MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders - Futures Only, May 22, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 38,683: 10,726 1,043 811 20,726 28,071 32,263 29,925: 6,420 8,758
Old : 38,683: 10,726 1,043 811 20,726 28,071 32,263 29,925: 6,420 8,758
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 15, 2007 :
: 756: 34 -47 233 261 345 528 531: 228 225
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.7 2.7 2.1 53.6 72.6 83.4 77.4: 16.6 22.6
Old : 100.0: 27.7 2.7 2.1 53.6 72.6 83.4 77.4: 16.6 22.6
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 : 60: 22 3 12 25 21 49 34:
Old : 60: 22 3 12 25 21 49 34:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.3 39.1 51.1 56.5 33.3 38.8 50.5 55.7
Old : 33.3 39.1 51.1 56.5 33.3 38.8 50.5 55.7
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, May 22, 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 : 175,890: 33,766 29,501 42,661 79,951 82,055 156,378 154,217: 19,512 21,673
Old : 158,534: 28,057 34,183 36,452 77,703 69,449 142,212 140,084: 16,322 18,450
Other: 17,356: 11,660 1,269 258 2,248 12,606 14,166 14,133: 3,190 3,223
: : :
: : Changes in Commitments from: May 15, 2007 :
: 67: 1,089 1,886 -457 1,666 1,279 2,298 2,708: -2,231 -2,641
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.2 16.8 24.3 45.5 46.7 88.9 87.7: 11.1 12.3
Old : 100.0: 17.7 21.6 23.0 49.0 43.8 89.7 88.4: 10.3 11.6
Other: 100.0: 67.2 7.3 1.5 13.0 72.6 81.6 81.4: 18.4 18.6
: : :
:# Traders : Number of Traders in Each Category :
All : 205: 64 71 81 29 36 144 156:
Old : 203: 60 79 76 29 35 139 153:
Other: 69: 27 15 7 6 23 36 42:
:----------------------------------------------------------------------------------------------------
: 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 34.2 39.0 41.6 26.8 33.4 37.2 38.9
Old : 29.8 35.0 43.1 42.4 29.8 35.0 41.0 41.0
Other: 49.0 45.4 59.6 64.1 43.6 36.7 52.8 55.4
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders - Futures Only, May 22, 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 : 266,552: 69,306 43,427 52,446 120,534 119,977 242,286 215,850: 24,266 50,702
Old : 266,552: 69,306 43,427 52,446 120,534 119,977 242,286 215,850: 24,266 50,702
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 15, 2007 :
: 4,677: 3,249 2,086 2,338 242 1,054 5,829 5,478: -1,152 -801
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.0 16.3 19.7 45.2 45.0 90.9 81.0: 9.1 19.0
Old : 100.0: 26.0 16.3 19.7 45.2 45.0 90.9 81.0: 9.1 19.0
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 : 329: 82 72 89 76 134 230 246:
Old : 329: 82 72 89 76 134 230 246:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.3 15.7 35.6 24.9 24.3 13.1 35.0 19.4
Old : 24.3 15.7 35.6 24.9 24.3 13.1 35.0 19.4
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, May 22, 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 : 7,219: 2,698 3,684 648 2,091 1,171 5,437 5,503: 1,782 1,716
Old : 7,219: 2,698 3,684 648 2,091 1,171 5,437 5,503: 1,782 1,716
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 15, 2007 :
: 38: 44 -302 219 -43 234 220 151: -182 -113
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.4 51.0 9.0 29.0 16.2 75.3 76.2: 24.7 23.8
Old : 100.0: 37.4 51.0 9.0 29.0 16.2 75.3 76.2: 24.7 23.8
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 : 76: 23 29 10 14 18 44 53:
Old : 76: 23 29 10 14 18 44 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 : 31.3 25.2 44.7 36.0 31.3 24.9 44.7 34.8
Old : 31.3 25.2 44.7 36.0 31.3 24.9 44.7 34.8
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, May 22, 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 : 23,430: 9,063 2,947 1,664 7,498 6,583 18,225 11,194: 5,205 12,236
Old : 23,430: 9,063 2,947 1,664 7,498 6,583 18,225 11,194: 5,205 12,236
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 15, 2007 :
: 736: 772 351 -143 -289 231 340 439: 396 297
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.7 12.6 7.1 32.0 28.1 77.8 47.8: 22.2 52.2
Old : 100.0: 38.7 12.6 7.1 32.0 28.1 77.8 47.8: 22.2 52.2
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 : 140: 42 21 17 28 50 83 81:
Old : 140: 42 21 17 28 50 83 81:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.7 9.6 30.3 16.0 17.0 8.8 28.7 14.5
Old : 17.7 9.6 30.3 16.0 17.0 8.8 28.7 14.5
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, May 22, 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 : 172,032: 83,891 44,924 2,194 51,326 99,885 137,411 147,003: 34,621 25,029
Old : 172,032: 83,891 44,924 2,194 51,326 99,885 137,411 147,003: 34,621 25,029
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 15, 2007 :
: 3,144: 1,272 5,402 836 996 -3,092 3,104 3,146: 40 -2
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.8 26.1 1.3 29.8 58.1 79.9 85.5: 20.1 14.5
Old : 100.0: 48.8 26.1 1.3 29.8 58.1 79.9 85.5: 20.1 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 : 97: 39 24 4 19 21 62 45:
Old : 97: 39 24 4 19 21 62 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 : 36.5 33.5 50.6 52.2 31.8 31.6 43.7 48.6
Old : 36.5 33.5 50.6 52.2 31.8 31.6 43.7 48.6
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, May 22, 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 : 100,303: 9,372 75,241 162 79,682 5,471 89,216 80,874: 11,087 19,429
Old : 100,303: 9,372 75,241 162 79,682 5,471 89,216 80,874: 11,087 19,429
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 15, 2007 :
: 18,975: -7,721 23,403 -320 28,009 -8,914 19,968 14,169: -993 4,806
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.3 75.0 0.2 79.4 5.5 88.9 80.6: 11.1 19.4
Old : 100.0: 9.3 75.0 0.2 79.4 5.5 88.9 80.6: 11.1 19.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 61: 12 32 2 13 7 26 40:
Old : 61: 12 32 2 13 7 26 40:
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 : 66.6 36.8 77.0 48.2 65.3 36.8 75.6 48.2
Old : 66.6 36.8 77.0 48.2 65.3 36.8 75.6 48.2
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 - Futures Only, May 22, 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 : 128,888: 81,362 12,124 790 36,300 111,761 118,452 124,675: 10,436 4,213
Old : 128,888: 81,362 12,124 790 36,300 111,761 118,452 124,675: 10,436 4,213
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 15, 2007 :
: -14,055: -4,482 -10,658 -573 -9,929 -3,745 -14,984 -14,976: 929 921
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.1 9.4 0.6 28.2 86.7 91.9 96.7: 8.1 3.3
Old : 100.0: 63.1 9.4 0.6 28.2 86.7 91.9 96.7: 8.1 3.3
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 : 113: 69 16 2 14 18 85 35:
Old : 113: 69 16 2 14 18 85 35:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.6 69.7 51.6 85.3 25.4 57.0 39.3 68.7
Old : 35.6 69.7 51.6 85.3 25.4 57.0 39.3 68.7
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, May 22, 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 : 122,261: 56,493 21,155 10 35,585 82,060 92,088 103,225: 30,173 19,036
Old : 122,261: 56,493 21,155 10 35,585 82,060 92,088 103,225: 30,173 19,036
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 15, 2007 :
: -3,831: -7,518 -1,778 -263 2,793 -133 -4,988 -2,174: 1,157 -1,657
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.2 17.3 0.0 29.1 67.1 75.3 84.4: 24.7 15.6
Old : 100.0: 46.2 17.3 0.0 29.1 67.1 75.3 84.4: 24.7 15.6
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 : 79: 32 18 1 16 19 49 37:
Old : 79: 32 18 1 16 19 49 37:
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 : 30.8 33.7 44.0 51.9 30.6 33.4 40.2 51.1
Old : 30.8 33.7 44.0 51.9 30.6 33.4 40.2 51.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
Commitments of Traders - Futures Only, May 22, 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 : 326,431: 52,301 204,047 1,507 230,085 83,736 283,893 289,290: 42,538 37,141
Old : 326,431: 52,301 204,047 1,507 230,085 83,736 283,893 289,290: 42,538 37,141
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 15, 2007 :
: 29,168: 5,651 29,501 72 25,865 -2,247 31,588 27,326: -2,420 1,842
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.0 62.5 0.5 70.5 25.7 87.0 88.6: 13.0 11.4
Old : 100.0: 16.0 62.5 0.5 70.5 25.7 87.0 88.6: 13.0 11.4
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 : 141: 37 65 6 29 21 68 90:
Old : 141: 37 65 6 29 21 68 90:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.0 31.9 62.0 48.0 49.8 29.1 57.9 42.3
Old : 50.0 31.9 62.0 48.0 49.8 29.1 57.9 42.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
Commitments of Traders - Futures Only, May 22, 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 : 218,897: 126,860 31,573 3,132 35,859 145,736 165,851 180,441: 53,046 38,456
Old : 218,897: 126,860 31,573 3,132 35,859 145,736 165,851 180,441: 53,046 38,456
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 15, 2007 :
: -17,876: -20,062 4,189 538 7,373 -24,292 -12,151 -19,565: -5,725 1,689
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.0 14.4 1.4 16.4 66.6 75.8 82.4: 24.2 17.6
Old : 100.0: 58.0 14.4 1.4 16.4 66.6 75.8 82.4: 24.2 17.6
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 : 150: 72 33 17 30 33 108 77:
Old : 150: 72 33 17 30 33 108 77:
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 : 26.4 35.0 35.1 50.4 26.3 32.4 33.5 47.6
Old : 26.4 35.0 35.1 50.4 26.3 32.4 33.5 47.6
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, May 22, 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 : 24,381: 16,607 800 6 5,054 21,951 21,667 22,757: 2,714 1,624
Old : 24,381: 16,607 800 6 5,054 21,951 21,667 22,757: 2,714 1,624
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 15, 2007 :
: -1,950: -3,488 -56 0 1,624 -1,843 -1,864 -1,899: -86 -51
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.1 3.3 0.0 20.7 90.0 88.9 93.3: 11.1 6.7
Old : 100.0: 68.1 3.3 0.0 20.7 90.0 88.9 93.3: 11.1 6.7
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 : 37: 16 2 1 10 13 26 16:
Old : 37: 16 2 1 10 13 26 16:
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 : 52.9 71.7 69.5 85.0 52.6 71.1 69.1 84.4
Old : 52.9 71.7 69.5 85.0 52.6 71.1 69.1 84.4
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, May 22, 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 : 51,587: 5,830 5,114 272 42,608 43,258 48,710 48,644: 2,877 2,943
Old : 51,587: 5,830 5,114 272 42,608 43,258 48,710 48,644: 2,877 2,943
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 15, 2007 :
: -25,103: -7,587 1,209 -137 -18,180 -26,520 -25,904 -25,448: 801 345
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.3 9.9 0.5 82.6 83.9 94.4 94.3: 5.6 5.7
Old : 100.0: 11.3 9.9 0.5 82.6 83.9 94.4 94.3: 5.6 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 2 2 15 11 19 14:
Old : 21: 3 2 2 15 11 19 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 : 44.8 82.2 63.2 91.8 40.1 70.9 56.7 74.2
Old : 44.8 82.2 63.2 91.8 40.1 70.9 56.7 74.2
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, May 22, 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 :11,879,085: 1,463,346 1,053,200 1,123,580 8,221,112 8,308,781 10,808,038 10,485,561: 1,071,047 1,393,524
Old :11,879,085: 1,463,346 1,053,200 1,123,580 8,221,112 8,308,781 10,808,038 10,485,561: 1,071,047 1,393,524
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 15, 2007 :
: -99,634: 140,303 93,187 -111,913 -28,429 3,399 -39 -15,327: -99,595 -84,307
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.3 8.9 9.5 69.2 69.9 91.0 88.3: 9.0 11.7
Old : 100.0: 12.3 8.9 9.5 69.2 69.9 91.0 88.3: 9.0 11.7
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 : 337: 78 61 102 160 178 280 309:
Old : 337: 78 61 102 160 178 280 309:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.5 17.3 47.2 29.8 34.7 13.6 40.5 22.8
Old : 36.5 17.3 47.2 29.8 34.7 13.6 40.5 22.8
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, May 22, 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 : 672,700: 57,102 66,638 11,070 474,228 456,708 542,400 534,416: 130,300 138,284
Old : 672,700: 57,102 66,638 11,070 474,228 456,708 542,400 534,416: 130,300 138,284
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 15, 2007 :
: 12,106: -1,506 9,472 3,156 12,985 6,640 14,635 19,268: -2,529 -7,162
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.5 9.9 1.6 70.5 67.9 80.6 79.4: 19.4 20.6
Old : 100.0: 8.5 9.9 1.6 70.5 67.9 80.6 79.4: 19.4 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 : 184: 37 34 15 87 57 133 97:
Old : 184: 37 34 15 87 57 133 97:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.0 32.3 33.0 42.7 22.6 32.3 31.3 42.7
Old : 24.0 32.3 33.0 42.7 22.6 32.3 31.3 42.7
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 - Futures Only, May 22, 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 : 2,160,963: 454,487 688,565 31,245 1,220,725 1,276,491 1,706,457 1,996,301: 454,506 164,662
Old : 2,160,963: 454,487 688,565 31,245 1,220,725 1,276,491 1,706,457 1,996,301: 454,506 164,662
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 15, 2007 :
: 150,957: 29,281 88,566 9,248 150,592 64,321 189,121 162,135: -38,164 -11,178
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.0 31.9 1.4 56.5 59.1 79.0 92.4: 21.0 7.6
Old : 100.0: 21.0 31.9 1.4 56.5 59.1 79.0 92.4: 21.0 7.6
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 : 331: 84 108 30 84 98 187 217:
Old : 331: 84 108 30 84 98 187 217:
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 : 20.6 21.6 30.9 32.9 15.7 15.6 24.4 26.3
Old : 20.6 21.6 30.9 32.9 15.7 15.6 24.4 26.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-338741
Commitments of Traders - Futures Only, May 22, 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 $500) :
: : :
All : 9,563: 909 0 0 5,939 7,255 6,848 7,255: 2,715 2,308
Old : 9,563: 909 0 0 5,939 7,255 6,848 7,255: 2,715 2,308
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 15, 2007 :
: 269: -10 0 0 5 90 -5 90: 274 179
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.5 0.0 0.0 62.1 75.9 71.6 75.9: 28.4 24.1
Old : 100.0: 9.5 0.0 0.0 62.1 75.9 71.6 75.9: 28.4 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 : 21: 2 0 0 12 10 14 10:
Old : 21: 2 0 0 12 10 14 10:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.7 47.7 57.6 69.0 37.6 47.5 54.5 67.8
Old : 40.7 47.7 57.6 69.0 37.6 47.5 54.5 67.8
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, May 22, 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 : 94,044: 13,457 27,841 0 68,634 61,960 82,091 89,801: 11,953 4,243
Old : 94,044: 13,457 27,841 0 68,634 61,960 82,091 89,801: 11,953 4,243
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 15, 2007 :
: 3,348: -808 -572 0 3,441 4,227 2,633 3,655: 715 -307
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.3 29.6 0.0 73.0 65.9 87.3 95.5: 12.7 4.5
Old : 100.0: 14.3 29.6 0.0 73.0 65.9 87.3 95.5: 12.7 4.5
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 : 90: 17 14 0 40 35 57 49:
Old : 90: 17 14 0 40 35 57 49:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.8 47.1 49.8 64.2 31.2 47.0 48.6 63.9
Old : 31.8 47.1 49.8 64.2 31.2 47.0 48.6 63.9
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, May 22, 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 : 63,849: 8,501 14,588 86 47,924 37,463 56,511 52,137: 7,338 11,712
Old : 63,849: 8,501 14,588 86 47,924 37,463 56,511 52,137: 7,338 11,712
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 15, 2007 :
: 5,594: 2,025 -309 -10 3,824 5,130 5,839 4,811: -245 783
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.3 22.8 0.1 75.1 58.7 88.5 81.7: 11.5 18.3
Old : 100.0: 13.3 22.8 0.1 75.1 58.7 88.5 81.7: 11.5 18.3
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 : 77: 13 18 3 26 27 41 46:
Old : 77: 13 18 3 26 27 41 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 : 46.2 38.9 63.9 52.7 46.1 38.9 63.7 52.6
Old : 46.2 38.9 63.9 52.7 46.1 38.9 63.7 52.6
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, May 22, 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 : 472,751: 172,479 176,004 5,969 235,763 269,680 414,211 451,653: 58,540 21,098
Old : 472,751: 172,479 176,004 5,969 235,763 269,680 414,211 451,653: 58,540 21,098
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 15, 2007 :
: 14,441: 22,772 -4,768 -1,619 -8,110 24,144 13,043 17,757: 1,398 -3,316
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.5 37.2 1.3 49.9 57.0 87.6 95.5: 12.4 4.5
Old : 100.0: 36.5 37.2 1.3 49.9 57.0 87.6 95.5: 12.4 4.5
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 : 250: 98 65 14 47 53 153 124:
Old : 250: 98 65 14 47 53 153 124:
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 : 25.4 30.6 36.5 46.9 22.6 30.5 33.6 46.9
Old : 25.4 30.6 36.5 46.9 22.6 30.5 33.6 46.9
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, May 22, 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 : 103,300: 66,861 19,561 595 10,057 71,475 77,513 91,631: 25,787 11,669
Old : 103,300: 66,861 19,561 595 10,057 71,475 77,513 91,631: 25,787 11,669
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 15, 2007 :
: -11,484: -16,839 10,999 221 5,460 -22,581 -11,158 -11,361: -326 -123
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.7 18.9 0.6 9.7 69.2 75.0 88.7: 25.0 11.3
Old : 100.0: 64.7 18.9 0.6 9.7 69.2 75.0 88.7: 25.0 11.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 68: 33 14 3 11 17 45 33:
Old : 68: 33 14 3 11 17 45 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 : 26.3 39.4 36.3 57.6 26.3 39.3 36.2 55.7
Old : 26.3 39.4 36.3 57.6 26.3 39.3 36.2 55.7
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, May 22, 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 : 48,292: 2,779 8,549 0 40,165 34,192 42,944 42,741: 5,348 5,551
Old : 48,292: 2,779 8,549 0 40,165 34,192 42,944 42,741: 5,348 5,551
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 15, 2007 :
: 2,537: -42 18 0 2,162 1,268 2,120 1,286: 417 1,251
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.8 17.7 0.0 83.2 70.8 88.9 88.5: 11.1 11.5
Old : 100.0: 5.8 17.7 0.0 83.2 70.8 88.9 88.5: 11.1 11.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 58: 4 17 0 21 22 25 39:
Old : 58: 4 17 0 21 22 25 39:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.7 43.7 75.2 61.8 62.8 43.7 73.4 61.8
Old : 64.7 43.7 75.2 61.8 62.8 43.7 73.4 61.8
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, May 22, 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 : 564,058: 71,081 240,733 3,248 476,815 281,767 551,144 525,748: 12,914 38,310
Old : 564,058: 71,081 240,733 3,248 476,815 281,767 551,144 525,748: 12,914 38,310
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 15, 2007 :
: 26,535: 6,072 -8,997 1,483 21,572 18,447 29,127 10,933: -2,592 15,602
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.6 42.7 0.6 84.5 50.0 97.7 93.2: 2.3 6.8
Old : 100.0: 12.6 42.7 0.6 84.5 50.0 97.7 93.2: 2.3 6.8
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 : 236: 39 89 9 55 78 101 170:
Old : 236: 39 89 9 55 78 101 170:
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 : 49.9 21.9 69.6 33.6 47.1 17.5 65.2 29.0
Old : 49.9 21.9 69.6 33.6 47.1 17.5 65.2 29.0
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, May 22, 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 : 58,002: 12,066 16,503 711 32,465 25,595 45,242 42,809: 12,760 15,193
Old : 58,002: 12,066 16,503 711 32,465 25,595 45,242 42,809: 12,760 15,193
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 15, 2007 :
: 1,109: 330 -166 -230 13 -116 113 -512: 996 1,621
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.8 28.5 1.2 56.0 44.1 78.0 73.8: 22.0 26.2
Old : 100.0: 20.8 28.5 1.2 56.0 44.1 78.0 73.8: 22.0 26.2
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 : 87: 19 19 2 21 30 41 51:
Old : 87: 19 19 2 21 30 41 51:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.1 36.4 43.7 44.1 24.9 28.0 38.0 35.6
Old : 28.1 36.4 43.7 44.1 24.9 28.0 38.0 35.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
Commitments of Traders - Futures Only, May 22, 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 : 58,467: 25,031 4,406 599 25,227 34,730 50,857 39,735: 7,610 18,732
Old : 58,467: 25,031 4,406 599 25,227 34,730 50,857 39,735: 7,610 18,732
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 15, 2007 :
: -844: -382 -347 -65 2,053 249 1,606 -163: -2,450 -681
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.8 7.5 1.0 43.1 59.4 87.0 68.0: 13.0 32.0
Old : 100.0: 42.8 7.5 1.0 43.1 59.4 87.0 68.0: 13.0 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 : 64: 26 5 2 19 16 45 23:
Old : 64: 26 5 2 19 16 45 23:
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 : 32.4 42.7 50.5 53.9 30.7 35.2 45.9 46.4
Old : 32.4 42.7 50.5 53.9 30.7 35.2 45.9 46.4
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, May 22, 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 : 19,333: 4,688 811 270 13,752 17,636 18,710 18,717: 623 616
Old : 19,333: 4,688 811 270 13,752 17,636 18,710 18,717: 623 616
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 15, 2007 :
: -2,108: -314 110 0 -864 -1,079 -1,178 -969: -930 -1,139
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.2 4.2 1.4 71.1 91.2 96.8 96.8: 3.2 3.2
Old : 100.0: 24.2 4.2 1.4 71.1 91.2 96.8 96.8: 3.2 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 : 25: 9 4 1 7 5 17 9:
Old : 25: 9 4 1 7 5 17 9:
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 : 70.4 92.9 87.4 96.2 70.4 91.5 87.4 94.8
Old : 70.4 92.9 87.4 96.2 70.4 91.5 87.4 94.8
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, May 22, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
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: : (CONTRACTS OF JPY 100,000,000) :
: : :
All : 63,001: 2,162 18,736 6,407 24,702 26,141 33,271 51,284: 29,730 11,717
Old : 63,001: 2,162 18,736 6,407 24,702 26,141 33,271 51,284: 29,730 11,717
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 15, 2007 :
: 600: -806 28 1,018 -699 -774 -487 272: 1,087 328
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.4 29.7 10.2 39.2 41.5 52.8 81.4: 47.2 18.6
Old : 100.0: 3.4 29.7 10.2 39.2 41.5 52.8 81.4: 47.2 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 : 58: 6 23 10 23 23 37 48:
Old : 58: 6 23 10 23 23 37 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 : 20.4 24.0 31.6 38.8 12.8 21.3 18.8 33.4
Old : 20.4 24.0 31.6 38.8 12.8 21.3 18.8 33.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated May 25, 2007