BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders - Futures Only, June 24, 2008
-------------------------------------------------------------------------------------------------------------------
: 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 : 4,100: 0 0 0 3,215 3,953 3,215 3,953: 885 147
Old : 4,100: 0 0 0 3,215 3,953 3,215 3,953: 885 147
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 17, 2008 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 78.4 96.4 78.4 96.4: 21.6 3.6
Old : 100.0: 0.0 0.0 0.0 78.4 96.4 78.4 96.4: 21.6 3.6
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 : 20: 0 0 0 14 10 14 10:
Old : 20: 0 0 0 14 10 14 10:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.7 73.1 65.0 96.0 45.7 70.9 64.6 93.3
Old : 45.7 73.1 65.0 96.0 45.7 70.9 64.6 93.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders - Futures Only, June 24, 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 : 35,555: 7,122 1,283 592 23,622 25,456 31,336 27,331: 4,219 8,224
Old : 35,555: 7,122 1,283 592 23,622 25,456 31,336 27,331: 4,219 8,224
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 17, 2008 :
: 1,383: -670 183 206 1,941 463 1,477 852: -94 531
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.0 3.6 1.7 66.4 71.6 88.1 76.9: 11.9 23.1
Old : 100.0: 20.0 3.6 1.7 66.4 71.6 88.1 76.9: 11.9 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 : 59: 14 9 14 27 25 46 43:
Old : 59: 14 9 14 27 25 46 43:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.4 41.1 61.6 57.0 43.4 36.8 59.3 49.1
Old : 43.4 41.1 61.6 57.0 43.4 36.8 59.3 49.1
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 24, 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 : 238,555: 43,818 46,580 52,117 115,577 109,994 211,512 208,691: 27,043 29,864
Old : 155,846: 30,944 64,008 20,535 89,721 50,897 141,200 135,440: 14,646 20,406
Other: 82,709: 37,528 7,226 6,928 25,856 59,097 70,312 73,251: 12,397 9,458
: : :
: : Changes in Commitments from: June 17, 2008 :
: 6,338: 594 -2,025 961 3,907 6,077 5,462 5,013: 876 1,325
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.4 19.5 21.8 48.4 46.1 88.7 87.5: 11.3 12.5
Old : 100.0: 19.9 41.1 13.2 57.6 32.7 90.6 86.9: 9.4 13.1
Other: 100.0: 45.4 8.7 8.4 31.3 71.5 85.0 88.6: 15.0 11.4
: : :
:# Traders : Number of Traders in Each Category :
All : 230: 74 76 89 34 53 169 173:
Old : 215: 55 94 63 33 48 135 163:
Other: 151: 66 24 30 25 47 101 91:
:----------------------------------------------------------------------------------------------------
: 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 : 24.8 27.4 38.8 34.6 24.4 24.1 36.4 30.2
Old : 32.4 24.7 46.2 34.0 32.0 23.5 45.0 31.8
Other: 28.1 40.5 44.1 50.2 28.1 38.6 43.4 47.7
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE Code-056641
Commitments of Traders - Futures Only, June 24, 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 : 2,264: 816 576 78 357 929 1,251 1,583: 1,013 681
Old : 2,196: 816 575 78 351 926 1,245 1,579: 951 617
Other: 68: 0 1 0 6 3 6 4: 62 64
: : :
: : Changes in Commitments from: June 17, 2008 :
: 4: 74 58 -172 -40 -37 -138 -151: 142 155
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.0 25.4 3.4 15.8 41.0 55.3 69.9: 44.7 30.1
Old : 100.0: 37.2 26.2 3.6 16.0 42.2 56.7 71.9: 43.3 28.1
Other: 100.0: 0.0 1.5 0.0 8.8 4.4 8.8 5.9: 91.2 94.1
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 11 11 2 5 3 18 14:
Old : 29: 11 11 2 5 3 18 14:
Other: 4: 0 1 0 1 2 1 3:
:----------------------------------------------------------------------------------------------------
: 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 : 28.8 46.4 41.7 60.9 28.8 46.2 40.6 58.5
Old : 29.4 47.7 42.8 62.7 29.4 47.5 41.6 60.2
Other: 8.8 5.9 8.8 5.9 8.8 5.9 8.8 5.9
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders - Futures Only, June 24, 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 : 302,372: 89,904 27,379 44,384 144,212 165,455 278,500 237,218: 23,872 65,154
Old : 302,372: 89,904 27,379 44,384 144,212 165,455 278,500 237,218: 23,872 65,154
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 17, 2008 :
: 5,963: 119 -563 2,423 949 4,175 3,491 6,035: 2,472 -72
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.7 9.1 14.7 47.7 54.7 92.1 78.5: 7.9 21.5
Old : 100.0: 29.7 9.1 14.7 47.7 54.7 92.1 78.5: 7.9 21.5
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 : 381: 125 63 91 59 160 234 280:
Old : 381: 125 63 91 59 160 234 280:
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 : 23.3 14.6 36.8 22.9 22.4 13.9 34.3 20.9
Old : 23.3 14.6 36.8 22.9 22.4 13.9 34.3 20.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
Commitments of Traders - Futures Only, June 24, 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 : 14,153: 4,474 4,933 1,843 5,549 5,146 11,866 11,922: 2,287 2,231
Old : 14,153: 4,474 4,933 1,843 5,549 5,146 11,866 11,922: 2,287 2,231
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 17, 2008 :
: -13: -53 -215 131 -32 51 46 -33: -59 20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.6 34.9 13.0 39.2 36.4 83.8 84.2: 16.2 15.8
Old : 100.0: 31.6 34.9 13.0 39.2 36.4 83.8 84.2: 16.2 15.8
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 : 96: 30 28 13 19 31 53 69:
Old : 96: 30 28 13 19 31 53 69:
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 : 27.2 25.5 48.2 40.1 26.5 25.5 44.9 39.1
Old : 27.2 25.5 48.2 40.1 26.5 25.5 44.9 39.1
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 24, 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 : 32,477: 8,572 5,919 8,325 11,238 6,213 28,135 20,457: 4,342 12,020
Old : 32,477: 8,572 5,919 8,325 11,238 6,213 28,135 20,457: 4,342 12,020
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 17, 2008 :
: -546: -273 -132 238 -657 -339 -692 -233: 146 -313
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.4 18.2 25.6 34.6 19.1 86.6 63.0: 13.4 37.0
Old : 100.0: 26.4 18.2 25.6 34.6 19.1 86.6 63.0: 13.4 37.0
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 : 127: 29 38 29 26 37 80 83:
Old : 127: 29 38 29 26 37 80 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 : 27.6 20.3 39.0 29.6 18.6 9.9 27.4 15.1
Old : 27.6 20.3 39.0 29.6 18.6 9.9 27.4 15.1
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 24, 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 : 84,325: 27,397 31,886 2,218 23,960 21,945 53,575 56,049: 30,750 28,276
Old : 84,325: 27,397 31,886 2,218 23,960 21,945 53,575 56,049: 30,750 28,276
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 17, 2008 :
: -46,309: -8,989 -5,451 -70 -26,645 -29,488 -35,704 -35,009: -10,605 -11,300
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.5 37.8 2.6 28.4 26.0 63.5 66.5: 36.5 33.5
Old : 100.0: 32.5 37.8 2.6 28.4 26.0 63.5 66.5: 36.5 33.5
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 : 71: 23 18 4 21 14 46 35:
Old : 71: 23 18 4 21 14 46 35:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 15.4 30.8 23.9 43.0 15.4 29.3 23.9 41.4
Old : 15.4 30.8 23.9 43.0 15.4 29.3 23.9 41.4
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 24, 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 : 45,574: 14,081 16,482 0 13,652 17,799 27,733 34,281: 17,841 11,293
Old : 45,574: 14,081 16,482 0 13,652 17,799 27,733 34,281: 17,841 11,293
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 17, 2008 :
: 1,483: 3,257 -3,256 0 -1,637 6,064 1,620 2,808: -137 -1,325
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.9 36.2 0.0 30.0 39.1 60.9 75.2: 39.1 24.8
Old : 100.0: 30.9 36.2 0.0 30.0 39.1 60.9 75.2: 39.1 24.8
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 : 37: 13 12 0 6 9 19 21:
Old : 37: 13 12 0 6 9 19 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.9 41.8 45.2 57.9 25.4 41.8 40.4 54.2
Old : 27.9 41.8 45.2 57.9 25.4 41.8 40.4 54.2
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 24, 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 : 116,518: 101,766 3,596 245 6,722 99,040 108,733 102,881: 7,785 13,637
Old : 116,518: 101,766 3,596 245 6,722 99,040 108,733 102,881: 7,785 13,637
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 17, 2008 :
: 4,607: 1,818 -505 -10 2,233 9,462 4,041 8,947: 566 -4,340
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.3 3.1 0.2 5.8 85.0 93.3 88.3: 6.7 11.7
Old : 100.0: 87.3 3.1 0.2 5.8 85.0 93.3 88.3: 6.7 11.7
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 : 98: 69 9 1 11 13 80 23:
Old : 98: 69 9 1 11 13 80 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 : 41.6 72.0 53.4 82.9 41.6 72.0 53.4 82.0
Old : 41.6 72.0 53.4 82.9 41.6 72.0 53.4 82.0
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 24, 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 : 76,375: 24,735 37,578 257 37,569 14,829 62,561 52,664: 13,814 23,711
Old : 76,375: 24,735 37,578 257 37,569 14,829 62,561 52,664: 13,814 23,711
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 17, 2008 :
: -12,121: 4,201 -14,204 229 -10,897 5,743 -6,467 -8,232: -5,654 -3,889
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.4 49.2 0.3 49.2 19.4 81.9 69.0: 18.1 31.0
Old : 100.0: 32.4 49.2 0.3 49.2 19.4 81.9 69.0: 18.1 31.0
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 : 66: 13 27 2 13 19 28 46:
Old : 66: 13 27 2 13 19 28 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 : 38.7 20.7 59.6 34.4 38.7 20.7 59.1 32.9
Old : 38.7 20.7 59.6 34.4 38.7 20.7 59.1 32.9
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 24, 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 : 164,015: 34,316 47,063 450 105,223 90,770 139,989 138,283: 24,026 25,732
Old : 164,015: 34,316 47,063 450 105,223 90,770 139,989 138,283: 24,026 25,732
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 17, 2008 :
: 2,471: -5,673 12,931 -210 9,212 -6,466 3,329 6,255: -858 -3,784
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.9 28.7 0.3 64.2 55.3 85.4 84.3: 14.6 15.7
Old : 100.0: 20.9 28.7 0.3 64.2 55.3 85.4 84.3: 14.6 15.7
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 : 83: 26 23 2 22 17 49 41:
Old : 83: 26 23 2 22 17 49 41:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.4 42.7 58.7 56.8 29.5 23.7 38.5 35.7
Old : 46.4 42.7 58.7 56.8 29.5 23.7 38.5 35.7
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 24, 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 : 147,275: 57,904 56,472 2,363 38,893 49,378 99,160 108,213: 48,115 39,062
Old : 147,275: 57,904 56,472 2,363 38,893 49,378 99,160 108,213: 48,115 39,062
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 17, 2008 :
: 15,219: 8,390 -2,332 -260 6,765 21,437 14,895 18,845: 324 -3,626
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.3 38.3 1.6 26.4 33.5 67.3 73.5: 32.7 26.5
Old : 100.0: 39.3 38.3 1.6 26.4 33.5 67.3 73.5: 32.7 26.5
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 : 125: 45 36 4 25 32 71 71:
Old : 125: 45 36 4 25 32 71 71:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.0 27.1 32.1 37.7 23.7 27.1 31.5 36.8
Old : 24.0 27.1 32.1 37.7 23.7 27.1 31.5 36.8
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 24, 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 : 25,319: 11,543 8,893 0 11,244 14,484 22,787 23,377: 2,532 1,942
Old : 25,319: 11,543 8,893 0 11,244 14,484 22,787 23,377: 2,532 1,942
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 17, 2008 :
: 224: 737 -347 0 2,301 385 3,038 38: -2,814 186
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.6 35.1 0.0 44.4 57.2 90.0 92.3: 10.0 7.7
Old : 100.0: 45.6 35.1 0.0 44.4 57.2 90.0 92.3: 10.0 7.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 34: 12 7 0 10 9 22 16:
Old : 34: 12 7 0 10 9 22 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.4 81.7 76.5 88.4 56.4 81.4 76.4 88.1
Old : 56.4 81.7 76.5 88.4 56.4 81.4 76.4 88.1
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 24, 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 : 9,066,862: 1,498,820 875,828 582,955 5,974,394 6,661,028 8,056,169 8,119,811: 1,010,693 947,051
Old : 9,066,862: 1,498,820 875,828 582,955 5,974,394 6,661,028 8,056,169 8,119,811: 1,010,693 947,051
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 17, 2008 :
: 151,747: 3,374 32,211 -68,741 207,576 214,918 142,209 178,388: 9,538 -26,641
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.5 9.7 6.4 65.9 73.5 88.9 89.6: 11.1 10.4
Old : 100.0: 16.5 9.7 6.4 65.9 73.5 88.9 89.6: 11.1 10.4
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 : 232: 71 25 70 116 118 210 196:
Old : 232: 71 25 70 116 118 210 196:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.0 28.9 38.0 42.2 25.5 21.6 33.9 32.3
Old : 28.0 28.9 38.0 42.2 25.5 21.6 33.9 32.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
Commitments of Traders - Futures Only, June 24, 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 : 500,619: 65,218 59,898 4,167 332,985 342,006 402,370 406,071: 98,249 94,548
Old : 500,619: 65,218 59,898 4,167 332,985 342,006 402,370 406,071: 98,249 94,548
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 17, 2008 :
: -153,788: 1,150 -43,415 -4,455 -109,490 -68,693 -112,795 -116,563: -40,993 -37,225
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.0 12.0 0.8 66.5 68.3 80.4 81.1: 19.6 18.9
Old : 100.0: 13.0 12.0 0.8 66.5 68.3 80.4 81.1: 19.6 18.9
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 : 182: 35 43 16 68 61 115 108:
Old : 182: 35 43 16 68 61 115 108:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.8 29.6 34.8 43.0 24.4 29.1 34.0 42.6
Old : 24.8 29.6 34.8 43.0 24.4 29.1 34.0 42.6
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 24, 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 : 1,945,640: 270,626 519,604 51,832 1,283,486 1,147,122 1,605,944 1,718,558: 339,696 227,082
Old : 1,945,640: 270,626 519,604 51,832 1,283,486 1,147,122 1,605,944 1,718,558: 339,696 227,082
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 17, 2008 :
: -917,296: -212,792 -114,842 -67,116 -469,198 -566,374 -749,106 -748,332: -168,190 -168,964
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.9 26.7 2.7 66.0 59.0 82.5 88.3: 17.5 11.7
Old : 100.0: 13.9 26.7 2.7 66.0 59.0 82.5 88.3: 17.5 11.7
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 : 330: 73 108 41 91 99 184 228:
Old : 330: 73 108 41 91 99 184 228:
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 18.7 32.9 29.7 15.4 14.5 25.9 25.2
Old : 21.3 18.7 32.9 29.7 15.4 14.5 25.9 25.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
Commitments of Traders - Futures Only, June 24, 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 : 92,053: 15,562 25,817 284 66,708 63,179 82,554 89,280: 9,499 2,773
Old : 92,053: 15,562 25,817 284 66,708 63,179 82,554 89,280: 9,499 2,773
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 17, 2008 :
: -27,982: 422 -9,115 -1,451 -22,719 -14,617 -23,748 -25,183: -4,234 -2,799
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.9 28.0 0.3 72.5 68.6 89.7 97.0: 10.3 3.0
Old : 100.0: 16.9 28.0 0.3 72.5 68.6 89.7 97.0: 10.3 3.0
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 : 84: 15 14 2 35 32 51 47:
Old : 84: 15 14 2 35 32 51 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 : 32.2 39.7 52.6 57.9 30.2 38.3 50.1 56.4
Old : 32.2 39.7 52.6 57.9 30.2 38.3 50.1 56.4
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 24, 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 : 13,331: 660 7,920 1,050 11,621 4,346 13,331 13,316: 0 15
Old : 13,331: 660 7,920 1,050 11,621 4,346 13,331 13,316: 0 15
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 17, 2008 :
: 925: -50 5,235 0 975 600 925 5,835: 0 -4,910
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.0 59.4 7.9 87.2 32.6 100.0 99.9: 0.0 0.1
Old : 100.0: 5.0 59.4 7.9 87.2 32.6 100.0 99.9: 0.0 0.1
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 : 22: 5 4 1 7 8 13 12:
Old : 22: 5 4 1 7 8 13 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 70.2 89.2 96.4 96.7 66.9 82.5 86.2 87.4
Old : 70.2 89.2 96.4 96.7 66.9 82.5 86.2 87.4
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 - Futures Only, June 24, 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 : 25,601: 5,182 6,535 0 14,071 13,225 19,253 19,760: 6,348 5,841
Old : 25,601: 5,182 6,535 0 14,071 13,225 19,253 19,760: 6,348 5,841
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 17, 2008 :
: -26,946: 384 -1,029 -241 -20,188 -15,321 -20,045 -16,591: -6,901 -10,355
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.2 25.5 0.0 55.0 51.7 75.2 77.2: 24.8 22.8
Old : 100.0: 20.2 25.5 0.0 55.0 51.7 75.2 77.2: 24.8 22.8
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 : 50: 12 9 0 20 17 32 26:
Old : 50: 12 9 0 20 17 32 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.8 36.8 49.5 55.5 35.7 36.0 46.7 52.4
Old : 35.8 36.8 49.5 55.5 35.7 36.0 46.7 52.4
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 24, 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 : 269,503: 97,886 104,798 5,726 131,734 131,412 235,346 241,936: 34,157 27,567
Old : 269,503: 97,886 104,798 5,726 131,734 131,412 235,346 241,936: 34,157 27,567
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 17, 2008 :
: -203,689: -4,073 -54,136 -10,459 -145,585 -120,278 -160,117 -184,873: -43,572 -18,816
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.3 38.9 2.1 48.9 48.8 87.3 89.8: 12.7 10.2
Old : 100.0: 36.3 38.9 2.1 48.9 48.8 87.3 89.8: 12.7 10.2
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 : 218: 59 70 17 53 49 121 127:
Old : 218: 59 70 17 53 49 121 127:
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 : 23.3 24.2 35.8 38.4 23.1 19.8 33.8 34.0
Old : 23.3 24.2 35.8 38.4 23.1 19.8 33.8 34.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
Commitments of Traders - Futures Only, June 24, 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 : 88,918: 57,267 7,885 634 3,346 64,778 61,247 73,297: 27,671 15,621
Old : 88,918: 57,267 7,885 634 3,346 64,778 61,247 73,297: 27,671 15,621
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 17, 2008 :
: 16,404: 14,731 2,336 -93 577 24,069 15,215 26,312: 1,189 -9,908
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.4 8.9 0.7 3.8 72.9 68.9 82.4: 31.1 17.6
Old : 100.0: 64.4 8.9 0.7 3.8 72.9 68.9 82.4: 31.1 17.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 51: 28 8 1 9 14 37 23:
Old : 51: 28 8 1 9 14 37 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.3 55.5 44.7 70.2 30.3 54.7 44.7 69.3
Old : 30.3 55.5 44.7 70.2 30.3 54.7 44.7 69.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE Code-239741
Commitments of Traders - Futures Only, June 24, 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 : 28,939: 406 11,757 0 22,109 13,828 22,515 25,585: 6,424 3,354
Old : 28,939: 406 11,757 0 22,109 13,828 22,515 25,585: 6,424 3,354
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 17, 2008 :
: -23,306: -7,602 -1,396 -1,294 -2,958 -18,016 -11,854 -20,706: -11,452 -2,600
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.4 40.6 0.0 76.4 47.8 77.8 88.4: 22.2 11.6
Old : 100.0: 1.4 40.6 0.0 76.4 47.8 77.8 88.4: 22.2 11.6
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: 1 11 0 16 18 17 29:
Old : 41: 1 11 0 16 18 17 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 : 58.8 33.2 70.4 51.7 52.3 32.7 63.9 49.0
Old : 58.8 33.2 70.4 51.7 52.3 32.7 63.9 49.0
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 24, 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 : 599,243: 65,582 249,584 3,243 512,920 308,225 581,745 561,052: 17,498 38,191
Old : 599,243: 65,582 249,584 3,243 512,920 308,225 581,745 561,052: 17,498 38,191
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 17, 2008 :
: -183,679: -12,831 -54,264 -25,489 -132,831 -43,307 -171,151 -123,060: -12,528 -60,619
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.9 41.6 0.5 85.6 51.4 97.1 93.6: 2.9 6.4
Old : 100.0: 10.9 41.6 0.5 85.6 51.4 97.1 93.6: 2.9 6.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 250: 30 106 13 67 73 107 182:
Old : 250: 30 106 13 67 73 107 182:
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 : 55.7 21.1 77.0 31.5 52.2 20.5 73.0 29.7
Old : 55.7 21.1 77.0 31.5 52.2 20.5 73.0 29.7
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 24, 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 : 67,081: 12,199 31,619 5 47,325 31,767 59,529 63,391: 7,552 3,690
Old : 67,081: 12,199 31,619 5 47,325 31,767 59,529 63,391: 7,552 3,690
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 17, 2008 :
: 3,445: 241 -878 0 4,150 8,529 4,391 7,651: -946 -4,206
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.2 47.1 0.0 70.5 47.4 88.7 94.5: 11.3 5.5
Old : 100.0: 18.2 47.1 0.0 70.5 47.4 88.7 94.5: 11.3 5.5
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 : 59: 16 16 1 14 16 31 32:
Old : 59: 16 16 1 14 16 31 32:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.7 56.1 69.9 71.6 52.7 56.1 69.9 71.6
Old : 52.7 56.1 69.9 71.6 52.7 56.1 69.9 71.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
Commitments of Traders - Futures Only, June 24, 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 : 35,471: 7,203 5,744 419 15,998 23,767 23,620 29,930: 11,851 5,541
Old : 35,471: 7,203 5,744 419 15,998 23,767 23,620 29,930: 11,851 5,541
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 17, 2008 :
: 4,175: -1,080 1,105 27 5,355 5,513 4,302 6,645: -127 -2,470
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.3 16.2 1.2 45.1 67.0 66.6 84.4: 33.4 15.6
Old : 100.0: 20.3 16.2 1.2 45.1 67.0 66.6 84.4: 33.4 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 : 45: 10 9 1 16 14 27 23:
Old : 45: 10 9 1 16 14 27 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 : 28.6 49.7 44.7 64.1 28.4 49.5 41.5 62.7
Old : 28.6 49.7 44.7 64.1 28.4 49.5 41.5 62.7
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 24, 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 : 18,030: 4,468 10,939 52 12,002 5,453 16,522 16,444: 1,508 1,586
Old : 18,030: 4,468 10,939 52 12,002 5,453 16,522 16,444: 1,508 1,586
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 17, 2008 :
: -1,117: -57 -248 -56 -217 -777 -330 -1,081: -787 -36
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.8 60.7 0.3 66.6 30.2 91.6 91.2: 8.4 8.8
Old : 100.0: 24.8 60.7 0.3 66.6 30.2 91.6 91.2: 8.4 8.8
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 : 28: 9 6 1 9 6 18 13:
Old : 28: 9 6 1 9 6 18 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 : 61.5 70.9 74.5 84.9 54.6 70.2 67.1 79.5
Old : 61.5 70.9 74.5 84.9 54.6 70.2 67.1 79.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
Commitments of Traders - Futures Only, June 24, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (GSCI X $250) :
: : :
All : 15,451: 6,332 418 0 8,009 14,166 14,341 14,584: 1,110 867
Old : 15,451: 6,332 418 0 8,009 14,166 14,341 14,584: 1,110 867
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 17, 2008 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.0 2.7 0.0 51.8 91.7 92.8 94.4: 7.2 5.6
Old : 100.0: 41.0 2.7 0.0 51.8 91.7 92.8 94.4: 7.2 5.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 10 2 0 5 5 15 7:
Old : 20: 10 2 0 5 5 15 7:
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 : 68.2 91.1 84.6 94.4 66.9 91.1 83.3 92.4
Old : 68.2 91.1 84.6 94.4 66.9 91.1 83.3 92.4
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 24, 2008
-------------------------------------------------------------------------------------------------------------------
: 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 : 12,290: 1,772 966 14 7,983 8,771 9,769 9,751: 2,521 2,539
Old : 12,290: 1,772 966 14 7,983 8,771 9,769 9,751: 2,521 2,539
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 17, 2008 :
: 1,399: 0 0 0 -21 1,378 -21 1,378: 1,420 21
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.4 7.9 0.1 65.0 71.4 79.5 79.3: 20.5 20.7
Old : 100.0: 14.4 7.9 0.1 65.0 71.4 79.5 79.3: 20.5 20.7
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 : 26: 6 2 2 12 10 19 13:
Old : 26: 6 2 2 12 10 19 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 : 45.1 58.6 61.6 75.1 45.0 55.7 61.6 70.7
Old : 45.1 58.6 61.6 75.1 45.0 55.7 61.6 70.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 27, 2008