MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders - Futures Only, May 6, 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 : 28,524: 5,265 1,037 637 18,519 19,852 24,421 21,526: 4,103 6,998
Old : 28,524: 5,265 1,037 637 18,519 19,852 24,421 21,526: 4,103 6,998
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 29, 2008 :
: -2,220: -216 29 45 -1,690 -1,516 -1,861 -1,442: -359 -778
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.5 3.6 2.2 64.9 69.6 85.6 75.5: 14.4 24.5
Old : 100.0: 18.5 3.6 2.2 64.9 69.6 85.6 75.5: 14.4 24.5
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 : 57: 19 4 10 25 20 46 32:
Old : 57: 19 4 10 25 20 46 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 : 33.4 41.9 48.1 57.8 33.0 37.2 45.1 51.7
Old : 33.4 41.9 48.1 57.8 33.0 37.2 45.1 51.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
Commitments of Traders - Futures Only, May 6, 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 : 249,562: 40,745 40,248 59,816 121,109 118,672 221,670 218,736: 27,892 30,826
Old : 192,095: 27,842 61,748 33,946 112,679 70,316 174,467 166,010: 17,628 26,085
Other: 57,467: 36,054 1,651 2,719 8,430 48,356 47,203 52,726: 10,264 4,741
: : :
: : Changes in Commitments from: April 29, 2008 :
: 3,825: 98 -326 2,183 930 1,758 3,211 3,615: 614 210
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.3 16.1 24.0 48.5 47.6 88.8 87.6: 11.2 12.4
Old : 100.0: 14.5 32.1 17.7 58.7 36.6 90.8 86.4: 9.2 13.6
Other: 100.0: 62.7 2.9 4.7 14.7 84.1 82.1 91.8: 17.9 8.2
: : :
:# Traders : Number of Traders in Each Category :
All : 230: 65 81 104 35 49 170 186:
Old : 225: 50 98 94 35 48 155 185:
Other: 127: 54 17 15 19 40 81 66:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.1 26.9 40.9 35.7 24.3 22.8 36.0 28.7
Old : 30.8 22.3 46.1 31.1 29.8 19.1 42.2 25.6
Other: 40.5 55.5 54.9 66.9 40.5 53.2 53.6 63.7
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE Code-056641
Commitments of Traders - Futures Only, May 6, 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 : 1,968: 367 303 181 691 1,029 1,239 1,513: 729 455
Old : 1,935: 374 303 162 685 1,027 1,221 1,492: 714 443
Other: 33: 0 7 12 6 2 18 21: 15 12
: : :
: : Changes in Commitments from: April 29, 2008 :
: -53: 50 -10 -14 -13 -34 23 -58: -76 5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.6 15.4 9.2 35.1 52.3 63.0 76.9: 37.0 23.1
Old : 100.0: 19.3 15.7 8.4 35.4 53.1 63.1 77.1: 36.9 22.9
Other: 100.0: 0.0 21.2 36.4 18.2 6.1 54.5 63.6: 45.5 36.4
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 9 7 3 7 3 17 13:
Old : 26: 9 7 3 7 3 17 13:
Other: 5: 0 1 2 1 2 3 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 : 33.4 56.8 48.9 69.4 33.4 56.7 45.5 65.0
Old : 33.6 57.6 48.8 69.5 33.6 57.6 45.9 66.0
Other: 54.5 63.6 54.5 63.6 18.2 27.3 18.2 27.3
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders - Futures Only, May 6, 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 : 298,329: 105,226 42,940 42,984 129,247 145,831 277,457 231,755: 20,872 66,574
Old : 298,329: 105,226 42,940 42,984 129,247 145,831 277,457 231,755: 20,872 66,574
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 29, 2008 :
: 3,809: 3,643 -2,398 478 -1,698 3,605 2,423 1,685: 1,386 2,124
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.3 14.4 14.4 43.3 48.9 93.0 77.7: 7.0 22.3
Old : 100.0: 35.3 14.4 14.4 43.3 48.9 93.0 77.7: 7.0 22.3
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 : 372: 97 83 88 71 170 215 303:
Old : 372: 97 83 88 71 170 215 303:
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 : 22.0 14.9 36.5 21.3 22.0 14.3 36.5 20.7
Old : 22.0 14.9 36.5 21.3 22.0 14.3 36.5 20.7
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, May 6, 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 : 14,351: 4,312 4,535 2,034 5,928 5,731 12,274 12,300: 2,077 2,051
Old : 14,351: 4,312 4,535 2,034 5,928 5,731 12,274 12,300: 2,077 2,051
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 29, 2008 :
: -426: 51 169 61 -674 -571 -562 -341: 136 -85
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.0 31.6 14.2 41.3 39.9 85.5 85.7: 14.5 14.3
Old : 100.0: 30.0 31.6 14.2 41.3 39.9 85.5 85.7: 14.5 14.3
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 : 95: 29 23 13 23 29 59 64:
Old : 95: 29 23 13 23 29 59 64:
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 : 29.4 25.9 52.3 40.2 29.4 25.9 50.0 40.2
Old : 29.4 25.9 52.3 40.2 29.4 25.9 50.0 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, May 6, 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 : 31,432: 12,303 8,426 4,025 10,911 6,717 27,239 19,168: 4,193 12,264
Old : 31,432: 12,303 8,426 4,025 10,911 6,717 27,239 19,168: 4,193 12,264
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 29, 2008 :
: -1,811: -2,433 252 -570 774 -748 -2,229 -1,066: 418 -745
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.1 26.8 12.8 34.7 21.4 86.7 61.0: 13.3 39.0
Old : 100.0: 39.1 26.8 12.8 34.7 21.4 86.7 61.0: 13.3 39.0
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 : 133: 28 38 24 35 45 80 94:
Old : 133: 28 38 24 35 45 80 94:
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 14.1 39.2 23.4 24.2 10.1 34.4 18.1
Old : 27.6 14.1 39.2 23.4 24.2 10.1 34.4 18.1
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, May 6, 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 : 114,709: 48,104 16,392 1,848 33,442 76,584 83,394 94,824: 31,315 19,885
Old : 114,709: 48,104 16,392 1,848 33,442 76,584 83,394 94,824: 31,315 19,885
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 29, 2008 :
: 16,550: 16,288 -7,996 -99 -4,819 21,880 11,370 13,785: 5,180 2,765
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.9 14.3 1.6 29.2 66.8 72.7 82.7: 27.3 17.3
Old : 100.0: 41.9 14.3 1.6 29.2 66.8 72.7 82.7: 27.3 17.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 78: 28 13 4 21 25 51 40:
Old : 78: 28 13 4 21 25 51 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 : 25.5 33.7 39.0 48.9 24.6 32.7 37.9 47.9
Old : 25.5 33.7 39.0 48.9 24.6 32.7 37.9 47.9
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, May 6, 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 : 63,405: 19,125 23,262 5 28,267 25,718 47,397 48,985: 16,008 14,420
Old : 63,405: 19,125 23,262 5 28,267 25,718 47,397 48,985: 16,008 14,420
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 29, 2008 :
: 3,727: -7,500 3,638 1 10,856 -3,394 3,357 245: 370 3,482
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.2 36.7 0.0 44.6 40.6 74.8 77.3: 25.2 22.7
Old : 100.0: 30.2 36.7 0.0 44.6 40.6 74.8 77.3: 25.2 22.7
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 : 46: 15 15 2 10 9 27 24:
Old : 46: 15 15 2 10 9 27 24:
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 36.8 58.0 60.4 46.0 36.8 57.9 60.1
Old : 46.0 36.8 58.0 60.4 46.0 36.8 57.9 60.1
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, May 6, 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 : 122,815: 108,564 7,053 700 6,278 113,095 115,542 120,848: 7,273 1,967
Old : 122,815: 108,564 7,053 700 6,278 113,095 115,542 120,848: 7,273 1,967
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 29, 2008 :
: 6,345: 8,005 -2,710 65 -437 11,708 7,633 9,063: -1,288 -2,718
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 88.4 5.7 0.6 5.1 92.1 94.1 98.4: 5.9 1.6
Old : 100.0: 88.4 5.7 0.6 5.1 92.1 94.1 98.4: 5.9 1.6
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 : 107: 69 15 4 9 20 80 37:
Old : 107: 69 15 4 9 20 80 37:
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 : 47.8 60.9 63.5 75.3 47.8 60.0 63.5 74.4
Old : 47.8 60.9 63.5 75.3 47.8 60.0 63.5 74.4
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, May 6, 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 : 144,702: 13,874 44,311 26 116,349 75,947 130,249 120,284: 14,453 24,418
Old : 144,702: 13,874 44,311 26 116,349 75,947 130,249 120,284: 14,453 24,418
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 29, 2008 :
: 13,581: -7,422 -1,833 0 19,567 15,933 12,145 14,100: 1,436 -519
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.6 30.6 0.0 80.4 52.5 90.0 83.1: 10.0 16.9
Old : 100.0: 9.6 30.6 0.0 80.4 52.5 90.0 83.1: 10.0 16.9
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 : 71: 11 29 3 19 23 32 53:
Old : 71: 11 29 3 19 23 32 53:
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 : 76.3 40.7 81.4 53.7 74.8 38.0 79.4 50.6
Old : 76.3 40.7 81.4 53.7 74.8 38.0 79.4 50.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
Commitments of Traders - Futures Only, May 6, 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 : 169,098: 69,355 20,620 1,053 72,209 126,827 142,617 148,500: 26,481 20,598
Old : 169,098: 69,355 20,620 1,053 72,209 126,827 142,617 148,500: 26,481 20,598
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 29, 2008 :
: 2,158: -4,130 2,585 66 7,378 -2,295 3,314 356: -1,156 1,802
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.0 12.2 0.6 42.7 75.0 84.3 87.8: 15.7 12.2
Old : 100.0: 41.0 12.2 0.6 42.7 75.0 84.3 87.8: 15.7 12.2
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 : 100: 37 26 9 21 21 64 51:
Old : 100: 37 26 9 21 21 64 51:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.6 46.7 49.1 63.5 35.6 40.5 47.7 57.2
Old : 35.6 46.7 49.1 63.5 35.6 40.5 47.7 57.2
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, May 6, 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 : 204,066: 54,383 66,895 3,628 100,580 91,173 158,591 161,696: 45,475 42,370
Old : 204,066: 54,383 66,895 3,628 100,580 91,173 158,591 161,696: 45,475 42,370
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 29, 2008 :
: 12,758: 6,064 -2,739 1,409 4,794 19,892 12,267 18,562: 491 -5,804
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.6 32.8 1.8 49.3 44.7 77.7 79.2: 22.3 20.8
Old : 100.0: 26.6 32.8 1.8 49.3 44.7 77.7 79.2: 22.3 20.8
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 : 152: 50 54 13 29 32 88 91:
Old : 152: 50 54 13 29 32 88 91:
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 : 38.2 33.4 46.9 44.7 37.6 32.7 45.6 42.2
Old : 38.2 33.4 46.9 44.7 37.6 32.7 45.6 42.2
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, May 6, 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 : 23,946: 11,449 5,112 24 9,248 17,547 20,721 22,683: 3,225 1,263
Old : 23,946: 11,449 5,112 24 9,248 17,547 20,721 22,683: 3,225 1,263
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 29, 2008 :
: 322: 651 -197 -8 -1,172 16 -529 -189: 851 511
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.8 21.3 0.1 38.6 73.3 86.5 94.7: 13.5 5.3
Old : 100.0: 47.8 21.3 0.1 38.6 73.3 86.5 94.7: 13.5 5.3
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 : 39: 16 6 1 9 12 26 18:
Old : 39: 16 6 1 9 12 26 18:
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 : 46.8 62.2 68.3 87.2 46.8 60.7 63.7 80.0
Old : 46.8 62.2 68.3 87.2 46.8 60.7 63.7 80.0
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, May 6, 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 : 9,215,557: 1,707,168 796,441 771,524 5,660,073 6,674,447 8,138,765 8,242,412: 1,076,792 973,145
Old : 9,215,557: 1,707,168 796,441 771,524 5,660,073 6,674,447 8,138,765 8,242,412: 1,076,792 973,145
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 29, 2008 :
: 122,734: 19,897 643 -72,931 132,159 142,343 79,125 70,055: 43,609 52,679
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.5 8.6 8.4 61.4 72.4 88.3 89.4: 11.7 10.6
Old : 100.0: 18.5 8.6 8.4 61.4 72.4 88.3 89.4: 11.7 10.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 258: 79 30 77 130 129 232 220:
Old : 258: 79 30 77 130 129 232 220:
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 : 21.4 26.1 30.7 39.0 19.8 20.1 27.2 30.9
Old : 21.4 26.1 30.7 39.0 19.8 20.1 27.2 30.9
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, May 6, 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 : 559,532: 62,728 77,816 7,527 372,478 365,049 442,733 450,392: 116,799 109,140
Old : 559,532: 62,728 77,816 7,527 372,478 365,049 442,733 450,392: 116,799 109,140
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 29, 2008 :
: -1,874: 469 3,369 -1,992 -4,221 -1,167 -5,744 210: 3,870 -2,084
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.2 13.9 1.3 66.6 65.2 79.1 80.5: 20.9 19.5
Old : 100.0: 11.2 13.9 1.3 66.6 65.2 79.1 80.5: 20.9 19.5
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 : 197: 40 44 18 80 60 132 110:
Old : 197: 40 44 18 80 60 132 110:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.9 26.9 30.0 38.8 21.5 26.3 29.6 38.1
Old : 21.9 26.9 30.0 38.8 21.5 26.3 29.6 38.1
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, May 6, 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 : 2,117,598: 374,189 537,225 48,860 1,317,522 1,310,749 1,740,571 1,896,834: 377,027 220,764
Old : 2,117,598: 374,189 537,225 48,860 1,317,522 1,310,749 1,740,571 1,896,834: 377,027 220,764
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 29, 2008 :
: 47,080: 52,336 2,111 -625 2,206 10,480 53,917 11,966: -6,837 35,114
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.7 25.4 2.3 62.2 61.9 82.2 89.6: 17.8 10.4
Old : 100.0: 17.7 25.4 2.3 62.2 61.9 82.2 89.6: 17.8 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 : 343: 84 106 43 103 93 207 222:
Old : 343: 84 106 43 103 93 207 222:
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 : 18.5 22.0 29.0 34.2 13.5 17.0 23.1 28.8
Old : 18.5 22.0 29.0 34.2 13.5 17.0 23.1 28.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
Commitments of Traders - Futures Only, May 6, 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 : 88,733: 6,163 41,988 65 72,186 41,938 78,414 83,991: 10,319 4,742
Old : 88,733: 6,163 41,988 65 72,186 41,938 78,414 83,991: 10,319 4,742
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 29, 2008 :
: -819: -716 -27 64 -564 -80 -1,216 -43: 397 -776
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.9 47.3 0.1 81.4 47.3 88.4 94.7: 11.6 5.3
Old : 100.0: 6.9 47.3 0.1 81.4 47.3 88.4 94.7: 11.6 5.3
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 : 89: 11 18 1 43 27 55 45:
Old : 89: 11 18 1 43 27 55 45:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.5 42.4 50.6 59.2 29.9 41.0 48.0 57.8
Old : 31.5 42.4 50.6 59.2 29.9 41.0 48.0 57.8
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, May 6, 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 : 36,665: 4,655 8,180 16 23,958 16,611 28,629 24,807: 8,036 11,858
Old : 36,665: 4,655 8,180 16 23,958 16,611 28,629 24,807: 8,036 11,858
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 29, 2008 :
: 3,282: 88 -5 0 1,286 2,840 1,374 2,835: 1,908 447
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.7 22.3 0.0 65.3 45.3 78.1 67.7: 21.9 32.3
Old : 100.0: 12.7 22.3 0.0 65.3 45.3 78.1 67.7: 21.9 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 : 51: 8 9 1 25 18 33 28:
Old : 51: 8 9 1 25 18 33 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.6 28.4 53.5 45.3 36.6 26.1 53.3 42.1
Old : 36.6 28.4 53.5 45.3 36.6 26.1 53.3 42.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
Commitments of Traders - Futures Only, May 6, 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 : 369,548: 98,352 140,383 7,070 208,481 198,811 313,903 346,264: 55,645 23,284
Old : 369,548: 98,352 140,383 7,070 208,481 198,811 313,903 346,264: 55,645 23,284
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 29, 2008 :
: 29,793: 22,422 10,678 -2,813 9,476 22,054 29,085 29,919: 708 -126
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.6 38.0 1.9 56.4 53.8 84.9 93.7: 15.1 6.3
Old : 100.0: 26.6 38.0 1.9 56.4 53.8 84.9 93.7: 15.1 6.3
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 : 221: 63 69 18 51 50 125 126:
Old : 221: 63 69 18 51 50 125 126:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.4 29.1 44.0 44.2 33.3 29.1 43.8 43.4
Old : 33.4 29.1 44.0 44.2 33.3 29.1 43.8 43.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
Commitments of Traders - Futures Only, May 6, 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 : 106,209: 75,627 10,206 650 2,094 86,190 78,371 97,046: 27,838 9,163
Old : 106,209: 75,627 10,206 650 2,094 86,190 78,371 97,046: 27,838 9,163
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 29, 2008 :
: 9,645: 15,382 426 -73 -5,643 9,375 9,666 9,728: -21 -83
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.2 9.6 0.6 2.0 81.2 73.8 91.4: 26.2 8.6
Old : 100.0: 71.2 9.6 0.6 2.0 81.2 73.8 91.4: 26.2 8.6
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 : 62: 33 9 1 7 19 41 28:
Old : 62: 33 9 1 7 19 41 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.6 56.5 48.1 70.9 35.6 56.3 48.1 70.7
Old : 35.6 56.5 48.1 70.9 35.6 56.3 48.1 70.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE Code-239741
Commitments of Traders - Futures Only, May 6, 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 : 38,458: 3,955 13,819 12 19,933 20,415 23,900 34,246: 14,558 4,212
Old : 38,458: 3,955 13,819 12 19,933 20,415 23,900 34,246: 14,558 4,212
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 29, 2008 :
: 1,342: 3,008 177 0 -2,146 730 862 907: 480 435
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.3 35.9 0.0 51.8 53.1 62.1 89.0: 37.9 11.0
Old : 100.0: 10.3 35.9 0.0 51.8 53.1 62.1 89.0: 37.9 11.0
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 : 54: 3 19 1 16 22 20 41:
Old : 54: 3 19 1 16 22 20 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 : 40.9 32.6 54.2 45.9 39.6 32.6 52.8 45.8
Old : 40.9 32.6 54.2 45.9 39.6 32.6 52.8 45.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-239742
Commitments of Traders - Futures Only, May 6, 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 : 677,233: 69,170 273,320 5,064 590,865 323,173 665,099 601,557: 12,134 75,676
Old : 677,233: 69,170 273,320 5,064 590,865 323,173 665,099 601,557: 12,134 75,676
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 29, 2008 :
: 9,319: 3,805 4,918 1,062 3,485 -977 8,352 5,003: 967 4,316
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.2 40.4 0.7 87.2 47.7 98.2 88.8: 1.8 11.2
Old : 100.0: 10.2 40.4 0.7 87.2 47.7 98.2 88.8: 1.8 11.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 271: 38 118 18 64 85 115 208:
Old : 271: 38 118 18 64 85 115 208:
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 : 62.0 20.8 77.8 29.5 57.4 18.5 72.5 26.3
Old : 62.0 20.8 77.8 29.5 57.4 18.5 72.5 26.3
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, May 6, 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 : 88,719: 13,591 51,463 265 65,246 30,521 79,102 82,249: 9,617 6,470
Old : 88,719: 13,591 51,463 265 65,246 30,521 79,102 82,249: 9,617 6,470
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 29, 2008 :
: 5,716: 2,587 6,408 0 2,482 341 5,069 6,749: 647 -1,033
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.3 58.0 0.3 73.5 34.4 89.2 92.7: 10.8 7.3
Old : 100.0: 15.3 58.0 0.3 73.5 34.4 89.2 92.7: 10.8 7.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 79: 19 22 1 18 23 38 45:
Old : 79: 19 22 1 18 23 38 45:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.0 48.5 67.9 64.1 52.0 48.5 65.4 61.8
Old : 52.0 48.5 67.9 64.1 52.0 48.5 65.4 61.8
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, May 6, 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 : 59,187: 24,380 4,134 596 18,538 36,575 43,514 41,305: 15,673 17,882
Old : 59,187: 24,380 4,134 596 18,538 36,575 43,514 41,305: 15,673 17,882
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 29, 2008 :
: 1,794: 5,643 1,606 -348 2,652 -1,372 7,947 -114: -6,153 1,908
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.2 7.0 1.0 31.3 61.8 73.5 69.8: 26.5 30.2
Old : 100.0: 41.2 7.0 1.0 31.3 61.8 73.5 69.8: 26.5 30.2
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 : 53: 16 9 2 14 15 30 26:
Old : 53: 16 9 2 14 15 30 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 : 39.9 36.8 51.5 51.9 39.9 36.5 49.8 49.7
Old : 39.9 36.8 51.5 51.9 39.9 36.5 49.8 49.7
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, May 6, 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 : 17,424: 2,350 10,898 97 12,775 4,982 15,222 15,977: 2,202 1,447
Old : 17,424: 2,350 10,898 97 12,775 4,982 15,222 15,977: 2,202 1,447
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 29, 2008 :
: 803: 69 162 -33 482 875 518 1,004: 285 -201
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.5 62.5 0.6 73.3 28.6 87.4 91.7: 12.6 8.3
Old : 100.0: 13.5 62.5 0.6 73.3 28.6 87.4 91.7: 12.6 8.3
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 : 23: 5 5 1 8 7 13 13:
Old : 23: 5 5 1 8 7 13 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 : 66.5 71.3 78.3 83.6 57.5 67.2 69.3 76.6
Old : 66.5 71.3 78.3 83.6 57.5 67.2 69.3 76.6
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, May 6, 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 : 17,447: 6,956 216 34 9,220 16,518 16,210 16,768: 1,237 679
Old : 17,447: 6,956 216 34 9,220 16,518 16,210 16,768: 1,237 679
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 29, 2008 :
: -571: 83 77 34 120 90 237 201: -808 -772
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.9 1.2 0.2 52.8 94.7 92.9 96.1: 7.1 3.9
Old : 100.0: 39.9 1.2 0.2 52.8 94.7 92.9 96.1: 7.1 3.9
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 : 23: 13 1 1 6 5 19 7:
Old : 23: 13 1 1 6 5 19 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 : 61.8 94.1 75.6 96.1 60.7 94.1 74.5 94.1
Old : 61.8 94.1 75.6 96.1 60.7 94.1 74.5 94.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE Code-597741
Commitments of Traders - Futures Only, May 6, 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 : 26,544: 4,182 3,425 39 18,666 13,198 22,887 16,662: 3,657 9,882
Old : 26,544: 4,182 3,425 39 18,666 13,198 22,887 16,662: 3,657 9,882
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 29, 2008 :
: 2,191: 408 -100 0 774 -86 1,182 -186: 1,009 2,377
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.8 12.9 0.1 70.3 49.7 86.2 62.8: 13.8 37.2
Old : 100.0: 15.8 12.9 0.1 70.3 49.7 86.2 62.8: 13.8 37.2
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 : 35: 7 4 2 15 18 23 23:
Old : 35: 7 4 2 15 18 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 : 51.3 36.4 67.3 51.7 51.3 32.2 64.2 45.1
Old : 51.3 36.4 67.3 51.7 51.3 32.2 64.2 45.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated May 14, 2008