MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders - Futures Only, June 5, 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 : 37,574: 9,812 898 1,027 20,210 27,115 31,049 29,040: 6,525 8,534
Old : 37,574: 9,812 898 1,027 20,210 27,115 31,049 29,040: 6,525 8,534
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 29, 2007 :
: -1,764: -1,070 -81 103 -715 -1,888 -1,682 -1,866: -82 102
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.1 2.4 2.7 53.8 72.2 82.6 77.3: 17.4 22.7
Old : 100.0: 26.1 2.4 2.7 53.8 72.2 82.6 77.3: 17.4 22.7
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 : 61: 18 6 14 25 20 49 35:
Old : 61: 18 6 14 25 20 49 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 : 34.2 40.1 50.1 55.8 34.2 39.8 49.9 55.4
Old : 34.2 40.1 50.1 55.8 34.2 39.8 49.9 55.4
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, June 5, 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 : 184,131: 39,508 38,712 40,807 82,471 80,552 162,786 160,071: 21,345 24,060
Old : 162,348: 31,957 43,133 33,898 78,573 66,053 144,428 143,084: 17,920 19,264
Other: 21,783: 13,995 2,023 465 3,898 14,499 18,358 16,987: 3,425 4,796
: : :
: : Changes in Commitments from: May 29, 2007 :
: 2,019: 3,567 6,206 -3,156 2,081 -604 2,492 2,446: -473 -427
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.5 21.0 22.2 44.8 43.7 88.4 86.9: 11.6 13.1
Old : 100.0: 19.7 26.6 20.9 48.4 40.7 89.0 88.1: 11.0 11.9
Other: 100.0: 64.2 9.3 2.1 17.9 66.6 84.3 78.0: 15.7 22.0
: : :
:# Traders : Number of Traders in Each Category :
All : 214: 71 83 85 27 32 155 156:
Old : 210: 70 85 78 26 31 145 153:
Other: 77: 33 16 9 10 22 47 43:
:----------------------------------------------------------------------------------------------------
: 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 31.7 38.0 39.7 26.2 30.5 36.1 36.3
Old : 29.7 32.6 42.7 40.7 29.7 32.0 40.4 38.6
Other: 47.2 43.4 59.3 59.0 40.4 32.1 50.1 47.6
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders - Futures Only, June 5, 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 : 251,058: 59,638 32,893 47,285 120,256 119,257 227,179 199,435: 23,879 51,623
Old : 251,058: 59,638 32,893 47,285 120,256 119,257 227,179 199,435: 23,879 51,623
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 29, 2007 :
: -14,848: -5,975 -6,175 -4,324 -2,018 -2,157 -12,317 -12,656: -2,531 -2,192
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.8 13.1 18.8 47.9 47.5 90.5 79.4: 9.5 20.6
Old : 100.0: 23.8 13.1 18.8 47.9 47.5 90.5 79.4: 9.5 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 : 306: 75 64 80 73 130 206 239:
Old : 306: 75 64 80 73 130 206 239:
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 15.9 38.0 25.7 26.2 13.7 37.5 20.4
Old : 26.3 15.9 38.0 25.7 26.2 13.7 37.5 20.4
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, June 5, 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 : 8,005: 2,661 2,745 1,451 1,917 1,891 6,029 6,087: 1,976 1,918
Old : 8,005: 2,661 2,745 1,451 1,917 1,891 6,029 6,087: 1,976 1,918
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 29, 2007 :
: 346: -83 -519 736 -190 152 463 369: -117 -23
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.2 34.3 18.1 23.9 23.6 75.3 76.0: 24.7 24.0
Old : 100.0: 33.2 34.3 18.1 23.9 23.6 75.3 76.0: 24.7 24.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 84: 23 26 18 17 25 55 60:
Old : 84: 23 26 18 17 25 55 60:
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 : 24.9 18.2 37.9 30.4 24.9 17.5 35.1 27.0
Old : 24.9 18.2 37.9 30.4 24.9 17.5 35.1 27.0
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, June 5, 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 : 21,007: 7,993 3,786 1,004 7,611 5,342 16,608 10,132: 4,399 10,875
Old : 21,007: 7,993 3,786 1,004 7,611 5,342 16,608 10,132: 4,399 10,875
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 29, 2007 :
: 1: -199 671 -123 794 -513 472 35: -471 -34
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.0 18.0 4.8 36.2 25.4 79.1 48.2: 20.9 51.8
Old : 100.0: 38.0 18.0 4.8 36.2 25.4 79.1 48.2: 20.9 51.8
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 : 121: 37 20 16 27 43 74 70:
Old : 121: 37 20 16 27 43 74 70:
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 : 21.3 12.6 35.6 19.4 20.1 11.2 33.7 17.1
Old : 21.3 12.6 35.6 19.4 20.1 11.2 33.7 17.1
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, June 5, 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 : 184,722: 85,481 41,623 2,771 60,498 113,313 148,750 157,707: 35,972 27,015
Old : 184,722: 85,481 41,623 2,771 60,498 113,313 148,750 157,707: 35,972 27,015
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 29, 2007 :
: -2,053: -6,669 1,493 414 7,215 -4,458 960 -2,551: -3,013 498
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.3 22.5 1.5 32.8 61.3 80.5 85.4: 19.5 14.6
Old : 100.0: 46.3 22.5 1.5 32.8 61.3 80.5 85.4: 19.5 14.6
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 : 100: 44 22 6 23 21 72 44:
Old : 100: 44 22 6 23 21 72 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 : 36.9 33.8 50.0 51.1 29.2 31.9 40.4 47.4
Old : 36.9 33.8 50.0 51.1 29.2 31.9 40.4 47.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
Commitments of Traders - Futures Only, June 5, 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 : 99,547: 11,536 69,788 525 76,290 9,178 88,351 79,491: 11,196 20,056
Old : 99,547: 11,536 69,788 525 76,290 9,178 88,351 79,491: 11,196 20,056
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 29, 2007 :
: 2,030: 1,892 936 513 -661 1,919 1,744 3,368: 286 -1,338
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.6 70.1 0.5 76.6 9.2 88.8 79.9: 11.2 20.1
Old : 100.0: 11.6 70.1 0.5 76.6 9.2 88.8 79.9: 11.2 20.1
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 : 59: 12 30 3 10 11 23 43:
Old : 59: 12 30 3 10 11 23 43:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 68.0 39.5 78.0 49.8 67.0 39.5 77.0 49.8
Old : 68.0 39.5 78.0 49.8 67.0 39.5 77.0 49.8
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, June 5, 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 : 141,432: 97,365 6,309 3,295 30,603 127,721 131,263 137,325: 10,169 4,107
Old : 141,432: 97,365 6,309 3,295 30,603 127,721 131,263 137,325: 10,169 4,107
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 29, 2007 :
: 1,467: 2,625 -2,294 1,804 -3,278 1,127 1,151 637: 316 830
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.8 4.5 2.3 21.6 90.3 92.8 97.1: 7.2 2.9
Old : 100.0: 68.8 4.5 2.3 21.6 90.3 92.8 97.1: 7.2 2.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 114: 75 13 4 13 20 90 36:
Old : 114: 75 13 4 13 20 90 36:
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 : 36.7 65.8 56.1 85.0 29.4 57.5 43.2 70.4
Old : 36.7 65.8 56.1 85.0 29.4 57.5 43.2 70.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
Commitments of Traders - Futures Only, June 5, 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 : 142,314: 85,999 24,139 514 22,388 97,239 108,901 121,892: 33,413 20,422
Old : 142,314: 85,999 24,139 514 22,388 97,239 108,901 121,892: 33,413 20,422
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 29, 2007 :
: 12,786: 16,051 1,601 463 -5,243 9,418 11,271 11,482: 1,515 1,304
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.4 17.0 0.4 15.7 68.3 76.5 85.7: 23.5 14.3
Old : 100.0: 60.4 17.0 0.4 15.7 68.3 76.5 85.7: 23.5 14.3
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 : 87: 36 21 7 16 23 59 44:
Old : 87: 36 21 7 16 23 59 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 : 32.8 30.9 45.1 48.7 32.8 30.8 44.2 48.1
Old : 32.8 30.9 45.1 48.7 32.8 30.8 44.2 48.1
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, June 5, 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 : 311,288: 53,781 177,787 1,097 209,829 97,812 264,707 276,696: 46,581 34,592
Old : 311,288: 53,781 177,787 1,097 209,829 97,812 264,707 276,696: 46,581 34,592
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 29, 2007 :
: -7,760: 2,480 -19,757 -95 -12,896 14,506 -10,511 -5,346: 2,751 -2,414
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.3 57.1 0.4 67.4 31.4 85.0 88.9: 15.0 11.1
Old : 100.0: 17.3 57.1 0.4 67.4 31.4 85.0 88.9: 15.0 11.1
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 : 150: 39 70 11 31 25 75 101:
Old : 150: 39 70 11 31 25 75 101:
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 : 46.4 29.8 58.6 44.7 45.5 25.6 53.2 38.2
Old : 46.4 29.8 58.6 44.7 45.5 25.6 53.2 38.2
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, June 5, 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 : 214,948: 119,341 34,376 2,729 33,497 136,957 155,567 174,062: 59,381 40,886
Old : 214,948: 119,341 34,376 2,729 33,497 136,957 155,567 174,062: 59,381 40,886
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 29, 2007 :
: 1,077: -4,865 4,489 -238 2,952 -9,299 -2,151 -5,048: 3,228 6,125
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.5 16.0 1.3 15.6 63.7 72.4 81.0: 27.6 19.0
Old : 100.0: 55.5 16.0 1.3 15.6 63.7 72.4 81.0: 27.6 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 : 148: 65 36 16 33 35 106 79:
Old : 148: 65 36 16 33 35 106 79:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.2 31.4 31.1 47.8 21.1 29.3 30.6 45.4
Old : 21.2 31.4 31.1 47.8 21.1 29.3 30.6 45.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
Commitments of Traders - Futures Only, June 5, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF NZD 100,000) :
: : :
All : 27,528: 21,210 1,292 6 3,823 24,816 25,039 26,114: 2,489 1,414
Old : 27,528: 21,210 1,292 6 3,823 24,816 25,039 26,114: 2,489 1,414
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 29, 2007 :
: 3,732: 5,503 496 0 -1,775 3,286 3,728 3,782: 4 -50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.0 4.7 0.0 13.9 90.1 91.0 94.9: 9.0 5.1
Old : 100.0: 77.0 4.7 0.0 13.9 90.1 91.0 94.9: 9.0 5.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 43: 20 3 1 9 16 29 20:
Old : 43: 20 3 1 9 16 29 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.3 68.9 68.5 83.0 51.5 68.2 66.7 82.2
Old : 53.3 68.9 68.5 83.0 51.5 68.2 66.7 82.2
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, June 5, 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 : 57,033: 6,112 22,947 2,424 45,078 27,514 53,614 52,885: 3,419 4,148
Old : 57,033: 6,112 22,947 2,424 45,078 27,514 53,614 52,885: 3,419 4,148
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 29, 2007 :
: 4,462: -458 17,853 2,159 2,067 -16,845 3,768 3,167: 694 1,295
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.7 40.2 4.3 79.0 48.2 94.0 92.7: 6.0 7.3
Old : 100.0: 10.7 40.2 4.3 79.0 48.2 94.0 92.7: 6.0 7.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 3 1 3 14 10 18 13:
Old : 20: 3 1 3 14 10 18 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 : 46.1 77.1 65.9 89.3 42.5 59.6 56.5 64.9
Old : 46.1 77.1 65.9 89.3 42.5 59.6 56.5 64.9
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, June 5, 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 :12,017,363: 1,444,435 1,219,297 1,186,482 8,181,821 8,136,698 10,812,738 10,542,477: 1,204,625 1,474,886
Old :12,017,363: 1,444,435 1,219,297 1,186,482 8,181,821 8,136,698 10,812,738 10,542,477: 1,204,625 1,474,886
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 29, 2007 :
: -10,094: -44,122 78,667 49,520 -121,496 -164,754 -116,098 -36,567: 106,004 26,473
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.0 10.1 9.9 68.1 67.7 90.0 87.7: 10.0 12.3
Old : 100.0: 12.0 10.1 9.9 68.1 67.7 90.0 87.7: 10.0 12.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 335: 72 64 100 158 175 276 306:
Old : 335: 72 64 100 158 175 276 306:
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 : 35.7 16.6 46.2 28.7 32.9 13.2 38.4 22.0
Old : 35.7 16.6 46.2 28.7 32.9 13.2 38.4 22.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
Commitments of Traders - Futures Only, June 5, 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 : 703,534: 60,986 64,349 22,765 475,234 476,773 558,985 563,887: 144,549 139,647
Old : 703,534: 60,986 64,349 22,765 475,234 476,773 558,985 563,887: 144,549 139,647
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 29, 2007 :
: 27,152: 4,072 -866 11,695 2,015 13,499 17,782 24,328: 9,370 2,824
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.7 9.1 3.2 67.5 67.8 79.5 80.2: 20.5 19.8
Old : 100.0: 8.7 9.1 3.2 67.5 67.8 79.5 80.2: 20.5 19.8
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 : 193: 44 37 25 86 63 145 111:
Old : 193: 44 37 25 86 63 145 111:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.5 31.6 32.0 42.6 21.9 31.6 30.1 41.9
Old : 23.5 31.6 32.0 42.6 21.9 31.6 30.1 41.9
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, June 5, 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 : 2,405,114: 494,616 759,244 32,320 1,478,461 1,436,618 2,005,397 2,228,182: 399,717 176,932
Old : 2,405,114: 494,616 759,244 32,320 1,478,461 1,436,618 2,005,397 2,228,182: 399,717 176,932
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 29, 2007 :
: 204,587: 38,786 37,479 4,144 217,106 161,639 260,036 203,262: -55,449 1,325
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.6 31.6 1.3 61.5 59.7 83.4 92.6: 16.6 7.4
Old : 100.0: 20.6 31.6 1.3 61.5 59.7 83.4 92.6: 16.6 7.4
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 : 335: 88 107 38 92 101 204 223:
Old : 335: 88 107 38 92 101 204 223:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.5 22.0 34.9 33.3 17.0 15.5 26.1 25.9
Old : 24.5 22.0 34.9 33.3 17.0 15.5 26.1 25.9
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, June 5, 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 : 9,650: 891 0 0 6,144 7,203 7,035 7,203: 2,615 2,447
Old : 9,650: 891 0 0 6,144 7,203 7,035 7,203: 2,615 2,447
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 29, 2007 :
: 302: -17 0 0 275 -52 258 -52: 44 354
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.2 0.0 0.0 63.7 74.6 72.9 74.6: 27.1 25.4
Old : 100.0: 9.2 0.0 0.0 63.7 74.6 72.9 74.6: 27.1 25.4
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 : 22: 2 0 0 13 10 15 10:
Old : 22: 2 0 0 13 10 15 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 : 40.2 47.7 56.8 68.4 37.2 47.0 53.8 65.9
Old : 40.2 47.7 56.8 68.4 37.2 47.0 53.8 65.9
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, June 5, 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 : 96,681: 12,631 27,176 0 71,254 65,873 83,885 93,049: 12,796 3,632
Old : 96,681: 12,631 27,176 0 71,254 65,873 83,885 93,049: 12,796 3,632
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 29, 2007 :
: 5,620: 84 -179 0 3,944 6,394 4,028 6,215: 1,592 -595
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.1 28.1 0.0 73.7 68.1 86.8 96.2: 13.2 3.8
Old : 100.0: 13.1 28.1 0.0 73.7 68.1 86.8 96.2: 13.2 3.8
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 : 94: 16 13 0 43 39 59 52:
Old : 94: 16 13 0 43 39 59 52:
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 : 31.0 46.7 47.2 64.6 30.4 45.8 46.1 63.4
Old : 31.0 46.7 47.2 64.6 30.4 45.8 46.1 63.4
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, June 5, 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 : 61,701: 7,032 13,957 27 47,353 37,144 54,412 51,128: 7,289 10,573
Old : 61,701: 7,032 13,957 27 47,353 37,144 54,412 51,128: 7,289 10,573
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 29, 2007 :
: -652: 1,427 -585 -6 -1,863 -1,261 -442 -1,852: -210 1,200
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.4 22.6 0.0 76.7 60.2 88.2 82.9: 11.8 17.1
Old : 100.0: 11.4 22.6 0.0 76.7 60.2 88.2 82.9: 11.8 17.1
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 : 73: 10 18 3 27 26 39 45:
Old : 73: 10 18 3 27 26 39 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 : 47.5 38.6 66.2 52.8 47.4 36.0 65.8 49.7
Old : 47.5 38.6 66.2 52.8 47.4 36.0 65.8 49.7
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, June 5, 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 : 477,255: 163,399 196,888 3,376 265,325 254,092 432,100 454,356: 45,155 22,899
Old : 477,255: 163,399 196,888 3,376 265,325 254,092 432,100 454,356: 45,155 22,899
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 29, 2007 :
: 21,763: 17,446 21,738 -1,357 8,140 4,144 24,229 24,525: -2,466 -2,762
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.2 41.3 0.7 55.6 53.2 90.5 95.2: 9.5 4.8
Old : 100.0: 34.2 41.3 0.7 55.6 53.2 90.5 95.2: 9.5 4.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 248: 87 69 17 52 58 150 133:
Old : 248: 87 69 17 52 58 150 133:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.8 31.6 39.4 47.6 24.4 31.5 36.0 47.2
Old : 27.8 31.6 39.4 47.6 24.4 31.5 36.0 47.2
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, June 5, 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 : 122,120: 85,106 7,850 398 6,599 101,954 92,103 110,202: 30,017 11,918
Old : 122,120: 85,106 7,850 398 6,599 101,954 92,103 110,202: 30,017 11,918
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 29, 2007 :
: 24,330: 23,560 -14,358 -197 -4,326 39,603 19,037 25,048: 5,293 -718
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.7 6.4 0.3 5.4 83.5 75.4 90.2: 24.6 9.8
Old : 100.0: 69.7 6.4 0.3 5.4 83.5 75.4 90.2: 24.6 9.8
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 : 72: 40 10 2 11 18 52 29:
Old : 72: 40 10 2 11 18 52 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.0 43.4 37.3 64.8 25.0 43.3 37.3 64.0
Old : 25.0 43.4 37.3 64.8 25.0 43.3 37.3 64.0
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, June 5, 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 : 51,150: 2,408 8,191 500 43,585 36,974 46,493 45,665: 4,657 5,485
Old : 51,150: 2,408 8,191 500 43,585 36,974 46,493 45,665: 4,657 5,485
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 29, 2007 :
: 2,726: -365 -362 500 3,041 2,569 3,176 2,707: -450 19
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.7 16.0 1.0 85.2 72.3 90.9 89.3: 9.1 10.7
Old : 100.0: 4.7 16.0 1.0 85.2 72.3 90.9 89.3: 9.1 10.7
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 : 58: 4 15 1 25 23 29 39:
Old : 58: 4 15 1 25 23 29 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 : 67.5 45.5 77.1 62.9 65.8 45.4 75.3 62.8
Old : 67.5 45.5 77.1 62.9 65.8 45.4 75.3 62.8
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, June 5, 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 : 600,762: 72,191 265,033 2,821 511,826 309,447 586,838 577,301: 13,924 23,461
Old : 600,762: 72,191 265,033 2,821 511,826 309,447 586,838 577,301: 13,924 23,461
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 29, 2007 :
: 31,917: 5,688 4,249 -385 26,751 29,566 32,054 33,430: -137 -1,513
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.0 44.1 0.5 85.2 51.5 97.7 96.1: 2.3 3.9
Old : 100.0: 12.0 44.1 0.5 85.2 51.5 97.7 96.1: 2.3 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 : 239: 44 87 11 57 81 106 175:
Old : 239: 44 87 11 57 81 106 175:
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 : 50.2 22.8 69.8 34.9 45.0 17.2 63.7 28.3
Old : 50.2 22.8 69.8 34.9 45.0 17.2 63.7 28.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
Commitments of Traders - Futures Only, June 5, 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 : 83,435: 13,152 16,608 5,191 48,322 41,049 66,665 62,848: 16,770 20,587
Old : 83,435: 13,152 16,608 5,191 48,322 41,049 66,665 62,848: 16,770 20,587
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 29, 2007 :
: 25,181: 746 73 4,480 15,455 15,630 20,681 20,183: 4,500 4,998
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.8 19.9 6.2 57.9 49.2 79.9 75.3: 20.1 24.7
Old : 100.0: 15.8 19.9 6.2 57.9 49.2 79.9 75.3: 20.1 24.7
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 : 91: 21 20 14 29 32 61 59:
Old : 91: 21 20 14 29 32 61 59:
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 : 24.2 33.1 39.2 44.3 16.8 24.5 28.6 30.1
Old : 24.2 33.1 39.2 44.3 16.8 24.5 28.6 30.1
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, June 5, 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 : 70,787: 23,701 4,800 1,232 28,582 35,824 53,515 41,856: 17,272 28,931
Old : 70,787: 23,701 4,800 1,232 28,582 35,824 53,515 41,856: 17,272 28,931
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 29, 2007 :
: 12,838: -1,180 -137 730 2,310 2,393 1,860 2,986: 10,978 9,852
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.5 6.8 1.7 40.4 50.6 75.6 59.1: 24.4 40.9
Old : 100.0: 33.5 6.8 1.7 40.4 50.6 75.6 59.1: 24.4 40.9
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 : 70: 24 7 5 25 24 50 35:
Old : 70: 24 7 5 25 24 50 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 : 27.7 35.1 41.7 45.0 27.7 30.0 39.9 39.8
Old : 27.7 35.1 41.7 45.0 27.7 30.0 39.9 39.8
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, June 5, 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 : 20,420: 5,048 1,038 270 14,409 18,503 19,727 19,811: 693 609
Old : 20,420: 5,048 1,038 270 14,409 18,503 19,727 19,811: 693 609
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 29, 2007 :
: 912: 576 187 0 289 604 865 791: 47 121
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.7 5.1 1.3 70.6 90.6 96.6 97.0: 3.4 3.0
Old : 100.0: 24.7 5.1 1.3 70.6 90.6 96.6 97.0: 3.4 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 : 25: 8 5 1 7 5 16 10:
Old : 25: 8 5 1 7 5 16 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 : 70.1 91.2 88.9 95.8 70.1 90.1 88.9 94.5
Old : 70.1 91.2 88.9 95.8 70.1 90.1 88.9 94.5
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, June 5, 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 : 60,595: 2,162 18,345 5,510 24,786 26,965 32,458 50,820: 28,137 9,775
Old : 60,595: 2,162 18,345 5,510 24,786 26,965 32,458 50,820: 28,137 9,775
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 29, 2007 :
: -1,054: -1 -620 -1,018 -266 -255 -1,285 -1,893: 231 839
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.6 30.3 9.1 40.9 44.5 53.6 83.9: 46.4 16.1
Old : 100.0: 3.6 30.3 9.1 40.9 44.5 53.6 83.9: 46.4 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 : 58: 6 20 11 24 24 39 47:
Old : 58: 6 20 11 24 24 39 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 : 20.7 27.0 31.5 42.8 12.3 22.6 18.2 35.8
Old : 20.7 27.0 31.5 42.8 12.3 22.6 18.2 35.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 8, 2007