BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders - Futures Only, October 23, 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 : 3,325: 144 1 29 2,322 3,200 2,495 3,230: 830 95
Old : 3,325: 144 1 29 2,322 3,200 2,495 3,230: 830 95
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 16, 2007 :
: 57: -14 1 29 54 69 69 99: -12 -42
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.3 0.0 0.9 69.8 96.2 75.0 97.1: 25.0 2.9
Old : 100.0: 4.3 0.0 0.9 69.8 96.2 75.0 97.1: 25.0 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 : 23: 2 1 1 14 11 17 12:
Old : 23: 2 1 1 14 11 17 12:
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 : 40.5 73.5 60.2 91.1 40.5 73.4 58.8 87.9
Old : 40.5 73.5 60.2 91.1 40.5 73.4 58.8 87.9
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 23, 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 : 31,712: 5,429 2,295 713 19,957 21,451 26,099 24,459: 5,613 7,253
Old : 31,712: 5,429 2,295 713 19,957 21,451 26,099 24,459: 5,613 7,253
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 16, 2007 :
: 372: -136 28 127 200 212 191 367: 181 5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.1 7.2 2.2 62.9 67.6 82.3 77.1: 17.7 22.9
Old : 100.0: 17.1 7.2 2.2 62.9 67.6 82.3 77.1: 17.7 22.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 56: 11 11 13 25 23 45 38:
Old : 56: 11 11 13 25 23 45 38:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.2 36.5 61.8 51.7 45.2 35.4 60.8 50.5
Old : 45.2 36.5 61.8 51.7 45.2 35.4 60.8 50.5
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 23, 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 : 178,108: 37,732 39,193 36,188 86,087 67,984 160,007 143,365: 18,101 34,743
Old : 177,988: 37,732 39,225 36,156 86,087 67,902 159,975 143,283: 18,013 34,705
Other: 120: 32 0 0 0 82 32 82: 88 38
: : :
: : Changes in Commitments from: October 16, 2007 :
: 7,172: 2,969 2,040 1,612 1,060 1,720 5,641 5,372: 1,531 1,800
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.2 22.0 20.3 48.3 38.2 89.8 80.5: 10.2 19.5
Old : 100.0: 21.2 22.0 20.3 48.4 38.1 89.9 80.5: 10.1 19.5
Other: 100.0: 26.7 0.0 0.0 0.0 68.3 26.7 68.3: 73.3 31.7
: : :
:# Traders : Number of Traders in Each Category :
All : 223: 51 84 80 29 53 141 177:
Old : 223: 51 84 80 29 53 141 177:
Other: 6: 2 0 0 0 4 2 4:
:----------------------------------------------------------------------------------------------------
: 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 : 26.7 16.8 40.4 23.9 25.9 16.4 37.6 22.8
Old : 26.7 16.8 40.4 23.9 25.9 16.4 37.7 22.8
Other: 26.7 68.3 26.7 68.3 26.7 68.3 26.7 68.3
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE Code-056641
Commitments of Traders - Futures Only, October 23, 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 : 1,683: 32 804 174 892 143 1,098 1,121: 585 562
Old : 1,683: 32 804 174 892 143 1,098 1,121: 585 562
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 16, 2007 :
: 200: -48 16 81 129 13 162 110: 38 90
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.9 47.8 10.3 53.0 8.5 65.2 66.6: 34.8 33.4
Old : 100.0: 1.9 47.8 10.3 53.0 8.5 65.2 66.6: 34.8 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 : 26: 1 18 3 5 3 9 21:
Old : 26: 1 18 3 5 3 9 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.8 27.1 63.3 44.6 47.7 22.9 54.8 35.5
Old : 47.8 27.1 63.3 44.6 47.7 22.9 54.8 35.5
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 23, 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 : 235,272: 54,708 40,521 39,940 123,185 106,989 217,833 187,450: 17,439 47,822
Old : 235,272: 54,708 40,521 39,940 123,185 106,989 217,833 187,450: 17,439 47,822
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 16, 2007 :
: 3,093: 1,303 355 439 1,811 730 3,553 1,524: -460 1,569
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.3 17.2 17.0 52.4 45.5 92.6 79.7: 7.4 20.3
Old : 100.0: 23.3 17.2 17.0 52.4 45.5 92.6 79.7: 7.4 20.3
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 : 289: 63 89 76 55 110 163 240:
Old : 289: 63 89 76 55 110 163 240:
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 : 27.1 13.0 40.4 19.8 27.1 12.4 40.4 18.4
Old : 27.1 13.0 40.4 19.8 27.1 12.4 40.4 18.4
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, October 23, 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 : 8,847: 4,320 4,373 418 2,103 1,406 6,841 6,197: 2,006 2,650
Old : 8,847: 4,320 4,373 418 2,103 1,406 6,841 6,197: 2,006 2,650
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 16, 2007 :
: -345: -29 93 -240 -51 -196 -320 -343: -25 -2
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.8 49.4 4.7 23.8 15.9 77.3 70.0: 22.7 30.0
Old : 100.0: 48.8 49.4 4.7 23.8 15.9 77.3 70.0: 22.7 30.0
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 : 82: 26 26 7 20 23 51 53:
Old : 82: 26 26 7 20 23 51 53:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.4 24.7 50.2 35.3 34.4 24.7 50.2 34.8
Old : 34.4 24.7 50.2 35.3 34.4 24.7 50.2 34.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
Commitments of Traders - Futures Only, October 23, 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 : 26,275: 12,420 4,279 2,114 7,749 5,191 22,283 11,584: 3,992 14,691
Old : 26,275: 12,420 4,279 2,114 7,749 5,191 22,283 11,584: 3,992 14,691
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 16, 2007 :
: 534: 527 954 -329 56 -85 254 540: 280 -6
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.3 16.3 8.0 29.5 19.8 84.8 44.1: 15.2 55.9
Old : 100.0: 47.3 16.3 8.0 29.5 19.8 84.8 44.1: 15.2 55.9
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 : 123: 39 24 21 33 40 87 74:
Old : 123: 39 24 21 33 40 87 74:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.0 9.0 35.2 15.8 22.7 7.6 34.9 13.4
Old : 23.0 9.0 35.2 15.8 22.7 7.6 34.9 13.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
Commitments of Traders - Futures Only, October 23, 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 : 140,205: 82,625 11,302 2,525 20,742 103,728 105,892 117,555: 34,313 22,650
Old : 140,205: 82,625 11,302 2,525 20,742 103,728 105,892 117,555: 34,313 22,650
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 16, 2007 :
: -7,223: -8,315 -2,689 410 2,705 -5,634 -5,200 -7,913: -2,023 690
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.9 8.1 1.8 14.8 74.0 75.5 83.8: 24.5 16.2
Old : 100.0: 58.9 8.1 1.8 14.8 74.0 75.5 83.8: 24.5 16.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 93: 39 19 10 18 21 62 46:
Old : 93: 39 19 10 18 21 62 46:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.9 46.8 38.2 64.3 26.9 46.1 38.2 63.3
Old : 26.9 46.8 38.2 64.3 26.9 46.1 38.2 63.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
Commitments of Traders - Futures Only, October 23, 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 : 69,629: 26,611 24,101 0 20,936 32,118 47,547 56,219: 22,082 13,410
Old : 69,629: 26,611 24,101 0 20,936 32,118 47,547 56,219: 22,082 13,410
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 16, 2007 :
: -6,891: 61 -10,638 0 -7,262 3,159 -7,201 -7,479: 310 588
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.2 34.6 0.0 30.1 46.1 68.3 80.7: 31.7 19.3
Old : 100.0: 38.2 34.6 0.0 30.1 46.1 68.3 80.7: 31.7 19.3
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 : 49: 20 14 0 6 12 26 26:
Old : 49: 20 14 0 6 12 26 26:
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 : 31.4 39.8 47.0 54.7 28.6 37.6 44.1 52.5
Old : 31.4 39.8 47.0 54.7 28.6 37.6 44.1 52.5
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 23, 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 : 96,322: 51,103 5,844 254 38,795 87,188 90,152 93,286: 6,170 3,036
Old : 96,322: 51,103 5,844 254 38,795 87,188 90,152 93,286: 6,170 3,036
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 16, 2007 :
: 11,696: 13,533 -1,532 -231 -1,636 13,300 11,666 11,537: 30 159
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.1 6.1 0.3 40.3 90.5 93.6 96.8: 6.4 3.2
Old : 100.0: 53.1 6.1 0.3 40.3 90.5 93.6 96.8: 6.4 3.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 98: 60 13 2 10 18 70 33:
Old : 98: 60 13 2 10 18 70 33:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.6 74.8 59.8 88.3 48.5 74.8 59.5 88.3
Old : 48.6 74.8 59.8 88.3 48.5 74.8 59.5 88.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
Commitments of Traders - Futures Only, October 23, 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 : 124,112: 62,712 17,291 107 37,192 87,488 100,011 104,886: 24,101 19,226
Old : 124,112: 62,712 17,291 107 37,192 87,488 100,011 104,886: 24,101 19,226
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 16, 2007 :
: 15,899: 6,645 -3,072 -877 12,027 18,559 17,795 14,610: -1,896 1,289
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.5 13.9 0.1 30.0 70.5 80.6 84.5: 19.4 15.5
Old : 100.0: 50.5 13.9 0.1 30.0 70.5 80.6 84.5: 19.4 15.5
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 : 74: 27 19 2 15 21 42 42:
Old : 74: 27 19 2 15 21 42 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 : 40.5 38.0 56.6 55.4 40.1 37.8 56.2 55.1
Old : 40.5 38.0 56.6 55.4 40.1 37.8 56.2 55.1
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, October 23, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF JPY 12,500,000) :
: : :
All : 225,032: 46,369 67,723 1,115 145,548 134,904 193,032 203,742: 32,000 21,290
Old : 225,032: 46,369 67,723 1,115 145,548 134,904 193,032 203,742: 32,000 21,290
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 16, 2007 :
: -3,302: 762 -16,497 -175 -4,183 17,154 -3,596 482: 294 -3,784
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.6 30.1 0.5 64.7 59.9 85.8 90.5: 14.2 9.5
Old : 100.0: 20.6 30.1 0.5 64.7 59.9 85.8 90.5: 14.2 9.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 110: 33 36 6 25 24 62 62:
Old : 110: 33 36 6 25 24 62 62:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.9 44.7 56.7 60.1 43.7 44.5 56.5 59.8
Old : 43.9 44.7 56.7 60.1 43.7 44.5 56.5 59.8
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 23, 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 : 195,913: 100,683 31,667 1,710 39,483 124,130 141,876 157,507: 54,037 38,406
Old : 195,913: 100,683 31,667 1,710 39,483 124,130 141,876 157,507: 54,037 38,406
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 16, 2007 :
: -12,432: -16,065 1,523 -201 6,552 -17,250 -9,714 -15,928: -2,718 3,496
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.4 16.2 0.9 20.2 63.4 72.4 80.4: 27.6 19.6
Old : 100.0: 51.4 16.2 0.9 20.2 63.4 72.4 80.4: 27.6 19.6
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 : 131: 57 31 10 26 28 87 65:
Old : 131: 57 31 10 26 28 87 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 : 28.3 34.8 35.9 49.5 25.3 34.6 32.9 49.2
Old : 28.3 34.8 35.9 49.5 25.3 34.6 32.9 49.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
Commitments of Traders - Futures Only, October 23, 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 : 30,493: 23,802 4,351 98 3,410 24,335 27,310 28,784: 3,183 1,709
Old : 30,493: 23,802 4,351 98 3,410 24,335 27,310 28,784: 3,183 1,709
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 16, 2007 :
: -191: -1,789 1,145 -7 1,003 -1,225 -793 -87: 602 -104
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.1 14.3 0.3 11.2 79.8 89.6 94.4: 10.4 5.6
Old : 100.0: 78.1 14.3 0.3 11.2 79.8 89.6 94.4: 10.4 5.6
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 : 36: 12 7 1 8 12 20 20:
Old : 36: 12 7 1 8 12 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 : 62.5 58.4 76.4 78.4 62.5 57.6 76.4 77.7
Old : 62.5 58.4 76.4 78.4 62.5 57.6 76.4 77.7
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 23, 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 : 57,293: 7,113 6,661 3,292 42,042 42,731 52,447 52,684: 4,846 4,609
Old : 57,293: 7,113 6,661 3,292 42,042 42,731 52,447 52,684: 4,846 4,609
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 16, 2007 :
: 9,298: 2,126 -5,893 2,728 4,074 11,366 8,928 8,201: 370 1,097
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.4 11.6 5.7 73.4 74.6 91.5 92.0: 8.5 8.0
Old : 100.0: 12.4 11.6 5.7 73.4 74.6 91.5 92.0: 8.5 8.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 1 2 1 16 16 18 18:
Old : 24: 1 2 1 16 16 18 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 : 64.5 48.4 81.8 70.3 50.5 33.9 61.0 50.6
Old : 64.5 48.4 81.8 70.3 50.5 33.9 61.0 50.6
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 23, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $1,000,000) :
: : :
All :10,116,539: 1,412,762 434,910 1,093,222 6,378,411 7,344,061 8,884,395 8,872,193: 1,232,144 1,244,346
Old :10,116,539: 1,412,762 434,910 1,093,222 6,378,411 7,344,061 8,884,395 8,872,193: 1,232,144 1,244,346
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 16, 2007 :
: 462,432: 206,173 34,326 119,246 82,467 289,051 407,886 442,623: 54,546 19,809
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.0 4.3 10.8 63.0 72.6 87.8 87.7: 12.2 12.3
Old : 100.0: 14.0 4.3 10.8 63.0 72.6 87.8 87.7: 12.2 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 : 282: 77 42 87 141 144 258 242:
Old : 282: 77 42 87 141 144 258 242:
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 : 31.6 20.7 39.0 35.4 28.4 16.8 34.2 29.3
Old : 31.6 20.7 39.0 35.4 28.4 16.8 34.2 29.3
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 23, 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 : 602,672: 51,086 88,338 5,156 428,169 376,651 484,411 470,145: 118,261 132,527
Old : 602,672: 51,086 88,338 5,156 428,169 376,651 484,411 470,145: 118,261 132,527
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 16, 2007 :
: 12,160: 669 2,616 -1,020 9,918 11,542 9,567 13,138: 2,593 -978
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.5 14.7 0.9 71.0 62.5 80.4 78.0: 19.6 22.0
Old : 100.0: 8.5 14.7 0.9 71.0 62.5 80.4 78.0: 19.6 22.0
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 : 186: 42 39 18 76 57 130 102:
Old : 186: 42 39 18 76 57 130 102:
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 26.1 34.1 38.0 23.4 26.1 34.0 38.0
Old : 23.5 26.1 34.1 38.0 23.4 26.1 34.0 38.0
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 23, 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 : 1,977,779: 307,450 528,662 34,986 1,203,669 1,248,622 1,546,105 1,812,270: 431,674 165,509
Old : 1,977,779: 307,450 528,662 34,986 1,203,669 1,248,622 1,546,105 1,812,270: 431,674 165,509
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 16, 2007 :
: -22,393: -21,319 11,169 5,404 -2,568 -54,191 -18,483 -37,618: -3,910 15,225
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.5 26.7 1.8 60.9 63.1 78.2 91.6: 21.8 8.4
Old : 100.0: 15.5 26.7 1.8 60.9 63.1 78.2 91.6: 21.8 8.4
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 : 293: 58 98 27 88 92 162 201:
Old : 293: 58 98 27 88 92 162 201:
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 : 24.4 21.1 35.1 32.3 18.7 18.9 29.3 28.4
Old : 24.4 21.1 35.1 32.3 18.7 18.9 29.3 28.4
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 23, 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 : 99,285: 13,258 25,744 135 71,020 69,951 84,413 95,830: 14,872 3,455
Old : 99,285: 13,258 25,744 135 71,020 69,951 84,413 95,830: 14,872 3,455
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 16, 2007 :
: -3,520: 159 -68 111 -3,543 -2,592 -3,273 -2,549: -247 -971
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.4 25.9 0.1 71.5 70.5 85.0 96.5: 15.0 3.5
Old : 100.0: 13.4 25.9 0.1 71.5 70.5 85.0 96.5: 15.0 3.5
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 : 88: 18 11 1 36 36 54 48:
Old : 88: 18 11 1 36 36 54 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 : 28.0 38.5 46.0 55.9 27.5 38.5 44.0 55.8
Old : 28.0 38.5 46.0 55.9 27.5 38.5 44.0 55.8
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 23, 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 : 54,960: 13,803 11,528 0 30,962 27,641 44,765 39,169: 10,195 15,791
Old : 54,960: 13,803 11,528 0 30,962 27,641 44,765 39,169: 10,195 15,791
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 16, 2007 :
: 6,052: 7 1,063 -213 6,059 5,247 5,853 6,097: 199 -45
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.1 21.0 0.0 56.3 50.3 81.5 71.3: 18.5 28.7
Old : 100.0: 25.1 21.0 0.0 56.3 50.3 81.5 71.3: 18.5 28.7
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 : 63: 19 10 0 23 18 42 28:
Old : 63: 19 10 0 23 18 42 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 : 32.6 38.4 48.0 53.3 32.6 34.8 45.6 49.7
Old : 32.6 38.4 48.0 53.3 32.6 34.8 45.6 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, October 23, 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 : 429,715: 175,217 134,668 7,999 175,143 267,104 358,359 409,771: 71,356 19,944
Old : 429,715: 175,217 134,668 7,999 175,143 267,104 358,359 409,771: 71,356 19,944
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 16, 2007 :
: 8,661: 106 10,062 4,339 9,725 -8,970 14,170 5,431: -5,509 3,230
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.8 31.3 1.9 40.8 62.2 83.4 95.4: 16.6 4.6
Old : 100.0: 40.8 31.3 1.9 40.8 62.2 83.4 95.4: 16.6 4.6
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 : 253: 99 63 15 52 52 157 125:
Old : 253: 99 63 15 52 52 157 125:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.7 35.5 31.2 51.3 17.8 35.3 29.3 51.0
Old : 19.7 35.5 31.2 51.3 17.8 35.3 29.3 51.0
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 23, 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 : 85,160: 51,672 8,019 205 9,591 68,892 61,468 77,116: 23,692 8,044
Old : 85,160: 51,672 8,019 205 9,591 68,892 61,468 77,116: 23,692 8,044
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 16, 2007 :
: -11,637: -13,082 -1,146 -126 2,160 -10,299 -11,048 -11,571: -589 -66
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.7 9.4 0.2 11.3 80.9 72.2 90.6: 27.8 9.4
Old : 100.0: 60.7 9.4 0.2 11.3 80.9 72.2 90.6: 27.8 9.4
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 : 67: 33 9 1 12 17 45 27:
Old : 67: 33 9 1 12 17 45 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 : 21.3 39.0 34.7 63.1 21.3 38.4 34.7 62.3
Old : 21.3 39.0 34.7 63.1 21.3 38.4 34.7 62.3
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 23, 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 : 33,563: 2,866 11,256 6 19,684 16,401 22,556 27,663: 11,007 5,900
Old : 33,563: 2,866 11,256 6 19,684 16,401 22,556 27,663: 11,007 5,900
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 16, 2007 :
: 1,991: 430 275 -2 1,620 2,054 2,048 2,327: -57 -336
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.5 33.5 0.0 58.6 48.9 67.2 82.4: 32.8 17.6
Old : 100.0: 8.5 33.5 0.0 58.6 48.9 67.2 82.4: 32.8 17.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 60: 5 21 1 19 21 25 42:
Old : 60: 5 21 1 19 21 25 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 : 36.2 28.5 50.7 40.2 31.2 25.4 43.4 36.3
Old : 36.2 28.5 50.7 40.2 31.2 25.4 43.4 36.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-239742
Commitments of Traders - Futures Only, October 23, 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 : 579,763: 64,806 243,053 1,822 502,953 277,554 569,581 522,429: 10,182 57,334
Old : 579,763: 64,806 243,053 1,822 502,953 277,554 569,581 522,429: 10,182 57,334
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 16, 2007 :
: 6,986: -774 7,242 -762 12,269 -3,973 10,733 2,507: -3,747 4,479
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.2 41.9 0.3 86.8 47.9 98.2 90.1: 1.8 9.9
Old : 100.0: 11.2 41.9 0.3 86.8 47.9 98.2 90.1: 1.8 9.9
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 : 258: 26 121 9 60 80 94 202:
Old : 258: 26 121 9 60 80 94 202:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.9 17.5 77.0 26.9 51.7 14.5 72.2 23.4
Old : 54.9 17.5 77.0 26.9 51.7 14.5 72.2 23.4
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 23, 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 : 70,059: 12,796 33,566 0 47,629 24,124 60,425 57,690: 9,634 12,369
Old : 70,059: 12,796 33,566 0 47,629 24,124 60,425 57,690: 9,634 12,369
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 16, 2007 :
: 622: 396 762 -195 -951 -267 -750 300: 1,372 322
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.3 47.9 0.0 68.0 34.4 86.2 82.3: 13.8 17.7
Old : 100.0: 18.3 47.9 0.0 68.0 34.4 86.2 82.3: 13.8 17.7
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 : 68: 13 21 0 17 20 30 41:
Old : 68: 13 21 0 17 20 30 41:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.3 42.7 61.0 60.8 41.2 42.7 60.9 59.7
Old : 41.3 42.7 61.0 60.8 41.2 42.7 60.9 59.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
Commitments of Traders - Futures Only, October 23, 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 : 62,922: 26,627 5,330 245 27,864 23,201 54,736 28,776: 8,186 34,146
Old : 62,922: 26,627 5,330 245 27,864 23,201 54,736 28,776: 8,186 34,146
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 16, 2007 :
: -2,497: -2,276 333 145 -1,896 -228 -4,027 250: 1,530 -2,747
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.3 8.5 0.4 44.3 36.9 87.0 45.7: 13.0 54.3
Old : 100.0: 42.3 8.5 0.4 44.3 36.9 87.0 45.7: 13.0 54.3
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 : 50: 17 6 1 14 15 31 22:
Old : 50: 17 6 1 14 15 31 22:
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 : 47.4 25.8 66.4 34.7 47.4 25.8 64.1 34.6
Old : 47.4 25.8 66.4 34.7 47.4 25.8 64.1 34.6
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 23, 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 : 22,032: 6,458 1,740 0 14,190 19,845 20,648 21,585: 1,384 447
Old : 22,032: 6,458 1,740 0 14,190 19,845 20,648 21,585: 1,384 447
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 16, 2007 :
: -76: -117 -44 0 -125 -97 -242 -141: 166 65
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.3 7.9 0.0 64.4 90.1 93.7 98.0: 6.3 2.0
Old : 100.0: 29.3 7.9 0.0 64.4 90.1 93.7 98.0: 6.3 2.0
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: 10 5 0 6 4 16 9:
Old : 25: 10 5 0 6 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 94.2 85.7 97.5 68.8 94.2 85.7 97.5
Old : 68.8 94.2 85.7 97.5 68.8 94.2 85.7 97.5
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 23, 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 : 33,991: 5,891 7,961 4,362 12,688 16,509 22,941 28,832: 11,050 5,159
Old : 33,991: 5,891 7,961 4,362 12,688 16,509 22,941 28,832: 11,050 5,159
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 16, 2007 :
: 2,867: 1,367 435 849 1,230 680 3,446 1,964: -579 903
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.3 23.4 12.8 37.3 48.6 67.5 84.8: 32.5 15.2
Old : 100.0: 17.3 23.4 12.8 37.3 48.6 67.5 84.8: 32.5 15.2
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 : 48: 7 13 8 18 24 30 41:
Old : 48: 7 13 8 18 24 30 41:
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 26.4 43.8 42.3 24.2 20.9 33.2 34.5
Old : 30.3 26.4 43.8 42.3 24.2 20.9 33.2 34.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 26, 2007