BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 27, 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 : 2,438: 0 83 25 1,697 2,227 1,722 2,335: 716 103
Old : 2,438: 0 83 25 1,697 2,227 1,722 2,335: 716 103
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 20, 2007 :
: 1: 0 29 -26 14 31 -12 34: 13 -33
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 3.4 1.0 69.6 91.3 70.6 95.8: 29.4 4.2
Old : 100.0: 0.0 3.4 1.0 69.6 91.3 70.6 95.8: 29.4 4.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 0 3 2 14 11 16 14:
Old : 23: 0 3 2 14 11 16 14:
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 : 41.7 65.5 63.2 86.0 40.5 65.3 59.9 82.6
Old : 41.7 65.5 63.2 86.0 40.5 65.3 59.9 82.6
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 27, 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 : 42,138: 4,347 2,219 6,509 24,980 23,336 35,837 32,065: 6,302 10,073
Old : 42,138: 4,347 2,219 6,509 24,980 23,336 35,837 32,065: 6,302 10,073
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 20, 2007 :
: 105: 440 239 -14 -89 -146 337 79: -232 26
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.3 5.3 15.4 59.3 55.4 85.0 76.1: 15.0 23.9
Old : 100.0: 10.3 5.3 15.4 59.3 55.4 85.0 76.1: 15.0 23.9
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 : 65: 18 7 15 33 30 56 47:
Old : 65: 18 7 15 33 30 56 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 : 37.9 27.2 52.4 38.7 37.4 24.9 47.8 35.0
Old : 37.9 27.2 52.4 38.7 37.4 24.9 47.8 35.0
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 27, 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 : 228,817: 41,691 36,789 59,784 102,633 88,952 204,108 185,526: 24,708 43,291
Old : 222,113: 39,336 40,490 55,828 102,604 83,558 197,767 179,876: 24,345 42,237
Other: 6,704: 6,312 256 0 29 5,394 6,341 5,650: 363 1,054
: : :
: : Changes in Commitments from: November 20, 2007 :
: -2,274: -3,618 -2,721 3,245 -1,013 -1,437 -1,386 -913: -888 -1,361
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.2 16.1 26.1 44.9 38.9 89.2 81.1: 10.8 18.9
Old : 100.0: 17.7 18.2 25.1 46.2 37.6 89.0 81.0: 11.0 19.0
Other: 100.0: 94.2 3.8 0.0 0.4 80.5 94.6 84.3: 5.4 15.7
: : :
:# Traders : Number of Traders in Each Category :
All : 232: 69 75 87 36 50 164 175:
Old : 232: 65 80 87 36 50 164 175:
Other: 40: 15 5 0 1 19 16 24:
:----------------------------------------------------------------------------------------------------
: 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 : 22.5 17.5 36.4 27.6 20.3 12.0 29.8 18.7
Old : 23.2 16.1 36.6 26.5 20.9 12.0 30.7 18.8
Other: 69.1 68.3 87.6 76.1 69.1 68.3 87.6 76.1
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE Code-056641
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 27, 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 : 1,814: 237 482 318 752 373 1,307 1,173: 507 641
Old : 1,814: 237 482 318 752 373 1,307 1,173: 507 641
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 20, 2007 :
: -19: 78 -14 -8 -74 52 -4 30: -15 -49
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.1 26.6 17.5 41.5 20.6 72.0 64.7: 28.0 35.3
Old : 100.0: 13.1 26.6 17.5 41.5 20.6 72.0 64.7: 28.0 35.3
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 : 22: 4 11 4 5 4 13 15:
Old : 22: 4 11 4 5 4 13 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.9 40.7 61.4 53.9 38.1 27.8 51.1 37.5
Old : 43.9 40.7 61.4 53.9 38.1 27.8 51.1 37.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 27, 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 : 259,339: 57,022 40,076 45,875 133,661 120,451 236,558 206,401: 22,782 52,938
Old : 259,339: 57,022 40,076 45,875 133,661 120,451 236,558 206,401: 22,782 52,938
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 20, 2007 :
: -3,797: 844 209 -2,824 -559 -239 -2,539 -2,854: -1,258 -943
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.0 15.5 17.7 51.5 46.4 91.2 79.6: 8.8 20.4
Old : 100.0: 22.0 15.5 17.7 51.5 46.4 91.2 79.6: 8.8 20.4
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 : 321: 70 87 85 87 133 201 274:
Old : 321: 70 87 85 87 133 201 274:
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 : 24.8 14.0 37.3 21.0 24.8 12.5 36.7 17.6
Old : 24.8 14.0 37.3 21.0 24.8 12.5 36.7 17.6
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 27, 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 : 9,386: 4,448 3,624 863 2,099 2,316 7,410 6,803: 1,977 2,583
Old : 9,386: 4,448 3,624 863 2,099 2,316 7,410 6,803: 1,977 2,583
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 20, 2007 :
: 53: -45 -128 66 -4 -56 17 -118: 36 171
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.4 38.6 9.2 22.4 24.7 78.9 72.5: 21.1 27.5
Old : 100.0: 47.4 38.6 9.2 22.4 24.7 78.9 72.5: 21.1 27.5
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 : 80: 26 24 12 13 27 45 57:
Old : 80: 26 24 12 13 27 45 57:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.9 24.3 53.9 35.8 33.7 24.0 51.5 33.4
Old : 33.9 24.3 53.9 35.8 33.7 24.0 51.5 33.4
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 27, 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 : 29,143: 13,550 2,741 4,312 7,555 7,926 25,416 14,978: 3,726 14,164
Old : 29,143: 13,550 2,741 4,312 7,555 7,926 25,416 14,978: 3,726 14,164
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 20, 2007 :
: 917: 382 -229 198 122 988 703 958: 214 -40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.5 9.4 14.8 25.9 27.2 87.2 51.4: 12.8 48.6
Old : 100.0: 46.5 9.4 14.8 25.9 27.2 87.2 51.4: 12.8 48.6
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 : 126: 42 17 26 33 43 88 79:
Old : 126: 42 17 26 33 43 88 79:
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 : 24.8 9.3 37.9 15.7 24.6 9.1 37.7 14.2
Old : 24.8 9.3 37.9 15.7 24.6 9.1 37.7 14.2
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, November 27, 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 : 140,887: 44,679 11,707 16,623 49,366 91,382 110,667 119,711: 30,220 21,176
Old : 140,887: 44,679 11,707 16,623 49,366 91,382 110,667 119,711: 30,220 21,176
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 20, 2007 :
: 3,463: -1,627 1,437 65 6,188 3,604 4,626 5,105: -1,163 -1,642
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.7 8.3 11.8 35.0 64.9 78.6 85.0: 21.4 15.0
Old : 100.0: 31.7 8.3 11.8 35.0 64.9 78.6 85.0: 21.4 15.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 84: 29 20 18 27 24 64 55:
Old : 84: 29 20 18 27 24 64 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 : 24.1 39.4 37.2 55.4 15.7 36.0 26.3 46.0
Old : 24.1 39.4 37.2 55.4 15.7 36.0 26.3 46.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 27, 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 : 90,784: 37,010 23,661 5,149 22,510 50,648 64,669 79,458: 26,115 11,326
Old : 90,784: 37,010 23,661 5,149 22,510 50,648 64,669 79,458: 26,115 11,326
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 20, 2007 :
: 311: 122 -112 1,434 1,725 -174 3,280 1,148: -2,969 -836
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.8 26.1 5.7 24.8 55.8 71.2 87.5: 28.8 12.5
Old : 100.0: 40.8 26.1 5.7 24.8 55.8 71.2 87.5: 28.8 12.5
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 : 67: 31 17 6 10 17 43 38:
Old : 67: 31 17 6 10 17 43 38:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.0 39.8 41.7 57.5 26.7 38.5 36.4 54.0
Old : 29.0 39.8 41.7 57.5 26.7 38.5 36.4 54.0
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 27, 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 : 90,471: 26,351 14,582 1,221 58,090 71,935 85,662 87,738: 4,809 2,733
Old : 90,471: 26,351 14,582 1,221 58,090 71,935 85,662 87,738: 4,809 2,733
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 20, 2007 :
: -3,768: -5,280 -142 479 2,249 -3,139 -2,552 -2,802: -1,216 -966
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.1 16.1 1.3 64.2 79.5 94.7 97.0: 5.3 3.0
Old : 100.0: 29.1 16.1 1.3 64.2 79.5 94.7 97.0: 5.3 3.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 80: 43 12 5 17 16 61 32:
Old : 80: 43 12 5 17 16 61 32:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.5 81.0 63.7 88.3 47.5 79.6 58.2 83.8
Old : 52.5 81.0 63.7 88.3 47.5 79.6 58.2 83.8
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 27, 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 : 134,847: 56,260 19,470 9,491 45,765 84,107 111,516 113,068: 23,331 21,779
Old : 134,847: 56,260 19,470 9,491 45,765 84,107 111,516 113,068: 23,331 21,779
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 20, 2007 :
: -685: 2,275 1,742 -530 -1,405 -3,279 339 -2,067: -1,025 1,381
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.7 14.4 7.0 33.9 62.4 82.7 83.8: 17.3 16.2
Old : 100.0: 41.7 14.4 7.0 33.9 62.4 82.7 83.8: 17.3 16.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 79: 27 26 10 16 22 50 51:
Old : 79: 27 26 10 16 22 50 51:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.3 35.8 54.3 49.5 41.7 34.8 52.9 47.4
Old : 42.3 35.8 54.3 49.5 41.7 34.8 52.9 47.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 27, 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 : 257,761: 62,820 36,052 31,309 119,199 169,354 213,327 236,715: 44,434 21,047
Old : 257,761: 62,820 36,052 31,309 119,199 169,354 213,327 236,715: 44,434 21,047
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 20, 2007 :
: 4,366: 1,052 625 1,950 3,530 4,214 6,532 6,789: -2,166 -2,423
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.4 14.0 12.1 46.2 65.7 82.8 91.8: 17.2 8.2
Old : 100.0: 24.4 14.0 12.1 46.2 65.7 82.8 91.8: 17.2 8.2
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 : 116: 43 32 16 33 24 85 63:
Old : 116: 43 32 16 33 24 85 63:
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 : 28.7 50.4 43.1 65.5 26.5 50.0 37.4 56.8
Old : 28.7 50.4 43.1 65.5 26.5 50.0 37.4 56.8
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 27, 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 : 276,825: 91,890 23,722 32,466 91,533 169,236 215,890 225,425: 60,935 51,400
Old : 276,825: 91,890 23,722 32,466 91,533 169,236 215,890 225,425: 60,935 51,400
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 20, 2007 :
: -943: -7,726 -3,802 2,691 6,719 1,329 1,684 217: -2,627 -1,161
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.2 8.6 11.7 33.1 61.1 78.0 81.4: 22.0 18.6
Old : 100.0: 33.2 8.6 11.7 33.1 61.1 78.0 81.4: 22.0 18.6
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 : 152: 56 43 34 37 41 115 96:
Old : 152: 56 43 34 37 41 115 96:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.5 34.7 36.3 47.1 23.4 32.9 29.3 43.9
Old : 27.5 34.7 36.3 47.1 23.4 32.9 29.3 43.9
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 27, 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 : 22,618: 11,672 4,813 0 8,489 16,820 20,161 21,633: 2,457 985
Old : 22,618: 11,672 4,813 0 8,489 16,820 20,161 21,633: 2,457 985
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 20, 2007 :
: -601: -460 -265 0 177 -564 -283 -829: -318 228
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.6 21.3 0.0 37.5 74.4 89.1 95.6: 10.9 4.4
Old : 100.0: 51.6 21.3 0.0 37.5 74.4 89.1 95.6: 10.9 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 : 36: 13 5 0 12 10 25 15:
Old : 36: 13 5 0 12 10 25 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.1 75.0 62.0 89.6 40.1 74.8 62.0 89.4
Old : 40.1 75.0 62.0 89.6 40.1 74.8 62.0 89.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE Code-032741
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 27, 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 : 39,729: 10,659 0 0 23,238 33,274 33,897 33,274: 5,832 6,455
Old : 39,729: 10,659 0 0 23,238 33,274 33,897 33,274: 5,832 6,455
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 20, 2007 :
: -31,587: -3,675 -12,406 -13,781 -13,592 -7,469 -31,048 -33,656: -539 2,069
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.8 0.0 0.0 58.5 83.8 85.3 83.8: 14.7 16.2
Old : 100.0: 26.8 0.0 0.0 58.5 83.8 85.3 83.8: 14.7 16.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 3 0 0 8 13 11 13:
Old : 20: 3 0 0 8 13 11 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 : 49.3 65.2 77.1 76.4 48.1 52.6 68.9 63.0
Old : 49.3 65.2 77.1 76.4 48.1 52.6 68.9 63.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 27, 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 :21,746,981: 1,310,407 413,252 9,256,128 9,761,194 10,650,254 20,327,729 20,319,634: 1,419,253 1,427,347
Old :21,746,981: 1,310,407 413,252 9,256,128 9,761,194 10,650,254 20,327,729 20,319,634: 1,419,253 1,427,347
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 20, 2007 :
: 958,957: -20,958 32,762 745,584 199,934 106,082 924,560 884,428: 34,397 74,529
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.0 1.9 42.6 44.9 49.0 93.5 93.4: 6.5 6.6
Old : 100.0: 6.0 1.9 42.6 44.9 49.0 93.5 93.4: 6.5 6.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 312: 84 49 121 161 156 302 281:
Old : 312: 84 49 121 161 156 302 281:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.4 18.3 34.5 29.3 13.5 8.2 16.1 14.1
Old : 23.4 18.3 34.5 29.3 13.5 8.2 16.1 14.1
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 27, 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 : 793,514: 61,096 73,135 107,119 478,161 450,233 646,376 630,487: 147,138 163,027
Old : 793,514: 61,096 73,135 107,119 478,161 450,233 646,376 630,487: 147,138 163,027
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 20, 2007 :
: 29,557: 1,412 -395 12,952 7,057 11,666 21,421 24,222: 8,136 5,334
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.7 9.2 13.5 60.3 56.7 81.5 79.5: 18.5 20.5
Old : 100.0: 7.7 9.2 13.5 60.3 56.7 81.5 79.5: 18.5 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 : 215: 59 44 72 93 66 186 148:
Old : 215: 59 44 72 93 66 186 148:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.1 19.3 25.7 28.8 16.6 19.3 24.0 28.1
Old : 17.1 19.3 25.7 28.8 16.6 19.3 24.0 28.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 27, 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 : 2,299,690: 318,567 497,639 161,167 1,353,324 1,432,054 1,833,058 2,090,860: 466,632 208,830
Old : 2,299,690: 318,567 497,639 161,167 1,353,324 1,432,054 1,833,058 2,090,860: 466,632 208,830
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 20, 2007 :
: 27,501: 11,572 -20,610 33,521 -2,116 21,439 42,977 34,351: -15,475 -6,849
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.9 21.6 7.0 58.8 62.3 79.7 90.9: 20.3 9.1
Old : 100.0: 13.9 21.6 7.0 58.8 62.3 79.7 90.9: 20.3 9.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 326: 70 102 69 102 110 218 235:
Old : 326: 70 102 69 102 110 218 235:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.1 18.9 31.2 29.7 15.3 16.1 25.1 25.3
Old : 21.1 18.9 31.2 29.7 15.3 16.1 25.1 25.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 27, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 400 INDEX X $100) :
: : :
All : 102,747: 7,720 28,247 0 80,712 70,535 88,432 98,782: 14,315 3,965
Old : 102,747: 7,720 28,247 0 80,712 70,535 88,432 98,782: 14,315 3,965
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 20, 2007 :
: -66: -325 1,066 0 482 -2,180 157 -1,114: -223 1,048
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.5 27.5 0.0 78.6 68.6 86.1 96.1: 13.9 3.9
Old : 100.0: 7.5 27.5 0.0 78.6 68.6 86.1 96.1: 13.9 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 : 81: 10 13 0 35 34 45 47:
Old : 81: 10 13 0 35 34 45 47:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.8 37.5 49.6 57.0 29.4 37.5 48.1 55.9
Old : 29.8 37.5 49.6 57.0 29.4 37.5 48.1 55.9
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 27, 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 : 52,128: 9,703 14,858 248 31,507 23,999 41,458 39,104: 10,670 13,024
Old : 52,128: 9,703 14,858 248 31,507 23,999 41,458 39,104: 10,670 13,024
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 20, 2007 :
: 812: -968 732 -310 86 -819 -1,192 -397: 2,003 1,209
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.6 28.5 0.5 60.4 46.0 79.5 75.0: 20.5 25.0
Old : 100.0: 18.6 28.5 0.5 60.4 46.0 79.5 75.0: 20.5 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 : 64: 17 14 3 22 19 41 34:
Old : 64: 17 14 3 22 19 41 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 : 38.3 33.0 53.0 48.9 35.6 31.4 50.4 47.2
Old : 38.3 33.0 53.0 48.9 35.6 31.4 50.4 47.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 27, 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 : 432,278: 127,259 194,951 13,398 230,344 203,044 371,002 411,394: 61,276 20,884
Old : 432,278: 127,259 194,951 13,398 230,344 203,044 371,002 411,394: 61,276 20,884
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 20, 2007 :
: -3,893: 6,321 17,753 107 -11,103 -16,225 -4,675 1,635: 781 -5,528
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.4 45.1 3.1 53.3 47.0 85.8 95.2: 14.2 4.8
Old : 100.0: 29.4 45.1 3.1 53.3 47.0 85.8 95.2: 14.2 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 : 248: 95 59 28 61 49 167 126:
Old : 248: 95 59 28 61 49 167 126:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.1 33.2 31.8 47.6 19.6 32.6 28.7 45.5
Old : 22.1 33.2 31.8 47.6 19.6 32.6 28.7 45.5
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 27, 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 : 67,785: 30,102 4,493 811 14,379 51,735 45,292 57,040: 22,493 10,745
Old : 67,785: 30,102 4,493 811 14,379 51,735 45,292 57,040: 22,493 10,745
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 20, 2007 :
: -5,918: -5,074 -333 -280 -349 -6,584 -5,704 -7,197: -215 1,278
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.4 6.6 1.2 21.2 76.3 66.8 84.1: 33.2 15.9
Old : 100.0: 44.4 6.6 1.2 21.2 76.3 66.8 84.1: 33.2 15.9
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 : 51: 23 7 3 10 16 33 26:
Old : 51: 23 7 3 10 16 33 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.0 37.3 38.7 59.5 18.9 37.3 32.6 57.6
Old : 25.0 37.3 38.7 59.5 18.9 37.3 32.6 57.6
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 27, 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 : 39,014: 483 14,517 10 24,941 19,519 25,434 34,046: 13,580 4,968
Old : 39,014: 483 14,517 10 24,941 19,519 25,434 34,046: 13,580 4,968
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 20, 2007 :
: 628: 0 1,135 -10 1,422 856 1,412 1,981: -784 -1,353
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.2 37.2 0.0 63.9 50.0 65.2 87.3: 34.8 12.7
Old : 100.0: 1.2 37.2 0.0 63.9 50.0 65.2 87.3: 34.8 12.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 63: 2 24 2 21 22 25 46:
Old : 63: 2 24 2 21 22 25 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 : 34.5 27.7 49.4 43.5 31.5 26.9 42.0 40.5
Old : 34.5 27.7 49.4 43.5 31.5 26.9 42.0 40.5
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 27, 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 : 671,522: 75,168 234,190 10,900 572,333 356,260 658,401 601,351: 13,121 70,171
Old : 671,522: 75,168 234,190 10,900 572,333 356,260 658,401 601,351: 13,121 70,171
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 20, 2007 :
: 10,735: 1,108 -3,275 2,291 8,831 7,762 12,230 6,779: -1,495 3,956
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.2 34.9 1.6 85.2 53.1 98.0 89.6: 2.0 10.4
Old : 100.0: 11.2 34.9 1.6 85.2 53.1 98.0 89.6: 2.0 10.4
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 : 305: 54 142 49 61 78 142 242:
Old : 305: 54 142 49 61 78 142 242:
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 22.6 76.1 31.8 51.7 22.4 73.3 31.1
Old : 53.9 22.6 76.1 31.8 51.7 22.4 73.3 31.1
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 27, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NIKKEI INDEX X $5.00) :
: : :
All : 68,268: 9,444 25,246 173 48,245 30,044 57,862 55,464: 10,406 12,804
Old : 68,268: 9,444 25,246 173 48,245 30,044 57,862 55,464: 10,406 12,804
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 20, 2007 :
: 332: -22 -1,176 8 -64 686 -78 -482: 410 814
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.8 37.0 0.3 70.7 44.0 84.8 81.2: 15.2 18.8
Old : 100.0: 13.8 37.0 0.3 70.7 44.0 84.8 81.2: 15.2 18.8
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 : 73: 12 21 3 19 24 34 45:
Old : 73: 12 21 3 19 24 34 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 : 43.1 43.7 60.8 55.3 43.1 41.4 60.8 52.7
Old : 43.1 43.7 60.8 55.3 43.1 41.4 60.8 52.7
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, November 27, 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 : 58,716: 18,129 3,096 265 31,714 34,124 50,108 37,485: 8,608 21,231
Old : 58,716: 18,129 3,096 265 31,714 34,124 50,108 37,485: 8,608 21,231
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 20, 2007 :
: -52: -367 200 -12 510 1,007 131 1,195: -183 -1,247
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.9 5.3 0.5 54.0 58.1 85.3 63.8: 14.7 36.2
Old : 100.0: 30.9 5.3 0.5 54.0 58.1 85.3 63.8: 14.7 36.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 55: 18 4 2 18 19 36 25:
Old : 55: 18 4 2 18 19 36 25:
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 : 45.2 34.9 59.1 49.8 41.9 34.9 55.8 48.4
Old : 45.2 34.9 59.1 49.8 41.9 34.9 55.8 48.4
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 27, 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 : 21,487: 6,066 659 0 14,251 20,510 20,317 21,169: 1,170 318
Old : 21,487: 6,066 659 0 14,251 20,510 20,317 21,169: 1,170 318
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 20, 2007 :
: -75: 38 -56 0 11 -56 49 -112: -124 37
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.2 3.1 0.0 66.3 95.5 94.6 98.5: 5.4 1.5
Old : 100.0: 28.2 3.1 0.0 66.3 95.5 94.6 98.5: 5.4 1.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 12 4 0 6 4 18 8:
Old : 25: 12 4 0 6 4 18 8:
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 : 69.5 96.2 85.6 98.5 69.1 96.2 85.2 98.1
Old : 69.5 96.2 85.6 98.5 69.1 96.2 85.2 98.1
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 27, 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 : 39,122: 7,214 5,203 4,954 15,832 20,064 28,000 30,221: 11,122 8,901
Old : 39,122: 7,214 5,203 4,954 15,832 20,064 28,000 30,221: 11,122 8,901
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 20, 2007 :
: 283: 968 -63 -495 1,038 468 1,511 -90: -1,228 373
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.4 13.3 12.7 40.5 51.3 71.6 77.2: 28.4 22.8
Old : 100.0: 18.4 13.3 12.7 40.5 51.3 71.6 77.2: 28.4 22.8
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 : 46: 10 8 8 21 24 34 38:
Old : 46: 10 8 8 21 24 34 38:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.7 25.0 43.9 41.7 21.0 20.9 29.4 32.1
Old : 30.7 25.0 43.9 41.7 21.0 20.9 29.4 32.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 30, 2007