MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders - Futures Only, December 11, 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 : 30,125: 4,420 2,859 1,130 19,304 18,219 24,854 22,208: 5,271 7,917
Old : 30,125: 4,420 2,859 1,130 19,304 18,219 24,854 22,208: 5,271 7,917
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 4, 2007 :
: 964: 198 -41 277 465 527 940 763: 24 201
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.7 9.5 3.8 64.1 60.5 82.5 73.7: 17.5 26.3
Old : 100.0: 14.7 9.5 3.8 64.1 60.5 82.5 73.7: 17.5 26.3
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 : 61: 12 13 12 25 24 46 40:
Old : 61: 12 13 12 25 24 46 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 : 42.8 32.2 56.5 44.4 42.8 31.1 56.0 42.3
Old : 42.8 32.2 56.5 44.4 42.8 31.1 56.0 42.3
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, December 11, 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 : 205,845: 41,941 38,225 48,768 94,509 81,154 185,218 168,147: 20,627 37,698
Old : 198,624: 39,913 42,635 44,165 94,450 75,239 178,528 162,039: 20,096 36,585
Other: 7,221: 6,631 193 0 59 5,915 6,690 6,108: 531 1,113
: : :
: : Changes in Commitments from: December 4, 2007 :
: -1,019: 1,159 -2,251 -102 -654 1,952 403 -401: -1,422 -618
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.4 18.6 23.7 45.9 39.4 90.0 81.7: 10.0 18.3
Old : 100.0: 20.1 21.5 22.2 47.6 37.9 89.9 81.6: 10.1 18.4
Other: 100.0: 91.8 2.7 0.0 0.8 81.9 92.6 84.6: 7.4 15.4
: : :
:# Traders : Number of Traders in Each Category :
All : 230: 70 72 80 33 51 159 165:
Old : 230: 67 76 80 33 51 159 165:
Other: 41: 17 4 0 1 19 18 23:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.0 20.0 38.9 30.2 22.1 13.9 32.8 20.9
Old : 24.9 18.5 39.2 29.1 22.9 14.4 34.0 22.0
Other: 69.8 68.3 85.2 76.2 69.8 68.3 85.2 76.2
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders - Futures Only, December 11, 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 : 245,789: 58,879 47,451 39,069 126,507 107,911 224,455 194,431: 21,334 51,358
Old : 245,789: 58,879 47,451 39,069 126,507 107,911 224,455 194,431: 21,334 51,358
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 4, 2007 :
: 8,377: 3,374 -2,599 6,340 -2,365 1,119 7,349 4,860: 1,028 3,517
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.0 19.3 15.9 51.5 43.9 91.3 79.1: 8.7 20.9
Old : 100.0: 24.0 19.3 15.9 51.5 43.9 91.3 79.1: 8.7 20.9
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 : 318: 58 102 75 69 128 176 267:
Old : 318: 58 102 75 69 128 176 267:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.9 12.4 39.0 20.0 25.9 11.2 38.8 16.9
Old : 25.9 12.4 39.0 20.0 25.9 11.2 38.8 16.9
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, December 11, 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 : 10,367: 3,965 4,325 1,675 2,521 2,072 8,161 8,072: 2,206 2,295
Old : 10,367: 3,965 4,325 1,675 2,521 2,072 8,161 8,072: 2,206 2,295
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 4, 2007 :
: -103: 44 378 -256 -16 -77 -228 45: 125 -148
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.2 41.7 16.2 24.3 20.0 78.7 77.9: 21.3 22.1
Old : 100.0: 38.2 41.7 16.2 24.3 20.0 78.7 77.9: 21.3 22.1
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 : 88: 26 27 14 18 26 49 65:
Old : 88: 26 27 14 18 26 49 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 26.7 45.3 38.0 28.3 25.6 44.0 33.9
Old : 28.3 26.7 45.3 38.0 28.3 25.6 44.0 33.9
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, December 11, 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 : 28,488: 14,711 4,716 2,629 7,479 7,152 24,819 14,497: 3,669 13,991
Old : 28,488: 14,711 4,716 2,629 7,479 7,152 24,819 14,497: 3,669 13,991
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 4, 2007 :
: 883: 766 921 -166 -248 -448 352 307: 531 576
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.6 16.6 9.2 26.3 25.1 87.1 50.9: 12.9 49.1
Old : 100.0: 51.6 16.6 9.2 26.3 25.1 87.1 50.9: 12.9 49.1
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 : 134: 32 38 23 24 44 72 93:
Old : 134: 32 38 23 24 44 72 93:
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 9.0 42.7 13.9 27.1 9.0 42.4 13.7
Old : 27.1 9.0 42.7 13.9 27.1 9.0 42.4 13.7
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, December 11, 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 : 118,951: 30,935 12,271 3,387 52,568 85,898 86,890 101,556: 32,061 17,395
Old : 118,951: 30,935 12,271 3,387 52,568 85,898 86,890 101,556: 32,061 17,395
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 4, 2007 :
: 4,931: -3,259 -6,599 -286 6,372 10,978 2,827 4,093: 2,104 838
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.0 10.3 2.8 44.2 72.2 73.0 85.4: 27.0 14.6
Old : 100.0: 26.0 10.3 2.8 44.2 72.2 73.0 85.4: 27.0 14.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 67: 22 13 9 22 19 48 38:
Old : 67: 22 13 9 22 19 48 38:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.5 48.2 39.3 65.6 17.7 42.7 27.8 50.2
Old : 26.5 48.2 39.3 65.6 17.7 42.7 27.8 50.2
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, December 11, 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 : 86,792: 26,684 24,751 536 39,713 52,836 66,933 78,123: 19,859 8,669
Old : 86,792: 26,684 24,751 536 39,713 52,836 66,933 78,123: 19,859 8,669
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 4, 2007 :
: 8,872: -3,849 1,261 -37 14,191 8,189 10,305 9,413: -1,433 -541
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.7 28.5 0.6 45.8 60.9 77.1 90.0: 22.9 10.0
Old : 100.0: 30.7 28.5 0.6 45.8 60.9 77.1 90.0: 22.9 10.0
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 : 58: 25 12 3 12 17 37 32:
Old : 58: 25 12 3 12 17 37 32:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.0 43.3 49.3 60.9 32.1 41.6 41.6 56.6
Old : 39.0 43.3 49.3 60.9 32.1 41.6 41.6 56.6
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, December 11, 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 : 126,777: 58,200 19,297 919 62,574 104,698 121,693 124,914: 5,084 1,863
Old : 126,777: 58,200 19,297 919 62,574 104,698 121,693 124,914: 5,084 1,863
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 4, 2007 :
: 21,738: 25,652 -3,215 132 -3,747 25,675 22,037 22,592: -299 -854
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.9 15.2 0.7 49.4 82.6 96.0 98.5: 4.0 1.5
Old : 100.0: 45.9 15.2 0.7 49.4 82.6 96.0 98.5: 4.0 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 : 91: 51 16 4 15 19 68 38:
Old : 91: 51 16 4 15 19 68 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 : 46.1 72.6 64.2 87.2 45.4 71.8 58.9 80.4
Old : 46.1 72.6 64.2 87.2 45.4 71.8 58.9 80.4
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, December 11, 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 : 157,832: 76,851 19,853 1,055 62,880 118,164 140,786 139,072: 17,046 18,760
Old : 157,832: 76,851 19,853 1,055 62,880 118,164 140,786 139,072: 17,046 18,760
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 4, 2007 :
: 40,151: 25,972 502 462 20,912 41,013 47,346 41,977: -7,195 -1,826
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.7 12.6 0.7 39.8 74.9 89.2 88.1: 10.8 11.9
Old : 100.0: 48.7 12.6 0.7 39.8 74.9 89.2 88.1: 10.8 11.9
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 : 64: 17 19 4 15 21 34 42:
Old : 64: 17 19 4 15 21 34 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 : 63.2 56.4 75.3 65.8 59.4 49.8 68.6 58.5
Old : 63.2 56.4 75.3 65.8 59.4 49.8 68.6 58.5
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, December 11, 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 : 218,614: 68,557 37,654 3,737 110,434 159,788 182,728 201,179: 35,886 17,435
Old : 218,614: 68,557 37,654 3,737 110,434 159,788 182,728 201,179: 35,886 17,435
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 4, 2007 :
: 22,853: -4,906 -1,724 2,662 27,575 21,647 25,331 22,585: -2,478 268
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.4 17.2 1.7 50.5 73.1 83.6 92.0: 16.4 8.0
Old : 100.0: 31.4 17.2 1.7 50.5 73.1 83.6 92.0: 16.4 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 : 111: 42 28 12 34 25 84 57:
Old : 111: 42 28 12 34 25 84 57:
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 : 30.1 56.1 42.5 67.1 23.6 47.8 34.8 56.0
Old : 30.1 56.1 42.5 67.1 23.6 47.8 34.8 56.0
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, December 11, 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 : 259,477: 91,012 27,638 7,363 110,298 186,059 208,673 221,060: 50,804 38,417
Old : 259,477: 91,012 27,638 7,363 110,298 186,059 208,673 221,060: 50,804 38,417
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 4, 2007 :
: 23,370: -2,647 3,096 4,536 25,055 18,625 26,944 26,257: -3,574 -2,887
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.1 10.7 2.8 42.5 71.7 80.4 85.2: 19.6 14.8
Old : 100.0: 35.1 10.7 2.8 42.5 71.7 80.4 85.2: 19.6 14.8
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 : 130: 50 34 15 32 32 90 73:
Old : 130: 50 34 15 32 32 90 73:
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 : 34.6 48.9 47.4 60.7 29.9 39.1 36.4 48.5
Old : 34.6 48.9 47.4 60.7 29.9 39.1 36.4 48.5
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, December 11, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF NZD 100,000) :
: : :
All : 27,458: 14,047 2,706 450 9,286 22,383 23,783 25,539: 3,675 1,919
Old : 27,458: 14,047 2,706 450 9,286 22,383 23,783 25,539: 3,675 1,919
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 4, 2007 :
: 5,439: -77 -419 369 3,800 4,360 4,092 4,310: 1,347 1,129
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.2 9.9 1.6 33.8 81.5 86.6 93.0: 13.4 7.0
Old : 100.0: 51.2 9.9 1.6 33.8 81.5 86.6 93.0: 13.4 7.0
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 : 36: 12 6 2 9 15 22 22:
Old : 36: 12 6 2 9 15 22 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 : 41.4 60.2 60.2 75.0 38.7 57.0 53.6 69.5
Old : 41.4 60.2 60.2 75.0 38.7 57.0 53.6 69.5
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, December 11, 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 : 54,518: 13,763 3,333 1,308 33,809 45,581 48,880 50,222: 5,638 4,296
Old : 54,518: 13,763 3,333 1,308 33,809 45,581 48,880 50,222: 5,638 4,296
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 4, 2007 :
: 8,764: -106 833 1,308 6,668 6,002 7,870 8,143: 894 621
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.2 6.1 2.4 62.0 83.6 89.7 92.1: 10.3 7.9
Old : 100.0: 25.2 6.1 2.4 62.0 83.6 89.7 92.1: 10.3 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 : 29: 5 2 2 14 17 19 21:
Old : 29: 5 2 2 14 17 19 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 : 50.1 55.3 69.8 71.9 45.9 44.1 55.0 53.6
Old : 50.1 55.3 69.8 71.9 45.9 44.1 55.0 53.6
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, December 11, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $1,000,000) :
: : :
All :11,204,167: 1,720,842 630,128 1,262,618 6,856,572 8,018,985 9,840,032 9,911,731: 1,364,135 1,292,436
Old :11,204,167: 1,720,842 630,128 1,262,618 6,856,572 8,018,985 9,840,032 9,911,731: 1,364,135 1,292,436
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 4, 2007 :
: 35,986: -201,027 -131,238 125,322 70,907 57,199 -4,798 51,283: 40,784 -15,297
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.4 5.6 11.3 61.2 71.6 87.8 88.5: 12.2 11.5
Old : 100.0: 15.4 5.6 11.3 61.2 71.6 87.8 88.5: 12.2 11.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 295: 73 40 99 151 153 271 263:
Old : 295: 73 40 99 151 153 271 263:
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 : 28.9 22.6 36.4 35.3 26.0 18.6 31.5 29.1
Old : 28.9 22.6 36.4 35.3 26.0 18.6 31.5 29.1
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, December 11, 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 : 683,683: 59,852 86,309 18,984 463,570 416,251 542,406 521,544: 141,277 162,139
Old : 683,683: 59,852 86,309 18,984 463,570 416,251 542,406 521,544: 141,277 162,139
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 4, 2007 :
: 26,644: 623 -523 5,347 11,130 9,988 17,100 14,812: 9,544 11,832
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.8 12.6 2.8 67.8 60.9 79.3 76.3: 20.7 23.7
Old : 100.0: 8.8 12.6 2.8 67.8 60.9 79.3 76.3: 20.7 23.7
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 : 197: 49 38 25 85 61 150 108:
Old : 197: 49 38 25 85 61 150 108:
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 : 19.4 23.0 30.2 34.2 19.3 23.0 29.2 33.4
Old : 19.4 23.0 30.2 34.2 19.3 23.0 29.2 33.4
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, December 11, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($50 X S&P 500 INDEX) :
: : :
All : 2,342,983: 286,660 570,485 65,512 1,431,634 1,506,785 1,783,806 2,142,782: 559,177 200,201
Old : 2,342,983: 286,660 570,485 65,512 1,431,634 1,506,785 1,783,806 2,142,782: 559,177 200,201
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 4, 2007 :
: 178,972: 23,085 28,600 -2,876 97,826 122,527 118,035 148,251: 60,937 30,721
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.2 24.3 2.8 61.1 64.3 76.1 91.5: 23.9 8.5
Old : 100.0: 12.2 24.3 2.8 61.1 64.3 76.1 91.5: 23.9 8.5
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 : 338: 72 110 45 109 110 208 238:
Old : 338: 72 110 45 109 110 208 238:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.5 21.9 30.3 33.8 12.6 17.0 22.2 27.2
Old : 20.5 21.9 30.3 33.8 12.6 17.0 22.2 27.2
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, December 11, 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 : 104,942: 7,439 33,898 124 82,044 64,174 89,607 98,196: 15,335 6,746
Old : 104,942: 7,439 33,898 124 82,044 64,174 89,607 98,196: 15,335 6,746
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 4, 2007 :
: 749: 910 -2,628 43 -1,862 1,635 -909 -950: 1,658 1,699
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.1 32.3 0.1 78.2 61.2 85.4 93.6: 14.6 6.4
Old : 100.0: 7.1 32.3 0.1 78.2 61.2 85.4 93.6: 14.6 6.4
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 : 82: 9 15 1 39 31 49 46:
Old : 82: 9 15 1 39 31 49 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 : 30.0 37.2 49.4 55.3 29.6 37.2 47.7 55.0
Old : 30.0 37.2 49.4 55.3 29.6 37.2 47.7 55.0
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, December 11, 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 : 56,416: 10,415 14,170 461 35,628 26,375 46,504 41,006: 9,912 15,410
Old : 56,416: 10,415 14,170 461 35,628 26,375 46,504 41,006: 9,912 15,410
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 4, 2007 :
: 3,701: 1,198 -215 318 1,837 943 3,353 1,046: 348 2,655
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.5 25.1 0.8 63.2 46.8 82.4 72.7: 17.6 27.3
Old : 100.0: 18.5 25.1 0.8 63.2 46.8 82.4 72.7: 17.6 27.3
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 : 60: 17 10 3 21 19 39 31:
Old : 60: 17 10 3 21 19 39 31:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.1 30.8 53.0 48.2 33.7 29.3 47.0 44.3
Old : 37.1 30.8 53.0 48.2 33.7 29.3 47.0 44.3
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, December 11, 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 : 443,585: 113,153 187,144 17,562 232,573 216,865 363,288 421,571: 80,297 22,014
Old : 443,585: 113,153 187,144 17,562 232,573 216,865 363,288 421,571: 80,297 22,014
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 4, 2007 :
: 26,221: -13,842 4,692 5,222 19,078 11,305 10,458 21,219: 15,763 5,002
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.5 42.2 4.0 52.4 48.9 81.9 95.0: 18.1 5.0
Old : 100.0: 25.5 42.2 4.0 52.4 48.9 81.9 95.0: 18.1 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 : 238: 75 66 21 65 54 153 129:
Old : 238: 75 66 21 65 54 153 129:
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 : 21.1 32.0 30.5 48.5 19.6 31.9 28.6 46.4
Old : 21.1 32.0 30.5 48.5 19.6 31.9 28.6 46.4
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, December 11, 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 : 75,747: 36,148 3,183 0 17,612 64,409 53,760 67,592: 21,987 8,155
Old : 75,747: 36,148 3,183 0 17,612 64,409 53,760 67,592: 21,987 8,155
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 4, 2007 :
: 7,807: 4,996 -4,450 -355 1,967 14,874 6,608 10,069: 1,199 -2,262
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.7 4.2 0.0 23.3 85.0 71.0 89.2: 29.0 10.8
Old : 100.0: 47.7 4.2 0.0 23.3 85.0 71.0 89.2: 29.0 10.8
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 : 51: 24 5 0 13 18 37 23:
Old : 51: 24 5 0 13 18 37 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 : 21.9 48.7 36.4 70.7 17.5 45.7 29.3 61.5
Old : 21.9 48.7 36.4 70.7 17.5 45.7 29.3 61.5
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, December 11, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (RUSSEL 2000 INDEX X $500) :
: : :
All : 38,418: 894 14,199 231 23,892 18,818 25,017 33,248: 13,401 5,170
Old : 38,418: 894 14,199 231 23,892 18,818 25,017 33,248: 13,401 5,170
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 4, 2007 :
: 131: 411 -218 225 -145 -227 491 -220: -360 351
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.3 37.0 0.6 62.2 49.0 65.1 86.5: 34.9 13.5
Old : 100.0: 2.3 37.0 0.6 62.2 49.0 65.1 86.5: 34.9 13.5
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 : 64: 3 22 3 25 24 31 46:
Old : 64: 3 22 3 25 24 31 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 : 33.1 26.8 46.9 41.5 33.1 25.0 44.2 37.2
Old : 33.1 26.8 46.9 41.5 33.1 25.0 44.2 37.2
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, December 11, 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 : 675,129: 66,581 238,430 3,689 588,626 361,321 658,896 603,440: 16,233 71,689
Old : 675,129: 66,581 238,430 3,689 588,626 361,321 658,896 603,440: 16,233 71,689
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 4, 2007 :
: 13,009: -2,979 1,430 1,618 9,881 8,572 8,520 11,620: 4,489 1,389
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.9 35.3 0.5 87.2 53.5 97.6 89.4: 2.4 10.6
Old : 100.0: 9.9 35.3 0.5 87.2 53.5 97.6 89.4: 2.4 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 : 262: 24 125 17 60 83 96 214:
Old : 262: 24 125 17 60 83 96 214:
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 : 56.1 22.9 77.9 32.6 51.8 22.4 73.1 29.8
Old : 56.1 22.9 77.9 32.6 51.8 22.4 73.1 29.8
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, December 11, 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 : 97,152: 10,807 33,462 11,645 62,107 40,124 84,559 85,231: 12,593 11,921
Old : 97,152: 10,807 33,462 11,645 62,107 40,124 84,559 85,231: 12,593 11,921
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 4, 2007 :
: 26,306: 461 2,512 10,966 11,583 12,797 23,010 26,275: 3,296 31
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.1 34.4 12.0 63.9 41.3 87.0 87.7: 13.0 12.3
Old : 100.0: 11.1 34.4 12.0 63.9 41.3 87.0 87.7: 13.0 12.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 77: 13 22 6 28 30 47 52:
Old : 77: 13 22 6 28 30 47 52:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.7 41.1 53.3 57.1 31.0 31.3 43.5 40.5
Old : 34.7 41.1 53.3 57.1 31.0 31.3 43.5 40.5
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, December 11, 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 : 66,767: 18,618 3,438 623 36,485 32,683 55,726 36,744: 11,041 30,023
Old : 66,767: 18,618 3,438 623 36,485 32,683 55,726 36,744: 11,041 30,023
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 4, 2007 :
: 7,408: 565 26 354 3,328 337 4,247 717: 3,161 6,691
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.9 5.1 0.9 54.6 49.0 83.5 55.0: 16.5 45.0
Old : 100.0: 27.9 5.1 0.9 54.6 49.0 83.5 55.0: 16.5 45.0
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 : 53: 18 4 6 19 20 39 28:
Old : 53: 18 4 6 19 20 39 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 : 41.3 27.5 59.1 38.9 37.7 27.5 53.9 36.9
Old : 41.3 27.5 59.1 38.9 37.7 27.5 53.9 36.9
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, December 11, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (GSCI X $250) :
: : :
All : 21,476: 5,510 284 0 14,229 20,265 19,739 20,549: 1,737 927
Old : 21,476: 5,510 284 0 14,229 20,265 19,739 20,549: 1,737 927
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 4, 2007 :
: 376: -152 -161 -37 13 -28 -176 -226: 552 602
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.7 1.3 0.0 66.3 94.4 91.9 95.7: 8.1 4.3
Old : 100.0: 25.7 1.3 0.0 66.3 94.4 91.9 95.7: 8.1 4.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 10 2 0 6 3 16 5:
Old : 20: 10 2 0 6 3 16 5:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 69.4 95.1 85.0 95.7 68.9 95.1 84.5 95.1
Old : 69.4 95.1 85.0 95.7 68.9 95.1 84.5 95.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE Code-597741
Commitments of Traders - Futures Only, December 11, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF JPY 100,000,000) :
: : :
All : 39,535: 9,713 5,155 3,979 16,999 21,237 30,691 30,371: 8,844 9,164
Old : 39,535: 9,713 5,155 3,979 16,999 21,237 30,691 30,371: 8,844 9,164
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 4, 2007 :
: -2,758: -1,008 -47 27 -594 -595 -1,575 -615: -1,183 -2,143
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.6 13.0 10.1 43.0 53.7 77.6 76.8: 22.4 23.2
Old : 100.0: 24.6 13.0 10.1 43.0 53.7 77.6 76.8: 22.4 23.2
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: 10 8 8 21 25 34 39:
Old : 48: 10 8 8 21 25 34 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 : 42.3 27.3 53.1 43.7 33.0 25.1 41.2 35.9
Old : 42.3 27.3 53.1 43.7 33.0 25.1 41.2 35.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 14, 2007