BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 16, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 20,000 POUNDS) :
: : :
All : 3,268: 158 0 0 2,268 3,131 2,426 3,131: 842 137
Old : 3,268: 158 0 0 2,268 3,131 2,426 3,131: 842 137
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 9, 2007 :
: -59: -20 0 0 -42 -56 -62 -56: 3 -3
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.8 0.0 0.0 69.4 95.8 74.2 95.8: 25.8 4.2
Old : 100.0: 4.8 0.0 0.0 69.4 95.8 74.2 95.8: 25.8 4.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 2 0 0 14 11 16 11:
Old : 22: 2 0 0 14 11 16 11:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.1 73.3 59.9 91.1 40.1 73.1 58.8 88.0
Old : 40.1 73.3 59.9 91.1 40.1 73.1 58.8 88.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 16, 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 : 39,443: 5,085 2,114 4,972 23,077 24,057 33,134 31,144: 6,309 8,299
Old : 39,443: 5,085 2,114 4,972 23,077 24,057 33,134 31,144: 6,309 8,299
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 9, 2007 :
: 821: 392 12 379 392 513 1,163 904: -342 -83
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.9 5.4 12.6 58.5 61.0 84.0 79.0: 16.0 21.0
Old : 100.0: 12.9 5.4 12.6 58.5 61.0 84.0 79.0: 16.0 21.0
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 : 63: 17 8 17 29 27 53 45:
Old : 63: 17 8 17 29 27 53 45:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.4 30.2 55.1 44.0 39.2 28.3 51.2 40.7
Old : 39.4 30.2 55.1 44.0 39.2 28.3 51.2 40.7
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, October 16, 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 : 186,796: 35,501 33,443 43,884 89,584 73,247 168,968 150,574: 17,828 36,222
Old : 186,790: 35,501 33,443 43,884 89,584 73,244 168,968 150,571: 17,822 36,219
Other: 6: 0 0 0 0 3 0 3: 6 3
: : :
: : Changes in Commitments from: October 9, 2007 :
: -15,937: -128 764 -7,339 -7,414 -7,741 -14,881 -14,316: -1,056 -1,621
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.0 17.9 23.5 48.0 39.2 90.5 80.6: 9.5 19.4
Old : 100.0: 19.0 17.9 23.5 48.0 39.2 90.5 80.6: 9.5 19.4
Other: 100.0: 0.0 0.0 0.0 0.0 50.0 0.0 50.0: 100.0 50.0
: : :
:# Traders : Number of Traders in Each Category :
All : 218: 58 77 77 33 54 145 169:
Old : 218: 58 77 77 33 54 145 169:
Other: 1: 0 0 0 0 1 0 1:
:----------------------------------------------------------------------------------------------------
: 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 16.8 38.7 24.9 24.9 15.2 36.1 21.5
Old : 25.9 16.8 38.7 24.9 24.9 15.2 36.1 21.5
Other: 0.0 50.0 0.0 50.0 0.0 50.0 0.0 50.0
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE Code-056641
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 16, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 1,510: 80 789 117 763 130 960 1,036: 550 474
Old : 1,510: 80 789 117 763 130 960 1,036: 550 474
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 9, 2007 :
: 136: 0 42 11 29 62 40 115: 96 21
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.3 52.3 7.7 50.5 8.6 63.6 68.6: 36.4 31.4
Old : 100.0: 5.3 52.3 7.7 50.5 8.6 63.6 68.6: 36.4 31.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 2 17 4 5 2 11 19:
Old : 26: 2 17 4 5 2 11 19:
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 : 49.6 27.4 60.6 45.4 49.3 26.0 55.8 39.6
Old : 49.6 27.4 60.6 45.4 49.3 26.0 55.8 39.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 16, 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 : 248,001: 56,022 34,492 48,469 124,423 116,082 228,914 199,044: 19,087 48,958
Old : 248,001: 56,022 34,492 48,469 124,423 116,082 228,914 199,044: 19,087 48,958
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 9, 2007 :
: 419: 518 1,295 -102 213 1,239 630 2,432: -211 -2,013
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.6 13.9 19.5 50.2 46.8 92.3 80.3: 7.7 19.7
Old : 100.0: 22.6 13.9 19.5 50.2 46.8 92.3 80.3: 7.7 19.7
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 : 303: 83 74 89 75 116 203 247:
Old : 303: 83 74 89 75 116 203 247:
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 : 25.4 14.8 38.0 21.9 25.4 14.1 37.9 20.8
Old : 25.4 14.8 38.0 21.9 25.4 14.1 37.9 20.8
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, October 16, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 110,000 BOARD FEET) :
: : :
All : 9,809: 4,292 4,245 1,028 2,226 1,748 7,546 7,021: 2,263 2,788
Old : 9,809: 4,292 4,245 1,028 2,226 1,748 7,546 7,021: 2,263 2,788
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 9, 2007 :
: -563: 157 210 -417 -44 -213 -305 -420: -258 -142
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.8 43.3 10.5 22.7 17.8 76.9 71.6: 23.1 28.4
Old : 100.0: 43.8 43.3 10.5 22.7 17.8 76.9 71.6: 23.1 28.4
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 : 86: 30 30 12 18 21 56 56:
Old : 86: 30 30 12 18 21 56 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 : 31.0 21.8 46.0 32.0 31.0 21.8 46.0 31.0
Old : 31.0 21.8 46.0 32.0 31.0 21.8 46.0 31.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 16, 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 : 28,891: 12,017 1,823 4,825 7,959 5,840 24,802 12,488: 4,089 16,402
Old : 28,891: 12,017 1,823 4,825 7,959 5,840 24,802 12,488: 4,089 16,402
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 9, 2007 :
: -20: -759 -128 492 464 -180 196 183: -216 -203
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.6 6.3 16.7 27.5 20.2 85.8 43.2: 14.2 56.8
Old : 100.0: 41.6 6.3 16.7 27.5 20.2 85.8 43.2: 14.2 56.8
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 : 128: 45 20 30 36 45 98 83:
Old : 128: 45 20 30 36 45 98 83:
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 : 20.1 7.5 31.4 13.2 19.6 4.9 30.9 8.4
Old : 20.1 7.5 31.4 13.2 19.6 4.9 30.9 8.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 16, 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 : 171,436: 93,602 14,572 10,189 22,189 115,217 125,980 139,978: 45,456 31,458
Old : 171,436: 93,602 14,572 10,189 22,189 115,217 125,980 139,978: 45,456 31,458
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 9, 2007 :
: -7,518: -8,864 -3,169 1,699 -1,771 -9,421 -8,936 -10,891: 1,418 3,373
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.6 8.5 5.9 12.9 67.2 73.5 81.7: 26.5 18.3
Old : 100.0: 54.6 8.5 5.9 12.9 67.2 73.5 81.7: 26.5 18.3
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 : 94: 41 20 15 22 24 71 51:
Old : 94: 41 20 15 22 24 71 51:
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 : 27.6 39.3 37.9 56.0 27.6 39.1 37.9 55.2
Old : 27.6 39.3 37.9 56.0 27.6 39.1 37.9 55.2
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 with Delta-adjusted Options and Futures Combined, October 16, 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 : 79,718: 26,047 34,746 1,679 29,563 29,757 57,290 66,183: 22,429 13,535
Old : 79,718: 26,047 34,746 1,679 29,563 29,757 57,290 66,183: 22,429 13,535
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 9, 2007 :
: 6,572: -1,510 2,464 88 9,610 1,444 8,188 3,996: -1,616 2,576
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.7 43.6 2.1 37.1 37.3 71.9 83.0: 28.1 17.0
Old : 100.0: 32.7 43.6 2.1 37.1 37.3 71.9 83.0: 28.1 17.0
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 : 49: 21 16 3 7 9 29 27:
Old : 49: 21 16 3 7 9 29 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.6 45.8 49.1 58.9 32.1 44.1 45.0 57.3
Old : 34.6 45.8 49.1 58.9 32.1 44.1 45.0 57.3
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, October 16, 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 : 84,626: 37,570 7,376 485 40,431 73,888 78,486 81,749: 6,140 2,877
Old : 84,626: 37,570 7,376 485 40,431 73,888 78,486 81,749: 6,140 2,877
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 9, 2007 :
: 4,143: 11,691 -7,783 -89 -7,264 11,426 4,338 3,554: -195 589
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.4 8.7 0.6 47.8 87.3 92.7 96.6: 7.3 3.4
Old : 100.0: 44.4 8.7 0.6 47.8 87.3 92.7 96.6: 7.3 3.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 97: 56 15 4 12 16 70 33:
Old : 97: 56 15 4 12 16 70 33:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.4 78.0 62.9 86.3 52.2 78.0 62.8 86.3
Old : 52.4 78.0 62.9 86.3 52.2 78.0 62.8 86.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 16, 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 : 117,301: 56,355 19,815 6,110 27,373 71,694 89,837 97,619: 27,463 19,682
Old : 117,301: 56,355 19,815 6,110 27,373 71,694 89,837 97,619: 27,463 19,682
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 9, 2007 :
: 498: 2,007 -2,875 1,062 -3,939 2,377 -869 564: 1,368 -66
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.0 16.9 5.2 23.3 61.1 76.6 83.2: 23.4 16.8
Old : 100.0: 48.0 16.9 5.2 23.3 61.1 76.6 83.2: 23.4 16.8
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 : 74: 26 23 9 16 19 47 46:
Old : 74: 26 23 9 16 19 47 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 : 35.4 32.9 48.6 49.1 35.0 32.7 48.1 48.6
Old : 35.4 32.9 48.6 49.1 35.0 32.7 48.1 48.6
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, October 16, 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 : 276,614: 44,553 84,381 22,206 174,203 142,475 240,962 249,062: 35,652 27,553
Old : 276,614: 44,553 84,381 22,206 174,203 142,475 240,962 249,062: 35,652 27,553
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 9, 2007 :
: 8,032: 10,190 1,787 2,728 -4,737 1,928 8,181 6,443: -148 1,590
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.1 30.5 8.0 63.0 51.5 87.1 90.0: 12.9 10.0
Old : 100.0: 16.1 30.5 8.0 63.0 51.5 87.1 90.0: 12.9 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 : 123: 38 46 18 28 24 74 80:
Old : 123: 38 46 18 28 24 74 80:
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 : 45.7 43.1 57.3 55.9 45.6 43.0 54.9 54.4
Old : 45.7 43.1 57.3 55.9 45.6 43.0 54.9 54.4
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, October 16, 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 : 242,832: 115,995 27,263 22,551 42,481 150,682 181,027 200,497: 61,805 42,335
Old : 242,832: 115,995 27,263 22,551 42,481 150,682 181,027 200,497: 61,805 42,335
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 9, 2007 :
: 7,728: -2,199 -1,806 3,422 7,598 6,165 8,821 7,781: -1,093 -53
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.8 11.2 9.3 17.5 62.1 74.5 82.6: 25.5 17.4
Old : 100.0: 47.8 11.2 9.3 17.5 62.1 74.5 82.6: 25.5 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 : 145: 57 41 30 30 36 105 89:
Old : 145: 57 41 30 30 36 105 89:
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 : 25.7 34.0 34.1 47.7 23.7 33.9 30.0 46.3
Old : 25.7 34.0 34.1 47.7 23.7 33.9 30.0 46.3
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, October 16, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF NZD 100,000) :
: : :
All : 30,684: 25,591 3,206 105 2,407 25,560 28,103 28,871: 2,581 1,813
Old : 30,684: 25,591 3,206 105 2,407 25,560 28,103 28,871: 2,581 1,813
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 9, 2007 :
: 1,426: 1,353 53 0 162 -1 1,515 52: -89 1,374
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.4 10.4 0.3 7.8 83.3 91.6 94.1: 8.4 5.9
Old : 100.0: 83.4 10.4 0.3 7.8 83.3 91.6 94.1: 8.4 5.9
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 : 36: 14 6 1 6 13 20 20:
Old : 36: 14 6 1 6 13 20 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.6 60.9 77.5 78.8 64.6 60.0 77.4 77.9
Old : 64.6 60.9 77.5 78.8 64.6 60.0 77.4 77.9
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, October 16, 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 : 47,995: 4,987 12,554 564 37,968 31,365 43,519 44,483: 4,476 3,512
Old : 47,995: 4,987 12,554 564 37,968 31,365 43,519 44,483: 4,476 3,512
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 9, 2007 :
: -49,484: -11,295 -4,602 -1,811 -32,309 -43,264 -45,415 -49,677: -4,069 193
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.4 26.2 1.2 79.1 65.4 90.7 92.7: 9.3 7.3
Old : 100.0: 10.4 26.2 1.2 79.1 65.4 90.7 92.7: 9.3 7.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 2 2 1 14 12 17 14:
Old : 22: 2 2 1 14 12 17 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 : 65.4 63.4 79.6 83.8 57.3 52.2 67.9 68.4
Old : 65.4 63.4 79.6 83.8 57.3 52.2 67.9 68.4
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, October 16, 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 :17,270,956: 1,137,628 314,553 6,116,156 8,694,047 9,498,872 15,947,831 15,929,581: 1,323,125 1,341,375
Old :17,270,956: 1,137,628 314,553 6,116,156 8,694,047 9,498,872 15,947,831 15,929,581: 1,323,125 1,341,375
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 9, 2007 :
: -628,390: -118,927 8,857 -350,267 -192,866 -306,530 -662,060 -647,939: 33,670 19,549
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.6 1.8 35.4 50.3 55.0 92.3 92.2: 7.7 7.8
Old : 100.0: 6.6 1.8 35.4 50.3 55.0 92.3 92.2: 7.7 7.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 294: 69 52 109 161 154 286 268:
Old : 294: 69 52 109 161 154 286 268:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.1 16.7 33.1 28.0 17.1 10.5 20.7 17.7
Old : 23.1 16.7 33.1 28.0 17.1 10.5 20.7 17.7
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, October 16, 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 : 726,809: 51,248 85,622 98,048 451,168 394,987 600,464 578,656: 126,345 148,152
Old : 726,809: 51,248 85,622 98,048 451,168 394,987 600,464 578,656: 126,345 148,152
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 9, 2007 :
: 3,736: -5,725 -4,464 4,769 3,031 13,702 2,075 14,007: 1,661 -10,272
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.1 11.8 13.5 62.1 54.3 82.6 79.6: 17.4 20.4
Old : 100.0: 7.1 11.8 13.5 62.1 54.3 82.6 79.6: 17.4 20.4
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 : 220: 53 58 77 89 62 186 153:
Old : 220: 53 58 77 89 62 186 153:
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 : 19.3 20.9 27.4 31.7 19.2 20.9 27.2 31.0
Old : 19.3 20.9 27.4 31.7 19.2 20.9 27.2 31.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 16, 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 : 2,151,279: 323,147 514,262 137,351 1,245,125 1,335,230 1,705,623 1,986,843: 445,656 164,436
Old : 2,151,279: 323,147 514,262 137,351 1,245,125 1,335,230 1,705,623 1,986,843: 445,656 164,436
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 9, 2007 :
: 54,736: 2,391 -19,516 6,204 32,399 74,252 40,994 60,940: 13,743 -6,204
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.0 23.9 6.4 57.9 62.1 79.3 92.4: 20.7 7.6
Old : 100.0: 15.0 23.9 6.4 57.9 62.1 79.3 92.4: 20.7 7.6
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 : 341: 77 118 75 94 103 217 250:
Old : 341: 77 118 75 94 103 217 250:
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 : 21.7 20.4 30.9 31.2 16.0 17.8 25.1 27.7
Old : 21.7 20.4 30.9 31.2 16.0 17.8 25.1 27.7
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, October 16, 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 : 102,808: 13,099 25,812 24 74,566 72,543 87,689 98,379: 15,119 4,429
Old : 102,808: 13,099 25,812 24 74,566 72,543 87,689 98,379: 15,119 4,429
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 9, 2007 :
: -1,323: 978 527 24 -350 1,861 652 2,412: -1,975 -3,735
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.7 25.1 0.0 72.5 70.6 85.3 95.7: 14.7 4.3
Old : 100.0: 12.7 25.1 0.0 72.5 70.6 85.3 95.7: 14.7 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 : 86: 16 11 1 39 35 55 47:
Old : 86: 16 11 1 39 35 55 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 : 29.1 38.7 47.2 56.4 28.7 38.7 45.0 56.4
Old : 29.1 38.7 47.2 56.4 28.7 38.7 45.0 56.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 16, 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 : 49,592: 13,796 10,373 508 25,014 22,482 39,318 33,363: 10,274 16,229
Old : 49,592: 13,796 10,373 508 25,014 22,482 39,318 33,363: 10,274 16,229
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 9, 2007 :
: 1,013: 491 714 173 209 1,227 873 2,114: 140 -1,101
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.8 20.9 1.0 50.4 45.3 79.3 67.3: 20.7 32.7
Old : 100.0: 27.8 20.9 1.0 50.4 45.3 79.3 67.3: 20.7 32.7
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 : 66: 18 14 3 26 17 47 31:
Old : 66: 18 14 3 26 17 47 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 : 32.7 34.7 44.5 48.4 32.7 30.7 42.8 44.1
Old : 32.7 34.7 44.5 48.4 32.7 30.7 42.8 44.1
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, October 16, 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 : 432,019: 173,622 121,094 14,479 166,386 278,516 354,487 414,089: 77,532 17,930
Old : 432,019: 173,622 121,094 14,479 166,386 278,516 354,487 414,089: 77,532 17,930
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 9, 2007 :
: 14,602: 15,674 -1,269 -4,992 3,631 24,519 14,313 18,258: 289 -3,656
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.2 28.0 3.4 38.5 64.5 82.1 95.8: 17.9 4.2
Old : 100.0: 40.2 28.0 3.4 38.5 64.5 82.1 95.8: 17.9 4.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 240: 90 62 24 50 55 153 128:
Old : 240: 90 62 24 50 55 153 128:
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 : 17.7 35.0 29.2 49.8 15.2 33.9 26.2 47.1
Old : 17.7 35.0 29.2 49.8 15.2 33.9 26.2 47.1
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, October 16, 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 : 100,227: 64,664 9,267 1,244 7,679 79,418 73,587 89,929: 26,640 10,298
Old : 100,227: 64,664 9,267 1,244 7,679 79,418 73,587 89,929: 26,640 10,298
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 9, 2007 :
: 2,303: 3,579 -2,966 252 -1,828 2,955 2,003 242: 299 2,061
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.5 9.2 1.2 7.7 79.2 73.4 89.7: 26.6 10.3
Old : 100.0: 64.5 9.2 1.2 7.7 79.2 73.4 89.7: 26.6 10.3
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 : 67: 33 11 3 10 17 45 29:
Old : 67: 33 11 3 10 17 45 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.1 40.2 41.5 63.5 29.1 39.3 41.5 62.7
Old : 29.1 40.2 41.5 63.5 29.1 39.3 41.5 62.7
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, October 16, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (RUSSEL 2000 INDEX X $500) :
: : :
All : 31,588: 2,436 10,982 8 18,065 14,347 20,509 25,337: 11,079 6,251
Old : 31,588: 2,436 10,982 8 18,065 14,347 20,509 25,337: 11,079 6,251
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 9, 2007 :
: -33: 217 -118 0 -917 -266 -700 -384: 666 350
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.7 34.8 0.0 57.2 45.4 64.9 80.2: 35.1 19.8
Old : 100.0: 7.7 34.8 0.0 57.2 45.4 64.9 80.2: 35.1 19.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 55: 3 22 2 18 18 23 40:
Old : 55: 3 22 2 18 18 23 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 : 37.9 30.3 50.8 41.9 32.6 26.3 43.7 37.5
Old : 37.9 30.3 50.8 41.9 32.6 26.3 43.7 37.5
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, October 16, 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 : 586,088: 65,423 234,358 12,459 492,605 284,091 570,487 530,907: 15,601 55,181
Old : 586,088: 65,423 234,358 12,459 492,605 284,091 570,487 530,907: 15,601 55,181
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 9, 2007 :
: 1,587: 3,684 -4,276 -3,549 -183 11,117 -48 3,292: 1,635 -1,706
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.2 40.0 2.1 84.0 48.5 97.3 90.6: 2.7 9.4
Old : 100.0: 11.2 40.0 2.1 84.0 48.5 97.3 90.6: 2.7 9.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 293: 34 150 63 56 80 141 242:
Old : 293: 34 150 63 56 80 141 242:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.7 17.3 74.0 26.9 49.4 14.3 69.6 22.8
Old : 52.7 17.3 74.0 26.9 49.4 14.3 69.6 22.8
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 with Delta-adjusted Options and Futures Combined, October 16, 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 : 69,442: 12,402 32,806 195 48,582 24,394 61,180 57,395: 8,262 12,047
Old : 69,442: 12,402 32,806 195 48,582 24,394 61,180 57,395: 8,262 12,047
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 9, 2007 :
: 528: -490 811 -340 1,818 -113 988 358: -460 170
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.9 47.2 0.3 70.0 35.1 88.1 82.7: 11.9 17.3
Old : 100.0: 17.9 47.2 0.3 70.0 35.1 88.1 82.7: 11.9 17.3
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 : 72: 14 24 3 17 21 34 45:
Old : 72: 14 24 3 17 21 34 45:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.9 42.5 61.7 58.8 41.8 42.5 61.7 57.1
Old : 41.9 42.5 61.7 58.8 41.8 42.5 61.7 57.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 16, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NIKKEI INDEX X JPY 500) :
: : :
All : 65,419: 28,903 4,997 100 29,760 23,429 58,763 28,526: 6,656 36,893
Old : 65,419: 28,903 4,997 100 29,760 23,429 58,763 28,526: 6,656 36,893
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 9, 2007 :
: 260: 76 351 0 60 -985 136 -634: 124 894
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.2 7.6 0.2 45.5 35.8 89.8 43.6: 10.2 56.4
Old : 100.0: 44.2 7.6 0.2 45.5 35.8 89.8 43.6: 10.2 56.4
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 : 57: 18 6 1 18 18 36 25:
Old : 57: 18 6 1 18 18 36 25:
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 25.2 66.0 34.7 46.6 24.9 63.4 32.3
Old : 46.6 25.2 66.0 34.7 46.6 24.9 63.4 32.3
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, October 16, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (GSCI X $250) :
: : :
All : 22,108: 6,575 1,784 0 14,315 19,942 20,890 21,726: 1,218 382
Old : 22,108: 6,575 1,784 0 14,315 19,942 20,890 21,726: 1,218 382
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 9, 2007 :
: -301: 270 1 0 -71 -8 199 -7: -500 -294
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.7 8.1 0.0 64.8 90.2 94.5 98.3: 5.5 1.7
Old : 100.0: 29.7 8.1 0.0 64.8 90.2 94.5 98.3: 5.5 1.7
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 : 27: 12 5 0 6 4 18 9:
Old : 27: 12 5 0 6 4 18 9:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 68.8 94.0 85.3 97.8 68.8 94.0 85.3 97.8
Old : 68.8 94.0 85.3 97.8 68.8 94.0 85.3 97.8
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, October 16, 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 : 31,124: 4,524 7,526 3,513 11,458 15,829 19,495 26,868: 11,629 4,256
Old : 31,124: 4,524 7,526 3,513 11,458 15,829 19,495 26,868: 11,629 4,256
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 9, 2007 :
: -2,475: -116 -1,023 -804 -2,430 -925 -3,350 -2,752: 875 277
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.5 24.2 11.3 36.8 50.9 62.6 86.3: 37.4 13.7
Old : 100.0: 14.5 24.2 11.3 36.8 50.9 62.6 86.3: 37.4 13.7
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 : 47: 7 12 7 18 23 29 39:
Old : 47: 7 12 7 18 23 29 39:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.2 28.1 38.3 45.4 22.2 24.6 30.6 39.9
Old : 25.2 28.1 38.3 45.4 22.2 24.6 30.6 39.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 19, 2007