BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders - Futures Only, October 9, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 20,000 POUNDS) :
: : :
All : 3,327: 178 0 0 2,310 3,187 2,488 3,187: 839 140
Old : 3,327: 178 0 0 2,310 3,187 2,488 3,187: 839 140
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 2, 2007 :
: -795: -17 -54 -32 -759 -708 -808 -794: 13 -1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.4 0.0 0.0 69.4 95.8 74.8 95.8: 25.2 4.2
Old : 100.0: 5.4 0.0 0.0 69.4 95.8 74.8 95.8: 25.2 4.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 2 0 0 14 11 16 11:
Old : 22: 2 0 0 14 11 16 11:
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 74.8 59.9 91.4 40.2 74.6 58.8 88.5
Old : 40.2 74.8 59.9 91.4 40.2 74.6 58.8 88.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders - Futures Only, October 9, 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 : 31,199: 5,598 2,263 434 19,631 21,460 25,663 24,157: 5,536 7,042
Old : 31,199: 5,598 2,263 434 19,631 21,460 25,663 24,157: 5,536 7,042
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 2, 2007 :
: -4,372: -2,085 232 -229 -1,809 -3,793 -4,123 -3,790: -249 -582
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.9 7.3 1.4 62.9 68.8 82.3 77.4: 17.7 22.6
Old : 100.0: 17.9 7.3 1.4 62.9 68.8 82.3 77.4: 17.7 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 : 55: 11 10 10 25 23 43 36:
Old : 55: 11 10 10 25 23 43 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 : 45.3 37.1 61.8 52.9 45.3 36.3 60.7 52.0
Old : 45.3 37.1 61.8 52.9 45.3 36.3 60.7 52.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
Commitments of Traders - Futures Only, October 9, 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 : 179,252: 38,618 37,623 34,790 88,334 72,602 161,742 145,015: 17,510 34,237
Old : 179,252: 38,618 37,623 34,790 88,334 72,602 161,742 145,015: 17,510 34,237
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 2, 2007 :
: 1,020: 516 3,316 27 2,027 -1,906 2,570 1,437: -1,550 -417
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.5 21.0 19.4 49.3 40.5 90.2 80.9: 9.8 19.1
Old : 100.0: 21.5 21.0 19.4 49.3 40.5 90.2 80.9: 9.8 19.1
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 : 222: 60 86 77 28 49 143 168:
Old : 222: 60 86 77 28 49 143 168:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.9 19.8 41.3 27.0 26.1 18.1 38.8 24.4
Old : 27.9 19.8 41.3 27.0 26.1 18.1 38.8 24.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE Code-056641
Commitments of Traders - Futures Only, October 9, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 1,349: 80 746 84 734 68 898 898: 451 451
Old : 1,349: 80 746 84 734 68 898 898: 451 451
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 2, 2007 :
: 40: 48 0 -21 -14 39 13 18: 27 22
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.9 55.3 6.2 54.4 5.0 66.6 66.6: 33.4 33.4
Old : 100.0: 5.9 55.3 6.2 54.4 5.0 66.6 66.6: 33.4 33.4
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 : 25: 2 17 2 5 1 9 18:
Old : 25: 2 17 2 5 1 9 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.7 27.9 64.4 44.3 53.7 24.5 60.3 38.5
Old : 53.7 27.9 64.4 44.3 53.7 24.5 60.3 38.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders - Futures Only, October 9, 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 : 232,287: 52,809 38,546 40,077 121,300 105,388 214,186 184,011: 18,101 48,276
Old : 232,287: 52,809 38,546 40,077 121,300 105,388 214,186 184,011: 18,101 48,276
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 2, 2007 :
: -8,965: -5,212 3,644 -4,667 2,055 -5,707 -7,824 -6,730: -1,141 -2,235
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.7 16.6 17.3 52.2 45.4 92.2 79.2: 7.8 20.8
Old : 100.0: 22.7 16.6 17.3 52.2 45.4 92.2 79.2: 7.8 20.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 282: 64 83 78 56 107 173 229:
Old : 282: 64 83 78 56 107 173 229:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.2 12.8 40.6 20.2 27.2 12.6 40.6 19.0
Old : 27.2 12.8 40.6 20.2 27.2 12.6 40.6 19.0
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, October 9, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 110,000 BOARD FEET) :
: : :
All : 9,752: 4,136 4,047 1,110 2,197 1,785 7,443 6,942: 2,309 2,810
Old : 9,752: 4,136 4,047 1,110 2,197 1,785 7,443 6,942: 2,309 2,810
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 2, 2007 :
: 111: 470 3 -159 -34 275 277 119: -166 -8
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.4 41.5 11.4 22.5 18.3 76.3 71.2: 23.7 28.8
Old : 100.0: 42.4 41.5 11.4 22.5 18.3 76.3 71.2: 23.7 28.8
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 : 84: 24 31 16 17 23 55 58:
Old : 84: 24 31 16 17 23 55 58:
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 : 30.3 20.9 45.2 32.2 30.3 20.9 45.1 29.6
Old : 30.3 20.9 45.2 32.2 30.3 20.9 45.1 29.6
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, October 9, 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 : 26,013: 12,722 3,452 2,066 7,257 5,387 22,045 10,905: 3,968 15,108
Old : 26,013: 12,722 3,452 2,066 7,257 5,387 22,045 10,905: 3,968 15,108
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 2, 2007 :
: -736: 3 437 -930 113 -325 -814 -818: 78 82
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.9 13.3 7.9 27.9 20.7 84.7 41.9: 15.3 58.1
Old : 100.0: 48.9 13.3 7.9 27.9 20.7 84.7 41.9: 15.3 58.1
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 : 117: 43 20 16 32 36 85 65:
Old : 117: 43 20 16 32 36 85 65:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.4 7.5 35.1 13.1 21.3 6.4 34.0 10.8
Old : 22.4 7.5 35.1 13.1 21.3 6.4 34.0 10.8
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, October 9, 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 : 157,628: 99,617 16,616 2,047 20,303 119,915 121,967 138,578: 35,661 19,050
Old : 157,628: 99,617 16,616 2,047 20,303 119,915 121,967 138,578: 35,661 19,050
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 2, 2007 :
: 13,435: 12,079 -1,743 68 1,013 15,346 13,160 13,671: 275 -236
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.2 10.5 1.3 12.9 76.1 77.4 87.9: 22.6 12.1
Old : 100.0: 63.2 10.5 1.3 12.9 76.1 77.4 87.9: 22.6 12.1
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 : 92: 38 20 6 18 20 60 43:
Old : 92: 38 20 6 18 20 60 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 : 31.9 46.3 44.1 66.8 31.9 46.3 44.1 66.6
Old : 31.9 46.3 44.1 66.8 31.9 46.3 44.1 66.6
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, October 9, 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 : 70,197: 28,185 32,276 0 18,582 27,594 46,767 59,870: 23,430 10,327
Old : 70,197: 28,185 32,276 0 18,582 27,594 46,767 59,870: 23,430 10,327
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 2, 2007 :
: -5,420: -3,411 -2,398 0 -476 -3,560 -3,887 -5,958: -1,533 538
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.2 46.0 0.0 26.5 39.3 66.6 85.3: 33.4 14.7
Old : 100.0: 40.2 46.0 0.0 26.5 39.3 66.6 85.3: 33.4 14.7
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 : 51: 24 14 0 7 9 31 23:
Old : 51: 24 14 0 7 9 31 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 : 27.8 50.5 40.6 64.5 24.9 48.7 37.8 62.7
Old : 27.8 50.5 40.6 64.5 24.9 48.7 37.8 62.7
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, October 9, 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 : 80,483: 25,879 15,159 574 47,695 62,462 74,148 78,195: 6,335 2,288
Old : 80,483: 25,879 15,159 574 47,695 62,462 74,148 78,195: 6,335 2,288
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 2, 2007 :
: 6,858: 7,781 -5,082 -7 -2,128 12,994 5,646 7,905: 1,212 -1,047
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.2 18.8 0.7 59.3 77.6 92.1 97.2: 7.9 2.8
Old : 100.0: 32.2 18.8 0.7 59.3 77.6 92.1 97.2: 7.9 2.8
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 : 92: 48 17 3 11 19 60 38:
Old : 92: 48 17 3 11 19 60 38:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.5 70.2 61.6 82.8 50.6 70.2 59.0 78.4
Old : 51.5 70.2 61.6 82.8 50.6 70.2 59.0 78.4
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, October 9, 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 : 108,741: 54,137 23,649 327 29,526 66,654 83,990 90,630: 24,751 18,111
Old : 108,741: 54,137 23,649 327 29,526 66,654 83,990 90,630: 24,751 18,111
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 2, 2007 :
: 10,152: -1,258 -5,192 -110 10,280 15,489 8,912 10,187: 1,240 -35
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.8 21.7 0.3 27.2 61.3 77.2 83.3: 22.8 16.7
Old : 100.0: 49.8 21.7 0.3 27.2 61.3 77.2 83.3: 22.8 16.7
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 : 71: 23 22 2 15 19 39 42:
Old : 71: 23 22 2 15 19 39 42:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.2 28.4 55.2 47.7 37.2 28.1 54.2 47.2
Old : 38.2 28.4 55.2 47.7 37.2 28.1 54.2 47.2
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, October 9, 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 : 224,347: 36,321 82,078 1,256 154,402 117,142 191,979 200,476: 32,368 23,871
Old : 224,347: 36,321 82,078 1,256 154,402 117,142 191,979 200,476: 32,368 23,871
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 2, 2007 :
: 27,287: 800 18,488 117 27,022 7,480 27,939 26,085: -652 1,202
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.2 36.6 0.6 68.8 52.2 85.6 89.4: 14.4 10.6
Old : 100.0: 16.2 36.6 0.6 68.8 52.2 85.6 89.4: 14.4 10.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 107: 29 43 5 23 18 54 64:
Old : 107: 29 43 5 23 18 54 64:
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 : 52.8 46.8 64.0 61.6 52.6 46.7 63.6 61.5
Old : 52.8 46.8 64.0 61.6 52.6 46.7 63.6 61.5
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, October 9, 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 : 204,193: 117,894 30,728 1,745 26,551 136,226 146,190 168,699: 58,003 35,494
Old : 204,193: 117,894 30,728 1,745 26,551 136,226 146,190 168,699: 58,003 35,494
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 2, 2007 :
: -10,368: -14,429 -7,155 252 2,275 -1,612 -11,902 -8,515: 1,534 -1,853
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.7 15.0 0.9 13.0 66.7 71.6 82.6: 28.4 17.4
Old : 100.0: 57.7 15.0 0.9 13.0 66.7 71.6 82.6: 28.4 17.4
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: 63 32 10 26 30 94 67:
Old : 141: 63 32 10 26 30 94 67:
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 38.1 35.4 53.8 26.8 38.1 33.5 52.9
Old : 27.7 38.1 35.4 53.8 26.8 38.1 33.5 52.9
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, October 9, 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 : 29,258: 24,238 3,153 105 2,245 25,561 26,588 28,819: 2,670 439
Old : 29,258: 24,238 3,153 105 2,245 25,561 26,588 28,819: 2,670 439
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 2, 2007 :
: 3,541: 3,264 673 0 42 3,534 3,306 4,207: 235 -666
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.8 10.8 0.4 7.7 87.4 90.9 98.5: 9.1 1.5
Old : 100.0: 82.8 10.8 0.4 7.7 87.4 90.9 98.5: 9.1 1.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 36: 14 6 1 6 13 20 20:
Old : 36: 14 6 1 6 13 20 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 : 63.1 63.5 77.0 82.3 63.1 62.6 77.0 81.4
Old : 63.1 63.5 77.0 82.3 63.1 62.6 77.0 81.4
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, October 9, 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 : 97,479: 16,282 17,156 2,375 70,277 74,629 88,934 94,160: 8,545 3,319
Old : 97,479: 16,282 17,156 2,375 70,277 74,629 88,934 94,160: 8,545 3,319
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 2, 2007 :
: -1,604: -5,031 116 -134 4,012 1 -1,153 -17: -451 -1,587
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.7 17.6 2.4 72.1 76.6 91.2 96.6: 8.8 3.4
Old : 100.0: 16.7 17.6 2.4 72.1 76.6 91.2 96.6: 8.8 3.4
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 : 34: 4 2 2 20 17 25 20:
Old : 34: 4 2 2 20 17 25 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 : 51.7 64.0 69.6 80.4 47.7 57.5 64.3 72.8
Old : 51.7 64.0 69.6 80.4 47.7 57.5 64.3 72.8
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, October 9, 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 : 9,832,600: 1,276,462 410,383 1,018,579 6,387,274 7,202,280 8,682,315 8,631,242: 1,150,285 1,201,358
Old : 9,832,600: 1,276,462 410,383 1,018,579 6,387,274 7,202,280 8,682,315 8,631,242: 1,150,285 1,201,358
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 2, 2007 :
: -234,322: -150,356 51,890 -165,552 70,097 -156,417 -245,811 -270,079: 11,489 35,757
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.0 4.2 10.4 65.0 73.2 88.3 87.8: 11.7 12.2
Old : 100.0: 13.0 4.2 10.4 65.0 73.2 88.3 87.8: 11.7 12.2
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 : 288: 76 37 86 152 149 266 245:
Old : 288: 76 37 86 152 149 266 245:
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 : 30.6 20.8 37.8 35.3 27.3 16.3 31.9 28.3
Old : 30.6 20.8 37.8 35.3 27.3 16.3 31.9 28.3
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, October 9, 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 : 587,856: 52,620 89,624 4,093 415,707 353,341 472,420 447,058: 115,436 140,798
Old : 587,856: 52,620 89,624 4,093 415,707 353,341 472,420 447,058: 115,436 140,798
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 2, 2007 :
: 1,347: -1,234 742 -422 -1,680 2,223 -3,336 2,543: 4,683 -1,196
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.0 15.2 0.7 70.7 60.1 80.4 76.0: 19.6 24.0
Old : 100.0: 9.0 15.2 0.7 70.7 60.1 80.4 76.0: 19.6 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 : 193: 38 49 18 79 54 129 109:
Old : 193: 38 49 18 79 54 129 109:
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 : 23.7 25.5 34.1 37.8 23.6 25.5 34.0 37.8
Old : 23.7 25.5 34.1 37.8 23.6 25.5 34.0 37.8
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, October 9, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($50 X S&P 500 INDEX) :
: : :
All : 1,950,942: 326,945 542,172 22,541 1,177,027 1,232,808 1,526,513 1,797,521: 424,429 153,421
Old : 1,950,942: 326,945 542,172 22,541 1,177,027 1,232,808 1,526,513 1,797,521: 424,429 153,421
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 2, 2007 :
: 84,961: 18,589 32,624 -3,117 54,423 43,331 69,895 72,838: 15,066 12,123
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.8 27.8 1.2 60.3 63.2 78.2 92.1: 21.8 7.9
Old : 100.0: 16.8 27.8 1.2 60.3 63.2 78.2 92.1: 21.8 7.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 314: 63 109 21 86 99 159 219:
Old : 314: 63 109 21 86 99 159 219:
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 : 23.2 21.1 33.9 32.3 17.7 18.6 28.2 28.9
Old : 23.2 21.1 33.9 32.3 17.7 18.6 28.2 28.9
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, October 9, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 400 INDEX X $100) :
: : :
All : 104,088: 12,121 25,285 0 74,879 70,682 87,000 95,967: 17,088 8,121
Old : 104,088: 12,121 25,285 0 74,879 70,682 87,000 95,967: 17,088 8,121
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 2, 2007 :
: 1,774: 136 -87 0 3,037 4,051 3,173 3,964: -1,399 -2,190
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.6 24.3 0.0 71.9 67.9 83.6 92.2: 16.4 7.8
Old : 100.0: 11.6 24.3 0.0 71.9 67.9 83.6 92.2: 16.4 7.8
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 : 85: 14 12 0 36 36 50 48:
Old : 85: 14 12 0 36 36 50 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 : 29.6 37.6 47.9 55.2 29.2 37.6 46.1 55.2
Old : 29.6 37.6 47.9 55.2 29.2 37.6 46.1 55.2
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, October 9, 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 : 47,753: 13,305 9,753 0 24,681 21,158 37,986 30,911: 9,767 16,842
Old : 47,753: 13,305 9,753 0 24,681 21,158 37,986 30,911: 9,767 16,842
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 2, 2007 :
: 684: 504 -270 0 -187 -979 317 -1,249: 367 1,933
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.9 20.4 0.0 51.7 44.3 79.5 64.7: 20.5 35.3
Old : 100.0: 27.9 20.4 0.0 51.7 44.3 79.5 64.7: 20.5 35.3
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 : 56: 15 10 0 22 17 37 27:
Old : 56: 15 10 0 22 17 37 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.3 34.8 47.6 48.0 35.3 30.8 45.8 43.9
Old : 35.3 34.8 47.6 48.0 35.3 30.8 45.8 43.9
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, October 9, 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 : 406,680: 159,155 126,658 8,690 162,157 251,081 330,002 386,429: 76,678 20,251
Old : 406,680: 159,155 126,658 8,690 162,157 251,081 330,002 386,429: 76,678 20,251
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 2, 2007 :
: 29,751: 15,680 12,163 -2,019 8,589 18,584 22,250 28,728: 7,501 1,023
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.1 31.1 2.1 39.9 61.7 81.1 95.0: 18.9 5.0
Old : 100.0: 39.1 31.1 2.1 39.9 61.7 81.1 95.0: 18.9 5.0
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 : 246: 85 72 12 50 52 142 129:
Old : 246: 85 72 12 50 52 142 129:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.8 29.0 32.2 43.0 16.1 29.0 27.5 41.0
Old : 18.8 29.0 32.2 43.0 16.1 29.0 27.5 41.0
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, October 9, 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 : 95,293: 61,054 12,003 249 9,052 76,234 70,355 88,486: 24,938 6,807
Old : 95,293: 61,054 12,003 249 9,052 76,234 70,355 88,486: 24,938 6,807
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 2, 2007 :
: -2,263: -5,803 -222 249 3,323 -2,239 -2,231 -2,212: -32 -51
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.1 12.6 0.3 9.5 80.0 73.8 92.9: 26.2 7.1
Old : 100.0: 64.1 12.6 0.3 9.5 80.0 73.8 92.9: 26.2 7.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 67: 34 10 1 10 17 44 28:
Old : 67: 34 10 1 10 17 44 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.9 39.6 39.2 64.0 26.9 39.0 39.2 63.3
Old : 26.9 39.6 39.2 64.0 26.9 39.0 39.2 63.3
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, October 9, 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 : 31,610: 2,219 11,099 8 18,981 14,613 21,208 25,720: 10,402 5,890
Old : 31,610: 2,219 11,099 8 18,981 14,613 21,208 25,720: 10,402 5,890
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 2, 2007 :
: 248: 534 90 0 -203 758 331 848: -83 -600
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.0 35.1 0.0 60.0 46.2 67.1 81.4: 32.9 18.6
Old : 100.0: 7.0 35.1 0.0 60.0 46.2 67.1 81.4: 32.9 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 : 55: 3 20 2 19 18 24 39:
Old : 55: 3 20 2 19 18 24 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 : 38.8 31.8 51.7 43.1 33.5 27.8 44.7 38.7
Old : 38.8 31.8 51.7 43.1 33.5 27.8 44.7 38.7
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, October 9, 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 : 566,769: 61,263 240,326 3,262 489,791 270,583 554,316 514,171: 12,453 52,598
Old : 566,769: 61,263 240,326 3,262 489,791 270,583 554,316 514,171: 12,453 52,598
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 2, 2007 :
: -5,975: 780 580 -340 -7,009 -3,592 -6,569 -3,352: 594 -2,623
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.8 42.4 0.6 86.4 47.7 97.8 90.7: 2.2 9.3
Old : 100.0: 10.8 42.4 0.6 86.4 47.7 97.8 90.7: 2.2 9.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 254: 24 124 6 53 76 80 203:
Old : 254: 24 124 6 53 76 80 203:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.0 18.2 77.8 28.1 52.9 16.8 74.6 25.5
Old : 56.0 18.2 77.8 28.1 52.9 16.8 74.6 25.5
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, October 9, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NIKKEI INDEX X $5.00) :
: : :
All : 68,909: 12,890 31,993 535 46,762 24,504 60,187 57,032: 8,722 11,877
Old : 68,909: 12,890 31,993 535 46,762 24,504 60,187 57,032: 8,722 11,877
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 2, 2007 :
: 223: 510 143 0 -889 -184 -379 -41: 602 264
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.7 46.4 0.8 67.9 35.6 87.3 82.8: 12.7 17.2
Old : 100.0: 18.7 46.4 0.8 67.9 35.6 87.3 82.8: 12.7 17.2
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 : 72: 13 24 2 15 22 29 47:
Old : 72: 13 24 2 15 22 29 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 : 42.4 42.3 62.4 58.6 42.4 42.3 62.4 57.8
Old : 42.4 42.3 62.4 58.6 42.4 42.3 62.4 57.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
Commitments of Traders - Futures Only, October 9, 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 : 65,159: 28,827 4,646 100 29,700 24,414 58,627 29,160: 6,532 35,999
Old : 65,159: 28,827 4,646 100 29,700 24,414 58,627 29,160: 6,532 35,999
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 2, 2007 :
: 1,336: -186 -321 -1 1,261 1,231 1,074 909: 262 427
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.2 7.1 0.2 45.6 37.5 90.0 44.8: 10.0 55.2
Old : 100.0: 44.2 7.1 0.2 45.6 37.5 90.0 44.8: 10.0 55.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 55: 18 8 1 17 15 35 24:
Old : 55: 18 8 1 17 15 35 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.8 27.0 68.5 36.5 48.8 25.0 66.6 32.1
Old : 48.8 27.0 68.5 36.5 48.8 25.0 66.6 32.1
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, October 9, 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 : 22,409: 6,305 1,783 0 14,386 19,950 20,691 21,733: 1,718 676
Old : 22,409: 6,305 1,783 0 14,386 19,950 20,691 21,733: 1,718 676
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 2, 2007 :
: 287: -409 -61 -24 -27 -46 -460 -131: 747 418
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.1 8.0 0.0 64.2 89.0 92.3 97.0: 7.7 3.0
Old : 100.0: 28.1 8.0 0.0 64.2 89.0 92.3 97.0: 7.7 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: 11 5 0 5 4 16 9:
Old : 25: 11 5 0 5 4 16 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 : 68.8 91.4 84.9 96.5 68.8 91.4 84.9 96.5
Old : 68.8 91.4 84.9 96.5 68.8 91.4 84.9 96.5
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, October 9, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF JPY 100,000,000) :
: : :
All : 33,599: 4,640 8,549 4,317 13,888 16,754 22,845 29,620: 10,754 3,979
Old : 33,599: 4,640 8,549 4,317 13,888 16,754 22,845 29,620: 10,754 3,979
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 2, 2007 :
: -1,053: 200 -448 -200 -1,379 -1,336 -1,379 -1,984: 326 931
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.8 25.4 12.8 41.3 49.9 68.0 88.2: 32.0 11.8
Old : 100.0: 13.8 25.4 12.8 41.3 49.9 68.0 88.2: 32.0 11.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 50: 7 14 8 18 22 30 40:
Old : 50: 7 14 8 18 22 30 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 : 29.3 29.2 41.4 48.9 27.6 24.1 36.2 38.5
Old : 29.3 29.2 41.4 48.9 27.6 24.1 36.2 38.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 12, 2007