MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders - Futures Only, June 17, 2008
-------------------------------------------------------------------------------------------------------------------
: 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 : 34,172: 7,792 1,100 386 21,681 24,993 29,859 26,479: 4,313 7,693
Old : 34,172: 7,792 1,100 386 21,681 24,993 29,859 26,479: 4,313 7,693
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 10, 2008 :
: 2,628: -255 -65 -53 2,771 2,242 2,463 2,124: 165 504
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.8 3.2 1.1 63.4 73.1 87.4 77.5: 12.6 22.5
Old : 100.0: 22.8 3.2 1.1 63.4 73.1 87.4 77.5: 12.6 22.5
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 : 56: 15 6 13 28 24 46 40:
Old : 56: 15 6 13 28 24 46 40:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.3 42.7 59.5 58.6 41.3 37.7 55.3 49.4
Old : 41.3 42.7 59.5 58.6 41.3 37.7 55.3 49.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
Commitments of Traders - Futures Only, June 17, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 232,217: 43,224 48,605 51,156 111,670 103,917 206,050 203,678: 26,167 28,539
Old : 153,855: 31,027 63,946 21,864 87,490 47,453 140,381 133,263: 13,474 20,592
Other: 78,362: 34,016 6,478 7,473 24,180 56,464 65,669 70,415: 12,693 7,947
: : :
: : Changes in Commitments from: June 10, 2008 :
: -10,719: 1,896 5,045 -7,177 -4,655 -7,681 -9,936 -9,813: -783 -906
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.6 20.9 22.0 48.1 44.7 88.7 87.7: 11.3 12.3
Old : 100.0: 20.2 41.6 14.2 56.9 30.8 91.2 86.6: 8.8 13.4
Other: 100.0: 43.4 8.3 9.5 30.9 72.1 83.8 89.9: 16.2 10.1
: : :
:# Traders : Number of Traders in Each Category :
All : 227: 77 77 84 29 46 162 166:
Old : 214: 59 90 64 28 44 133 160:
Other: 138: 57 25 28 22 40 92 81:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.7 27.9 38.4 35.9 24.6 24.5 37.3 30.6
Old : 32.0 23.5 46.0 33.1 31.9 22.0 45.3 29.9
Other: 26.9 45.2 43.0 55.3 26.9 43.4 42.3 51.3
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE Code-056641
Commitments of Traders - Futures Only, June 17, 2008
-------------------------------------------------------------------------------------------------------------------
: 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 : 2,260: 742 518 250 397 966 1,389 1,734: 871 526
Old : 2,200: 742 517 249 391 963 1,382 1,729: 818 471
Other: 60: 0 1 1 6 3 7 5: 53 55
: : :
: : Changes in Commitments from: June 10, 2008 :
: 40: -18 -17 68 -22 8 28 59: 12 -19
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.8 22.9 11.1 17.6 42.7 61.5 76.7: 38.5 23.3
Old : 100.0: 33.7 23.5 11.3 17.8 43.8 62.8 78.6: 37.2 21.4
Other: 100.0: 0.0 1.7 1.7 10.0 5.0 11.7 8.3: 88.3 91.7
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 11 14 4 5 3 20 17:
Old : 32: 11 14 4 5 3 20 17:
Other: 5: 0 1 1 1 2 2 4:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.7 49.0 43.8 62.9 27.5 46.8 39.4 57.6
Old : 29.2 50.2 44.6 64.5 28.0 47.9 40.2 59.0
Other: 11.7 8.3 11.7 8.3 10.0 6.7 10.0 6.7
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders - Futures Only, June 17, 2008
-------------------------------------------------------------------------------------------------------------------
: 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 : 296,409: 89,785 27,942 41,961 143,263 161,280 275,009 231,183: 21,400 65,226
Old : 296,409: 89,785 27,942 41,961 143,263 161,280 275,009 231,183: 21,400 65,226
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 10, 2008 :
: 731: -346 -3,063 1,752 1,166 6,261 2,572 4,950: -1,841 -4,219
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.3 9.4 14.2 48.3 54.4 92.8 78.0: 7.2 22.0
Old : 100.0: 30.3 9.4 14.2 48.3 54.4 92.8 78.0: 7.2 22.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 383: 120 69 89 69 160 240 282:
Old : 383: 120 69 89 69 160 240 282:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.7 14.0 36.8 21.8 22.5 13.6 34.9 20.4
Old : 23.7 14.0 36.8 21.8 22.5 13.6 34.9 20.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
Commitments of Traders - Futures Only, June 17, 2008
-------------------------------------------------------------------------------------------------------------------
: 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 : 14,166: 4,527 5,148 1,712 5,581 5,095 11,820 11,955: 2,346 2,211
Old : 14,166: 4,527 5,148 1,712 5,581 5,095 11,820 11,955: 2,346 2,211
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 10, 2008 :
: -575: -324 -35 -521 18 -193 -827 -749: 252 174
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.0 36.3 12.1 39.4 36.0 83.4 84.4: 16.6 15.6
Old : 100.0: 32.0 36.3 12.1 39.4 36.0 83.4 84.4: 16.6 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 : 103: 31 32 15 18 29 55 73:
Old : 103: 31 32 15 18 29 55 73:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.5 26.9 48.2 40.3 26.7 26.9 45.2 40.2
Old : 27.5 26.9 48.2 40.3 26.7 26.9 45.2 40.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
Commitments of Traders - Futures Only, June 17, 2008
-------------------------------------------------------------------------------------------------------------------
: 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 : 33,023: 8,845 6,051 8,087 11,895 6,552 28,827 20,690: 4,196 12,333
Old : 33,023: 8,845 6,051 8,087 11,895 6,552 28,827 20,690: 4,196 12,333
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 10, 2008 :
: 757: -815 764 369 1,012 -590 566 543: 191 214
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.8 18.3 24.5 36.0 19.8 87.3 62.7: 12.7 37.3
Old : 100.0: 26.8 18.3 24.5 36.0 19.8 87.3 62.7: 12.7 37.3
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 : 133: 35 33 30 28 40 85 87:
Old : 133: 35 33 30 28 40 85 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 : 27.5 18.3 37.6 27.7 18.8 9.5 27.2 14.4
Old : 27.5 18.3 37.6 27.7 18.8 9.5 27.2 14.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
Commitments of Traders - Futures Only, June 17, 2008
-------------------------------------------------------------------------------------------------------------------
: 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 : 130,634: 36,386 37,337 2,288 50,605 51,433 89,279 91,058: 41,355 39,576
Old : 130,634: 36,386 37,337 2,288 50,605 51,433 89,279 91,058: 41,355 39,576
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 10, 2008 :
: 6,684: -6,890 11,640 -2,467 18,054 -11,377 8,697 -2,204: -2,013 8,888
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.9 28.6 1.8 38.7 39.4 68.3 69.7: 31.7 30.3
Old : 100.0: 27.9 28.6 1.8 38.7 39.4 68.3 69.7: 31.7 30.3
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 : 79: 23 20 4 25 23 50 46:
Old : 79: 23 20 4 25 23 50 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 : 21.3 26.4 33.3 39.0 19.3 20.3 28.2 31.9
Old : 21.3 26.4 33.3 39.0 19.3 20.3 28.2 31.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
Commitments of Traders - Futures Only, June 17, 2008
-------------------------------------------------------------------------------------------------------------------
: 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 : 44,091: 10,824 19,738 0 15,289 11,735 26,113 31,473: 17,978 12,618
Old : 44,091: 10,824 19,738 0 15,289 11,735 26,113 31,473: 17,978 12,618
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 10, 2008 :
: -24,575: -4,996 186 -2,157 -16,554 -19,557 -23,707 -21,528: -868 -3,047
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.5 44.8 0.0 34.7 26.6 59.2 71.4: 40.8 28.6
Old : 100.0: 24.5 44.8 0.0 34.7 26.6 59.2 71.4: 40.8 28.6
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 : 34: 12 11 0 6 8 18 19:
Old : 34: 12 11 0 6 8 18 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 : 34.5 36.5 46.1 54.4 33.0 36.5 44.5 51.4
Old : 34.5 36.5 46.1 54.4 33.0 36.5 44.5 51.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
Commitments of Traders - Futures Only, June 17, 2008
-------------------------------------------------------------------------------------------------------------------
: 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 : 111,911: 99,948 4,101 255 4,489 89,578 104,692 93,934: 7,219 17,977
Old : 111,911: 99,948 4,101 255 4,489 89,578 104,692 93,934: 7,219 17,977
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 10, 2008 :
: -36,657: 8,964 -2,721 -1,181 -39,278 -41,791 -31,495 -45,693: -5,162 9,036
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 89.3 3.7 0.2 4.0 80.0 93.5 83.9: 6.5 16.1
Old : 100.0: 89.3 3.7 0.2 4.0 80.0 93.5 83.9: 6.5 16.1
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 : 93: 65 10 1 7 14 72 25:
Old : 93: 65 10 1 7 14 72 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 : 43.1 71.6 58.2 79.3 43.1 71.6 58.2 78.4
Old : 43.1 71.6 58.2 79.3 43.1 71.6 58.2 78.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
Commitments of Traders - Futures Only, June 17, 2008
-------------------------------------------------------------------------------------------------------------------
: 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 : 88,496: 20,534 51,782 28 48,466 9,086 69,028 60,896: 19,468 27,600
Old : 88,496: 20,534 51,782 28 48,466 9,086 69,028 60,896: 19,468 27,600
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 10, 2008 :
: -88,451: -7,506 2,691 -1,587 -81,671 -92,830 -90,764 -91,726: 2,313 3,275
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.2 58.5 0.0 54.8 10.3 78.0 68.8: 22.0 31.2
Old : 100.0: 23.2 58.5 0.0 54.8 10.3 78.0 68.8: 22.0 31.2
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 : 61: 11 31 1 12 12 23 44:
Old : 61: 11 31 1 12 12 23 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 : 46.0 22.4 63.6 34.9 46.0 22.4 63.4 34.9
Old : 46.0 22.4 63.6 34.9 46.0 22.4 63.4 34.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
Commitments of Traders - Futures Only, June 17, 2008
-------------------------------------------------------------------------------------------------------------------
: 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 : 161,544: 39,989 34,132 660 96,011 97,236 136,660 132,028: 24,884 29,516
Old : 161,544: 39,989 34,132 660 96,011 97,236 136,660 132,028: 24,884 29,516
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 10, 2008 :
: -40,828: -3,402 -1,543 -161 -36,736 -35,930 -40,299 -37,634: -529 -3,194
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.8 21.1 0.4 59.4 60.2 84.6 81.7: 15.4 18.3
Old : 100.0: 24.8 21.1 0.4 59.4 60.2 84.6 81.7: 15.4 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 : 80: 24 22 2 23 16 49 38:
Old : 80: 24 22 2 23 16 49 38:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.4 46.0 59.5 57.8 31.5 26.2 40.2 36.4
Old : 47.4 46.0 59.5 57.8 31.5 26.2 40.2 36.4
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 - Futures Only, June 17, 2008
-------------------------------------------------------------------------------------------------------------------
: 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 : 132,056: 49,514 58,804 2,623 32,128 27,941 84,265 89,368: 47,791 42,688
Old : 132,056: 49,514 58,804 2,623 32,128 27,941 84,265 89,368: 47,791 42,688
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 10, 2008 :
: -122,756: -8,030 -6,280 -8,914 -116,751 -107,255 -133,695 -122,449: 10,939 -307
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.5 44.5 2.0 24.3 21.2 63.8 67.7: 36.2 32.3
Old : 100.0: 37.5 44.5 2.0 24.3 21.2 63.8 67.7: 36.2 32.3
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: 39 38 8 21 26 64 68:
Old : 113: 39 38 8 21 26 64 68:
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 : 27.3 21.3 34.0 30.0 27.0 21.1 33.4 28.9
Old : 27.3 21.3 34.0 30.0 27.0 21.1 33.4 28.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
Commitments of Traders - Futures Only, June 17, 2008
-------------------------------------------------------------------------------------------------------------------
: 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 : 25,095: 10,806 9,240 0 8,943 14,099 19,749 23,339: 5,346 1,756
Old : 25,095: 10,806 9,240 0 8,943 14,099 19,749 23,339: 5,346 1,756
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 10, 2008 :
: -11,781: -871 763 -81 -13,102 -7,553 -14,054 -6,871: 2,273 -4,910
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.1 36.8 0.0 35.6 56.2 78.7 93.0: 21.3 7.0
Old : 100.0: 43.1 36.8 0.0 35.6 56.2 78.7 93.0: 21.3 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 : 32: 10 7 0 9 10 19 17:
Old : 32: 10 7 0 9 10 19 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.2 77.3 68.8 87.2 53.1 77.1 68.7 87.0
Old : 53.2 77.3 68.8 87.2 53.1 77.1 68.7 87.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
Commitments of Traders - Futures Only, June 17, 2008
-------------------------------------------------------------------------------------------------------------------
: 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 : 8,915,115: 1,495,446 843,617 651,696 5,766,818 6,446,110 7,913,960 7,941,423: 1,001,155 973,692
Old : 8,915,115: 1,495,446 843,617 651,696 5,766,818 6,446,110 7,913,960 7,941,423: 1,001,155 973,692
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 10, 2008 :
: -827,053: -161,404 -5,462 -129,203 -442,897 -629,037 -733,504 -763,702: -93,549 -63,351
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.8 9.5 7.3 64.7 72.3 88.8 89.1: 11.2 10.9
Old : 100.0: 16.8 9.5 7.3 64.7 72.3 88.8 89.1: 11.2 10.9
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 : 231: 72 27 72 111 113 208 193:
Old : 231: 72 27 72 111 113 208 193:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.3 27.6 36.6 41.5 23.8 20.1 32.2 31.2
Old : 26.3 27.6 36.6 41.5 23.8 20.1 32.2 31.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
Commitments of Traders - Futures Only, June 17, 2008
-------------------------------------------------------------------------------------------------------------------
: 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 : 654,407: 64,068 103,313 8,622 442,475 410,699 515,165 522,634: 139,242 131,773
Old : 654,407: 64,068 103,313 8,622 442,475 410,699 515,165 522,634: 139,242 131,773
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 10, 2008 :
: 82,083: -779 -3,698 823 56,342 55,216 56,386 52,341: 25,697 29,742
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.8 15.8 1.3 67.6 62.8 78.7 79.9: 21.3 20.1
Old : 100.0: 9.8 15.8 1.3 67.6 62.8 78.7 79.9: 21.3 20.1
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 : 196: 38 45 31 94 75 149 134:
Old : 196: 38 45 31 94 75 149 134:
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 : 19.9 24.3 28.9 37.4 19.2 19.3 27.1 31.5
Old : 19.9 24.3 28.9 37.4 19.2 19.3 27.1 31.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
Commitments of Traders - Futures Only, June 17, 2008
-------------------------------------------------------------------------------------------------------------------
: 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 : 2,862,936: 483,418 634,446 118,948 1,752,684 1,713,496 2,355,050 2,466,890: 507,886 396,046
Old : 2,862,936: 483,418 634,446 118,948 1,752,684 1,713,496 2,355,050 2,466,890: 507,886 396,046
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 10, 2008 :
: 409,971: 5,243 -27,960 43,651 144,377 212,991 193,271 228,682: 216,700 181,289
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.9 22.2 4.2 61.2 59.9 82.3 86.2: 17.7 13.8
Old : 100.0: 16.9 22.2 4.2 61.2 59.9 82.3 86.2: 17.7 13.8
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 : 371: 81 126 73 117 121 236 282:
Old : 371: 81 126 73 117 121 236 282:
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 : 22.9 18.7 32.2 28.7 16.7 11.3 25.1 19.6
Old : 22.9 18.7 32.2 28.7 16.7 11.3 25.1 19.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
Commitments of Traders - Futures Only, June 17, 2008
-------------------------------------------------------------------------------------------------------------------
: 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 : 120,035: 15,140 34,932 1,735 89,427 77,796 106,302 114,463: 13,733 5,572
Old : 120,035: 15,140 34,932 1,735 89,427 77,796 106,302 114,463: 13,733 5,572
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 10, 2008 :
: 19,511: 1,272 -6,993 1,411 15,698 24,535 18,381 18,953: 1,130 558
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.6 29.1 1.4 74.5 64.8 88.6 95.4: 11.4 4.6
Old : 100.0: 12.6 29.1 1.4 74.5 64.8 88.6 95.4: 11.4 4.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 92: 16 18 8 42 35 62 57:
Old : 92: 16 18 8 42 35 62 57:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.8 32.8 47.2 53.7 24.3 29.1 39.6 46.9
Old : 29.8 32.8 47.2 53.7 24.3 29.1 39.6 46.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NEW YORK CDD - CHICAGO MERCANTILE EXCHANGE Code-16264C
Commitments of Traders - Futures Only, June 17, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CME CDD INDEX X $20) :
: : :
All : 12,406: 710 2,685 1,050 10,646 3,746 12,406 7,481: 0 4,925
Old : 12,406: 710 2,685 1,050 10,646 3,746 12,406 7,481: 0 4,925
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 10, 2008 :
: 1,715: 250 -785 400 1,065 2,050 1,715 1,665: 0 50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.7 21.6 8.5 85.8 30.2 100.0 60.3: 0.0 39.7
Old : 100.0: 5.7 21.6 8.5 85.8 30.2 100.0 60.3: 0.0 39.7
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: 6 4 1 6 7 13 11:
Old : 21: 6 4 1 6 7 13 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 : 71.0 51.2 96.7 58.0 66.5 42.3 84.7 46.8
Old : 71.0 51.2 96.7 58.0 66.5 42.3 84.7 46.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
Commitments of Traders - Futures Only, June 17, 2008
-------------------------------------------------------------------------------------------------------------------
: 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 : 52,547: 4,798 7,564 241 34,259 28,546 39,298 36,351: 13,249 16,196
Old : 52,547: 4,798 7,564 241 34,259 28,546 39,298 36,351: 13,249 16,196
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 10, 2008 :
: 14,828: 922 -478 241 7,306 9,821 8,469 9,584: 6,359 5,244
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.1 14.4 0.5 65.2 54.3 74.8 69.2: 25.2 30.8
Old : 100.0: 9.1 14.4 0.5 65.2 54.3 74.8 69.2: 25.2 30.8
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 : 56: 10 10 2 29 25 40 36:
Old : 56: 10 10 2 29 25 40 36:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.8 23.8 52.2 40.3 27.3 21.8 36.9 33.6
Old : 34.8 23.8 52.2 40.3 27.3 21.8 36.9 33.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
Commitments of Traders - Futures Only, June 17, 2008
-------------------------------------------------------------------------------------------------------------------
: 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 : 473,192: 101,959 158,934 16,185 277,319 251,690 395,463 426,809: 77,729 46,383
Old : 473,192: 101,959 158,934 16,185 277,319 251,690 395,463 426,809: 77,729 46,383
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 10, 2008 :
: 81,457: 11,212 12,653 2,464 56,702 54,658 70,378 69,775: 11,079 11,682
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.5 33.6 3.4 58.6 53.2 83.6 90.2: 16.4 9.8
Old : 100.0: 21.5 33.6 3.4 58.6 53.2 83.6 90.2: 16.4 9.8
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 : 238: 61 77 31 60 70 139 162:
Old : 238: 61 77 31 60 70 139 162:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.9 24.0 40.2 39.1 27.8 22.0 37.1 36.1
Old : 27.9 24.0 40.2 39.1 27.8 22.0 37.1 36.1
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 - Futures Only, June 17, 2008
-------------------------------------------------------------------------------------------------------------------
: 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 : 72,514: 42,536 5,549 727 2,769 40,709 46,032 46,985: 26,482 25,529
Old : 72,514: 42,536 5,549 727 2,769 40,709 46,032 46,985: 26,482 25,529
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 10, 2008 :
: -33,700: -15,000 -4,490 -648 -14,001 -30,375 -29,649 -35,513: -4,051 1,813
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.7 7.7 1.0 3.8 56.1 63.5 64.8: 36.5 35.2
Old : 100.0: 58.7 7.7 1.0 3.8 56.1 63.5 64.8: 36.5 35.2
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 : 44: 23 6 2 8 14 32 21:
Old : 44: 23 6 2 8 14 32 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.4 41.1 40.4 55.1 25.4 41.1 40.4 54.8
Old : 25.4 41.1 40.4 55.1 25.4 41.1 40.4 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 - Futures Only, June 17, 2008
-------------------------------------------------------------------------------------------------------------------
: 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 : 52,245: 8,008 13,153 1,294 25,067 31,844 34,369 46,291: 17,876 5,954
Old : 52,245: 8,008 13,153 1,294 25,067 31,844 34,369 46,291: 17,876 5,954
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 10, 2008 :
: 10,614: 965 -635 1,282 7,635 7,750 9,882 8,397: 732 2,217
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.3 25.2 2.5 48.0 61.0 65.8 88.6: 34.2 11.4
Old : 100.0: 15.3 25.2 2.5 48.0 61.0 65.8 88.6: 34.2 11.4
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 : 54: 4 16 4 19 26 26 44:
Old : 54: 4 16 4 19 26 26 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 : 39.7 34.6 55.1 51.8 29.0 20.6 34.8 31.3
Old : 39.7 34.6 55.1 51.8 29.0 20.6 34.8 31.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-239742
Commitments of Traders - Futures Only, June 17, 2008
-------------------------------------------------------------------------------------------------------------------
: 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 : 782,922: 78,413 303,848 28,732 645,751 351,532 752,896 684,112: 30,026 98,810
Old : 782,922: 78,413 303,848 28,732 645,751 351,532 752,896 684,112: 30,026 98,810
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 10, 2008 :
: 43,761: -3,700 -6,724 22,233 8,887 14,488 27,420 29,997: 16,341 13,764
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.0 38.8 3.7 82.5 44.9 96.2 87.4: 3.8 12.6
Old : 100.0: 10.0 38.8 3.7 82.5 44.9 96.2 87.4: 3.8 12.6
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 : 263: 36 108 31 74 88 129 209:
Old : 263: 36 108 31 74 88 129 209:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.8 19.6 73.1 28.6 48.7 17.0 65.5 24.8
Old : 53.8 19.6 73.1 28.6 48.7 17.0 65.5 24.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
Commitments of Traders - Futures Only, June 17, 2008
-------------------------------------------------------------------------------------------------------------------
: 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 : 63,636: 11,958 32,497 5 43,175 23,238 55,138 55,740: 8,498 7,896
Old : 63,636: 11,958 32,497 5 43,175 23,238 55,138 55,740: 8,498 7,896
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 10, 2008 :
: -42,326: 1,673 -18,404 -1,723 -37,501 -18,348 -37,551 -38,475: -4,775 -3,851
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.8 51.1 0.0 67.8 36.5 86.6 87.6: 13.4 12.4
Old : 100.0: 18.8 51.1 0.0 67.8 36.5 86.6 87.6: 13.4 12.4
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 : 56: 16 18 1 13 12 30 30:
Old : 56: 16 18 1 13 12 30 30:
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 : 55.6 56.9 70.5 70.7 55.6 56.9 70.5 70.1
Old : 55.6 56.9 70.5 70.7 55.6 56.9 70.5 70.1
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 - Futures Only, June 17, 2008
-------------------------------------------------------------------------------------------------------------------
: 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 : 31,296: 8,283 4,639 392 10,643 18,254 19,318 23,285: 11,978 8,011
Old : 31,296: 8,283 4,639 392 10,643 18,254 19,318 23,285: 11,978 8,011
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 10, 2008 :
: -49,102: -13,731 -1,391 -660 -14,532 -31,042 -28,923 -33,093: -20,179 -16,009
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.5 14.8 1.3 34.0 58.3 61.7 74.4: 38.3 25.6
Old : 100.0: 26.5 14.8 1.3 34.0 58.3 61.7 74.4: 38.3 25.6
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 : 41: 8 8 2 14 14 23 23:
Old : 41: 8 8 2 14 14 23 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 : 31.3 43.6 43.5 54.9 31.1 43.6 41.9 54.7
Old : 31.3 43.6 43.5 54.9 31.1 43.6 41.9 54.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE Code-244741
Commitments of Traders - Futures Only, June 17, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (MSCI EAFE INDEX X $50) :
: : :
All : 19,147: 4,525 11,187 108 12,219 6,230 16,852 17,525: 2,295 1,622
Old : 19,147: 4,525 11,187 108 12,219 6,230 16,852 17,525: 2,295 1,622
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 10, 2008 :
: 1,728: -101 624 -53 1,649 1,214 1,495 1,785: 233 -57
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.6 58.4 0.6 63.8 32.5 88.0 91.5: 12.0 8.5
Old : 100.0: 23.6 58.4 0.6 63.8 32.5 88.0 91.5: 12.0 8.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 8 5 2 9 6 17 13:
Old : 25: 8 5 2 9 6 17 13:
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 : 57.3 70.1 71.3 86.5 50.3 68.5 63.7 79.5
Old : 57.3 70.1 71.3 86.5 50.3 68.5 63.7 79.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE Code-597741
Commitments of Traders - Futures Only, June 17, 2008
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: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
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: : (CONTRACTS OF JPY 100,000,000) :
: : :
All : 10,891: 1,772 966 14 8,004 7,393 9,790 8,373: 1,101 2,518
Old : 10,891: 1,772 966 14 8,004 7,393 9,790 8,373: 1,101 2,518
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 10, 2008 :
: -18,233: -2,265 -3,361 -436 -14,887 -5,208 -17,588 -9,005: -645 -9,228
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.3 8.9 0.1 73.5 67.9 89.9 76.9: 10.1 23.1
Old : 100.0: 16.3 8.9 0.1 73.5 67.9 89.9 76.9: 10.1 23.1
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 : 25: 6 2 2 12 7 19 10:
Old : 25: 6 2 2 12 7 19 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 : 47.2 63.2 67.4 75.8 47.2 60.5 67.4 71.4
Old : 47.2 63.2 67.4 75.8 47.2 60.5 67.4 71.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 20, 2008