BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 23, 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 : 3,325: 144 1 29 2,322 3,200 2,495 3,230: 830 95
Old : 3,325: 144 1 29 2,322 3,200 2,495 3,230: 830 95
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 16, 2007 :
: 57: -14 1 29 54 69 69 99: -12 -42
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.3 0.0 0.9 69.8 96.2 75.0 97.1: 25.0 2.9
Old : 100.0: 4.3 0.0 0.9 69.8 96.2 75.0 97.1: 25.0 2.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 2 1 1 14 11 17 12:
Old : 23: 2 1 1 14 11 17 12:
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 : 40.5 73.5 60.2 91.1 40.5 73.4 58.8 87.9
Old : 40.5 73.5 60.2 91.1 40.5 73.4 58.8 87.9
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 23, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 39,709: 5,028 2,146 4,974 23,150 24,140 33,152 31,259: 6,557 8,450
Old : 39,709: 5,028 2,146 4,974 23,150 24,140 33,152 31,259: 6,557 8,450
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 16, 2007 :
: 266: -56 31 2 73 82 19 116: 247 150
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.7 5.4 12.5 58.3 60.8 83.5 78.7: 16.5 21.3
Old : 100.0: 12.7 5.4 12.5 58.3 60.8 83.5 78.7: 16.5 21.3
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 : 64: 19 6 17 30 28 54 46:
Old : 64: 19 6 17 30 28 54 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 : 39.8 29.9 55.8 43.6 39.7 28.1 51.9 40.3
Old : 39.8 29.9 55.8 43.6 39.7 28.1 51.9 40.3
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 23, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 196,170: 39,008 35,560 46,424 91,288 76,007 176,720 157,990: 19,449 38,179
Old : 196,050: 39,008 35,592 46,392 91,288 75,925 176,688 157,908: 19,361 38,141
Other: 120: 32 0 0 0 82 32 82: 88 38
: : :
: : Changes in Commitments from: October 16, 2007 :
: 9,374: 3,507 2,116 2,540 1,705 2,760 7,752 7,417: 1,622 1,957
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.9 18.1 23.7 46.5 38.7 90.1 80.5: 9.9 19.5
Old : 100.0: 19.9 18.2 23.7 46.6 38.7 90.1 80.5: 9.9 19.5
Other: 100.0: 26.7 0.0 0.0 0.0 68.3 26.7 68.3: 73.3 31.7
: : :
:# Traders : Number of Traders in Each Category :
All : 228: 64 78 84 31 53 151 178:
Old : 228: 64 78 84 31 53 151 178:
Other: 6: 2 0 0 0 4 2 4:
:----------------------------------------------------------------------------------------------------
: 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 16.2 36.8 24.2 23.6 15.2 34.1 21.1
Old : 24.3 16.2 36.8 24.2 23.7 15.2 34.1 21.1
Other: 26.7 68.3 26.7 68.3 26.7 68.3 26.7 68.3
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE Code-056641
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 23, 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 : 1,714: 32 805 202 892 143 1,126 1,150: 587 564
Old : 1,714: 32 805 202 892 143 1,126 1,150: 587 564
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 16, 2007 :
: 204: -48 16 86 129 13 167 114: 37 89
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.9 47.0 11.8 52.0 8.3 65.7 67.1: 34.3 32.9
Old : 100.0: 1.9 47.0 11.8 52.0 8.3 65.7 67.1: 34.3 32.9
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 : 26: 1 18 4 5 3 10 21:
Old : 26: 1 18 4 5 3 10 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.9 27.7 62.7 45.0 46.8 23.3 53.8 35.5
Old : 46.9 27.7 62.7 45.0 46.8 23.3 53.8 35.5
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 23, 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 : 251,894: 57,539 35,168 48,986 126,689 116,993 233,214 201,147: 18,680 50,747
Old : 251,894: 57,539 35,168 48,986 126,689 116,993 233,214 201,147: 18,680 50,747
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 16, 2007 :
: 3,893: 1,517 676 517 2,266 911 4,300 2,104: -407 1,789
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.8 14.0 19.4 50.3 46.4 92.6 79.9: 7.4 20.1
Old : 100.0: 22.8 14.0 19.4 50.3 46.4 92.6 79.9: 7.4 20.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 302: 80 78 86 76 118 197 250:
Old : 302: 80 78 86 76 118 197 250:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.3 14.0 37.8 20.8 25.3 12.9 37.7 18.9
Old : 25.3 14.0 37.8 20.8 25.3 12.9 37.7 18.9
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 23, 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 : 9,601: 4,271 4,277 857 2,185 1,588 7,312 6,723: 2,288 2,878
Old : 9,601: 4,271 4,277 857 2,185 1,588 7,312 6,723: 2,288 2,878
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 16, 2007 :
: -208: -22 33 -171 -42 -160 -234 -298: 26 90
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.5 44.6 8.9 22.8 16.5 76.2 70.0: 23.8 30.0
Old : 100.0: 44.5 44.6 8.9 22.8 16.5 76.2 70.0: 23.8 30.0
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 : 87: 30 26 9 23 24 58 56:
Old : 87: 30 26 9 23 24 58 56:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.7 22.8 46.2 32.9 31.7 22.8 46.2 32.5
Old : 31.7 22.8 46.2 32.9 31.7 22.8 46.2 32.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 23, 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 : 29,924: 12,452 2,560 4,885 8,122 5,920 25,459 13,365: 4,465 16,559
Old : 29,924: 12,452 2,560 4,885 8,122 5,920 25,459 13,365: 4,465 16,559
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 16, 2007 :
: 1,033: 435 737 60 163 80 657 877: 376 156
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.6 8.6 16.3 27.1 19.8 85.1 44.7: 14.9 55.3
Old : 100.0: 41.6 8.6 16.3 27.1 19.8 85.1 44.7: 14.9 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 : 129: 44 22 29 35 45 96 83:
Old : 129: 44 22 29 35 45 96 83:
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 8.7 31.0 14.9 19.9 6.0 30.6 10.2
Old : 20.2 8.7 31.0 14.9 19.9 6.0 30.6 10.2
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 23, 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 : 167,029: 84,893 11,010 13,492 25,550 110,173 123,934 134,675: 43,095 32,354
Old : 167,029: 84,893 11,010 13,492 25,550 110,173 123,934 134,675: 43,095 32,354
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 16, 2007 :
: -4,407: -8,710 -3,561 3,303 3,361 -5,045 -2,046 -5,303: -2,361 896
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.8 6.6 8.1 15.3 66.0 74.2 80.6: 25.8 19.4
Old : 100.0: 50.8 6.6 8.1 15.3 66.0 74.2 80.6: 25.8 19.4
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 : 95: 38 22 18 24 24 72 55:
Old : 95: 38 22 18 24 24 72 55:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.6 39.3 33.0 54.9 22.6 38.7 32.1 53.1
Old : 22.6 39.3 33.0 54.9 22.6 38.7 32.1 53.1
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 23, 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 : 73,381: 26,100 24,206 1,879 22,529 33,102 50,508 59,188: 22,873 14,193
Old : 73,381: 26,100 24,206 1,879 22,529 33,102 50,508 59,188: 22,873 14,193
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 16, 2007 :
: -6,337: 53 -10,540 200 -7,034 3,345 -6,782 -6,995: 445 658
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.6 33.0 2.6 30.7 45.1 68.8 80.7: 31.2 19.3
Old : 100.0: 35.6 33.0 2.6 30.7 45.1 68.8 80.7: 31.2 19.3
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 : 51: 20 16 3 7 12 28 30:
Old : 51: 20 16 3 7 12 28 30:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.8 37.7 44.6 51.9 27.1 35.7 41.8 49.8
Old : 29.8 37.7 44.6 51.9 27.1 35.7 41.8 49.8
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 23, 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 : 96,324: 51,103 5,844 254 38,795 87,188 90,152 93,286: 6,172 3,038
Old : 96,324: 51,103 5,844 254 38,795 87,188 90,152 93,286: 6,172 3,038
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 16, 2007 :
: 11,698: 13,533 -1,532 -231 -1,636 13,300 11,666 11,537: 32 161
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.1 6.1 0.3 40.3 90.5 93.6 96.8: 6.4 3.2
Old : 100.0: 53.1 6.1 0.3 40.3 90.5 93.6 96.8: 6.4 3.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 98: 60 13 2 10 18 70 33:
Old : 98: 60 13 2 10 18 70 33:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.6 74.8 59.8 88.3 48.5 74.8 59.5 88.3
Old : 48.6 74.8 59.8 88.3 48.5 74.8 59.5 88.3
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 23, 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 : 134,177: 61,898 15,453 6,880 39,654 90,720 108,432 113,053: 25,745 21,125
Old : 134,177: 61,898 15,453 6,880 39,654 90,720 108,432 113,053: 25,745 21,125
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 16, 2007 :
: 16,877: 5,543 -4,362 770 12,282 19,026 18,595 15,434: -1,718 1,443
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.1 11.5 5.1 29.6 67.6 80.8 84.3: 19.2 15.7
Old : 100.0: 46.1 11.5 5.1 29.6 67.6 80.8 84.3: 19.2 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 : 75: 28 19 9 16 22 47 47:
Old : 75: 28 19 9 16 22 47 47:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.5 35.2 53.2 51.3 37.1 35.0 51.4 51.0
Old : 37.5 35.2 53.2 51.3 37.1 35.0 51.4 51.0
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 23, 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 : 280,060: 43,818 66,308 27,021 172,717 162,285 243,556 255,614: 36,504 24,446
Old : 280,060: 43,818 66,308 27,021 172,717 162,285 243,556 255,614: 36,504 24,446
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 16, 2007 :
: 3,446: -735 -18,073 4,815 -1,486 19,810 2,594 6,552: 852 -3,106
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.6 23.7 9.6 61.7 57.9 87.0 91.3: 13.0 8.7
Old : 100.0: 15.6 23.7 9.6 61.7 57.9 87.0 91.3: 13.0 8.7
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 : 119: 35 41 17 29 28 73 77:
Old : 119: 35 41 17 29 28 73 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 : 38.7 41.5 52.1 54.8 38.6 41.3 50.0 53.6
Old : 38.7 41.5 52.1 54.8 38.6 41.3 50.0 53.6
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 23, 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 : 236,958: 99,442 28,021 26,619 50,977 135,038 177,038 189,678: 59,920 47,280
Old : 236,958: 99,442 28,021 26,619 50,977 135,038 177,038 189,678: 59,920 47,280
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 16, 2007 :
: -5,874: -16,552 758 4,067 8,497 -15,644 -3,989 -10,819: -1,886 4,944
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.0 11.8 11.2 21.5 57.0 74.7 80.0: 25.3 20.0
Old : 100.0: 42.0 11.8 11.2 21.5 57.0 74.7 80.0: 25.3 20.0
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 : 141: 55 42 30 30 34 103 88:
Old : 141: 55 42 30 30 34 103 88:
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 29.0 32.1 41.6 20.9 28.8 27.1 41.1
Old : 24.7 29.0 32.1 41.6 20.9 28.8 27.1 41.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 23, 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 : 30,493: 23,802 4,351 98 3,410 24,335 27,310 28,784: 3,183 1,709
Old : 30,493: 23,802 4,351 98 3,410 24,335 27,310 28,784: 3,183 1,709
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 16, 2007 :
: -191: -1,789 1,145 -7 1,003 -1,225 -793 -87: 602 -104
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.1 14.3 0.3 11.2 79.8 89.6 94.4: 10.4 5.6
Old : 100.0: 78.1 14.3 0.3 11.2 79.8 89.6 94.4: 10.4 5.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 36: 12 7 1 8 12 20 20:
Old : 36: 12 7 1 8 12 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 : 62.5 58.4 76.4 78.4 62.5 57.6 76.4 77.7
Old : 62.5 58.4 76.4 78.4 62.5 57.6 76.4 77.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE Code-032741
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 23, 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 : 57,293: 7,113 6,661 3,292 42,042 42,731 52,447 52,684: 4,846 4,609
Old : 57,293: 7,113 6,661 3,292 42,042 42,731 52,447 52,684: 4,846 4,609
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 16, 2007 :
: 9,298: 2,126 -5,893 2,728 4,074 11,366 8,928 8,201: 370 1,097
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.4 11.6 5.7 73.4 74.6 91.5 92.0: 8.5 8.0
Old : 100.0: 12.4 11.6 5.7 73.4 74.6 91.5 92.0: 8.5 8.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 1 2 1 16 16 18 18:
Old : 24: 1 2 1 16 16 18 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 : 64.5 48.4 81.8 70.3 50.5 33.9 61.0 50.6
Old : 64.5 48.4 81.8 70.3 50.5 33.9 61.0 50.6
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 23, 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 :18,815,277: 1,307,274 364,402 6,986,281 9,138,131 10,101,079 17,431,685 17,451,762: 1,383,592 1,363,516
Old :18,815,277: 1,307,274 364,402 6,986,281 9,138,131 10,101,079 17,431,685 17,451,762: 1,383,592 1,363,516
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 16, 2007 :
: 1,544,321: 169,646 49,849 870,124 444,083 602,207 1,483,854 1,522,181: 60,467 22,141
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.9 1.9 37.1 48.6 53.7 92.6 92.8: 7.4 7.2
Old : 100.0: 6.9 1.9 37.1 48.6 53.7 92.6 92.8: 7.4 7.2
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 : 307: 83 53 120 159 153 300 277:
Old : 307: 83 53 120 159 153 300 277:
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 : 22.6 16.2 32.3 27.2 16.1 9.6 19.4 16.4
Old : 22.6 16.2 32.3 27.2 16.1 9.6 19.4 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 23, 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 : 719,368: 54,201 87,572 79,491 456,768 404,972 590,460 572,035: 128,908 147,333
Old : 719,368: 54,201 87,572 79,491 456,768 404,972 590,460 572,035: 128,908 147,333
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 16, 2007 :
: -7,441: 2,953 1,950 -18,557 5,600 9,985 -10,004 -6,622: 2,563 -819
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.5 12.2 11.1 63.5 56.3 82.1 79.5: 17.9 20.5
Old : 100.0: 7.5 12.2 11.1 63.5 56.3 82.1 79.5: 17.9 20.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 205: 46 53 60 86 62 170 137:
Old : 205: 46 53 60 86 62 170 137:
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 : 19.8 21.9 28.9 32.5 19.4 21.9 28.2 31.9
Old : 19.8 21.9 28.9 32.5 19.4 21.9 28.2 31.9
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 23, 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 : 2,082,384: 307,607 522,050 107,625 1,226,802 1,275,132 1,642,035 1,904,807: 440,349 177,576
Old : 2,082,384: 307,607 522,050 107,625 1,226,802 1,275,132 1,642,035 1,904,807: 440,349 177,576
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 16, 2007 :
: -68,895: -15,540 7,788 -29,726 -18,323 -60,098 -63,589 -82,036: -5,307 13,141
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.8 25.1 5.2 58.9 61.2 78.9 91.5: 21.1 8.5
Old : 100.0: 14.8 25.1 5.2 58.9 61.2 78.9 91.5: 21.1 8.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 300: 59 103 61 91 95 195 214:
Old : 300: 59 103 61 91 95 195 214:
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 : 23.2 20.1 33.4 30.9 17.8 17.9 27.8 27.1
Old : 23.2 20.1 33.4 30.9 17.8 17.9 27.8 27.1
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 23, 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 : 99,285: 13,258 25,744 135 71,020 69,951 84,413 95,830: 14,872 3,455
Old : 99,285: 13,258 25,744 135 71,020 69,951 84,413 95,830: 14,872 3,455
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 16, 2007 :
: -3,523: 159 -68 111 -3,546 -2,592 -3,276 -2,549: -247 -974
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.4 25.9 0.1 71.5 70.5 85.0 96.5: 15.0 3.5
Old : 100.0: 13.4 25.9 0.1 71.5 70.5 85.0 96.5: 15.0 3.5
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 : 88: 18 11 1 36 36 54 48:
Old : 88: 18 11 1 36 36 54 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 : 28.0 38.5 46.0 55.9 27.5 38.5 44.0 55.8
Old : 28.0 38.5 46.0 55.9 27.5 38.5 44.0 55.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 23, 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 : 55,381: 13,803 11,455 165 31,034 27,685 45,001 39,305: 10,380 16,077
Old : 55,381: 13,803 11,455 165 31,034 27,685 45,001 39,305: 10,380 16,077
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 16, 2007 :
: 5,789: 7 1,082 -343 6,020 5,203 5,684 5,941: 105 -152
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.9 20.7 0.3 56.0 50.0 81.3 71.0: 18.7 29.0
Old : 100.0: 24.9 20.7 0.3 56.0 50.0 81.3 71.0: 18.7 29.0
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 : 67: 19 13 2 25 18 46 31:
Old : 67: 19 13 2 25 18 46 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 : 32.3 38.1 47.7 52.9 32.3 34.5 45.3 49.4
Old : 32.3 38.1 47.7 52.9 32.3 34.5 45.3 49.4
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 23, 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 : 434,959: 174,408 132,862 13,146 175,514 268,131 363,067 414,138: 71,892 20,821
Old : 434,959: 174,408 132,862 13,146 175,514 268,131 363,067 414,138: 71,892 20,821
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 16, 2007 :
: 2,940: 786 11,767 -1,333 9,127 -10,385 8,580 49: -5,640 2,892
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.1 30.5 3.0 40.4 61.6 83.5 95.2: 16.5 4.8
Old : 100.0: 40.1 30.5 3.0 40.4 61.6 83.5 95.2: 16.5 4.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 254: 98 65 26 53 53 163 133:
Old : 254: 98 65 26 53 53 163 133:
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 : 19.5 35.1 30.9 50.7 17.6 34.6 28.9 50.0
Old : 19.5 35.1 30.9 50.7 17.6 34.6 28.9 50.0
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 23, 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 : 89,160: 51,376 8,055 1,335 10,121 69,246 62,832 78,636: 26,327 10,524
Old : 89,160: 51,376 8,055 1,335 10,121 69,246 62,832 78,636: 26,327 10,524
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 16, 2007 :
: -11,068: -13,288 -1,212 91 2,442 -10,171 -10,755 -11,293: -313 225
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.6 9.0 1.5 11.4 77.7 70.5 88.2: 29.5 11.8
Old : 100.0: 57.6 9.0 1.5 11.4 77.7 70.5 88.2: 29.5 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 : 67: 32 10 3 13 17 46 29:
Old : 67: 32 10 3 13 17 46 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 : 20.3 37.4 33.1 60.4 20.3 36.2 33.1 59.1
Old : 20.3 37.4 33.1 60.4 20.3 36.2 33.1 59.1
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 23, 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 : 33,575: 2,866 11,257 6 19,685 16,401 22,557 27,664: 11,018 5,911
Old : 33,575: 2,866 11,257 6 19,685 16,401 22,557 27,664: 11,018 5,911
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 16, 2007 :
: 1,987: 430 275 -2 1,620 2,054 2,048 2,326: -61 -340
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.5 33.5 0.0 58.6 48.8 67.2 82.4: 32.8 17.6
Old : 100.0: 8.5 33.5 0.0 58.6 48.8 67.2 82.4: 32.8 17.6
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 : 61: 5 22 1 19 21 25 43:
Old : 61: 5 22 1 19 21 25 43:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.2 28.5 50.6 40.2 31.2 25.3 43.3 36.3
Old : 36.2 28.5 50.6 40.2 31.2 25.3 43.3 36.3
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 23, 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 : 591,303: 64,766 241,693 10,900 504,275 279,093 579,941 531,687: 11,362 59,617
Old : 591,303: 64,766 241,693 10,900 504,275 279,093 579,941 531,687: 11,362 59,617
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 16, 2007 :
: 5,216: -657 7,336 -1,559 11,670 -4,998 9,454 779: -4,238 4,436
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.0 40.9 1.8 85.3 47.2 98.1 89.9: 1.9 10.1
Old : 100.0: 11.0 40.9 1.8 85.3 47.2 98.1 89.9: 1.9 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 : 284: 31 142 43 61 81 130 228:
Old : 284: 31 142 43 61 81 130 228:
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 : 53.9 17.3 75.5 26.5 50.7 14.1 70.8 22.8
Old : 53.9 17.3 75.5 26.5 50.7 14.1 70.8 22.8
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 23, 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 : 70,064: 12,799 33,568 0 47,631 24,127 60,430 57,695: 9,634 12,369
Old : 70,064: 12,799 33,568 0 47,631 24,127 60,430 57,695: 9,634 12,369
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 16, 2007 :
: 622: 396 762 -195 -951 -267 -750 300: 1,372 322
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.3 47.9 0.0 68.0 34.4 86.2 82.3: 13.8 17.7
Old : 100.0: 18.3 47.9 0.0 68.0 34.4 86.2 82.3: 13.8 17.7
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 : 71: 14 23 1 17 21 32 44:
Old : 71: 14 23 1 17 21 32 44:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.3 42.7 61.0 60.8 41.2 42.7 60.9 59.7
Old : 41.3 42.7 61.0 60.8 41.2 42.7 60.9 59.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 23, 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 : 62,922: 26,627 5,330 245 27,864 23,201 54,736 28,776: 8,186 34,146
Old : 62,922: 26,627 5,330 245 27,864 23,201 54,736 28,776: 8,186 34,146
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 16, 2007 :
: -2,497: -2,276 333 145 -1,896 -228 -4,027 250: 1,530 -2,747
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.3 8.5 0.4 44.3 36.9 87.0 45.7: 13.0 54.3
Old : 100.0: 42.3 8.5 0.4 44.3 36.9 87.0 45.7: 13.0 54.3
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 : 50: 17 6 1 14 15 31 22:
Old : 50: 17 6 1 14 15 31 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.4 25.8 66.4 34.7 47.4 25.8 64.1 34.6
Old : 47.4 25.8 66.4 34.7 47.4 25.8 64.1 34.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 23, 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 : 22,032: 6,458 1,740 0 14,190 19,845 20,648 21,585: 1,384 447
Old : 22,032: 6,458 1,740 0 14,190 19,845 20,648 21,585: 1,384 447
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 16, 2007 :
: -76: -117 -44 0 -125 -97 -242 -141: 166 65
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.3 7.9 0.0 64.4 90.1 93.7 98.0: 6.3 2.0
Old : 100.0: 29.3 7.9 0.0 64.4 90.1 93.7 98.0: 6.3 2.0
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: 10 5 0 6 4 16 9:
Old : 25: 10 5 0 6 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 94.2 85.7 97.5 68.8 94.2 85.7 97.5
Old : 68.8 94.2 85.7 97.5 68.8 94.2 85.7 97.5
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 23, 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 : 33,991: 5,891 7,961 4,362 12,688 16,509 22,941 28,832: 11,050 5,159
Old : 33,991: 5,891 7,961 4,362 12,688 16,509 22,941 28,832: 11,050 5,159
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 16, 2007 :
: 2,867: 1,367 435 849 1,230 680 3,446 1,964: -579 903
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.3 23.4 12.8 37.3 48.6 67.5 84.8: 32.5 15.2
Old : 100.0: 17.3 23.4 12.8 37.3 48.6 67.5 84.8: 32.5 15.2
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 : 48: 7 13 8 18 24 30 41:
Old : 48: 7 13 8 18 24 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 : 30.3 26.4 43.8 42.3 24.2 20.9 33.2 34.5
Old : 30.3 26.4 43.8 42.3 24.2 20.9 33.2 34.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 26, 2007