MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 22, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 48,841: 6,454 871 8,299 26,107 29,276 40,859 38,446: 7,982 10,395
Old : 48,841: 6,454 871 8,299 26,107 29,276 40,859 38,446: 7,982 10,395
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 15, 2007 :
: 839: 77 13 278 307 323 661 614: 177 225
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.2 1.8 17.0 53.5 59.9 83.7 78.7: 16.3 21.3
Old : 100.0: 13.2 1.8 17.0 53.5 59.9 83.7 78.7: 16.3 21.3
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 : 65: 22 6 17 28 25 54 44:
Old : 65: 22 6 17 28 25 54 44:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.1 31.3 50.4 47.1 32.9 29.7 44.2 43.0
Old : 33.1 31.3 50.4 47.1 32.9 29.7 44.2 43.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 22, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 184,353: 34,430 28,924 46,666 82,264 85,341 163,360 160,930: 20,993 23,423
Old : 164,251: 28,537 33,728 39,172 79,135 71,663 146,844 144,562: 17,408 19,689
Other: 20,102: 11,808 1,110 1,580 3,129 13,678 16,516 16,368: 3,585 3,734
: : :
: : Changes in Commitments from: May 15, 2007 :
: 311: 1,072 1,952 -324 1,779 1,296 2,527 2,924: -2,216 -2,612
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.7 15.7 25.3 44.6 46.3 88.6 87.3: 11.4 12.7
Old : 100.0: 17.4 20.5 23.8 48.2 43.6 89.4 88.0: 10.6 12.0
Other: 100.0: 58.7 5.5 7.9 15.6 68.0 82.2 81.4: 17.8 18.6
: : :
:# Traders : Number of Traders in Each Category :
All : 208: 68 70 84 34 37 152 157:
Old : 206: 64 77 80 34 37 147 156:
Other: 73: 30 13 12 12 24 46 45:
:----------------------------------------------------------------------------------------------------
: 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 : 25.6 33.5 37.4 40.6 25.6 31.8 35.6 37.4
Old : 28.8 33.8 41.7 41.1 28.7 33.8 39.8 39.9
Other: 43.6 42.6 53.4 58.9 37.6 33.8 46.1 49.9
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 22, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 295,592: 70,036 31,055 75,104 124,206 133,973 269,346 240,132: 26,246 55,460
Old : 295,592: 70,036 31,055 75,104 124,206 133,973 269,346 240,132: 26,246 55,460
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 15, 2007 :
: 6,470: 3,237 2,194 3,518 801 1,546 7,556 7,257: -1,086 -787
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.7 10.5 25.4 42.0 45.3 91.1 81.2: 8.9 18.8
Old : 100.0: 23.7 10.5 25.4 42.0 45.3 91.1 81.2: 8.9 18.8
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 : 344: 99 65 101 103 143 271 262:
Old : 344: 99 65 101 103 143 271 262:
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 16.4 32.1 26.7 21.9 13.2 31.6 20.0
Old : 21.9 16.4 32.1 26.7 21.9 13.2 31.6 20.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 22, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 110,000 BOARD FEET) :
: : :
All : 7,710: 2,645 3,690 846 2,223 1,334 5,714 5,870: 1,995 1,839
Old : 7,710: 2,645 3,690 846 2,223 1,334 5,714 5,870: 1,995 1,839
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 15, 2007 :
: 159: 106 -296 214 -21 322 299 241: -140 -81
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.3 47.9 11.0 28.8 17.3 74.1 76.1: 25.9 23.9
Old : 100.0: 34.3 47.9 11.0 28.8 17.3 74.1 76.1: 25.9 23.9
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 : 78: 24 28 11 16 20 46 56:
Old : 78: 24 28 11 16 20 46 56:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.3 24.0 42.4 34.4 29.3 23.3 41.8 32.6
Old : 29.3 24.0 42.4 34.4 29.3 23.3 41.8 32.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 22, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50,000 POUNDS) :
: : :
All : 25,778: 8,987 1,589 3,594 7,615 7,081 20,196 12,263: 5,582 13,515
Old : 25,778: 8,987 1,589 3,594 7,615 7,081 20,196 12,263: 5,582 13,515
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 15, 2007 :
: 689: 725 338 -184 -309 195 232 349: 457 340
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.9 6.2 13.9 29.5 27.5 78.3 47.6: 21.7 52.4
Old : 100.0: 34.9 6.2 13.9 29.5 27.5 78.3 47.6: 21.7 52.4
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 : 153: 47 23 22 39 54 104 87:
Old : 153: 47 23 22 39 54 104 87:
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 : 16.1 8.8 28.1 14.7 15.4 6.6 26.1 11.7
Old : 16.1 8.8 28.1 14.7 15.4 6.6 26.1 11.7
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 with Delta-adjusted Options and Futures Combined, May 22, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF CAD 100,000) :
: : :
All : 187,413: 83,321 43,913 10,985 55,078 103,200 149,384 158,098: 38,029 29,315
Old : 187,413: 83,321 43,913 10,985 55,078 103,200 149,384 158,098: 38,029 29,315
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 15, 2007 :
: 4,736: 1,288 5,854 1,584 1,907 -2,778 4,778 4,660: -43 76
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.5 23.4 5.9 29.4 55.1 79.7 84.4: 20.3 15.6
Old : 100.0: 44.5 23.4 5.9 29.4 55.1 79.7 84.4: 20.3 15.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 98: 37 27 13 21 24 66 56:
Old : 98: 37 27 13 21 24 66 56:
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 : 33.8 30.7 46.8 48.0 29.2 29.0 40.3 44.6
Old : 33.8 30.7 46.8 48.0 29.2 29.0 40.3 44.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 22, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF CHF 125,000) :
: : :
All : 104,469: 9,014 75,247 2,145 81,540 7,032 92,698 84,424: 11,770 20,045
Old : 104,469: 9,014 75,247 2,145 81,540 7,032 92,698 84,424: 11,770 20,045
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 15, 2007 :
: 19,055: -7,928 23,371 -205 28,217 -8,933 20,084 14,234: -1,028 4,822
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.6 72.0 2.1 78.1 6.7 88.7 80.8: 11.3 19.2
Old : 100.0: 8.6 72.0 2.1 78.1 6.7 88.7 80.8: 11.3 19.2
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 : 62: 11 34 4 13 8 27 43:
Old : 62: 11 34 4 13 8 27 43:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.0 35.3 74.6 46.3 62.7 35.3 72.6 46.3
Old : 64.0 35.3 74.6 46.3 62.7 35.3 72.6 46.3
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 with Delta-adjusted Options and Futures Combined, May 22, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF MXN 500,000) :
: : :
All : 128,891: 81,362 12,126 790 36,300 111,761 118,452 124,677: 10,439 4,214
Old : 128,891: 81,362 12,126 790 36,300 111,761 118,452 124,677: 10,439 4,214
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 15, 2007 :
: -14,055: -4,481 -10,658 -574 -9,929 -3,745 -14,984 -14,977: 929 922
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.1 9.4 0.6 28.2 86.7 91.9 96.7: 8.1 3.3
Old : 100.0: 63.1 9.4 0.6 28.2 86.7 91.9 96.7: 8.1 3.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 113: 69 16 2 14 18 85 35:
Old : 113: 69 16 2 14 18 85 35:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.6 69.7 51.6 85.3 25.4 57.0 39.3 68.7
Old : 35.6 69.7 51.6 85.3 25.4 57.0 39.3 68.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 22, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF GBP 62,500) :
: : :
All : 133,081: 56,401 19,958 6,570 37,885 85,265 100,856 111,793: 32,225 21,288
Old : 133,081: 56,401 19,958 6,570 37,885 85,265 100,856 111,793: 32,225 21,288
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 15, 2007 :
: -3,083: -9,319 -3,065 2,092 3,010 -45 -4,216 -1,018: 1,133 -2,065
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.4 15.0 4.9 28.5 64.1 75.8 84.0: 24.2 16.0
Old : 100.0: 42.4 15.0 4.9 28.5 64.1 75.8 84.0: 24.2 16.0
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 : 80: 32 19 13 20 22 59 47:
Old : 80: 32 19 13 20 22 59 47:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.3 31.0 40.5 47.7 28.0 30.7 36.9 47.0
Old : 28.3 31.0 40.5 47.7 28.0 30.7 36.9 47.0
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 with Delta-adjusted Options and Futures Combined, May 22, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF JPY 12,500,000) :
: : :
All : 359,512: 46,830 204,400 13,353 252,784 101,485 312,967 319,238: 46,545 40,274
Old : 359,512: 46,830 204,400 13,353 252,784 101,485 312,967 319,238: 46,545 40,274
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 15, 2007 :
: 31,050: 5,509 29,594 1,157 26,224 -1,944 32,890 28,807: -1,840 2,243
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.0 56.9 3.7 70.3 28.2 87.1 88.8: 12.9 11.2
Old : 100.0: 13.0 56.9 3.7 70.3 28.2 87.1 88.8: 12.9 11.2
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 : 149: 41 67 18 32 23 79 102:
Old : 149: 41 67 18 32 23 79 102:
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 : 46.6 32.9 60.0 47.5 46.5 29.2 56.1 42.3
Old : 46.6 32.9 60.0 47.5 46.5 29.2 56.1 42.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 22, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF EUR 125,000) :
: : :
All : 255,857: 122,677 30,202 26,500 46,247 154,692 195,425 211,394: 60,433 44,464
Old : 255,857: 122,677 30,202 26,500 46,247 154,692 195,425 211,394: 60,433 44,464
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 15, 2007 :
: -16,493: -20,255 6,459 438 7,536 -23,984 -12,281 -17,087: -4,212 594
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.9 11.8 10.4 18.1 60.5 76.4 82.6: 23.6 17.4
Old : 100.0: 47.9 11.8 10.4 18.1 60.5 76.4 82.6: 23.6 17.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 160: 75 39 40 35 36 127 98:
Old : 160: 75 39 40 35 36 127 98:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.8 30.0 31.6 43.9 22.4 27.7 28.5 41.0
Old : 22.8 30.0 31.6 43.9 22.4 27.7 28.5 41.0
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 with Delta-adjusted Options and Futures Combined, May 22, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF NZD 100,000) :
: : :
All : 24,381: 16,607 800 6 5,054 21,951 21,667 22,757: 2,714 1,624
Old : 24,381: 16,607 800 6 5,054 21,951 21,667 22,757: 2,714 1,624
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 15, 2007 :
: -1,950: -3,488 -56 0 1,624 -1,843 -1,864 -1,899: -86 -51
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.1 3.3 0.0 20.7 90.0 88.9 93.3: 11.1 6.7
Old : 100.0: 68.1 3.3 0.0 20.7 90.0 88.9 93.3: 11.1 6.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 16 2 1 10 13 26 16:
Old : 37: 16 2 1 10 13 26 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.9 71.7 69.5 85.0 52.6 71.1 69.1 84.4
Old : 52.9 71.7 69.5 85.0 52.6 71.1 69.1 84.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE Code-032741
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 22, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $3,000,000) :
: : :
All : 51,587: 5,830 5,114 272 42,608 43,258 48,710 48,644: 2,877 2,943
Old : 51,587: 5,830 5,114 272 42,608 43,258 48,710 48,644: 2,877 2,943
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 15, 2007 :
: -25,103: -7,587 1,209 -137 -18,180 -26,520 -25,904 -25,448: 801 345
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.3 9.9 0.5 82.6 83.9 94.4 94.3: 5.6 5.7
Old : 100.0: 11.3 9.9 0.5 82.6 83.9 94.4 94.3: 5.6 5.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 3 2 2 15 11 19 14:
Old : 21: 3 2 2 15 11 19 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.8 82.2 63.2 91.8 40.1 70.9 56.7 74.2
Old : 44.8 82.2 63.2 91.8 40.1 70.9 56.7 74.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 22, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $1,000,000) :
: : :
All :19,421,628: 1,373,729 1,104,191 6,002,175 10,867,543 10,815,187 18,243,447 17,921,553: 1,178,180 1,500,075
Old :19,421,628: 1,373,729 1,104,191 6,002,175 10,867,543 10,815,187 18,243,447 17,921,553: 1,178,180 1,500,075
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 15, 2007 :
: 690,998: 174,099 123,416 500,840 100,434 132,274 775,373 756,530: -84,375 -65,532
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.1 5.7 30.9 56.0 55.7 93.9 92.3: 6.1 7.7
Old : 100.0: 7.1 5.7 30.9 56.0 55.7 93.9 92.3: 6.1 7.7
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 : 364: 86 77 134 179 184 325 341:
Old : 364: 86 77 134 179 184 325 341:
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 : 27.4 15.0 38.1 25.8 21.4 8.3 25.5 14.0
Old : 27.4 15.0 38.1 25.8 21.4 8.3 25.5 14.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 22, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 500 INDEX X $250.00) :
: : :
All : 815,025: 61,379 63,290 108,033 497,131 479,107 666,543 650,430: 148,482 164,595
Old : 815,025: 61,379 63,290 108,033 497,131 479,107 666,543 650,430: 148,482 164,595
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 15, 2007 :
: -30,615: -5,494 1,795 -23,907 954 -32 -28,446 -22,143: -2,169 -8,472
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.5 7.8 13.3 61.0 58.8 81.8 79.8: 18.2 20.2
Old : 100.0: 7.5 7.8 13.3 61.0 58.8 81.8 79.8: 18.2 20.2
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 : 209: 46 45 64 93 65 176 140:
Old : 209: 46 45 64 93 65 176 140:
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 : 20.2 26.6 28.0 35.2 18.4 26.6 25.6 35.2
Old : 20.2 26.6 28.0 35.2 18.4 26.6 25.6 35.2
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 with Delta-adjusted Options and Futures Combined, May 22, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($50 X S&P 500 INDEX) :
: : :
All : 2,246,171: 443,438 674,059 104,113 1,234,592 1,288,692 1,782,143 2,066,864: 464,027 179,307
Old : 2,246,171: 443,438 674,059 104,113 1,234,592 1,288,692 1,782,143 2,066,864: 464,027 179,307
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 15, 2007 :
: 104,425: 30,424 83,822 -27,199 138,925 58,865 142,150 115,487: -37,725 -11,062
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.7 30.0 4.6 55.0 57.4 79.3 92.0: 20.7 8.0
Old : 100.0: 19.7 30.0 4.6 55.0 57.4 79.3 92.0: 20.7 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 : 339: 86 113 73 88 101 217 244:
Old : 339: 86 113 73 88 101 217 244:
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 : 19.8 20.9 29.8 31.8 15.1 15.0 23.4 25.3
Old : 19.8 20.9 29.8 31.8 15.1 15.0 23.4 25.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-338741
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 22, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 400 INDEX X $500) :
: : :
All : 9,563: 909 0 0 5,939 7,255 6,848 7,255: 2,715 2,308
Old : 9,563: 909 0 0 5,939 7,255 6,848 7,255: 2,715 2,308
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 15, 2007 :
: 269: -10 0 0 5 90 -5 90: 274 179
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.5 0.0 0.0 62.1 75.9 71.6 75.9: 28.4 24.1
Old : 100.0: 9.5 0.0 0.0 62.1 75.9 71.6 75.9: 28.4 24.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 2 0 0 12 10 14 10:
Old : 21: 2 0 0 12 10 14 10:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.7 47.7 57.6 69.0 37.6 47.5 54.5 67.8
Old : 40.7 47.7 57.6 69.0 37.6 47.5 54.5 67.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 22, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 400 INDEX X $100) :
: : :
All : 94,044: 13,457 27,841 0 68,634 61,960 82,091 89,801: 11,953 4,243
Old : 94,044: 13,457 27,841 0 68,634 61,960 82,091 89,801: 11,953 4,243
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 15, 2007 :
: 3,348: -808 -572 0 3,441 4,227 2,633 3,655: 715 -307
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.3 29.6 0.0 73.0 65.9 87.3 95.5: 12.7 4.5
Old : 100.0: 14.3 29.6 0.0 73.0 65.9 87.3 95.5: 12.7 4.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 90: 17 14 0 40 35 57 49:
Old : 90: 17 14 0 40 35 57 49:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.8 47.1 49.8 64.2 31.2 47.0 48.6 63.9
Old : 31.8 47.1 49.8 64.2 31.2 47.0 48.6 63.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 22, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NASDAQ 100 INDEX X $100) :
: : :
All : 64,355: 8,489 14,604 326 48,121 37,537 56,936 52,467: 7,419 11,887
Old : 64,355: 8,489 14,604 326 48,121 37,537 56,936 52,467: 7,419 11,887
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 15, 2007 :
: 5,562: 2,041 -228 -73 3,844 5,121 5,812 4,820: -250 742
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.2 22.7 0.5 74.8 58.3 88.5 81.5: 11.5 18.5
Old : 100.0: 13.2 22.7 0.5 74.8 58.3 88.5 81.5: 11.5 18.5
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 : 81: 13 21 7 27 28 44 52:
Old : 81: 13 21 7 27 28 44 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 : 45.8 38.7 63.6 52.4 45.7 38.6 63.3 52.2
Old : 45.8 38.7 63.6 52.4 45.7 38.6 63.3 52.2
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 with Delta-adjusted Options and Futures Combined, May 22, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ( NASDAQ 100 STOCK INDEX X $20) :
: : :
All : 479,030: 172,257 176,550 10,586 237,377 270,361 420,220 457,496: 58,810 21,534
Old : 479,030: 172,257 176,550 10,586 237,377 270,361 420,220 457,496: 58,810 21,534
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 15, 2007 :
: 9,500: 23,483 -3,733 -6,539 -8,811 23,279 8,134 13,007: 1,367 -3,507
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.0 36.9 2.2 49.6 56.4 87.7 95.5: 12.3 4.5
Old : 100.0: 36.0 36.9 2.2 49.6 56.4 87.7 95.5: 12.3 4.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 251: 97 66 24 48 56 158 133:
Old : 251: 97 66 24 48 56 158 133:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.1 30.6 36.0 46.8 22.3 30.3 33.2 46.5
Old : 25.1 30.6 36.0 46.8 22.3 30.3 33.2 46.5
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 with Delta-adjusted Options and Futures Combined, May 22, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF AUD 100,000) :
: : :
All : 105,510: 67,000 19,561 844 10,352 71,955 78,197 92,360: 27,313 13,150
Old : 105,510: 67,000 19,561 844 10,352 71,955 78,197 92,360: 27,313 13,150
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 15, 2007 :
: -11,506: -16,795 10,999 192 5,370 -22,833 -11,233 -11,642: -273 136
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.5 18.5 0.8 9.8 68.2 74.1 87.5: 25.9 12.5
Old : 100.0: 63.5 18.5 0.8 9.8 68.2 74.1 87.5: 25.9 12.5
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 : 68: 33 14 5 11 17 45 35:
Old : 68: 33 14 5 11 17 45 35:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.8 38.9 35.5 56.7 25.8 38.8 35.5 54.8
Old : 25.8 38.9 35.5 56.7 25.8 38.8 35.5 54.8
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 with Delta-adjusted Options and Futures Combined, May 22, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (RUSSEL 2000 INDEX X $500) :
: : :
All : 48,297: 2,779 8,550 0 40,166 34,192 42,945 42,742: 5,352 5,555
Old : 48,297: 2,779 8,550 0 40,166 34,192 42,945 42,742: 5,352 5,555
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 15, 2007 :
: 2,529: -42 17 0 2,162 1,268 2,120 1,285: 409 1,243
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.8 17.7 0.0 83.2 70.8 88.9 88.5: 11.1 11.5
Old : 100.0: 5.8 17.7 0.0 83.2 70.8 88.9 88.5: 11.1 11.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 60: 4 19 0 21 22 25 41:
Old : 60: 4 19 0 21 22 25 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 : 64.6 43.7 75.2 61.8 62.8 43.7 73.4 61.8
Old : 64.6 43.7 75.2 61.8 62.8 43.7 73.4 61.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-239742
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 22, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (RUSSEL 2000 INDEX X $100) :
: : :
All : 582,681: 70,960 239,073 17,716 480,502 285,157 569,178 541,946: 13,503 40,735
Old : 582,681: 70,960 239,073 17,716 480,502 285,157 569,178 541,946: 13,503 40,735
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 15, 2007 :
: 30,749: 5,457 -9,355 5,628 22,999 18,023 34,085 14,296: -3,336 16,453
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.2 41.0 3.0 82.5 48.9 97.7 93.0: 2.3 7.0
Old : 100.0: 12.2 41.0 3.0 82.5 48.9 97.7 93.0: 2.3 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 : 260: 42 110 40 56 79 133 195:
Old : 260: 42 110 40 56 79 133 195:
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 : 48.3 21.3 67.3 32.6 45.6 16.8 63.2 27.9
Old : 48.3 21.3 67.3 32.6 45.6 16.8 63.2 27.9
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 with Delta-adjusted Options and Futures Combined, May 22, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NIKKEI INDEX X $5.00) :
: : :
All : 58,013: 12,071 16,504 713 32,469 25,603 45,253 42,820: 12,760 15,193
Old : 58,013: 12,071 16,504 713 32,469 25,603 45,253 42,820: 12,760 15,193
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 15, 2007 :
: 1,109: 330 -166 -230 13 -116 113 -512: 996 1,621
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.8 28.4 1.2 56.0 44.1 78.0 73.8: 22.0 26.2
Old : 100.0: 20.8 28.4 1.2 56.0 44.1 78.0 73.8: 22.0 26.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 92: 23 20 5 22 31 46 56:
Old : 92: 23 20 5 22 31 46 56:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.1 36.4 43.7 44.1 24.8 28.0 38.0 35.6
Old : 28.1 36.4 43.7 44.1 24.8 28.0 38.0 35.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 22, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NIKKEI INDEX X JPY 500) :
: : :
All : 58,467: 25,031 4,406 599 25,227 34,730 50,857 39,735: 7,610 18,732
Old : 58,467: 25,031 4,406 599 25,227 34,730 50,857 39,735: 7,610 18,732
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 15, 2007 :
: -844: -382 -347 -65 2,053 249 1,606 -163: -2,450 -681
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.8 7.5 1.0 43.1 59.4 87.0 68.0: 13.0 32.0
Old : 100.0: 42.8 7.5 1.0 43.1 59.4 87.0 68.0: 13.0 32.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 64: 26 5 2 19 16 45 23:
Old : 64: 26 5 2 19 16 45 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.4 42.7 50.5 53.9 30.7 35.2 45.9 46.4
Old : 32.4 42.7 50.5 53.9 30.7 35.2 45.9 46.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 22, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (GSCI X $250) :
: : :
All : 19,333: 4,688 811 270 13,752 17,636 18,710 18,717: 623 616
Old : 19,333: 4,688 811 270 13,752 17,636 18,710 18,717: 623 616
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 15, 2007 :
: -2,108: -314 110 0 -864 -1,079 -1,178 -969: -930 -1,139
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.2 4.2 1.4 71.1 91.2 96.8 96.8: 3.2 3.2
Old : 100.0: 24.2 4.2 1.4 71.1 91.2 96.8 96.8: 3.2 3.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 9 4 1 7 5 17 9:
Old : 25: 9 4 1 7 5 17 9:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 70.4 92.9 87.4 96.2 70.4 91.5 87.4 94.8
Old : 70.4 92.9 87.4 96.2 70.4 91.5 87.4 94.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE Code-597741
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 22, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF JPY 100,000,000) :
: : :
All : 63,001: 2,162 18,736 6,407 24,702 26,141 33,271 51,284: 29,730 11,717
Old : 63,001: 2,162 18,736 6,407 24,702 26,141 33,271 51,284: 29,730 11,717
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 15, 2007 :
: 600: -806 28 1,018 -699 -774 -487 272: 1,087 328
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.4 29.7 10.2 39.2 41.5 52.8 81.4: 47.2 18.6
Old : 100.0: 3.4 29.7 10.2 39.2 41.5 52.8 81.4: 47.2 18.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 58: 6 23 10 23 23 37 48:
Old : 58: 6 23 10 23 23 37 48:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.4 24.0 31.6 38.8 12.8 21.3 18.8 33.4
Old : 20.4 24.0 31.6 38.8 12.8 21.3 18.8 33.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated May 25, 2007