BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 31, 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 : 2,509: 0 47 0 1,829 2,343 1,829 2,390: 680 119
Old : 2,509: 0 47 0 1,829 2,343 1,829 2,390: 680 119
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2007 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 1.9 0.0 72.9 93.4 72.9 95.3: 27.1 4.7
Old : 100.0: 0.0 1.9 0.0 72.9 93.4 72.9 95.3: 27.1 4.7
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 : 20: 0 1 0 11 13 11 14:
Old : 20: 0 1 0 11 13 11 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 : 48.3 65.2 70.9 84.2 47.5 64.9 70.0 82.2
Old : 48.3 65.2 70.9 84.2 47.5 64.9 70.0 82.2
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, December 31, 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 : 40,517: 2,342 1,813 6,055 25,959 22,747 34,355 30,615: 6,161 9,902
Old : 40,517: 2,342 1,813 6,055 25,959 22,747 34,355 30,615: 6,161 9,902
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2007 :
: 455: -90 289 254 452 279 615 821: -161 -367
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.8 4.5 14.9 64.1 56.1 84.8 75.6: 15.2 24.4
Old : 100.0: 5.8 4.5 14.9 64.1 56.1 84.8 75.6: 15.2 24.4
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 : 69: 18 9 15 31 33 56 50:
Old : 69: 18 9 15 31 33 56 50:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.0 25.5 52.0 37.4 37.8 22.7 50.4 32.8
Old : 38.0 25.5 52.0 37.4 37.8 22.7 50.4 32.8
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 31, 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 : 229,940: 43,967 49,104 60,596 106,945 83,420 211,508 193,120: 18,432 36,820
Old : 218,784: 41,135 55,585 53,545 106,803 74,280 201,482 183,410: 17,301 35,374
Other: 11,156: 9,603 290 280 142 9,140 10,025 9,710: 1,131 1,446
: : :
: : Changes in Commitments from: December 24, 2007 :
: 4,635: 911 4,336 1,835 5,019 34 7,765 6,205: -3,130 -1,570
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.1 21.4 26.4 46.5 36.3 92.0 84.0: 8.0 16.0
Old : 100.0: 18.8 25.4 24.5 48.8 34.0 92.1 83.8: 7.9 16.2
Other: 100.0: 86.1 2.6 2.5 1.3 81.9 89.9 87.0: 10.1 13.0
: : :
:# Traders : Number of Traders in Each Category :
All : 219: 56 78 74 36 53 142 172:
Old : 219: 54 81 74 36 53 142 172:
Other: 49: 18 6 6 4 23 24 33:
:----------------------------------------------------------------------------------------------------
: 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 : 22.8 19.8 36.1 29.3 21.3 12.5 31.6 19.4
Old : 24.0 18.0 36.5 27.5 22.4 13.9 33.0 21.0
Other: 58.0 64.1 81.0 73.9 57.9 63.7 81.0 73.5
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 31, 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 : 260,474: 62,317 46,911 52,293 125,969 107,534 240,578 206,738: 19,896 53,736
Old : 260,474: 62,317 46,911 52,293 125,969 107,534 240,578 206,738: 19,896 53,736
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2007 :
: 1,369: 2,792 -1,140 1,389 -2,149 753 2,031 1,002: -662 367
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.9 18.0 20.1 48.4 41.3 92.4 79.4: 7.6 20.6
Old : 100.0: 23.9 18.0 20.1 48.4 41.3 92.4 79.4: 7.6 20.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 328: 72 92 84 88 136 201 281:
Old : 328: 72 92 84 88 136 201 281:
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 : 24.5 12.0 36.9 18.7 24.5 11.3 36.6 16.3
Old : 24.5 12.0 36.9 18.7 24.5 11.3 36.6 16.3
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 31, 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 : 9,641: 4,118 4,703 704 2,985 2,024 7,807 7,431: 1,834 2,211
Old : 9,641: 4,118 4,703 704 2,985 2,024 7,807 7,431: 1,834 2,211
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2007 :
: -221: 75 291 -288 203 -150 -11 -148: -210 -73
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.7 48.8 7.3 31.0 21.0 81.0 77.1: 19.0 22.9
Old : 100.0: 42.7 48.8 7.3 31.0 21.0 81.0 77.1: 19.0 22.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 82: 23 28 10 15 22 44 56:
Old : 82: 23 28 10 15 22 44 56:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.5 27.6 51.4 37.7 32.5 27.6 51.4 37.7
Old : 32.5 27.6 51.4 37.7 32.5 27.6 51.4 37.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 31, 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 : 36,080: 17,748 4,798 5,864 8,373 8,335 31,985 18,998: 4,095 17,082
Old : 36,080: 17,748 4,798 5,864 8,373 8,335 31,985 18,998: 4,095 17,082
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2007 :
: 1,115: 833 236 490 54 482 1,376 1,207: -261 -92
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.2 13.3 16.3 23.2 23.1 88.7 52.7: 11.3 47.3
Old : 100.0: 49.2 13.3 16.3 23.2 23.1 88.7 52.7: 11.3 47.3
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 : 141: 37 31 30 39 51 96 98:
Old : 141: 37 31 30 39 51 96 98:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.7 8.5 41.6 14.9 25.6 7.7 40.9 12.4
Old : 25.7 8.5 41.6 14.9 25.6 7.7 40.9 12.4
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 31, 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 : 103,386: 39,268 11,686 11,620 22,951 61,494 73,840 84,801: 29,546 18,585
Old : 103,386: 39,268 11,686 11,620 22,951 61,494 73,840 84,801: 29,546 18,585
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2007 :
: 6,396: 5,638 -2,272 451 -27 7,169 6,061 5,347: 334 1,048
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.0 11.3 11.2 22.2 59.5 71.4 82.0: 28.6 18.0
Old : 100.0: 38.0 11.3 11.2 22.2 59.5 71.4 82.0: 28.6 18.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 68: 22 14 13 24 24 55 42:
Old : 68: 22 14 13 24 24 55 42:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.0 33.7 40.5 50.9 23.1 32.1 34.9 43.4
Old : 26.0 33.7 40.5 50.9 23.1 32.1 34.9 43.4
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 31, 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 : 67,423: 18,832 23,130 2,746 28,048 32,212 49,626 58,087: 17,797 9,336
Old : 67,423: 18,832 23,130 2,746 28,048 32,212 49,626 58,087: 17,797 9,336
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2007 :
: 1,033: 5,778 -915 123 -3,689 2,235 2,212 1,443: -1,180 -410
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.9 34.3 4.1 41.6 47.8 73.6 86.2: 26.4 13.8
Old : 100.0: 27.9 34.3 4.1 41.6 47.8 73.6 86.2: 26.4 13.8
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 : 45: 16 12 3 11 11 28 25:
Old : 45: 16 12 3 11 11 28 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 : 35.5 37.2 51.4 56.8 35.5 36.6 50.3 55.2
Old : 35.5 37.2 51.4 56.8 35.5 36.6 50.3 55.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 31, 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 : 85,765: 62,193 5,903 248 16,392 77,103 78,833 83,254: 6,932 2,511
Old : 85,765: 62,193 5,903 248 16,392 77,103 78,833 83,254: 6,932 2,511
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2007 :
: -8,622: -13,138 2,380 -3 4,218 -11,697 -8,923 -9,320: 301 698
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.5 6.9 0.3 19.1 89.9 91.9 97.1: 8.1 2.9
Old : 100.0: 72.5 6.9 0.3 19.1 89.9 91.9 97.1: 8.1 2.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 79: 42 15 2 10 15 54 30:
Old : 79: 42 15 2 10 15 54 30:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.0 75.9 61.2 87.3 49.0 74.5 60.4 84.3
Old : 49.0 75.9 61.2 87.3 49.0 74.5 60.4 84.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 31, 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 : 93,355: 29,521 29,787 10,252 37,266 30,792 77,040 70,831: 16,315 22,524
Old : 93,355: 29,521 29,787 10,252 37,266 30,792 77,040 70,831: 16,315 22,524
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2007 :
: 3,835: -5,935 5,924 1,009 12,240 -2,615 7,314 4,319: -3,479 -483
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.6 31.9 11.0 39.9 33.0 82.5 75.9: 17.5 24.1
Old : 100.0: 31.6 31.9 11.0 39.9 33.0 82.5 75.9: 17.5 24.1
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 : 66: 11 31 11 20 14 39 48:
Old : 66: 11 31 11 20 14 39 48:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.9 25.3 59.8 38.8 40.9 17.0 48.0 27.3
Old : 40.9 25.3 59.8 38.8 40.9 17.0 48.0 27.3
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 31, 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 : 225,253: 41,750 44,833 18,141 134,516 140,852 194,407 203,826: 30,845 21,426
Old : 225,253: 41,750 44,833 18,141 134,516 140,852 194,407 203,826: 30,845 21,426
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2007 :
: 3,844: -1,312 1,857 519 3,167 559 2,374 2,935: 1,470 909
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.5 19.9 8.1 59.7 62.5 86.3 90.5: 13.7 9.5
Old : 100.0: 18.5 19.9 8.1 59.7 62.5 86.3 90.5: 13.7 9.5
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 : 99: 31 28 12 33 26 68 62:
Old : 99: 31 28 12 33 26 68 62:
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 : 40.9 48.1 53.0 61.1 31.3 41.0 41.1 51.0
Old : 40.9 48.1 53.0 61.1 31.3 41.0 41.1 51.0
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 31, 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 : 199,270: 71,448 33,202 21,740 56,397 101,003 149,585 155,944: 49,685 43,326
Old : 199,270: 71,448 33,202 21,740 56,397 101,003 149,585 155,944: 49,685 43,326
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2007 :
: 11,173: 3,663 -2,138 1,483 4,079 5,144 9,225 4,488: 1,948 6,685
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.9 16.7 10.9 28.3 50.7 75.1 78.3: 24.9 21.7
Old : 100.0: 35.9 16.7 10.9 28.3 50.7 75.1 78.3: 24.9 21.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 127: 47 34 27 33 34 95 80:
Old : 127: 47 34 27 33 34 95 80:
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 : 25.6 27.3 37.9 39.4 25.5 26.0 34.9 37.4
Old : 25.6 27.3 37.9 39.4 25.5 26.0 34.9 37.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 31, 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 : 21,344: 16,237 2,272 57 2,819 18,455 19,113 20,784: 2,231 560
Old : 21,344: 16,237 2,272 57 2,819 18,455 19,113 20,784: 2,231 560
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2007 :
: 518: 2,139 421 -24 -1,371 637 744 1,034: -226 -516
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.1 10.6 0.3 13.2 86.5 89.5 97.4: 10.5 2.6
Old : 100.0: 76.1 10.6 0.3 13.2 86.5 89.5 97.4: 10.5 2.6
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 : 38: 15 6 1 7 13 22 20:
Old : 38: 15 6 1 7 13 22 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.7 55.5 72.7 77.9 55.7 55.2 72.7 76.7
Old : 55.7 55.5 72.7 77.9 55.7 55.2 72.7 76.7
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 31, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $1,000,000) :
: : :
All :18,201,162: 1,063,873 418,583 7,322,289 8,497,003 9,202,530 16,883,165 16,943,402: 1,317,997 1,257,760
Old :18,201,162: 1,063,873 418,583 7,322,289 8,497,003 9,202,530 16,883,165 16,943,402: 1,317,997 1,257,760
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2007 :
: 706,331: 27,447 56,614 400,012 261,831 234,229 689,291 690,856: 17,041 15,476
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.8 2.3 40.2 46.7 50.6 92.8 93.1: 7.2 6.9
Old : 100.0: 5.8 2.3 40.2 46.7 50.6 92.8 93.1: 7.2 6.9
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 : 255: 61 42 101 128 128 243 233:
Old : 255: 61 42 101 128 128 243 233:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.5 20.1 36.8 31.6 15.2 9.8 18.3 16.0
Old : 25.5 20.1 36.8 31.6 15.2 9.8 18.3 16.0
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 31, 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 : 607,231: 52,531 63,958 49,778 381,889 395,203 484,197 508,939: 123,034 98,293
Old : 607,231: 52,531 63,958 49,778 381,889 395,203 484,197 508,939: 123,034 98,293
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2007 :
: 11,041: 1,688 6,281 6,782 2,636 9,993 11,106 23,055: -65 -12,014
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.7 10.5 8.2 62.9 65.1 79.7 83.8: 20.3 16.2
Old : 100.0: 8.7 10.5 8.2 62.9 65.1 79.7 83.8: 20.3 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 : 202: 57 39 58 82 61 163 134:
Old : 202: 57 39 58 82 61 163 134:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.9 28.8 26.2 40.7 18.5 28.8 25.7 40.7
Old : 18.9 28.8 26.2 40.7 18.5 28.8 25.7 40.7
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 31, 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 : 1,822,758: 352,906 418,406 84,077 1,173,103 1,174,842 1,610,086 1,677,325: 212,672 145,433
Old : 1,822,758: 352,906 418,406 84,077 1,173,103 1,174,842 1,610,086 1,677,325: 212,672 145,433
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2007 :
: -12,877: 33,524 27,686 -2,409 -2,245 -21,404 28,871 3,874: -41,748 -16,751
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.4 23.0 4.6 64.4 64.5 88.3 92.0: 11.7 8.0
Old : 100.0: 19.4 23.0 4.6 64.4 64.5 88.3 92.0: 11.7 8.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 299: 73 83 58 102 90 204 202:
Old : 299: 73 83 58 102 90 204 202:
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 : 19.0 23.2 32.1 36.2 16.2 18.5 27.7 30.0
Old : 19.0 23.2 32.1 36.2 16.2 18.5 27.7 30.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 31, 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 : 101,381: 11,012 27,132 0 74,528 71,031 85,540 98,163: 15,841 3,218
Old : 101,381: 11,012 27,132 0 74,528 71,031 85,540 98,163: 15,841 3,218
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2007 :
: -5,980: 467 275 0 -6,800 -6,246 -6,333 -5,971: 353 -9
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.9 26.8 0.0 73.5 70.1 84.4 96.8: 15.6 3.2
Old : 100.0: 10.9 26.8 0.0 73.5 70.1 84.4 96.8: 15.6 3.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 79: 12 11 0 34 32 46 43:
Old : 79: 12 11 0 34 32 46 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 : 28.7 40.6 47.3 63.9 28.0 39.6 45.7 60.0
Old : 28.7 40.6 47.3 63.9 28.0 39.6 45.7 60.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NEW YORK HDD - CHICAGO MERCANTILE EXCHANGE Code-16264H
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 31, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CME HDD INDEX X $20) :
: : :
All : 9,331: 2,596 3,893 1,583 4,585 3,323 8,765 8,799: 566 532
Old : 9,331: 2,596 3,893 1,583 4,585 3,323 8,765 8,799: 566 532
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2007 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.8 41.7 17.0 49.1 35.6 93.9 94.3: 6.1 5.7
Old : 100.0: 27.8 41.7 17.0 49.1 35.6 93.9 94.3: 6.1 5.7
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 : 21: 3 4 4 10 12 15 18:
Old : 21: 3 4 4 10 12 15 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 68.3 67.8 87.1 83.4 48.7 49.3 58.9 56.9
Old : 68.3 67.8 87.1 83.4 48.7 49.3 58.9 56.9
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, December 31, 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 : 38,182: 5,046 9,875 68 24,305 22,721 29,419 32,664: 8,764 5,518
Old : 38,182: 5,046 9,875 68 24,305 22,721 29,419 32,664: 8,764 5,518
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2007 :
: 1,337: 683 14 0 1,087 2,477 1,770 2,491: -434 -1,154
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.2 25.9 0.2 63.7 59.5 77.0 85.5: 23.0 14.5
Old : 100.0: 13.2 25.9 0.2 63.7 59.5 77.0 85.5: 23.0 14.5
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 : 53: 10 11 1 21 17 31 29:
Old : 53: 10 11 1 21 17 31 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.7 39.3 53.8 59.1 42.7 39.3 53.1 59.1
Old : 42.7 39.3 53.8 59.1 42.7 39.3 53.1 59.1
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 31, 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 : 286,677: 87,483 138,752 9,027 161,743 126,451 258,252 274,229: 28,424 12,448
Old : 286,677: 87,483 138,752 9,027 161,743 126,451 258,252 274,229: 28,424 12,448
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2007 :
: 1,342: 9,767 11,129 -418 577 -1,234 9,925 9,476: -8,583 -8,134
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.5 48.4 3.1 56.4 44.1 90.1 95.7: 9.9 4.3
Old : 100.0: 30.5 48.4 3.1 56.4 44.1 90.1 95.7: 9.9 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 : 218: 76 52 17 53 54 137 115:
Old : 218: 76 52 17 53 54 137 115:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.2 28.3 32.2 45.7 20.2 27.6 30.5 42.1
Old : 20.2 28.3 32.2 45.7 20.2 27.6 30.5 42.1
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 31, 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 : 62,022: 26,822 8,877 588 12,940 44,018 40,351 53,483: 21,671 8,538
Old : 62,022: 26,822 8,877 588 12,940 44,018 40,351 53,483: 21,671 8,538
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2007 :
: 3,340: 2,794 -1,683 -183 1,788 4,730 4,398 2,864: -1,059 476
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.2 14.3 0.9 20.9 71.0 65.1 86.2: 34.9 13.8
Old : 100.0: 43.2 14.3 0.9 20.9 71.0 65.1 86.2: 34.9 13.8
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 : 42: 18 6 2 8 13 26 21:
Old : 42: 18 6 2 8 13 26 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 : 27.9 47.8 41.0 67.2 27.8 47.8 40.4 66.8
Old : 27.9 47.8 41.0 67.2 27.8 47.8 40.4 66.8
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 31, 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 : 37,492: 1,394 13,081 477 25,147 19,496 27,018 33,054: 10,474 4,437
Old : 37,492: 1,394 13,081 477 25,147 19,496 27,018 33,054: 10,474 4,437
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2007 :
: 2,953: 79 1,642 94 1,512 1,250 1,685 2,986: 1,268 -33
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.7 34.9 1.3 67.1 52.0 72.1 88.2: 27.9 11.8
Old : 100.0: 3.7 34.9 1.3 67.1 52.0 72.1 88.2: 27.9 11.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 60: 3 21 3 19 24 24 46:
Old : 60: 3 21 3 19 24 24 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 : 49.0 25.2 60.8 41.5 44.6 23.8 52.7 38.3
Old : 49.0 25.2 60.8 41.5 44.6 23.8 52.7 38.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-239742
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 31, 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 : 599,969: 58,118 253,919 11,533 513,389 278,491 583,039 543,943: 16,930 56,026
Old : 599,969: 58,118 253,919 11,533 513,389 278,491 583,039 543,943: 16,930 56,026
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2007 :
: 25,207: -326 20,299 901 20,967 59 21,541 21,259: 3,665 3,947
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.7 42.3 1.9 85.6 46.4 97.2 90.7: 2.8 9.3
Old : 100.0: 9.7 42.3 1.9 85.6 46.4 97.2 90.7: 2.8 9.3
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 : 270: 35 129 50 59 72 124 222:
Old : 270: 35 129 50 59 72 124 222:
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 : 61.7 21.4 76.9 29.4 60.1 21.3 75.3 29.3
Old : 61.7 21.4 76.9 29.4 60.1 21.3 75.3 29.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 31, 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 : 63,950: 13,305 37,017 83 41,688 20,321 55,075 57,421: 8,875 6,530
Old : 63,950: 13,305 37,017 83 41,688 20,321 55,075 57,421: 8,875 6,530
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2007 :
: 1,331: -50 542 0 504 547 454 1,089: 877 242
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.8 57.9 0.1 65.2 31.8 86.1 89.8: 13.9 10.2
Old : 100.0: 20.8 57.9 0.1 65.2 31.8 86.1 89.8: 13.9 10.2
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 : 62: 16 16 4 14 19 31 38:
Old : 62: 16 16 4 14 19 31 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 : 45.7 57.8 64.9 69.1 45.7 57.8 64.9 68.8
Old : 45.7 57.8 64.9 69.1 45.7 57.8 64.9 68.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 31, 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 : 51,317: 17,638 4,035 190 16,133 37,547 33,961 41,772: 17,356 9,545
Old : 51,317: 17,638 4,035 190 16,133 37,547 33,961 41,772: 17,356 9,545
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2007 :
: 2,776: -1,258 1,010 141 3,705 2,246 2,588 3,397: 188 -621
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.4 7.9 0.4 31.4 73.2 66.2 81.4: 33.8 18.6
Old : 100.0: 34.4 7.9 0.4 31.4 73.2 66.2 81.4: 33.8 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 : 37: 8 3 1 15 13 23 17:
Old : 37: 8 3 1 15 13 23 17:
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 : 44.1 63.6 53.3 74.3 42.0 63.6 50.4 73.2
Old : 44.1 63.6 53.3 74.3 42.0 63.6 50.4 73.2
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 31, 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 : 21,580: 6,264 992 0 14,133 20,339 20,397 21,331: 1,183 249
Old : 21,580: 6,264 992 0 14,133 20,339 20,397 21,331: 1,183 249
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2007 :
: 402: 386 209 0 -46 275 340 484: 62 -82
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.0 4.6 0.0 65.5 94.2 94.5 98.8: 5.5 1.2
Old : 100.0: 29.0 4.6 0.0 65.5 94.2 94.5 98.8: 5.5 1.2
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 : 24: 11 3 0 6 5 17 8:
Old : 24: 11 3 0 6 5 17 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 : 68.5 95.7 84.3 98.8 67.8 95.7 83.6 98.1
Old : 68.5 95.7 84.3 98.8 67.8 95.7 83.6 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, December 31, 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 : 23,461: 6,577 3,481 1,977 11,922 10,500 20,476 15,958: 2,985 7,503
Old : 23,461: 6,577 3,481 1,977 11,922 10,500 20,476 15,958: 2,985 7,503
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2007 :
: -106: 0 0 0 100 0 100 0: -206 -106
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.0 14.8 8.4 50.8 44.8 87.3 68.0: 12.7 32.0
Old : 100.0: 28.0 14.8 8.4 50.8 44.8 87.3 68.0: 12.7 32.0
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 : 35: 8 3 6 16 19 25 27:
Old : 35: 8 3 6 16 19 25 27:
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 : 56.4 31.6 69.0 48.8 50.1 28.9 61.3 44.0
Old : 56.4 31.6 69.0 48.8 50.1 28.9 61.3 44.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 4, 2008