BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 9, 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 : 3,327: 178 0 0 2,310 3,187 2,488 3,187: 839 140
Old : 3,327: 178 0 0 2,310 3,187 2,488 3,187: 839 140
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 2, 2007 :
: -795: -17 -54 -32 -759 -708 -808 -794: 13 -1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.4 0.0 0.0 69.4 95.8 74.8 95.8: 25.2 4.2
Old : 100.0: 5.4 0.0 0.0 69.4 95.8 74.8 95.8: 25.2 4.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 2 0 0 14 11 16 11:
Old : 22: 2 0 0 14 11 16 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 : 40.2 74.8 59.9 91.4 40.2 74.6 58.8 88.5
Old : 40.2 74.8 59.9 91.4 40.2 74.6 58.8 88.5
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 9, 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 : 38,622: 4,693 2,103 4,593 22,685 23,544 31,971 30,240: 6,651 8,382
Old : 38,622: 4,693 2,103 4,593 22,685 23,544 31,971 30,240: 6,651 8,382
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 2, 2007 :
: -5,238: -1,817 232 -895 -2,296 -3,870 -5,008 -4,533: -230 -705
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.2 5.4 11.9 58.7 61.0 82.8 78.3: 17.2 21.7
Old : 100.0: 12.2 5.4 11.9 58.7 61.0 82.8 78.3: 17.2 21.7
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 : 61: 17 7 15 29 26 52 42:
Old : 61: 17 7 15 29 26 52 42:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.0 30.8 56.3 44.9 39.9 29.2 52.3 42.4
Old : 40.0 30.8 56.3 44.9 39.9 29.2 52.3 42.4
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 9, 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 : 202,733: 35,628 32,679 51,223 96,998 80,987 183,849 164,890: 18,884 37,843
Old : 202,733: 35,628 32,679 51,223 96,998 80,987 183,849 164,890: 18,884 37,843
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 2, 2007 :
: 381: 419 2,460 548 1,177 -2,085 2,144 923: -1,763 -542
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.6 16.1 25.3 47.8 39.9 90.7 81.3: 9.3 18.7
Old : 100.0: 17.6 16.1 25.3 47.8 39.9 90.7 81.3: 9.3 18.7
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 : 228: 63 90 84 33 50 156 174:
Old : 228: 63 90 84 33 50 156 174:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.7 17.9 37.1 26.5 23.1 14.6 34.1 20.3
Old : 24.7 17.9 37.1 26.5 23.1 14.6 34.1 20.3
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 9, 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 : 1,374: 80 747 106 734 68 920 921: 455 453
Old : 1,374: 80 747 106 734 68 920 921: 455 453
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 2, 2007 :
: 41: 48 1 -21 -14 39 13 19: 28 22
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.8 54.4 7.7 53.4 4.9 66.9 67.0: 33.1 33.0
Old : 100.0: 5.8 54.4 7.7 53.4 4.9 66.9 67.0: 33.1 33.0
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 : 25: 2 17 4 5 1 11 18:
Old : 25: 2 17 4 5 1 11 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 : 52.9 27.5 63.9 44.6 52.7 24.4 59.2 38.2
Old : 52.9 27.5 63.9 44.6 52.7 24.4 59.2 38.2
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 9, 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 : 247,583: 55,504 33,198 48,571 124,209 114,843 228,284 196,612: 19,298 50,971
Old : 247,583: 55,504 33,198 48,571 124,209 114,843 228,284 196,612: 19,298 50,971
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 2, 2007 :
: -16,164: -4,602 3,572 -9,147 -1,123 -8,028 -14,871 -13,603: -1,293 -2,561
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.4 13.4 19.6 50.2 46.4 92.2 79.4: 7.8 20.6
Old : 100.0: 22.4 13.4 19.6 50.2 46.4 92.2 79.4: 7.8 20.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 294: 81 71 89 72 115 202 240:
Old : 294: 81 71 89 72 115 202 240:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.5 14.1 38.1 21.3 25.5 13.5 38.1 20.0
Old : 25.5 14.1 38.1 21.3 25.5 13.5 38.1 20.0
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 9, 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 : 10,372: 4,136 4,035 1,445 2,270 1,961 7,851 7,441: 2,521 2,931
Old : 10,372: 4,136 4,035 1,445 2,270 1,961 7,851 7,441: 2,521 2,931
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 2, 2007 :
: 169: 485 -7 -125 -27 317 332 185: -163 -16
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.9 38.9 13.9 21.9 18.9 75.7 71.7: 24.3 28.3
Old : 100.0: 39.9 38.9 13.9 21.9 18.9 75.7 71.7: 24.3 28.3
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 : 88: 27 32 18 20 24 61 61:
Old : 88: 27 32 18 20 24 61 61:
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 19.6 42.5 31.3 28.5 19.6 42.4 28.1
Old : 28.5 19.6 42.5 31.3 28.5 19.6 42.4 28.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 9, 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 : 28,911: 12,776 1,951 4,334 7,496 6,020 24,606 12,306: 4,305 16,605
Old : 28,911: 12,776 1,951 4,334 7,496 6,020 24,606 12,306: 4,305 16,605
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 2, 2007 :
: -539: -104 463 -783 184 -544 -704 -864: 164 324
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.2 6.7 15.0 25.9 20.8 85.1 42.6: 14.9 57.4
Old : 100.0: 44.2 6.7 15.0 25.9 20.8 85.1 42.6: 14.9 57.4
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 : 124: 46 20 26 36 42 97 76:
Old : 124: 46 20 26 36 42 97 76:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.2 7.3 31.5 12.9 19.2 4.9 30.6 8.7
Old : 20.2 7.3 31.5 12.9 19.2 4.9 30.6 8.7
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 9, 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 : 178,954: 102,466 17,741 8,490 23,960 124,639 134,917 150,869: 44,038 28,085
Old : 178,954: 102,466 17,741 8,490 23,960 124,639 134,917 150,869: 44,038 28,085
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 2, 2007 :
: 11,957: 12,620 -861 -2,764 -76 14,593 9,780 10,968: 2,177 989
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.3 9.9 4.7 13.4 69.6 75.4 84.3: 24.6 15.7
Old : 100.0: 57.3 9.9 4.7 13.4 69.6 75.4 84.3: 24.6 15.7
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 : 93: 40 19 13 24 22 71 48:
Old : 93: 40 19 13 24 22 71 48:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.1 40.8 38.8 60.5 28.1 40.6 38.8 59.1
Old : 28.1 40.8 38.8 60.5 28.1 40.6 38.8 59.1
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 9, 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 : 73,146: 27,557 32,282 1,592 19,953 28,313 49,102 62,187: 24,044 10,959
Old : 73,146: 27,557 32,282 1,592 19,953 28,313 49,102 62,187: 24,044 10,959
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 2, 2007 :
: -6,719: -3,928 -2,473 -706 -378 -4,119 -5,011 -7,298: -1,709 578
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.7 44.1 2.2 27.3 38.7 67.1 85.0: 32.9 15.0
Old : 100.0: 37.7 44.1 2.2 27.3 38.7 67.1 85.0: 32.9 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 : 51: 23 15 3 8 9 32 26:
Old : 51: 23 15 3 8 9 32 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 : 27.3 48.5 40.2 61.9 23.9 46.7 35.8 60.2
Old : 27.3 48.5 40.2 61.9 23.9 46.7 35.8 60.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 9, 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 : 80,483: 25,879 15,159 574 47,695 62,462 74,148 78,195: 6,335 2,288
Old : 80,483: 25,879 15,159 574 47,695 62,462 74,148 78,195: 6,335 2,288
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 2, 2007 :
: 6,858: 7,781 -5,082 -7 -2,128 12,994 5,646 7,905: 1,212 -1,047
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.2 18.8 0.7 59.3 77.6 92.1 97.2: 7.9 2.8
Old : 100.0: 32.2 18.8 0.7 59.3 77.6 92.1 97.2: 7.9 2.8
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 : 92: 48 17 3 11 19 60 38:
Old : 92: 48 17 3 11 19 60 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 : 51.5 70.2 61.6 82.8 50.6 70.2 59.0 78.4
Old : 51.5 70.2 61.6 82.8 50.6 70.2 59.0 78.4
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 9, 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 : 116,802: 54,348 22,690 5,048 31,311 69,317 90,707 97,054: 26,096 19,748
Old : 116,802: 54,348 22,690 5,048 31,311 69,317 90,707 97,054: 26,096 19,748
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 2, 2007 :
: 7,468: -1,233 -5,314 -1,803 9,097 14,532 6,061 7,415: 1,407 53
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.5 19.4 4.3 26.8 59.3 77.7 83.1: 22.3 16.9
Old : 100.0: 46.5 19.4 4.3 26.8 59.3 77.7 83.1: 22.3 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 : 73: 26 21 8 16 20 46 45:
Old : 73: 26 21 8 16 20 46 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 : 35.6 26.5 51.4 44.6 34.6 26.2 50.5 44.0
Old : 35.6 26.5 51.4 44.6 34.6 26.2 50.5 44.0
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 9, 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 : 268,582: 34,363 82,594 19,478 178,941 140,546 232,782 242,619: 35,800 25,963
Old : 268,582: 34,363 82,594 19,478 178,941 140,546 232,782 242,619: 35,800 25,963
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 2, 2007 :
: 21,223: -792 18,315 -1,423 25,188 3,671 22,972 20,562: -1,749 661
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.8 30.8 7.3 66.6 52.3 86.7 90.3: 13.3 9.7
Old : 100.0: 12.8 30.8 7.3 66.6 52.3 86.7 90.3: 13.3 9.7
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 : 115: 34 45 17 25 22 65 78:
Old : 115: 34 45 17 25 22 65 78:
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 : 47.6 44.6 60.5 57.0 47.4 44.5 58.3 56.9
Old : 47.6 44.6 60.5 57.0 47.4 44.5 58.3 56.9
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 9, 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 : 235,104: 118,194 29,070 19,129 34,882 144,517 172,206 192,716: 62,899 42,388
Old : 235,104: 118,194 29,070 19,129 34,882 144,517 172,206 192,716: 62,899 42,388
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 2, 2007 :
: -22,659: -13,377 -7,452 -6,527 -3,147 -4,109 -23,051 -18,089: 392 -4,570
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.3 12.4 8.1 14.8 61.5 73.2 82.0: 26.8 18.0
Old : 100.0: 50.3 12.4 8.1 14.8 61.5 73.2 82.0: 26.8 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 : 150: 66 37 28 30 35 109 87:
Old : 150: 66 37 28 30 35 109 87:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.0 33.3 31.6 47.5 23.3 33.3 29.3 46.4
Old : 24.0 33.3 31.6 47.5 23.3 33.3 29.3 46.4
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 9, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF NZD 100,000) :
: : :
All : 29,258: 24,238 3,153 105 2,245 25,561 26,588 28,819: 2,670 439
Old : 29,258: 24,238 3,153 105 2,245 25,561 26,588 28,819: 2,670 439
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 2, 2007 :
: 3,541: 3,264 673 0 42 3,534 3,306 4,207: 235 -666
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.8 10.8 0.4 7.7 87.4 90.9 98.5: 9.1 1.5
Old : 100.0: 82.8 10.8 0.4 7.7 87.4 90.9 98.5: 9.1 1.5
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 : 36: 14 6 1 6 13 20 20:
Old : 36: 14 6 1 6 13 20 20:
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 : 63.1 63.5 77.0 82.3 63.1 62.6 77.0 81.4
Old : 63.1 63.5 77.0 82.3 63.1 62.6 77.0 81.4
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 9, 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 : 97,479: 16,282 17,156 2,375 70,277 74,629 88,934 94,160: 8,545 3,319
Old : 97,479: 16,282 17,156 2,375 70,277 74,629 88,934 94,160: 8,545 3,319
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 2, 2007 :
: -1,604: -5,031 116 -134 4,012 1 -1,153 -17: -451 -1,587
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.7 17.6 2.4 72.1 76.6 91.2 96.6: 8.8 3.4
Old : 100.0: 16.7 17.6 2.4 72.1 76.6 91.2 96.6: 8.8 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 : 34: 4 2 2 20 17 25 20:
Old : 34: 4 2 2 20 17 25 20:
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 : 51.7 64.0 69.6 80.4 47.7 57.5 64.3 72.8
Old : 51.7 64.0 69.6 80.4 47.7 57.5 64.3 72.8
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 9, 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 :17,899,346: 1,256,555 305,695 6,466,423 8,886,914 9,805,402 16,609,891 16,577,520: 1,289,455 1,321,826
Old :17,899,346: 1,256,555 305,695 6,466,423 8,886,914 9,805,402 16,609,891 16,577,520: 1,289,455 1,321,826
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 2, 2007 :
: -928,537: -170,348 -15,866 -648,143 -123,450 -297,882 -941,940 -961,890: 13,403 33,354
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.0 1.7 36.1 49.6 54.8 92.8 92.6: 7.2 7.4
Old : 100.0: 7.0 1.7 36.1 49.6 54.8 92.8 92.6: 7.2 7.4
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 : 310: 77 51 115 168 161 302 280:
Old : 310: 77 51 115 168 161 302 280:
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 : 22.3 16.3 32.2 27.3 15.9 9.8 18.7 16.4
Old : 22.3 16.3 32.2 27.3 15.9 9.8 18.7 16.4
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 9, 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 : 723,073: 56,973 90,087 93,278 448,137 381,284 598,389 564,649: 124,684 158,424
Old : 723,073: 56,973 90,087 93,278 448,137 381,284 598,389 564,649: 124,684 158,424
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 2, 2007 :
: 10,548: 504 2,536 4,736 863 3,092 6,103 10,363: 4,444 184
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.9 12.5 12.9 62.0 52.7 82.8 78.1: 17.2 21.9
Old : 100.0: 7.9 12.5 12.9 62.0 52.7 82.8 78.1: 17.2 21.9
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 : 216: 46 63 70 88 60 179 148:
Old : 216: 46 63 70 88 60 179 148:
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 : 19.3 20.8 27.8 31.3 19.1 20.7 27.5 30.8
Old : 19.3 20.8 27.8 31.3 19.1 20.7 27.5 30.8
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 9, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($50 X S&P 500 INDEX) :
: : :
All : 2,096,543: 320,756 533,778 131,147 1,212,726 1,260,978 1,664,630 1,925,903: 431,913 170,640
Old : 2,096,543: 320,756 533,778 131,147 1,212,726 1,260,978 1,664,630 1,925,903: 431,913 170,640
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 2, 2007 :
: 104,718: 16,624 31,742 13,652 59,570 45,311 89,845 90,704: 14,873 14,014
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.3 25.5 6.3 57.8 60.1 79.4 91.9: 20.6 8.1
Old : 100.0: 15.3 25.5 6.3 57.8 60.1 79.4 91.9: 20.6 8.1
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 : 326: 59 123 60 92 101 196 239:
Old : 326: 59 123 60 92 101 196 239:
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 : 21.6 19.7 31.5 30.1 16.4 17.3 26.2 26.9
Old : 21.6 19.7 31.5 30.1 16.4 17.3 26.2 26.9
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 9, 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 : 104,131: 12,121 25,285 0 74,916 70,682 87,037 95,967: 17,094 8,164
Old : 104,131: 12,121 25,285 0 74,916 70,682 87,037 95,967: 17,094 8,164
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 2, 2007 :
: 1,786: 136 -112 0 3,046 4,051 3,182 3,939: -1,396 -2,153
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.6 24.3 0.0 71.9 67.9 83.6 92.2: 16.4 7.8
Old : 100.0: 11.6 24.3 0.0 71.9 67.9 83.6 92.2: 16.4 7.8
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 : 85: 14 12 0 37 36 51 48:
Old : 85: 14 12 0 37 36 51 48:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.6 37.6 47.9 55.2 29.2 37.6 46.1 55.1
Old : 29.6 37.6 47.9 55.2 29.2 37.6 46.1 55.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 9, 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 : 48,579: 13,305 9,659 335 24,805 21,256 38,445 31,250: 10,134 17,329
Old : 48,579: 13,305 9,659 335 24,805 21,256 38,445 31,250: 10,134 17,329
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 2, 2007 :
: 993: 504 -311 128 -122 -911 510 -1,094: 483 2,087
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.4 19.9 0.7 51.1 43.8 79.1 64.3: 20.9 35.7
Old : 100.0: 27.4 19.9 0.7 51.1 43.8 79.1 64.3: 20.9 35.7
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 : 59: 15 12 2 24 17 41 29:
Old : 59: 15 12 2 24 17 41 29:
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 : 34.7 34.3 46.8 47.4 34.7 30.3 45.0 43.2
Old : 34.7 34.3 46.8 47.4 34.7 30.3 45.0 43.2
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 9, 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 : 417,416: 157,948 122,363 19,471 162,755 253,997 340,173 395,830: 77,243 21,586
Old : 417,416: 157,948 122,363 19,471 162,755 253,997 340,173 395,830: 77,243 21,586
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 2, 2007 :
: 33,188: 15,388 10,382 1,464 8,801 19,910 25,653 31,756: 7,535 1,432
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.8 29.3 4.7 39.0 60.8 81.5 94.8: 18.5 5.2
Old : 100.0: 37.8 29.3 4.7 39.0 60.8 81.5 94.8: 18.5 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 : 248: 84 75 25 51 53 150 138:
Old : 248: 84 75 25 51 53 150 138:
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 : 18.3 28.4 31.4 42.0 15.6 27.2 26.7 38.9
Old : 18.3 28.4 31.4 42.0 15.6 27.2 26.7 38.9
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 9, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF AUD 100,000) :
: : :
All : 97,925: 61,085 12,233 992 9,506 76,462 71,584 89,687: 26,341 8,237
Old : 97,925: 61,085 12,233 992 9,506 76,462 71,584 89,687: 26,341 8,237
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 2, 2007 :
: -2,177: -5,786 -77 215 3,451 -2,101 -2,120 -1,962: -57 -215
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.4 12.5 1.0 9.7 78.1 73.1 91.6: 26.9 8.4
Old : 100.0: 62.4 12.5 1.0 9.7 78.1 73.1 91.6: 26.9 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 : 67: 35 9 3 10 17 46 28:
Old : 67: 35 9 3 10 17 46 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 : 26.2 38.7 38.1 62.4 26.2 37.6 38.1 61.3
Old : 26.2 38.7 38.1 62.4 26.2 37.6 38.1 61.3
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 9, 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 : 31,622: 2,219 11,100 8 18,982 14,613 21,209 25,721: 10,412 5,901
Old : 31,622: 2,219 11,100 8 18,982 14,613 21,209 25,721: 10,412 5,901
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 2, 2007 :
: 254: 534 90 -0 -203 758 331 848: -77 -595
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.0 35.1 0.0 60.0 46.2 67.1 81.3: 32.9 18.7
Old : 100.0: 7.0 35.1 0.0 60.0 46.2 67.1 81.3: 32.9 18.7
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 : 56: 3 22 2 19 18 24 40:
Old : 56: 3 22 2 19 18 24 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 : 38.8 31.7 51.6 43.1 33.5 27.8 44.6 38.7
Old : 38.8 31.7 51.6 43.1 33.5 27.8 44.6 38.7
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 9, 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 : 584,501: 61,739 238,634 16,008 492,788 272,974 570,535 527,615: 13,966 56,886
Old : 584,501: 61,739 238,634 16,008 492,788 272,974 570,535 527,615: 13,966 56,886
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 2, 2007 :
: -1,594: 1,135 484 2,652 -6,393 -3,195 -2,606 -59: 1,012 -1,534
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.6 40.8 2.7 84.3 46.7 97.6 90.3: 2.4 9.7
Old : 100.0: 10.6 40.8 2.7 84.3 46.7 97.6 90.3: 2.4 9.7
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 : 288: 30 152 54 54 77 130 237:
Old : 288: 30 152 54 54 77 130 237:
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 17.7 75.4 27.3 51.3 15.9 72.4 24.4
Old : 54.3 17.7 75.4 27.3 51.3 15.9 72.4 24.4
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 9, 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 : 68,913: 12,892 31,995 535 46,764 24,506 60,191 57,036: 8,722 11,877
Old : 68,913: 12,892 31,995 535 46,764 24,506 60,191 57,036: 8,722 11,877
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 2, 2007 :
: 223: 510 143 -0 -889 -184 -379 -41: 602 264
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.7 46.4 0.8 67.9 35.6 87.3 82.8: 12.7 17.2
Old : 100.0: 18.7 46.4 0.8 67.9 35.6 87.3 82.8: 12.7 17.2
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 : 75: 14 26 3 15 23 31 50:
Old : 75: 14 26 3 15 23 31 50:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.4 42.3 62.4 58.6 42.3 42.3 62.4 57.8
Old : 42.4 42.3 62.4 58.6 42.3 42.3 62.4 57.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 9, 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 : 65,159: 28,827 4,646 100 29,700 24,414 58,627 29,160: 6,532 35,999
Old : 65,159: 28,827 4,646 100 29,700 24,414 58,627 29,160: 6,532 35,999
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 2, 2007 :
: 1,336: -186 -321 -1 1,261 1,231 1,074 909: 262 427
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.2 7.1 0.2 45.6 37.5 90.0 44.8: 10.0 55.2
Old : 100.0: 44.2 7.1 0.2 45.6 37.5 90.0 44.8: 10.0 55.2
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 : 55: 18 8 1 17 15 35 24:
Old : 55: 18 8 1 17 15 35 24:
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 : 48.8 27.0 68.5 36.5 48.8 25.0 66.6 32.1
Old : 48.8 27.0 68.5 36.5 48.8 25.0 66.6 32.1
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 9, 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 : 22,409: 6,305 1,783 0 14,386 19,950 20,691 21,733: 1,718 676
Old : 22,409: 6,305 1,783 0 14,386 19,950 20,691 21,733: 1,718 676
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 2, 2007 :
: 287: -409 -61 -24 -27 -46 -460 -131: 747 418
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.1 8.0 0.0 64.2 89.0 92.3 97.0: 7.7 3.0
Old : 100.0: 28.1 8.0 0.0 64.2 89.0 92.3 97.0: 7.7 3.0
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 : 25: 11 5 0 5 4 16 9:
Old : 25: 11 5 0 5 4 16 9:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 68.8 91.4 84.9 96.5 68.8 91.4 84.9 96.5
Old : 68.8 91.4 84.9 96.5 68.8 91.4 84.9 96.5
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 9, 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 : 33,599: 4,640 8,549 4,317 13,888 16,754 22,845 29,620: 10,754 3,979
Old : 33,599: 4,640 8,549 4,317 13,888 16,754 22,845 29,620: 10,754 3,979
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 2, 2007 :
: -1,053: 200 -448 -200 -1,379 -1,336 -1,379 -1,984: 326 931
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.8 25.4 12.8 41.3 49.9 68.0 88.2: 32.0 11.8
Old : 100.0: 13.8 25.4 12.8 41.3 49.9 68.0 88.2: 32.0 11.8
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 14 8 18 22 30 40:
Old : 50: 7 14 8 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 : 29.3 29.2 41.4 48.9 27.6 24.1 36.2 38.5
Old : 29.3 29.2 41.4 48.9 27.6 24.1 36.2 38.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 12, 2007