MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 11, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 39,032: 3,985 2,274 5,957 22,830 21,000 32,773 29,232: 6,259 9,801
Old : 39,032: 3,985 2,274 5,957 22,830 21,000 32,773 29,232: 6,259 9,801
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 4, 2007 :
: 767: 190 294 1 535 435 726 730: 41 37
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.2 5.8 15.3 58.5 53.8 84.0 74.9: 16.0 25.1
Old : 100.0: 10.2 5.8 15.3 58.5 53.8 84.0 74.9: 16.0 25.1
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 : 67: 19 9 15 30 31 55 49:
Old : 67: 19 9 15 30 31 55 49:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.0 25.8 51.6 37.0 36.8 24.0 48.4 34.0
Old : 37.0 25.8 51.6 37.0 36.8 24.0 48.4 34.0
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, December 11, 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 : 227,370: 42,789 35,973 60,817 101,847 89,180 205,453 185,970: 21,917 41,400
Old : 220,149: 40,801 40,423 56,174 101,788 83,265 198,763 179,862: 21,386 40,287
Other: 7,221: 6,631 193 0 59 5,915 6,690 6,108: 531 1,113
: : :
: : Changes in Commitments from: December 4, 2007 :
: -2,010: 1,047 -2,385 -376 -1,077 1,569 -405 -1,192: -1,605 -818
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.8 15.8 26.7 44.8 39.2 90.4 81.8: 9.6 18.2
Old : 100.0: 18.5 18.4 25.5 46.2 37.8 90.3 81.7: 9.7 18.3
Other: 100.0: 91.8 2.7 0.0 0.8 81.9 92.6 84.6: 7.4 15.4
: : :
:# Traders : Number of Traders in Each Category :
All : 235: 71 77 86 37 53 168 172:
Old : 235: 69 80 86 37 53 168 172:
Other: 41: 17 4 0 1 19 18 23:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.3 19.9 35.8 29.7 20.1 11.0 29.8 17.7
Old : 23.0 18.5 36.0 28.6 20.8 11.7 30.8 18.6
Other: 69.8 68.3 85.2 76.2 69.8 68.3 85.2 76.2
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 11, 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 : 262,209: 60,694 43,418 48,110 130,840 115,980 239,644 207,508: 22,565 54,701
Old : 262,209: 60,694 43,418 48,110 130,840 115,980 239,644 207,508: 22,565 54,701
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 4, 2007 :
: 1,602: 3,166 -1,053 2,328 -4,419 -3,077 1,075 -1,802: 528 3,405
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.1 16.6 18.3 49.9 44.2 91.4 79.1: 8.6 20.9
Old : 100.0: 23.1 16.6 18.3 49.9 44.2 91.4 79.1: 8.6 20.9
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 : 330: 68 99 80 88 133 204 275:
Old : 330: 68 99 80 88 133 204 275:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.3 12.8 36.5 20.0 24.3 11.5 36.4 16.6
Old : 24.3 12.8 36.5 20.0 24.3 11.5 36.4 16.6
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, December 11, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 110,000 BOARD FEET) :
: : :
All : 10,786: 4,053 4,316 1,825 2,585 2,234 8,463 8,375: 2,323 2,410
Old : 10,786: 4,053 4,316 1,825 2,585 2,234 8,463 8,375: 2,323 2,410
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 4, 2007 :
: -138: 86 443 -336 -19 -87 -269 20: 131 -158
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.6 40.0 16.9 24.0 20.7 78.5 77.7: 21.5 22.3
Old : 100.0: 37.6 40.0 16.9 24.0 20.7 78.5 77.7: 21.5 22.3
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 : 91: 29 26 15 21 27 55 66:
Old : 91: 29 26 15 21 27 55 66:
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 : 27.2 25.6 43.8 36.6 27.2 24.6 42.6 32.7
Old : 27.2 25.6 43.8 36.6 27.2 24.6 42.6 32.7
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, December 11, 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 : 31,317: 14,812 3,787 4,492 7,875 7,426 27,179 15,705: 4,138 15,612
Old : 31,317: 14,812 3,787 4,492 7,875 7,426 27,179 15,705: 4,138 15,612
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 4, 2007 :
: 1,105: 804 907 -49 -190 -397 566 461: 540 644
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.3 12.1 14.3 25.1 23.7 86.8 50.1: 13.2 49.9
Old : 100.0: 47.3 12.1 14.3 25.1 23.7 86.8 50.1: 13.2 49.9
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 : 139: 38 36 30 32 46 89 97:
Old : 139: 38 36 30 32 46 89 97:
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 : 24.6 8.6 38.8 13.4 24.6 8.0 38.5 12.0
Old : 24.6 8.6 38.8 13.4 24.6 8.0 38.5 12.0
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, December 11, 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 : 135,619: 36,950 13,507 8,484 55,220 93,345 100,655 115,337: 34,964 20,282
Old : 135,619: 36,950 13,507 8,484 55,220 93,345 100,655 115,337: 34,964 20,282
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 4, 2007 :
: -8,269: -2,062 -5,893 -9,870 1,708 5,953 -10,224 -9,809: 1,955 1,541
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.2 10.0 6.3 40.7 68.8 74.2 85.0: 25.8 15.0
Old : 100.0: 27.2 10.0 6.3 40.7 68.8 74.2 85.0: 25.8 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 : 67: 20 15 13 23 21 50 43:
Old : 67: 20 15 13 23 21 50 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 : 24.8 42.9 39.4 60.7 16.1 37.5 27.2 45.2
Old : 24.8 42.9 39.4 60.7 16.1 37.5 27.2 45.2
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, December 11, 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 : 91,751: 26,275 23,649 3,730 41,109 55,064 71,114 82,442: 20,638 9,309
Old : 91,751: 26,275 23,649 3,730 41,109 55,064 71,114 82,442: 20,638 9,309
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 4, 2007 :
: 5,044: -3,922 387 -1,418 12,780 7,533 7,441 6,503: -2,397 -1,458
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.6 25.8 4.1 44.8 60.0 77.5 89.9: 22.5 10.1
Old : 100.0: 28.6 25.8 4.1 44.8 60.0 77.5 89.9: 22.5 10.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 58: 24 13 6 12 18 39 34:
Old : 58: 24 13 6 12 18 39 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 : 36.9 40.9 48.1 57.6 30.3 39.4 39.4 53.6
Old : 36.9 40.9 48.1 57.6 30.3 39.4 39.4 53.6
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, December 11, 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 : 126,777: 58,200 19,297 919 62,574 104,698 121,693 124,914: 5,084 1,863
Old : 126,777: 58,200 19,297 919 62,574 104,698 121,693 124,914: 5,084 1,863
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 4, 2007 :
: 21,738: 25,652 -3,215 132 -3,747 25,675 22,037 22,592: -299 -854
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.9 15.2 0.7 49.4 82.6 96.0 98.5: 4.0 1.5
Old : 100.0: 45.9 15.2 0.7 49.4 82.6 96.0 98.5: 4.0 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 : 91: 51 16 4 15 19 68 38:
Old : 91: 51 16 4 15 19 68 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 : 46.1 72.6 64.2 87.2 45.4 71.8 58.9 80.4
Old : 46.1 72.6 64.2 87.2 45.4 71.8 58.9 80.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 11, 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 : 167,509: 77,596 18,779 6,573 65,243 121,974 149,412 147,326: 18,097 20,183
Old : 167,509: 77,596 18,779 6,573 65,243 121,974 149,412 147,326: 18,097 20,183
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 4, 2007 :
: 35,191: 26,932 1,193 -2,977 19,320 39,733 43,275 37,950: -8,084 -2,758
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.3 11.2 3.9 38.9 72.8 89.2 88.0: 10.8 12.0
Old : 100.0: 46.3 11.2 3.9 38.9 72.8 89.2 88.0: 10.8 12.0
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 : 66: 19 19 11 16 23 41 47:
Old : 66: 19 19 11 16 23 41 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 : 59.5 53.1 70.9 62.8 55.9 46.9 64.7 55.1
Old : 59.5 53.1 70.9 62.8 55.9 46.9 64.7 55.1
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, December 11, 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 : 258,619: 65,481 37,586 19,816 134,919 181,874 220,217 239,276: 38,402 19,343
Old : 258,619: 65,481 37,586 19,816 134,919 181,874 220,217 239,276: 38,402 19,343
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 4, 2007 :
: 739: -1,953 -428 -11,033 17,962 13,037 4,976 1,576: -4,237 -837
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.3 14.5 7.7 52.2 70.3 85.2 92.5: 14.8 7.5
Old : 100.0: 25.3 14.5 7.7 52.2 70.3 85.2 92.5: 14.8 7.5
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 : 115: 44 29 19 36 28 90 66:
Old : 115: 44 29 19 36 28 90 66:
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 : 34.1 53.4 45.1 63.9 24.6 46.4 33.9 53.3
Old : 34.1 53.4 45.1 63.9 24.6 46.4 33.9 53.3
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, December 11, 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 : 284,503: 89,033 24,922 24,630 116,839 191,880 230,501 241,432: 54,002 43,071
Old : 284,503: 89,033 24,922 24,630 116,839 191,880 230,501 241,432: 54,002 43,071
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 4, 2007 :
: -3,984: -4,822 1,892 -8,243 16,256 10,342 3,191 3,991: -7,175 -7,975
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.3 8.8 8.7 41.1 67.4 81.0 84.9: 19.0 15.1
Old : 100.0: 31.3 8.8 8.7 41.1 67.4 81.0 84.9: 19.0 15.1
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 : 136: 54 36 25 33 35 101 82:
Old : 136: 54 36 25 33 35 101 82:
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 : 31.5 44.6 44.6 56.6 27.2 35.7 33.2 44.0
Old : 31.5 44.6 44.6 56.6 27.2 35.7 33.2 44.0
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, December 11, 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 : 27,458: 14,047 2,706 450 9,286 22,383 23,783 25,539: 3,675 1,919
Old : 27,458: 14,047 2,706 450 9,286 22,383 23,783 25,539: 3,675 1,919
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 4, 2007 :
: 5,439: -77 -419 369 3,800 4,360 4,092 4,310: 1,347 1,129
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.2 9.9 1.6 33.8 81.5 86.6 93.0: 13.4 7.0
Old : 100.0: 51.2 9.9 1.6 33.8 81.5 86.6 93.0: 13.4 7.0
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 : 36: 12 6 2 9 15 22 22:
Old : 36: 12 6 2 9 15 22 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.4 60.2 60.2 75.0 38.7 57.0 53.6 69.5
Old : 41.4 60.2 60.2 75.0 38.7 57.0 53.6 69.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE Code-032741
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 11, 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 : 54,518: 13,763 3,333 1,308 33,809 45,581 48,880 50,222: 5,638 4,296
Old : 54,518: 13,763 3,333 1,308 33,809 45,581 48,880 50,222: 5,638 4,296
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 4, 2007 :
: 8,764: -106 833 1,308 6,668 6,002 7,870 8,143: 894 621
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.2 6.1 2.4 62.0 83.6 89.7 92.1: 10.3 7.9
Old : 100.0: 25.2 6.1 2.4 62.0 83.6 89.7 92.1: 10.3 7.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 5 2 2 14 17 19 21:
Old : 29: 5 2 2 14 17 19 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.1 55.3 69.8 71.9 45.9 44.1 55.0 53.6
Old : 50.1 55.3 69.8 71.9 45.9 44.1 55.0 53.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 11, 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 :22,059,044: 1,293,953 422,775 9,327,212 9,966,773 10,930,005 20,587,938 20,679,991: 1,471,106 1,379,053
Old :22,059,044: 1,293,953 422,775 9,327,212 9,966,773 10,930,005 20,587,938 20,679,991: 1,471,106 1,379,053
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 4, 2007 :
: -642,941: -87,282 -34,763 -384,679 -196,126 -198,571 -668,088 -618,013: 25,147 -24,928
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.9 1.9 42.3 45.2 49.5 93.3 93.7: 6.7 6.3
Old : 100.0: 5.9 1.9 42.3 45.2 49.5 93.3 93.7: 6.7 6.3
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 : 322: 88 48 129 169 163 313 297:
Old : 322: 88 48 129 169 163 313 297:
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 : 22.7 18.3 34.3 30.3 13.7 9.3 16.6 14.4
Old : 22.7 18.3 34.3 30.3 13.7 9.3 16.6 14.4
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, December 11, 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 : 817,654: 64,330 85,626 98,877 497,748 453,455 660,956 637,959: 156,698 179,696
Old : 817,654: 64,330 85,626 98,877 497,748 453,455 660,956 637,959: 156,698 179,696
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 4, 2007 :
: 25,421: 139 -269 5,981 9,153 8,237 15,273 13,949: 10,148 11,472
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.9 10.5 12.1 60.9 55.5 80.8 78.0: 19.2 22.0
Old : 100.0: 7.9 10.5 12.1 60.9 55.5 80.8 78.0: 19.2 22.0
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 : 220: 68 41 72 94 66 191 150:
Old : 220: 68 41 72 94 66 191 150:
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 : 16.5 19.2 25.6 29.0 16.0 19.2 24.2 28.0
Old : 16.5 19.2 25.6 29.0 16.0 19.2 24.2 28.0
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, December 11, 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 : 2,488,151: 281,939 557,997 165,154 1,468,688 1,550,478 1,915,781 2,273,630: 572,370 214,522
Old : 2,488,151: 281,939 557,997 165,154 1,468,688 1,550,478 1,915,781 2,273,630: 572,370 214,522
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 4, 2007 :
: 190,839: 21,089 29,956 4,571 102,542 125,206 128,202 159,733: 62,637 31,106
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.3 22.4 6.6 59.0 62.3 77.0 91.4: 23.0 8.6
Old : 100.0: 11.3 22.4 6.6 59.0 62.3 77.0 91.4: 23.0 8.6
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 : 347: 73 117 77 112 111 233 257:
Old : 347: 73 117 77 112 111 233 257:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.3 20.7 28.5 31.9 11.8 16.0 20.9 25.6
Old : 19.3 20.7 28.5 31.9 11.8 16.0 20.9 25.6
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, December 11, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 400 INDEX X $100) :
: : :
All : 104,942: 7,439 33,898 124 82,044 64,174 89,607 98,196: 15,335 6,746
Old : 104,942: 7,439 33,898 124 82,044 64,174 89,607 98,196: 15,335 6,746
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 4, 2007 :
: 749: 910 -2,628 43 -1,862 1,635 -909 -950: 1,658 1,699
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.1 32.3 0.1 78.2 61.2 85.4 93.6: 14.6 6.4
Old : 100.0: 7.1 32.3 0.1 78.2 61.2 85.4 93.6: 14.6 6.4
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 : 82: 9 15 1 39 31 49 46:
Old : 82: 9 15 1 39 31 49 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 : 30.0 37.2 49.4 55.3 29.6 37.2 47.7 55.0
Old : 30.0 37.2 49.4 55.3 29.6 37.2 47.7 55.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 11, 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 : 56,698: 10,415 14,113 568 35,700 26,405 46,683 41,086: 10,015 15,612
Old : 56,698: 10,415 14,113 568 35,700 26,405 46,683 41,086: 10,015 15,612
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 4, 2007 :
: 3,686: 1,198 -239 308 1,835 940 3,341 1,009: 345 2,677
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.4 24.9 1.0 63.0 46.6 82.3 72.5: 17.7 27.5
Old : 100.0: 18.4 24.9 1.0 63.0 46.6 82.3 72.5: 17.7 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 : 64: 17 13 4 23 19 42 34:
Old : 64: 17 13 4 23 19 42 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 : 36.9 30.6 52.7 48.1 33.5 29.1 46.7 44.0
Old : 36.9 30.6 52.7 48.1 33.5 29.1 46.7 44.0
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, December 11, 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 : 448,372: 112,937 186,754 20,788 233,819 218,106 367,543 425,647: 80,829 22,725
Old : 448,372: 112,937 186,754 20,788 233,819 218,106 367,543 425,647: 80,829 22,725
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 4, 2007 :
: 26,438: -13,804 4,643 5,298 19,090 11,371 10,584 21,312: 15,854 5,126
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.2 41.7 4.6 52.1 48.6 82.0 94.9: 18.0 5.1
Old : 100.0: 25.2 41.7 4.6 52.1 48.6 82.0 94.9: 18.0 5.1
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 : 241: 77 67 31 65 54 159 136:
Old : 241: 77 67 31 65 54 159 136:
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 : 20.9 31.8 30.2 48.2 19.4 31.4 28.3 45.8
Old : 20.9 31.8 30.2 48.2 19.4 31.4 28.3 45.8
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, December 11, 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 : 77,247: 36,090 3,206 564 17,806 64,548 54,459 68,318: 22,787 8,928
Old : 77,247: 36,090 3,206 564 17,806 64,548 54,459 68,318: 22,787 8,928
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 4, 2007 :
: 6,266: 4,980 -4,465 -437 1,900 14,482 6,442 9,579: -176 -3,313
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.7 4.2 0.7 23.1 83.6 70.5 88.4: 29.5 11.6
Old : 100.0: 46.7 4.2 0.7 23.1 83.6 70.5 88.4: 29.5 11.6
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 : 51: 23 6 2 13 18 37 25:
Old : 51: 23 6 2 13 18 37 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 : 21.4 47.8 35.7 69.4 17.1 44.8 28.7 60.4
Old : 21.4 47.8 35.7 69.4 17.1 44.8 28.7 60.4
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, December 11, 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 : 39,012: 985 14,291 703 23,893 18,818 25,581 33,812: 13,431 5,200
Old : 39,012: 985 14,291 703 23,893 18,818 25,581 33,812: 13,431 5,200
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 4, 2007 :
: 97: 416 -213 186 -145 -227 458 -253: -360 351
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.5 36.6 1.8 61.2 48.2 65.6 86.7: 34.4 13.3
Old : 100.0: 2.5 36.6 1.8 61.2 48.2 65.6 86.7: 34.4 13.3
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 : 66: 3 24 5 25 24 32 49:
Old : 66: 3 24 5 25 24 32 49:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.6 26.4 46.2 40.9 32.6 24.6 43.5 36.6
Old : 32.6 26.4 46.2 40.9 32.6 24.6 43.5 36.6
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, December 11, 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 : 689,698: 66,384 238,549 14,740 590,365 363,026 671,489 616,315: 18,210 73,383
Old : 689,698: 66,384 238,549 14,740 590,365 363,026 671,489 616,315: 18,210 73,383
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 4, 2007 :
: 17,072: -2,837 1,486 5,351 10,220 8,802 12,735 15,639: 4,337 1,432
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.6 34.6 2.1 85.6 52.6 97.4 89.4: 2.6 10.6
Old : 100.0: 9.6 34.6 2.1 85.6 52.6 97.4 89.4: 2.6 10.6
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 : 291: 43 136 53 60 84 130 246:
Old : 291: 43 136 53 60 84 130 246:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.9 22.4 76.2 32.0 50.7 21.9 71.6 29.2
Old : 54.9 22.4 76.2 32.0 50.7 21.9 71.6 29.2
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, December 11, 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 : 97,158: 10,810 33,465 11,645 62,110 40,127 84,565 85,237: 12,593 11,921
Old : 97,158: 10,810 33,465 11,645 62,110 40,127 84,565 85,237: 12,593 11,921
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 4, 2007 :
: 26,306: 461 2,512 10,966 11,583 12,797 23,010 26,275: 3,296 31
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.1 34.4 12.0 63.9 41.3 87.0 87.7: 13.0 12.3
Old : 100.0: 11.1 34.4 12.0 63.9 41.3 87.0 87.7: 13.0 12.3
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 : 80: 14 24 7 28 31 49 55:
Old : 80: 14 24 7 28 31 49 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 : 34.7 41.1 53.3 57.1 31.0 31.3 43.5 40.5
Old : 34.7 41.1 53.3 57.1 31.0 31.3 43.5 40.5
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, December 11, 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 : 66,767: 18,618 3,438 623 36,485 32,683 55,726 36,744: 11,041 30,023
Old : 66,767: 18,618 3,438 623 36,485 32,683 55,726 36,744: 11,041 30,023
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 4, 2007 :
: 7,408: 565 26 354 3,328 337 4,247 717: 3,161 6,691
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.9 5.1 0.9 54.6 49.0 83.5 55.0: 16.5 45.0
Old : 100.0: 27.9 5.1 0.9 54.6 49.0 83.5 55.0: 16.5 45.0
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 : 53: 18 4 6 19 20 39 28:
Old : 53: 18 4 6 19 20 39 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.3 27.5 59.1 38.9 37.7 27.5 53.9 36.9
Old : 41.3 27.5 59.1 38.9 37.7 27.5 53.9 36.9
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, December 11, 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 : 21,476: 5,510 284 0 14,229 20,265 19,739 20,549: 1,737 927
Old : 21,476: 5,510 284 0 14,229 20,265 19,739 20,549: 1,737 927
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 4, 2007 :
: 376: -152 -161 -37 13 -28 -176 -226: 552 602
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.7 1.3 0.0 66.3 94.4 91.9 95.7: 8.1 4.3
Old : 100.0: 25.7 1.3 0.0 66.3 94.4 91.9 95.7: 8.1 4.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 10 2 0 6 3 16 5:
Old : 20: 10 2 0 6 3 16 5:
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 : 69.4 95.1 85.0 95.7 68.9 95.1 84.5 95.1
Old : 69.4 95.1 85.0 95.7 68.9 95.1 84.5 95.1
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, December 11, 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 : 39,535: 9,713 5,155 3,979 16,999 21,237 30,691 30,371: 8,844 9,164
Old : 39,535: 9,713 5,155 3,979 16,999 21,237 30,691 30,371: 8,844 9,164
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 4, 2007 :
: -2,758: -1,008 -47 27 -594 -595 -1,575 -615: -1,183 -2,143
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.6 13.0 10.1 43.0 53.7 77.6 76.8: 22.4 23.2
Old : 100.0: 24.6 13.0 10.1 43.0 53.7 77.6 76.8: 22.4 23.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 48: 10 8 8 21 25 34 39:
Old : 48: 10 8 8 21 25 34 39:
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 27.3 53.1 43.7 33.0 25.1 41.2 35.9
Old : 42.3 27.3 53.1 43.7 33.0 25.1 41.2 35.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 14, 2007