BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 6, 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 : 2,673: 54 2 58 1,834 2,548 1,946 2,608: 727 65
Old : 2,673: 54 2 58 1,834 2,548 1,946 2,608: 727 65
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 30, 2007 :
: -676: -83 -1 28 -498 -661 -553 -634: -123 -42
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.0 0.1 2.2 68.6 95.3 72.8 97.6: 27.2 2.4
Old : 100.0: 2.0 0.1 2.2 68.6 95.3 72.8 97.6: 27.2 2.4
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 : 22: 1 2 2 13 11 16 13:
Old : 22: 1 2 2 13 11 16 13:
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 : 39.2 70.8 59.5 91.2 39.2 70.6 55.6 85.0
Old : 39.2 70.8 59.5 91.2 39.2 70.6 55.6 85.0
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, November 6, 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 : 38,528: 3,849 2,521 5,306 23,914 21,894 33,069 29,721: 5,458 8,807
Old : 38,528: 3,849 2,521 5,306 23,914 21,894 33,069 29,721: 5,458 8,807
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 30, 2007 :
: -3,461: -1,102 45 -382 -1,502 -2,872 -2,986 -3,208: -475 -253
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.0 6.5 13.8 62.1 56.8 85.8 77.1: 14.2 22.9
Old : 100.0: 10.0 6.5 13.8 62.1 56.8 85.8 77.1: 14.2 22.9
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 : 63: 11 12 15 32 29 53 46:
Old : 63: 11 12 15 32 29 53 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 : 40.7 28.1 55.8 40.5 40.1 25.6 51.6 36.0
Old : 40.7 28.1 55.8 40.5 40.1 25.6 51.6 36.0
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, November 6, 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 : 221,031: 42,465 39,818 55,460 100,753 84,300 198,678 179,577: 22,352 41,453
Old : 216,676: 40,357 41,524 53,439 100,724 80,866 194,520 175,829: 22,155 40,846
Other: 4,355: 4,129 314 0 29 3,434 4,158 3,748: 197 607
: : :
: : Changes in Commitments from: October 30, 2007 :
: 8,316: 2,802 3,364 1,900 2,333 1,853 7,036 7,117: 1,280 1,198
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.2 18.0 25.1 45.6 38.1 89.9 81.2: 10.1 18.8
Old : 100.0: 18.6 19.2 24.7 46.5 37.3 89.8 81.1: 10.2 18.9
Other: 100.0: 94.8 7.2 0.0 0.7 78.9 95.5 86.1: 4.5 13.9
: : :
:# Traders : Number of Traders in Each Category :
All : 234: 72 77 92 34 50 163 182:
Old : 234: 69 79 92 34 50 163 182:
Other: 35: 15 5 0 1 14 16 19:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.9 17.2 34.7 26.1 20.4 14.1 30.2 20.1
Old : 22.3 16.2 34.5 25.4 20.8 14.2 30.9 20.1
Other: 80.6 69.0 91.2 81.7 80.6 69.0 91.2 81.7
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE Code-056641
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 6, 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 : 2,095: 169 932 308 1,003 205 1,480 1,445: 616 651
Old : 2,095: 169 932 308 1,003 205 1,480 1,445: 616 651
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 30, 2007 :
: 217: 61 27 117 70 39 248 183: -31 34
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.1 44.5 14.7 47.9 9.8 70.6 68.9: 29.4 31.1
Old : 100.0: 8.1 44.5 14.7 47.9 9.8 70.6 68.9: 29.4 31.1
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 : 27: 4 16 4 5 3 13 19:
Old : 27: 4 16 4 5 3 13 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.3 35.3 63.0 51.8 43.2 26.9 54.6 37.8
Old : 43.3 35.3 63.0 51.8 43.2 26.9 54.6 37.8
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, November 6, 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 : 257,575: 54,636 43,603 48,036 133,907 115,361 236,579 207,000: 20,996 50,575
Old : 257,575: 54,636 43,603 48,036 133,907 115,361 236,579 207,000: 20,996 50,575
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 30, 2007 :
: 6,905: -1,563 4,623 263 4,794 549 3,494 5,436: 3,411 1,469
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.2 16.9 18.6 52.0 44.8 91.8 80.4: 8.2 19.6
Old : 100.0: 21.2 16.9 18.6 52.0 44.8 91.8 80.4: 8.2 19.6
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 : 313: 71 96 89 78 123 195 269:
Old : 313: 71 96 89 78 123 195 269:
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 13.4 37.1 20.6 24.7 12.1 37.0 17.7
Old : 24.7 13.4 37.1 20.6 24.7 12.1 37.0 17.7
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, November 6, 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 : 9,362: 4,558 4,693 601 2,254 1,728 7,413 7,022: 1,949 2,340
Old : 9,362: 4,558 4,693 601 2,254 1,728 7,413 7,022: 1,949 2,340
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 30, 2007 :
: -262: 143 164 -302 73 102 -85 -36: -177 -226
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.7 50.1 6.4 24.1 18.5 79.2 75.0: 20.8 25.0
Old : 100.0: 48.7 50.1 6.4 24.1 18.5 79.2 75.0: 20.8 25.0
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 : 83: 32 24 8 15 22 49 52:
Old : 83: 32 24 8 15 22 49 52:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.4 27.2 51.0 37.7 33.4 27.2 51.0 37.7
Old : 33.4 27.2 51.0 37.7 33.4 27.2 51.0 37.7
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, November 6, 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 : 30,016: 12,198 3,239 5,285 7,966 6,191 25,449 14,715: 4,566 15,301
Old : 30,016: 12,198 3,239 5,285 7,966 6,191 25,449 14,715: 4,566 15,301
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 30, 2007 :
: 1,274: 609 423 273 33 416 915 1,111: 358 162
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.6 10.8 17.6 26.5 20.6 84.8 49.0: 15.2 51.0
Old : 100.0: 40.6 10.8 17.6 26.5 20.6 84.8 49.0: 15.2 51.0
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 : 129: 38 26 29 34 44 90 88:
Old : 129: 38 26 29 34 44 90 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 : 23.2 8.2 35.5 14.1 21.8 6.5 34.0 10.6
Old : 23.2 8.2 35.5 14.1 21.8 6.5 34.0 10.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 6, 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 : 170,205: 76,616 12,708 18,443 36,934 106,060 131,994 137,211: 38,211 32,994
Old : 170,205: 76,616 12,708 18,443 36,934 106,060 131,994 137,211: 38,211 32,994
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 30, 2007 :
: 1,866: -4,685 2,153 3,910 7,587 -3,281 6,812 2,781: -4,946 -916
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.0 7.5 10.8 21.7 62.3 77.6 80.6: 22.4 19.4
Old : 100.0: 45.0 7.5 10.8 21.7 62.3 77.6 80.6: 22.4 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: 37 25 19 25 21 73 55:
Old : 95: 37 25 19 25 21 73 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 : 20.4 36.2 33.0 52.2 20.3 35.1 30.7 48.2
Old : 20.4 36.2 33.0 52.2 20.3 35.1 30.7 48.2
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, November 6, 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 : 92,816: 32,680 30,645 2,575 30,940 47,313 66,196 80,533: 26,620 12,283
Old : 92,816: 32,680 30,645 2,575 30,940 47,313 66,196 80,533: 26,620 12,283
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 30, 2007 :
: 15,940: 483 8,730 795 12,238 4,975 13,517 14,501: 2,423 1,439
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.2 33.0 2.8 33.3 51.0 71.3 86.8: 28.7 13.2
Old : 100.0: 35.2 33.0 2.8 33.3 51.0 71.3 86.8: 28.7 13.2
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 : 59: 25 15 5 9 17 36 35:
Old : 59: 25 15 5 9 17 36 35:
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 : 34.8 43.0 46.7 55.7 32.4 41.5 44.4 53.9
Old : 34.8 43.0 46.7 55.7 32.4 41.5 44.4 53.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 6, 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 : 113,300: 68,172 14,597 728 37,718 95,376 106,618 110,701: 6,682 2,599
Old : 113,300: 68,172 14,597 728 37,718 95,376 106,618 110,701: 6,682 2,599
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 30, 2007 :
: -4,734: -8,658 7,532 407 2,821 -12,346 -5,430 -4,407: 696 -327
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.2 12.9 0.6 33.3 84.2 94.1 97.7: 5.9 2.3
Old : 100.0: 60.2 12.9 0.6 33.3 84.2 94.1 97.7: 5.9 2.3
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 : 108: 66 16 3 14 16 81 35:
Old : 108: 66 16 3 14 16 81 35:
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 : 49.6 77.4 60.7 87.2 49.4 76.0 60.6 85.8
Old : 49.6 77.4 60.7 87.2 49.4 76.0 60.6 85.8
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, November 6, 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 : 162,525: 79,101 17,466 10,788 44,540 112,081 134,430 140,335: 28,095 22,190
Old : 162,525: 79,101 17,466 10,788 44,540 112,081 134,430 140,335: 28,095 22,190
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 30, 2007 :
: 11,935: 9,333 1,744 3,011 395 7,636 12,739 12,392: -805 -457
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.7 10.7 6.6 27.4 69.0 82.7 86.3: 17.3 13.7
Old : 100.0: 48.7 10.7 6.6 27.4 69.0 82.7 86.3: 17.3 13.7
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 : 90: 43 19 10 16 23 61 50:
Old : 90: 43 19 10 16 23 61 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 : 35.1 36.8 47.4 53.6 34.7 36.2 46.9 53.0
Old : 35.1 36.8 47.4 53.6 34.7 36.2 46.9 53.0
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, November 6, 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 : 273,558: 56,942 65,793 28,388 149,648 156,536 234,978 250,717: 38,580 22,841
Old : 273,558: 56,942 65,793 28,388 149,648 156,536 234,978 250,717: 38,580 22,841
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 30, 2007 :
: -4,780: 2,155 309 249 -7,188 -5,261 -4,784 -4,702: 3 -78
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.8 24.1 10.4 54.7 57.2 85.9 91.7: 14.1 8.3
Old : 100.0: 20.8 24.1 10.4 54.7 57.2 85.9 91.7: 14.1 8.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 114: 38 35 17 30 24 73 71:
Old : 114: 38 35 17 30 24 73 71:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.3 42.3 45.6 56.8 30.5 42.2 42.3 54.7
Old : 31.3 42.3 45.6 56.8 30.5 42.2 42.3 54.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 6, 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 : 273,859: 108,631 30,406 33,156 66,179 159,591 207,965 223,152: 65,894 50,707
Old : 273,859: 108,631 30,406 33,156 66,179 159,591 207,965 223,152: 65,894 50,707
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 30, 2007 :
: 26,206: 7,289 687 4,919 10,496 18,687 22,704 24,293: 3,502 1,913
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.7 11.1 12.1 24.2 58.3 75.9 81.5: 24.1 18.5
Old : 100.0: 39.7 11.1 12.1 24.2 58.3 75.9 81.5: 24.1 18.5
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 : 156: 62 44 37 36 38 119 98:
Old : 156: 62 44 37 36 38 119 98:
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 : 23.6 30.1 33.6 41.7 21.1 29.9 27.5 40.7
Old : 23.6 30.1 33.6 41.7 21.1 29.9 27.5 40.7
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, November 6, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF NZD 100,000) :
: : :
All : 25,305: 17,935 4,554 98 4,058 19,548 22,091 24,200: 3,214 1,105
Old : 25,305: 17,935 4,554 98 4,058 19,548 22,091 24,200: 3,214 1,105
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 30, 2007 :
: -948: -1,166 121 0 -76 -1,117 -1,242 -996: 294 48
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.9 18.0 0.4 16.0 77.2 87.3 95.6: 12.7 4.4
Old : 100.0: 70.9 18.0 0.4 16.0 77.2 87.3 95.6: 12.7 4.4
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 : 38: 16 5 1 10 12 26 18:
Old : 38: 16 5 1 10 12 26 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 : 50.4 66.2 64.2 82.9 50.4 66.0 63.7 82.0
Old : 50.4 66.2 64.2 82.9 50.4 66.0 63.7 82.0
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, November 6, 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 : 68,820: 12,159 10,808 11,827 38,340 41,188 62,326 63,823: 6,494 4,997
Old : 68,820: 12,159 10,808 11,827 38,340 41,188 62,326 63,823: 6,494 4,997
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 30, 2007 :
: 6,662: 5,379 3,738 8,518 -9,240 -5,833 4,657 6,423: 2,005 239
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.7 15.7 17.2 55.7 59.8 90.6 92.7: 9.4 7.3
Old : 100.0: 17.7 15.7 17.2 55.7 59.8 90.6 92.7: 9.4 7.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 2 1 2 15 18 18 20:
Old : 25: 2 1 2 15 18 18 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 : 58.7 51.8 75.4 70.9 42.7 36.2 51.6 48.5
Old : 58.7 51.8 75.4 70.9 42.7 36.2 51.6 48.5
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, November 6, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $1,000,000) :
: : :
All :19,399,170: 1,336,001 362,297 7,403,459 9,261,508 10,249,913 18,000,968 18,015,669: 1,398,202 1,383,502
Old :19,399,170: 1,336,001 362,297 7,403,459 9,261,508 10,249,913 18,000,968 18,015,669: 1,398,202 1,383,502
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 30, 2007 :
: 57,381: 41,562 12,366 85,937 -34,773 -17,539 92,726 80,764: -35,344 -23,382
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.9 1.9 38.2 47.7 52.8 92.8 92.9: 7.2 7.1
Old : 100.0: 6.9 1.9 38.2 47.7 52.8 92.8 92.9: 7.2 7.1
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 : 314: 87 45 122 163 158 305 284:
Old : 314: 87 45 122 163 158 305 284:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.5 17.3 33.2 28.2 16.0 9.8 18.7 16.4
Old : 23.5 17.3 33.2 28.2 16.0 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, November 6, 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 : 741,478: 59,083 84,224 90,307 457,848 410,516 607,238 585,047: 134,240 156,431
Old : 741,478: 59,083 84,224 90,307 457,848 410,516 607,238 585,047: 134,240 156,431
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 30, 2007 :
: 5,527: -835 -4,248 5,732 -2,113 3,143 2,784 4,628: 2,743 899
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.0 11.4 12.2 61.7 55.4 81.9 78.9: 18.1 21.1
Old : 100.0: 8.0 11.4 12.2 61.7 55.4 81.9 78.9: 18.1 21.1
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 : 220: 51 56 71 92 63 190 145:
Old : 220: 51 56 71 92 63 190 145:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.6 21.1 27.4 30.9 18.2 21.1 26.8 30.3
Old : 18.6 21.1 27.4 30.9 18.2 21.1 26.8 30.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 6, 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 : 2,173,871: 291,037 563,891 128,000 1,285,000 1,286,791 1,704,038 1,978,682: 469,833 195,188
Old : 2,173,871: 291,037 563,891 128,000 1,285,000 1,286,791 1,704,038 1,978,682: 469,833 195,188
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 30, 2007 :
: 22,379: -34,395 22,694 20,956 41,751 -45,460 28,311 -1,811: -5,933 24,190
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.4 25.9 5.9 59.1 59.2 78.4 91.0: 21.6 9.0
Old : 100.0: 13.4 25.9 5.9 59.1 59.2 78.4 91.0: 21.6 9.0
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 : 320: 62 105 64 101 105 210 227:
Old : 320: 62 105 64 101 105 210 227:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.7 19.1 31.9 29.1 16.2 16.8 26.3 25.0
Old : 21.7 19.1 31.9 29.1 16.2 16.8 26.3 25.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 6, 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 : 100,798: 12,162 25,576 0 75,317 71,279 87,479 96,855: 13,319 3,943
Old : 100,798: 12,162 25,576 0 75,317 71,279 87,479 96,855: 13,319 3,943
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 30, 2007 :
: 655: 317 -779 -25 1,971 1,787 2,263 983: -1,608 -328
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.1 25.4 0.0 74.7 70.7 86.8 96.1: 13.2 3.9
Old : 100.0: 12.1 25.4 0.0 74.7 70.7 86.8 96.1: 13.2 3.9
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 : 84: 16 11 0 35 33 51 44:
Old : 84: 16 11 0 35 33 51 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 : 29.1 38.2 49.1 56.4 28.7 38.2 47.5 55.5
Old : 29.1 38.2 49.1 56.4 28.7 38.2 47.5 55.5
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, November 6, 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 : 58,958: 13,370 11,398 484 34,155 28,070 48,008 39,952: 10,950 19,007
Old : 58,958: 13,370 11,398 484 34,155 28,070 48,008 39,952: 10,950 19,007
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 30, 2007 :
: 1,697: 730 -9 144 -166 -336 708 -202: 989 1,899
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.7 19.3 0.8 57.9 47.6 81.4 67.8: 18.6 32.2
Old : 100.0: 22.7 19.3 0.8 57.9 47.6 81.4 67.8: 18.6 32.2
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 : 69: 20 13 4 25 19 47 34:
Old : 69: 20 13 4 25 19 47 34:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.4 35.4 50.6 47.9 34.6 34.0 49.7 46.3
Old : 35.4 35.4 50.6 47.9 34.6 34.0 49.7 46.3
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, November 6, 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 : 454,856: 160,725 163,683 12,698 193,291 259,987 366,714 436,368: 88,142 18,488
Old : 454,856: 160,725 163,683 12,698 193,291 259,987 366,714 436,368: 88,142 18,488
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 30, 2007 :
: 15,854: -2,914 18,802 989 7,919 -3,619 5,994 16,172: 9,860 -318
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.3 36.0 2.8 42.5 57.2 80.6 95.9: 19.4 4.1
Old : 100.0: 35.3 36.0 2.8 42.5 57.2 80.6 95.9: 19.4 4.1
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 : 254: 99 67 25 51 53 163 133:
Old : 254: 99 67 25 51 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 : 20.5 34.8 30.9 49.5 19.1 34.1 29.4 48.7
Old : 20.5 34.8 30.9 49.5 19.1 34.1 29.4 48.7
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, November 6, 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 : 98,751: 59,915 9,841 1,211 9,331 76,533 70,456 87,585: 28,295 11,166
Old : 98,751: 59,915 9,841 1,211 9,331 76,533 70,456 87,585: 28,295 11,166
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 30, 2007 :
: 5,275: 5,665 1,012 -497 -438 2,574 4,730 3,088: 545 2,187
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.7 10.0 1.2 9.4 77.5 71.3 88.7: 28.7 11.3
Old : 100.0: 60.7 10.0 1.2 9.4 77.5 71.3 88.7: 28.7 11.3
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 : 71: 38 9 3 12 18 51 29:
Old : 71: 38 9 3 12 18 51 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 : 22.0 40.2 34.1 61.5 22.0 39.1 34.1 60.2
Old : 22.0 40.2 34.1 61.5 22.0 39.1 34.1 60.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE Code-239741
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 6, 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 : 36,205: 2,276 12,265 6 22,990 18,235 25,272 30,506: 10,933 5,700
Old : 36,205: 2,276 12,265 6 22,990 18,235 25,272 30,506: 10,933 5,700
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 30, 2007 :
: 2,982: -386 1,332 0 3,364 2,037 2,978 3,369: 4 -387
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.3 33.9 0.0 63.5 50.4 69.8 84.3: 30.2 15.7
Old : 100.0: 6.3 33.9 0.0 63.5 50.4 69.8 84.3: 30.2 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 : 60: 4 23 1 20 20 25 43:
Old : 60: 4 23 1 20 20 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 : 37.9 27.6 54.7 40.8 34.3 25.7 47.5 37.1
Old : 37.9 27.6 54.7 40.8 34.3 25.7 47.5 37.1
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, November 6, 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 : 630,286: 61,816 243,932 11,378 541,866 312,970 615,059 568,280: 15,226 62,006
Old : 630,286: 61,816 243,932 11,378 541,866 312,970 615,059 568,280: 15,226 62,006
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 30, 2007 :
: 36,088: 826 -656 -2,176 36,941 33,356 35,592 30,524: 496 5,563
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.8 38.7 1.8 86.0 49.7 97.6 90.2: 2.4 9.8
Old : 100.0: 9.8 38.7 1.8 86.0 49.7 97.6 90.2: 2.4 9.8
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 : 288: 32 151 53 58 78 133 239:
Old : 288: 32 151 53 58 78 133 239:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.1 22.0 76.3 31.1 52.0 21.6 73.2 29.3
Old : 55.1 22.0 76.3 31.1 52.0 21.6 73.2 29.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 6, 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 : 69,734: 13,783 28,320 1 47,071 29,918 60,855 58,239: 8,879 11,495
Old : 69,734: 13,783 28,320 1 47,071 29,918 60,855 58,239: 8,879 11,495
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 30, 2007 :
: -1,183: -57 -2,646 1 -809 2,115 -865 -530: -318 -653
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.8 40.6 0.0 67.5 42.9 87.3 83.5: 12.7 16.5
Old : 100.0: 19.8 40.6 0.0 67.5 42.9 87.3 83.5: 12.7 16.5
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 : 76: 17 22 2 18 23 37 45:
Old : 76: 17 22 2 18 23 37 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 : 41.0 39.9 59.0 58.2 40.9 38.3 59.0 56.6
Old : 41.0 39.9 59.0 58.2 40.9 38.3 59.0 56.6
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, November 6, 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 : 64,369: 20,612 5,627 282 34,646 27,269 55,540 33,178: 8,829 31,191
Old : 64,369: 20,612 5,627 282 34,646 27,269 55,540 33,178: 8,829 31,191
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 30, 2007 :
: 807: -2,688 -1,072 105 267 3,022 -2,316 2,055: 3,123 -1,248
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.0 8.7 0.4 53.8 42.4 86.3 51.5: 13.7 48.5
Old : 100.0: 32.0 8.7 0.4 53.8 42.4 86.3 51.5: 13.7 48.5
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 : 58: 17 7 3 17 21 35 30:
Old : 58: 17 7 3 17 21 35 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 : 37.2 25.8 62.1 34.5 36.7 25.8 60.0 34.3
Old : 37.2 25.8 62.1 34.5 36.7 25.8 60.0 34.3
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, November 6, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (GSCI X $250) :
: : :
All : 21,694: 5,985 1,534 0 14,295 19,744 20,280 21,278: 1,414 416
Old : 21,694: 5,985 1,534 0 14,295 19,744 20,280 21,278: 1,414 416
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 30, 2007 :
: -369: -384 -182 0 38 70 -346 -112: -23 -257
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.6 7.1 0.0 65.9 91.0 93.5 98.1: 6.5 1.9
Old : 100.0: 27.6 7.1 0.0 65.9 91.0 93.5 98.1: 6.5 1.9
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 : 21: 9 4 0 6 3 15 7:
Old : 21: 9 4 0 6 3 15 7:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 69.3 96.3 86.7 98.1 69.3 96.3 86.3 97.6
Old : 69.3 96.3 86.7 98.1 69.3 96.3 86.3 97.6
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, November 6, 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 : 35,329: 6,546 7,548 4,385 13,512 16,287 24,443 28,220: 10,886 7,109
Old : 35,329: 6,546 7,548 4,385 13,512 16,287 24,443 28,220: 10,886 7,109
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 30, 2007 :
: -317: 301 -147 23 693 -527 1,017 -651: -1,334 334
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.5 21.4 12.4 38.2 46.1 69.2 79.9: 30.8 20.1
Old : 100.0: 18.5 21.4 12.4 38.2 46.1 69.2 79.9: 30.8 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 : 49: 8 13 7 19 24 31 41:
Old : 49: 8 13 7 19 24 31 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 : 30.4 25.0 43.1 39.2 25.0 18.5 34.6 29.9
Old : 30.4 25.0 43.1 39.2 25.0 18.5 34.6 29.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 9, 2007