 17 13 2 22 18 41 31:
Old : 61: 17 13 2 22 18 41 31:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.9 34.0 46.8 47.3 32.9 30.0 43.8 42.6
Old : 33.9 34.0 46.8 47.3 32.9 30.0 43.8 42.6
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, October 2, 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 : 384,228: 142,560 111,981 18,007 153,954 234,087 314,520 364,074: 69,708 20,154
Old : 384,228: 142,560 111,981 18,007 153,954 234,087 314,520 364,074: 69,708 20,154
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 25, 2007 :
: 53,528: 32,436 11,062 4,818 -4,279 36,767 32,975 52,647: 20,553 881
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.1 29.1 4.7 40.1 60.9 81.9 94.8: 18.1 5.2
Old : 100.0: 37.1 29.1 4.7 40.1 60.9 81.9 94.8: 18.1 5.2
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 : 240: 91 59 27 48 55 154 126:
Old : 240: 91 59 27 48 55 154 126:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.4 25.3 29.7 41.3 13.9 24.5 25.6 38.4
Old : 17.4 25.3 29.7 41.3 13.9 24.5 25.6 38.4
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, October 2, 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 : 100,102: 66,872 12,310 777 6,055 78,563 73,704 91,650: 26,398 8,452
Old : 100,102: 66,872 12,310 777 6,055 78,563 73,704 91,650: 26,398 8,452
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 25, 2007 :
: 24,353: 20,355 4,824 -42 1,526 18,484 21,840 23,266: 2,513 1,086
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.8 12.3 0.8 6.0 78.5 73.6 91.6: 26.4 8.4
Old : 100.0: 66.8 12.3 0.8 6.0 78.5 73.6 91.6: 26.4 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 : 61: 31 9 2 6 17 38 27:
Old : 61: 31 9 2 6 17 38 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 : 34.4 42.9 46.3 66.4 34.4 42.2 46.3 65.2
Old : 34.4 42.9 46.3 66.4 34.4 42.2 46.3 65.2
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, October 2, 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 : 31,368: 1,685 11,010 8 19,185 13,855 20,878 24,873: 10,490 6,495
Old : 31,368: 1,685 11,010 8 19,185 13,855 20,878 24,873: 10,490 6,495
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 25, 2007 :
: 756: 408 1,086 -0 -259 -300 149 786: 607 -30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.4 35.1 0.0 61.2 44.2 66.6 79.3: 33.4 20.7
Old : 100.0: 5.4 35.1 0.0 61.2 44.2 66.6 79.3: 33.4 20.7
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 : 54: 2 21 2 20 17 24 38:
Old : 54: 2 21 2 20 17 24 38:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.3 30.9 50.4 42.5 31.9 26.4 43.3 37.3
Old : 37.3 30.9 50.4 42.5 31.9 26.4 43.3 37.3
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, October 2, 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 : 586,095: 60,604 238,150 13,355 499,181 276,169 573,141 527,674: 12,954 58,420
Old : 586,095: 60,604 238,150 13,355 499,181 276,169 573,141 527,674: 12,954 58,420
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 25, 2007 :
: 5,056: -10 -13,598 3,770 -1,306 4,282 2,453 -5,545: 2,603 10,601
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.3 40.6 2.3 85.2 47.1 97.8 90.0: 2.2 10.0
Old : 100.0: 10.3 40.6 2.3 85.2 47.1 97.8 90.0: 2.2 10.0
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 : 287: 32 146 51 54 81 125 239:
Old : 287: 32 146 51 54 81 125 239:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.5 17.5 76.6 27.2 52.5 16.0 73.6 24.9
Old : 55.5 17.5 76.6 27.2 52.5 16.0 73.6 24.9
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, October 2, 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 : 68,691: 12,382 31,852 535 47,653 24,691 60,571 57,078: 8,120 11,613
Old : 68,691: 12,382 31,852 535 47,653 24,691 60,571 57,078: 8,120 11,613
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 25, 2007 :
: 2,199: 2,515 401 534 -66 3,016 2,983 3,951: -784 -1,752
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.0 46.4 0.8 69.4 35.9 88.2 83.1: 11.8 16.9
Old : 100.0: 18.0 46.4 0.8 69.4 35.9 88.2 83.1: 11.8 16.9
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 : 72: 14 24 3 15 24 31 49:
Old : 72: 14 24 3 15 24 31 49:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.3 43.2 63.4 59.7 43.3 43.2 63.3 58.7
Old : 43.3 43.2 63.4 59.7 43.3 43.2 63.3 58.7
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, October 2, 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 : 63,823: 29,013 4,967 101 28,439 23,183 57,553 28,251: 6,270 35,572
Old : 63,823: 29,013 4,967 101 28,439 23,183 57,553 28,251: 6,270 35,572
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 25, 2007 :
: -590: -473 1,003 1 -276 1,783 -748 2,787: 158 -3,377
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.5 7.8 0.2 44.6 36.3 90.2 44.3: 9.8 55.7
Old : 100.0: 45.5 7.8 0.2 44.6 36.3 90.2 44.3: 9.8 55.7
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 : 50: 15 9 2 15 13 31 23:
Old : 50: 15 9 2 15 13 31 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.6 26.5 70.6 35.6 51.6 25.5 70.6 32.5
Old : 51.6 26.5 70.6 35.6 51.6 25.5 70.6 32.5
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, October 2, 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 : 22,122: 6,714 1,844 24 14,413 19,996 21,151 21,864: 971 258
Old : 22,122: 6,714 1,844 24 14,413 19,996 21,151 21,864: 971 258
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 25, 2007 :
: 453: 13 149 22 320 254 355 425: 98 28
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.3 8.3 0.1 65.2 90.4 95.6 98.8: 4.4 1.2
Old : 100.0: 30.3 8.3 0.1 65.2 90.4 95.6 98.8: 4.4 1.2
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 : 27: 12 5 1 7 4 20 9:
Old : 27: 12 5 1 7 4 20 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 : 69.3 93.0 85.8 98.3 69.3 92.9 85.8 98.2
Old : 69.3 93.0 85.8 98.3 69.3 92.9 85.8 98.2
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, October 2, 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 : 34,652: 4,440 8,997 4,517 15,267 18,090 24,224 31,604: 10,428 3,048
Old : 34,652: 4,440 8,997 4,517 15,267 18,090 24,224 31,604: 10,428 3,048
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 25, 2007 :
: 1,025: 49 275 64 2,086 2,832 2,199 3,171: -1,174 -2,146
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.8 26.0 13.0 44.1 52.2 69.9 91.2: 30.1 8.8
Old : 100.0: 12.8 26.0 13.0 44.1 52.2 69.9 91.2: 30.1 8.8
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 : 52: 7 14 8 18 23 30 41:
Old : 52: 7 14 8 18 23 30 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 : 28.5 31.6 42.9 49.7 28.3 23.8 37.3 38.3
Old : 28.5 31.6 42.9 49.7 28.3 23.8 37.3 38.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 5, 2007