BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642 Commitments of Traders - Futures Only, November 27, 2007 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 20,000 POUNDS) : : : : All : 2,438: 0 83 25 1,697 2,227 1,722 2,335: 716 103 Old : 2,438: 0 83 25 1,697 2,227 1,722 2,335: 716 103 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 20, 2007 : : 1: 0 29 -26 14 31 -12 34: 13 -33 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 3.4 1.0 69.6 91.3 70.6 95.8: 29.4 4.2 Old : 100.0: 0.0 3.4 1.0 69.6 91.3 70.6 95.8: 29.4 4.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 23: 0 3 2 14 11 16 14: Old : 23: 0 3 2 14 11 16 14: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 41.7 65.5 63.2 86.0 40.5 65.3 59.9 82.6 Old : 41.7 65.5 63.2 86.0 40.5 65.3 59.9 82.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641 Commitments of Traders - Futures Only, November 27, 2007 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 200,000 POUNDS) : : : : All : 32,344: 4,977 2,692 1,098 20,983 20,143 27,058 23,933: 5,286 8,411 Old : 32,344: 4,977 2,692 1,098 20,983 20,143 27,058 23,933: 5,286 8,411 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 20, 2007 : : 106: 652 192 -156 -176 -103 320 -67: -214 173 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 15.4 8.3 3.4 64.9 62.3 83.7 74.0: 16.3 26.0 Old : 100.0: 15.4 8.3 3.4 64.9 62.3 83.7 74.0: 16.3 26.0 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 : 60: 11 12 13 27 23 48 38: Old : 60: 11 12 13 27 23 48 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 : 42.6 34.2 55.8 45.8 42.6 32.4 55.4 44.1 Old : 42.6 34.2 55.8 45.8 42.6 32.4 55.4 44.1 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 - Futures Only, November 27, 2007 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 40,000 POUNDS) : : : : All : 206,110: 40,152 38,634 47,530 95,364 80,728 183,046 166,892: 23,064 39,218 Old : 199,406: 37,617 42,155 43,753 95,335 75,334 176,705 161,242: 22,701 38,164 Other: 6,704: 6,312 256 0 29 5,394 6,341 5,650: 363 1,054 : : : : : Changes in Commitments from: November 20, 2007 : : -2,268: -3,163 -2,551 3,185 -1,371 -1,490 -1,349 -856: -919 -1,412 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 19.5 18.7 23.1 46.3 39.2 88.8 81.0: 11.2 19.0 Old : 100.0: 18.9 21.1 21.9 47.8 37.8 88.6 80.9: 11.4 19.1 Other: 100.0: 94.2 3.8 0.0 0.4 80.5 94.6 84.3: 5.4 15.7 : : : :# Traders : Number of Traders in Each Category : All : 229: 67 73 80 32 49 154 170: Old : 229: 62 79 80 32 49 154 170: Other: 40: 15 5 0 1 19 16 24: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 24.3 17.1 39.8 28.3 22.4 14.8 32.9 21.7 Old : 25.1 15.6 40.1 27.1 23.2 14.9 34.0 21.9 Other: 69.1 68.3 87.6 76.1 69.1 68.3 87.6 76.1 FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE Code-056641 Commitments of Traders - Futures Only, November 27, 2007 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 40,000 POUNDS) : : : : All : 1,781: 237 477 294 752 373 1,283 1,144: 498 637 Old : 1,781: 237 477 294 752 373 1,283 1,144: 498 637 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 20, 2007 : : -31: 78 -15 -19 -74 52 -15 18: -16 -49 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 13.3 26.8 16.5 42.2 20.9 72.0 64.2: 28.0 35.8 Old : 100.0: 13.3 26.8 16.5 42.2 20.9 72.0 64.2: 28.0 35.8 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 : 22: 4 11 3 5 4 12 15: Old : 22: 4 11 3 5 4 12 15: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 44.2 40.4 62.1 53.8 38.8 28.3 52.0 38.2 Old : 44.2 40.4 62.1 53.8 38.8 28.3 52.0 38.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642 Commitments of Traders - Futures Only, November 27, 2007 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 40,000 POUNDS) : : : : All : 238,458: 55,183 45,822 33,405 128,418 109,560 217,006 188,787: 21,452 49,671 Old : 238,458: 55,183 45,822 33,405 128,418 109,560 217,006 188,787: 21,452 49,671 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 20, 2007 : : -3,900: 1,265 286 -3,301 -539 -24 -2,575 -3,039: -1,325 -861 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 23.1 19.2 14.0 53.9 45.9 91.0 79.2: 9.0 20.8 Old : 100.0: 23.1 19.2 14.0 53.9 45.9 91.0 79.2: 9.0 20.8 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 : 307: 56 95 74 67 126 167 264: Old : 307: 56 95 74 67 126 167 264: 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 : 26.9 13.7 40.0 20.9 26.9 12.4 40.0 18.1 Old : 26.9 13.7 40.0 20.9 26.9 12.4 40.0 18.1 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 - Futures Only, November 27, 2007 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 110,000 BOARD FEET) : : : : All : 8,932: 4,328 3,642 699 2,053 2,128 7,080 6,469: 1,852 2,463 Old : 8,932: 4,328 3,642 699 2,053 2,128 7,080 6,469: 1,852 2,463 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 20, 2007 : : 71: -33 -142 76 -13 -38 30 -104: 41 175 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 48.5 40.8 7.8 23.0 23.8 79.3 72.4: 20.7 27.6 Old : 100.0: 48.5 40.8 7.8 23.0 23.8 79.3 72.4: 20.7 27.6 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 : 77: 23 24 11 10 26 39 56: Old : 77: 23 24 11 10 26 39 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 : 35.6 24.9 56.0 36.6 35.4 24.7 54.2 34.5 Old : 35.6 24.9 56.0 36.6 35.4 24.7 54.2 34.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641 Commitments of Traders - Futures Only, November 27, 2007 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 50,000 POUNDS) : : : : All : 27,017: 13,483 3,791 2,732 7,378 7,558 23,593 14,081: 3,424 12,936 Old : 27,017: 13,483 3,791 2,732 7,378 7,558 23,593 14,081: 3,424 12,936 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 20, 2007 : : 894: 394 -207 170 110 966 674 929: 220 -35 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 49.9 14.0 10.1 27.3 28.0 87.3 52.1: 12.7 47.9 Old : 100.0: 49.9 14.0 10.1 27.3 28.0 87.3 52.1: 12.7 47.9 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 : 122: 37 20 19 24 42 72 76: Old : 122: 37 20 19 24 42 72 76: 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 : 26.8 9.8 40.8 16.2 26.5 9.8 40.6 15.4 Old : 26.8 9.8 40.8 16.2 26.5 9.8 40.6 15.4 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 - Futures Only, November 27, 2007 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF CAD 100,000) : : : : All : 112,354: 39,532 10,533 3,155 42,233 79,718 84,920 93,406: 27,434 18,948 Old : 112,354: 39,532 10,533 3,155 42,233 79,718 84,920 93,406: 27,434 18,948 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 20, 2007 : : 2,821: -2,042 1,251 -6 6,169 2,909 4,121 4,154: -1,300 -1,333 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 35.2 9.4 2.8 37.6 71.0 75.6 83.1: 24.4 16.9 Old : 100.0: 35.2 9.4 2.8 37.6 71.0 75.6 83.1: 24.4 16.9 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: 30 17 12 21 21 56 46: Old : 82: 30 17 12 21 21 56 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 : 26.3 48.6 39.7 64.2 19.4 45.1 30.5 56.3 Old : 26.3 48.6 39.7 64.2 19.4 45.1 30.5 56.3 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 - Futures Only, November 27, 2007 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF CHF 125,000) : : : : All : 81,879: 37,072 23,870 645 19,959 47,666 57,676 72,181: 24,203 9,698 Old : 81,879: 37,072 23,870 645 19,959 47,666 57,676 72,181: 24,203 9,698 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 20, 2007 : : -1,302: -93 437 126 1,351 -1,416 1,384 -853: -2,686 -449 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 45.3 29.2 0.8 24.4 58.2 70.4 88.2: 29.6 11.8 Old : 100.0: 45.3 29.2 0.8 24.4 58.2 70.4 88.2: 29.6 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 : 65: 31 15 3 10 16 42 33: Old : 65: 31 15 3 10 16 42 33: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 32.1 44.1 42.9 61.5 29.6 42.7 40.4 59.9 Old : 32.1 44.1 42.9 61.5 29.6 42.7 40.4 59.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741 Commitments of Traders - Futures Only, November 27, 2007 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF MXN 500,000) : : : : All : 90,471: 26,351 14,582 1,221 58,090 71,935 85,662 87,738: 4,809 2,733 Old : 90,471: 26,351 14,582 1,221 58,090 71,935 85,662 87,738: 4,809 2,733 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 20, 2007 : : -3,768: -5,280 -142 479 2,249 -3,139 -2,552 -2,802: -1,216 -966 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 29.1 16.1 1.3 64.2 79.5 94.7 97.0: 5.3 3.0 Old : 100.0: 29.1 16.1 1.3 64.2 79.5 94.7 97.0: 5.3 3.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 80: 43 12 5 17 16 61 32: Old : 80: 43 12 5 17 16 61 32: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 52.5 81.0 63.7 88.3 47.5 79.6 58.2 83.8 Old : 52.5 81.0 63.7 88.3 47.5 79.6 58.2 83.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742 Commitments of Traders - Futures Only, November 27, 2007 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF GBP 62,500) : : : : All : 121,270: 56,430 21,368 975 42,362 79,383 99,767 101,726: 21,503 19,544 Old : 121,270: 56,430 21,368 975 42,362 79,383 99,767 101,726: 21,503 19,544 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 20, 2007 : : -1,317: 2,080 1,403 -416 -1,731 -3,554 -67 -2,567: -1,250 1,250 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 46.5 17.6 0.8 34.9 65.5 82.3 83.9: 17.7 16.1 Old : 100.0: 46.5 17.6 0.8 34.9 65.5 82.3 83.9: 17.7 16.1 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 : 76: 27 23 2 15 21 44 44: Old : 76: 27 23 2 15 21 44 44: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 47.0 39.7 59.4 54.3 46.4 38.6 58.8 52.6 Old : 47.0 39.7 59.4 54.3 46.4 38.6 58.8 52.6 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 - Futures Only, November 27, 2007 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF JPY 12,500,000) : : : : All : 192,574: 68,104 36,772 1,099 84,172 137,579 153,375 175,450: 39,199 17,124 Old : 192,574: 68,104 36,772 1,099 84,172 137,579 153,375 175,450: 39,199 17,124 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 20, 2007 : : -635: 84 -847 217 1,010 2,671 1,311 2,041: -1,946 -2,676 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 35.4 19.1 0.6 43.7 71.4 79.6 91.1: 20.4 8.9 Old : 100.0: 35.4 19.1 0.6 43.7 71.4 79.6 91.1: 20.4 8.9 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 : 109: 42 29 7 29 21 75 53: Old : 109: 42 29 7 29 21 75 53: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 29.4 58.6 43.7 67.8 29.2 58.1 43.4 67.2 Old : 29.4 58.6 43.7 67.8 29.2 58.1 43.4 67.2 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 - Futures Only, November 27, 2007 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF EUR 125,000) : : : : All : 222,881: 91,335 24,779 1,455 75,599 155,245 168,389 181,479: 54,492 41,402 Old : 222,881: 91,335 24,779 1,455 75,599 155,245 168,389 181,479: 54,492 41,402 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 20, 2007 : : -4,359: -7,213 -3,741 22 5,442 856 -1,749 -2,863: -2,610 -1,496 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 41.0 11.1 0.7 33.9 69.7 75.6 81.4: 24.4 18.6 Old : 100.0: 41.0 11.1 0.7 33.9 69.7 75.6 81.4: 24.4 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 : 141: 59 32 12 32 35 96 74: Old : 141: 59 32 12 32 35 96 74: 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 42.6 38.9 56.8 29.1 40.4 36.5 54.2 Old : 31.5 42.6 38.9 56.8 29.1 40.4 36.5 54.2 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 - Futures Only, November 27, 2007 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF NZD 100,000) : : : : All : 22,618: 11,672 4,813 0 8,489 16,820 20,161 21,633: 2,457 985 Old : 22,618: 11,672 4,813 0 8,489 16,820 20,161 21,633: 2,457 985 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 20, 2007 : : -601: -460 -265 0 177 -564 -283 -829: -318 228 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 51.6 21.3 0.0 37.5 74.4 89.1 95.6: 10.9 4.4 Old : 100.0: 51.6 21.3 0.0 37.5 74.4 89.1 95.6: 10.9 4.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 36: 13 5 0 12 10 25 15: Old : 36: 13 5 0 12 10 25 15: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 40.1 75.0 62.0 89.6 40.1 74.8 62.0 89.4 Old : 40.1 75.0 62.0 89.6 40.1 74.8 62.0 89.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE Code-032741 Commitments of Traders - Futures Only, November 27, 2007 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF $3,000,000) : : : : All : 39,729: 10,659 0 0 23,238 33,274 33,897 33,274: 5,832 6,455 Old : 39,729: 10,659 0 0 23,238 33,274 33,897 33,274: 5,832 6,455 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 20, 2007 : : -31,587: -3,675 -12,406 -13,781 -13,592 -7,469 -31,048 -33,656: -539 2,069 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 26.8 0.0 0.0 58.5 83.8 85.3 83.8: 14.7 16.2 Old : 100.0: 26.8 0.0 0.0 58.5 83.8 85.3 83.8: 14.7 16.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 20: 3 0 0 8 13 11 13: Old : 20: 3 0 0 8 13 11 13: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 49.3 65.2 77.1 76.4 48.1 52.6 68.9 63.0 Old : 49.3 65.2 77.1 76.4 48.1 52.6 68.9 63.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741 Commitments of Traders - Futures Only, November 27, 2007 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF $1,000,000) : : : : All :10,688,777: 1,770,055 689,166 1,094,312 6,535,536 7,578,418 9,399,903 9,361,896: 1,288,874 1,326,881 Old :10,688,777: 1,770,055 689,166 1,094,312 6,535,536 7,578,418 9,399,903 9,361,896: 1,288,874 1,326,881 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 20, 2007 : : 117,316: -1,771 20,151 88,537 1,710 -68,272 88,476 40,416: 28,840 76,900 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 16.6 6.4 10.2 61.1 70.9 87.9 87.6: 12.1 12.4 Old : 100.0: 16.6 6.4 10.2 61.1 70.9 87.9 87.6: 12.1 12.4 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 : 289: 78 39 94 145 147 264 253: Old : 289: 78 39 94 145 147 264 253: 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 : 28.8 20.5 36.1 34.4 26.7 16.7 32.4 28.9 Old : 28.8 20.5 36.1 34.4 26.7 16.7 32.4 28.9 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 - Futures Only, November 27, 2007 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (S&P 500 INDEX X $250.00) : : : : All : 629,753: 55,407 72,853 12,204 433,846 404,126 501,457 489,183: 128,296 140,570 Old : 629,753: 55,407 72,853 12,204 433,846 404,126 501,457 489,183: 128,296 140,570 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 20, 2007 : : 8,153: 802 1,389 2,064 544 4,080 3,410 7,533: 4,743 620 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 8.8 11.6 1.9 68.9 64.2 79.6 77.7: 20.4 22.3 Old : 100.0: 8.8 11.6 1.9 68.9 64.2 79.6 77.7: 20.4 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 : 192: 45 36 22 85 61 143 106: Old : 192: 45 36 22 85 61 143 106: 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 : 21.2 24.3 31.1 35.3 21.1 24.3 30.8 35.3 Old : 21.2 24.3 31.1 35.3 21.1 24.3 30.8 35.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A Commitments of Traders - Futures Only, November 27, 2007 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : ($50 X S&P 500 INDEX) : : : : All : 2,150,535: 314,271 504,882 62,888 1,320,719 1,387,347 1,697,878 1,955,117: 452,657 195,418 Old : 2,150,535: 314,271 504,882 62,888 1,320,719 1,387,347 1,697,878 1,955,117: 452,657 195,418 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 20, 2007 : : 1,161: 11,527 -23,533 18,767 -10,345 14,987 19,949 10,221: -18,788 -9,060 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 14.6 23.5 2.9 61.4 64.5 79.0 90.9: 21.0 9.1 Old : 100.0: 14.6 23.5 2.9 61.4 64.5 79.0 90.9: 21.0 9.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 317: 64 100 36 98 107 189 216: Old : 317: 64 100 36 98 107 189 216: 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 : 22.5 20.2 33.3 31.7 16.4 17.2 26.9 27.0 Old : 22.5 20.2 33.3 31.7 16.4 17.2 26.9 27.0 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 - Futures Only, November 27, 2007 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (S&P 400 INDEX X $100) : : : : All : 102,747: 7,720 28,247 0 80,712 70,535 88,432 98,782: 14,315 3,965 Old : 102,747: 7,720 28,247 0 80,712 70,535 88,432 98,782: 14,315 3,965 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 20, 2007 : : -66: -325 1,066 0 482 -2,180 157 -1,114: -223 1,048 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 7.5 27.5 0.0 78.6 68.6 86.1 96.1: 13.9 3.9 Old : 100.0: 7.5 27.5 0.0 78.6 68.6 86.1 96.1: 13.9 3.9 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 81: 10 13 0 35 34 45 47: Old : 81: 10 13 0 35 34 45 47: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 29.8 37.5 49.6 57.0 29.4 37.5 48.1 55.9 Old : 29.8 37.5 49.6 57.0 29.4 37.5 48.1 55.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741 Commitments of Traders - Futures Only, November 27, 2007 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (NASDAQ 100 INDEX X $100) : : : : All : 51,842: 9,703 14,838 143 31,453 23,982 41,299 38,963: 10,543 12,879 Old : 51,842: 9,703 14,838 143 31,453 23,982 41,299 38,963: 10,543 12,879 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 20, 2007 : : 840: -968 760 -324 83 -819 -1,209 -383: 2,049 1,223 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 18.7 28.6 0.3 60.7 46.3 79.7 75.2: 20.3 24.8 Old : 100.0: 18.7 28.6 0.3 60.7 46.3 79.7 75.2: 20.3 24.8 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: 17 11 1 20 19 37 31: Old : 60: 17 11 1 20 19 37 31: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 38.5 33.2 53.3 49.2 35.8 31.6 50.6 47.6 Old : 38.5 33.2 53.3 49.2 35.8 31.6 50.6 47.6 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 - Futures Only, November 27, 2007 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : ( NASDAQ 100 STOCK INDEX X $20) : : : : All : 428,044: 127,476 195,723 10,249 229,574 201,804 367,299 407,776: 60,745 20,268 Old : 428,044: 127,476 195,723 10,249 229,574 201,804 367,299 407,776: 60,745 20,268 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 20, 2007 : : -4,305: 6,258 17,866 -124 -11,226 -16,397 -5,092 1,345: 787 -5,650 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 29.8 45.7 2.4 53.6 47.1 85.8 95.3: 14.2 4.7 Old : 100.0: 29.8 45.7 2.4 53.6 47.1 85.8 95.3: 14.2 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 : 247: 95 58 18 61 48 162 119: Old : 247: 95 58 18 61 48 162 119: 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 : 22.3 33.4 32.0 48.0 19.8 33.2 29.0 46.2 Old : 22.3 33.4 32.0 48.0 19.8 33.2 29.0 46.2 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 - Futures Only, November 27, 2007 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF AUD 100,000) : : : : All : 64,572: 30,147 4,493 43 14,051 51,273 44,241 55,809: 20,331 8,763 Old : 64,572: 30,147 4,493 43 14,051 51,273 44,241 55,809: 20,331 8,763 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 20, 2007 : : -5,454: -5,157 -315 -134 -196 -6,519 -5,487 -6,968: 33 1,514 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 46.7 7.0 0.1 21.8 79.4 68.5 86.4: 31.5 13.6 Old : 100.0: 46.7 7.0 0.1 21.8 79.4 68.5 86.4: 31.5 13.6 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 7 1 9 16 32 24: Old : 51: 23 7 1 9 16 32 24: 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 : 26.2 39.1 40.6 62.4 19.8 39.1 34.2 60.4 Old : 26.2 39.1 40.6 62.4 19.8 39.1 34.2 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 - Futures Only, November 27, 2007 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (RUSSEL 2000 INDEX X $500) : : : : All : 38,996: 483 14,516 10 24,940 19,519 25,433 34,045: 13,563 4,951 Old : 38,996: 483 14,516 10 24,940 19,519 25,433 34,045: 13,563 4,951 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 20, 2007 : : 626: 0 1,135 -10 1,422 856 1,412 1,981: -786 -1,355 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.2 37.2 0.0 64.0 50.1 65.2 87.3: 34.8 12.7 Old : 100.0: 1.2 37.2 0.0 64.0 50.1 65.2 87.3: 34.8 12.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 62: 2 23 2 21 22 25 45: Old : 62: 2 23 2 21 22 25 45: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 34.5 27.7 49.5 43.5 31.5 26.9 42.0 40.5 Old : 34.5 27.7 49.5 43.5 31.5 26.9 42.0 40.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-239742 Commitments of Traders - Futures Only, November 27, 2007 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (RUSSEL 2000 INDEX X $100) : : : : All : 661,050: 75,375 233,882 3,843 571,168 354,900 650,386 592,625: 10,664 68,425 Old : 661,050: 75,375 233,882 3,843 571,168 354,900 650,386 592,625: 10,664 68,425 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 20, 2007 : : 8,689: 1,020 -3,408 1,065 8,628 7,568 10,713 5,225: -2,024 3,464 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 11.4 35.4 0.6 86.4 53.7 98.4 89.6: 1.6 10.4 Old : 100.0: 11.4 35.4 0.6 86.4 53.7 98.4 89.6: 1.6 10.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 279: 39 131 16 61 77 111 213: Old : 279: 39 131 16 61 77 111 213: 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 : 54.8 22.9 77.3 32.3 52.5 22.8 74.5 31.6 Old : 54.8 22.9 77.3 32.3 52.5 22.8 74.5 31.6 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 - Futures Only, November 27, 2007 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (NIKKEI INDEX X $5.00) : : : : All : 68,262: 9,441 25,244 173 48,242 30,041 57,856 55,458: 10,406 12,804 Old : 68,262: 9,441 25,244 173 48,242 30,041 57,856 55,458: 10,406 12,804 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 20, 2007 : : 332: -22 -1,176 8 -64 686 -78 -482: 410 814 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 13.8 37.0 0.3 70.7 44.0 84.8 81.2: 15.2 18.8 Old : 100.0: 13.8 37.0 0.3 70.7 44.0 84.8 81.2: 15.2 18.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 70: 11 19 2 19 23 32 42: Old : 70: 11 19 2 19 23 32 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 : 43.1 43.7 60.8 55.3 43.1 41.4 60.8 52.7 Old : 43.1 43.7 60.8 55.3 43.1 41.4 60.8 52.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743 Commitments of Traders - Futures Only, November 27, 2007 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (NIKKEI INDEX X JPY 500) : : : : All : 58,716: 18,129 3,096 265 31,714 34,124 50,108 37,485: 8,608 21,231 Old : 58,716: 18,129 3,096 265 31,714 34,124 50,108 37,485: 8,608 21,231 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 20, 2007 : : -52: -367 200 -12 510 1,007 131 1,195: -183 -1,247 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 30.9 5.3 0.5 54.0 58.1 85.3 63.8: 14.7 36.2 Old : 100.0: 30.9 5.3 0.5 54.0 58.1 85.3 63.8: 14.7 36.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 55: 18 4 2 18 19 36 25: Old : 55: 18 4 2 18 19 36 25: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 45.2 34.9 59.1 49.8 41.9 34.9 55.8 48.4 Old : 45.2 34.9 59.1 49.8 41.9 34.9 55.8 48.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741 Commitments of Traders - Futures Only, November 27, 2007 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (GSCI X $250) : : : : All : 21,487: 6,066 659 0 14,251 20,510 20,317 21,169: 1,170 318 Old : 21,487: 6,066 659 0 14,251 20,510 20,317 21,169: 1,170 318 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 20, 2007 : : -75: 38 -56 0 11 -56 49 -112: -124 37 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 28.2 3.1 0.0 66.3 95.5 94.6 98.5: 5.4 1.5 Old : 100.0: 28.2 3.1 0.0 66.3 95.5 94.6 98.5: 5.4 1.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 25: 12 4 0 6 4 18 8: Old : 25: 12 4 0 6 4 18 8: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 69.5 96.2 85.6 98.5 69.1 96.2 85.2 98.1 Old : 69.5 96.2 85.6 98.5 69.1 96.2 85.2 98.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE Code-597741 Commitments of Traders - Futures Only, November 27, 2007 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF JPY 100,000,000) : : : : All : 39,122: 7,214 5,203 4,954 15,832 20,064 28,000 30,221: 11,122 8,901 Old : 39,122: 7,214 5,203 4,954 15,832 20,064 28,000 30,221: 11,122 8,901 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 20, 2007 : : 283: 968 -63 -495 1,038 468 1,511 -90: -1,228 373 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 18.4 13.3 12.7 40.5 51.3 71.6 77.2: 28.4 22.8 Old : 100.0: 18.4 13.3 12.7 40.5 51.3 71.6 77.2: 28.4 22.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 46: 10 8 8 21 24 34 38: Old : 46: 10 8 8 21 24 34 38: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 30.7 25.0 43.9 41.7 21.0 20.9 29.4 32.1 Old : 30.7 25.0 43.9 41.7 21.0 20.9 29.4 32.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 30, 2007