MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders - Futures Only, June 3, 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 : 30,194: 7,126 1,545 463 18,500 21,132 26,089 23,140: 4,105 7,054
Old : 30,194: 7,126 1,545 463 18,500 21,132 26,089 23,140: 4,105 7,054
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 27, 2008 :
: -1,482: 136 25 -137 -704 -658 -705 -770: -777 -712
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.6 5.1 1.5 61.3 70.0 86.4 76.6: 13.6 23.4
Old : 100.0: 23.6 5.1 1.5 61.3 70.0 86.4 76.6: 13.6 23.4
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 : 62: 17 10 11 28 23 49 40:
Old : 62: 17 10 11 28 23 49 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 : 38.0 43.6 54.1 58.3 38.0 39.4 50.8 52.0
Old : 38.0 43.6 54.1 58.3 38.0 39.4 50.8 52.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
Commitments of Traders - Futures Only, June 3, 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 : 260,073: 43,175 46,541 62,329 126,800 120,752 232,304 229,622: 27,769 30,451
Old : 192,965: 33,913 68,084 30,518 112,257 70,298 176,688 168,900: 16,277 24,065
Other: 67,108: 36,929 6,124 4,144 14,543 50,454 55,616 60,722: 11,492 6,386
: : :
: : Changes in Commitments from: May 27, 2008 :
: 1,435: 484 3,970 -3,525 4,861 18 1,820 463: -385 972
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.6 17.9 24.0 48.8 46.4 89.3 88.3: 10.7 11.7
Old : 100.0: 17.6 35.3 15.8 58.2 36.4 91.6 87.5: 8.4 12.5
Other: 100.0: 55.0 9.1 6.2 21.7 75.2 82.9 90.5: 17.1 9.5
: : :
:# Traders : Number of Traders in Each Category :
All : 238: 73 91 94 33 53 178 177:
Old : 228: 58 100 74 32 52 152 171:
Other: 134: 56 21 21 21 42 88 74:
:----------------------------------------------------------------------------------------------------
: 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 : 27.1 28.8 40.9 36.5 27.0 24.4 37.3 30.8
Old : 33.9 25.7 48.3 34.4 33.9 24.9 46.0 32.2
Other: 31.7 47.5 46.6 58.8 31.7 45.7 46.3 53.9
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE Code-056641
Commitments of Traders - Futures Only, June 3, 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 : 2,122: 691 483 151 490 940 1,332 1,574: 790 548
Old : 2,066: 689 487 146 484 938 1,319 1,571: 747 495
Other: 56: 6 0 1 6 2 13 3: 43 53
: : :
: : Changes in Commitments from: May 27, 2008 :
: 111: 117 38 66 -31 -5 152 99: -41 12
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.6 22.8 7.1 23.1 44.3 62.8 74.2: 37.2 25.8
Old : 100.0: 33.3 23.6 7.1 23.4 45.4 63.8 76.0: 36.2 24.0
Other: 100.0: 10.7 0.0 1.8 10.7 3.6 23.2 5.4: 76.8 94.6
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 12 9 2 6 3 18 14:
Old : 29: 11 10 2 6 3 18 14:
Other: 5: 2 0 1 1 2 3 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 : 29.3 49.4 45.4 64.1 28.8 48.7 43.4 61.1
Old : 29.8 50.7 46.3 65.8 29.3 50.0 44.2 62.6
Other: 23.2 5.4 23.2 5.4 21.4 3.6 21.4 3.6
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders - Futures Only, June 3, 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 : 297,547: 90,811 34,357 44,799 138,279 150,139 273,889 229,295: 23,658 68,252
Old : 297,547: 90,811 34,357 44,799 138,279 150,139 273,889 229,295: 23,658 68,252
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 27, 2008 :
: 752: -3,630 -2,003 1,299 2,612 -480 281 -1,184: 471 1,936
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.5 11.5 15.1 46.5 50.5 92.0 77.1: 8.0 22.9
Old : 100.0: 30.5 11.5 15.1 46.5 50.5 92.0 77.1: 8.0 22.9
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 : 382: 103 87 93 65 172 223 305:
Old : 382: 103 87 93 65 172 223 305:
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 : 23.4 13.5 37.5 19.4 23.2 13.1 36.9 18.4
Old : 23.4 13.5 37.5 19.4 23.2 13.1 36.9 18.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
Commitments of Traders - Futures Only, June 3, 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 : 14,828: 4,558 4,655 2,473 5,261 5,390 12,292 12,518: 2,536 2,310
Old : 14,828: 4,558 4,655 2,473 5,261 5,390 12,292 12,518: 2,536 2,310
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 27, 2008 :
: -606: -53 176 -231 -728 -1,041 -1,012 -1,096: 406 490
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.7 31.4 16.7 35.5 36.4 82.9 84.4: 17.1 15.6
Old : 100.0: 30.7 31.4 16.7 35.5 36.4 82.9 84.4: 17.1 15.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 103: 35 29 20 20 27 62 73:
Old : 103: 35 29 20 20 27 62 73:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.5 25.7 47.7 40.7 25.7 25.7 43.8 38.8
Old : 26.5 25.7 47.7 40.7 25.7 25.7 43.8 38.8
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 3, 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 : 32,023: 9,433 4,963 7,261 10,995 7,571 27,689 19,795: 4,334 12,228
Old : 32,023: 9,433 4,963 7,261 10,995 7,571 27,689 19,795: 4,334 12,228
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 27, 2008 :
: 946: -1,030 -305 248 1,316 761 534 704: 412 242
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.5 15.5 22.7 34.3 23.6 86.5 61.8: 13.5 38.2
Old : 100.0: 29.5 15.5 22.7 34.3 23.6 86.5 61.8: 13.5 38.2
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 : 135: 31 30 24 28 45 80 85:
Old : 135: 31 30 24 28 45 80 85:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.3 19.2 40.2 28.6 21.9 10.3 30.2 15.3
Old : 29.3 19.2 40.2 28.6 21.9 10.3 30.2 15.3
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 3, 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 : 122,819: 63,825 18,087 2,737 23,136 75,731 89,698 96,555: 33,121 26,264
Old : 122,819: 63,825 18,087 2,737 23,136 75,731 89,698 96,555: 33,121 26,264
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 27, 2008 :
: -4,801: -5,811 -1,424 886 1,199 -11,983 -3,726 -12,521: -1,075 7,720
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.0 14.7 2.2 18.8 61.7 73.0 78.6: 27.0 21.4
Old : 100.0: 52.0 14.7 2.2 18.8 61.7 73.0 78.6: 27.0 21.4
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 : 83: 33 14 4 21 24 58 38:
Old : 83: 33 14 4 21 24 58 38:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.3 31.5 35.8 49.1 24.3 31.3 35.8 48.9
Old : 24.3 31.5 35.8 49.1 24.3 31.3 35.8 48.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
Commitments of Traders - Futures Only, June 3, 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 : 65,317: 14,128 21,399 700 33,094 26,301 47,922 48,400: 17,395 16,917
Old : 65,317: 14,128 21,399 700 33,094 26,301 47,922 48,400: 17,395 16,917
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 27, 2008 :
: -4,254: -4,779 -7,357 698 1,671 -3,090 -2,410 -9,749: -1,844 5,495
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.6 32.8 1.1 50.7 40.3 73.4 74.1: 26.6 25.9
Old : 100.0: 21.6 32.8 1.1 50.7 40.3 73.4 74.1: 26.6 25.9
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 : 48: 14 15 1 12 13 27 28:
Old : 48: 14 15 1 12 13 27 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 : 43.1 37.5 53.1 50.6 37.2 34.0 46.5 45.1
Old : 43.1 37.5 53.1 50.6 37.2 34.0 46.5 45.1
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, June 3, 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 : 150,702: 104,836 6,001 2,235 30,891 131,923 137,962 140,159: 12,740 10,543
Old : 150,702: 104,836 6,001 2,235 30,891 131,923 137,962 140,159: 12,740 10,543
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 27, 2008 :
: 30,364: 4,408 329 1,753 18,773 19,545 24,934 21,627: 5,430 8,737
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.6 4.0 1.5 20.5 87.5 91.5 93.0: 8.5 7.0
Old : 100.0: 69.6 4.0 1.5 20.5 87.5 91.5 93.0: 8.5 7.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 105: 68 14 6 10 18 82 36:
Old : 105: 68 14 6 10 18 82 36:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.7 59.5 51.6 76.2 33.1 51.7 45.4 66.1
Old : 34.7 59.5 51.6 76.2 33.1 51.7 45.4 66.1
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 3, 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 : 162,647: 18,580 47,608 353 123,891 90,687 142,824 138,648: 19,823 23,999
Old : 162,647: 18,580 47,608 353 123,891 90,687 142,824 138,648: 19,823 23,999
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 27, 2008 :
: -1,411: -3,891 249 314 -2,762 -1,760 -6,339 -1,197: 4,928 -214
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.4 29.3 0.2 76.2 55.8 87.8 85.2: 12.2 14.8
Old : 100.0: 11.4 29.3 0.2 76.2 55.8 87.8 85.2: 12.2 14.8
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 : 78: 17 32 4 19 19 37 54:
Old : 78: 17 32 4 19 19 37 54:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 71.2 41.7 76.3 53.8 70.7 39.4 75.2 50.8
Old : 71.2 41.7 76.3 53.8 70.7 39.4 75.2 50.8
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 3, 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 : 164,454: 55,009 31,644 543 82,305 100,291 137,857 132,478: 26,597 31,976
Old : 164,454: 55,009 31,644 543 82,305 100,291 137,857 132,478: 26,597 31,976
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 27, 2008 :
: -7,234: -7,898 2,041 -604 3,281 -22,776 -5,221 -21,339: -2,013 14,105
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.4 19.2 0.3 50.0 61.0 83.8 80.6: 16.2 19.4
Old : 100.0: 33.4 19.2 0.3 50.0 61.0 83.8 80.6: 16.2 19.4
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 : 95: 33 29 4 20 19 54 51:
Old : 95: 33 29 4 20 19 54 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 : 44.1 40.5 56.3 51.1 33.8 33.0 45.5 42.4
Old : 44.1 40.5 56.3 51.1 33.8 33.0 45.5 42.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
Commitments of Traders - Futures Only, June 3, 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 : 230,633: 55,845 70,299 3,469 128,849 105,376 188,163 179,144: 42,470 51,489
Old : 230,633: 55,845 70,299 3,469 128,849 105,376 188,163 179,144: 42,470 51,489
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 27, 2008 :
: 8,392: -8,658 2,406 -37 20,284 -5,109 11,589 -2,740: -3,197 11,132
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.2 30.5 1.5 55.9 45.7 81.6 77.7: 18.4 22.3
Old : 100.0: 24.2 30.5 1.5 55.9 45.7 81.6 77.7: 18.4 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 : 142: 43 50 12 31 34 80 90:
Old : 142: 43 50 12 31 34 80 90:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.4 36.8 52.9 44.3 43.9 35.8 51.9 41.7
Old : 44.4 36.8 52.9 44.3 43.9 35.8 51.9 41.7
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 3, 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 : 32,954: 13,965 7,637 33 16,523 18,750 30,521 26,420: 2,433 6,534
Old : 32,954: 13,965 7,637 33 16,523 18,750 30,521 26,420: 2,433 6,534
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 27, 2008 :
: 830: 1,062 -302 14 -338 -4,107 738 -4,395: 92 5,225
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.4 23.2 0.1 50.1 56.9 92.6 80.2: 7.4 19.8
Old : 100.0: 42.4 23.2 0.1 50.1 56.9 92.6 80.2: 7.4 19.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 40: 16 7 1 7 14 24 21:
Old : 40: 16 7 1 7 14 24 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 : 55.6 51.1 75.3 71.5 50.6 47.7 66.8 62.6
Old : 55.6 51.1 75.3 71.5 50.6 47.7 66.8 62.6
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 3, 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 : 9,491,123: 1,805,151 821,987 717,168 5,908,881 6,991,043 8,431,200 8,530,198: 1,059,923 960,925
Old : 9,491,123: 1,805,151 821,987 717,168 5,908,881 6,991,043 8,431,200 8,530,198: 1,059,923 960,925
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 27, 2008 :
: 129,062: 52,967 19,896 -60,179 110,541 147,764 103,329 107,481: 25,733 21,581
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.0 8.7 7.6 62.3 73.7 88.8 89.9: 11.2 10.1
Old : 100.0: 19.0 8.7 7.6 62.3 73.7 88.8 89.9: 11.2 10.1
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 : 258: 76 33 86 123 126 235 219:
Old : 258: 76 33 86 123 126 235 219:
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 : 22.7 27.4 33.1 41.3 21.1 20.0 29.5 30.7
Old : 22.7 27.4 33.1 41.3 21.1 20.0 29.5 30.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
Commitments of Traders - Futures Only, June 3, 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 : 559,063: 62,870 94,619 9,899 369,098 353,760 441,867 458,278: 117,196 100,785
Old : 559,063: 62,870 94,619 9,899 369,098 353,760 441,867 458,278: 117,196 100,785
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 27, 2008 :
: -2,259: -2,188 5,525 -173 -1,825 -3,226 -4,186 2,126: 1,927 -4,385
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.2 16.9 1.8 66.0 63.3 79.0 82.0: 21.0 18.0
Old : 100.0: 11.2 16.9 1.8 66.0 63.3 79.0 82.0: 21.0 18.0
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 : 188: 35 44 17 76 65 121 116:
Old : 188: 35 44 17 76 65 121 116:
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 : 22.2 24.6 31.3 37.4 21.7 24.4 30.6 37.1
Old : 22.2 24.6 31.3 37.4 21.7 24.4 30.6 37.1
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, June 3, 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 : 2,348,861: 451,378 621,535 68,648 1,507,896 1,453,490 2,027,922 2,143,673: 320,939 205,188
Old : 2,348,861: 451,378 621,535 68,648 1,507,896 1,453,490 2,027,922 2,143,673: 320,939 205,188
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 27, 2008 :
: 58,593: 25,758 -17,947 15,711 57,843 48,726 99,312 46,490: -40,719 12,103
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.2 26.5 2.9 64.2 61.9 86.3 91.3: 13.7 8.7
Old : 100.0: 19.2 26.5 2.9 64.2 61.9 86.3 91.3: 13.7 8.7
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 : 354: 83 114 51 98 104 211 239:
Old : 354: 83 114 51 98 104 211 239:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.1 22.0 33.5 33.6 18.5 14.0 28.4 25.5
Old : 23.1 22.0 33.5 33.6 18.5 14.0 28.4 25.5
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 3, 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 : 96,464: 13,037 42,222 353 71,586 49,805 84,976 92,380: 11,488 4,084
Old : 96,464: 13,037 42,222 353 71,586 49,805 84,976 92,380: 11,488 4,084
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 27, 2008 :
: 2,346: 1,725 118 289 809 1,965 2,823 2,372: -477 -26
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.5 43.8 0.4 74.2 51.6 88.1 95.8: 11.9 4.2
Old : 100.0: 13.5 43.8 0.4 74.2 51.6 88.1 95.8: 11.9 4.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 91: 13 20 3 41 30 56 51:
Old : 91: 13 20 3 41 30 56 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 : 29.2 39.4 46.9 58.1 27.9 38.2 45.2 56.9
Old : 29.2 39.4 46.9 58.1 27.9 38.2 45.2 56.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
Commitments of Traders - Futures Only, June 3, 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 : 37,281: 5,188 7,624 0 24,851 19,402 30,039 27,026: 7,242 10,255
Old : 37,281: 5,188 7,624 0 24,851 19,402 30,039 27,026: 7,242 10,255
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 27, 2008 :
: -372: 346 -1,921 0 -668 -205 -322 -2,126: -50 1,754
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.9 20.5 0.0 66.7 52.0 80.6 72.5: 19.4 27.5
Old : 100.0: 13.9 20.5 0.0 66.7 52.0 80.6 72.5: 19.4 27.5
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 : 49: 8 9 0 23 17 31 26:
Old : 49: 8 9 0 23 17 31 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 : 37.9 33.9 56.2 51.9 37.9 33.1 56.2 49.1
Old : 37.9 33.9 56.2 51.9 37.9 33.1 56.2 49.1
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, June 3, 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 : 372,626: 89,953 148,030 10,157 222,447 189,705 322,557 347,892: 50,069 24,734
Old : 372,626: 89,953 148,030 10,157 222,447 189,705 322,557 347,892: 50,069 24,734
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 27, 2008 :
: -9,774: -28,699 14,339 3,328 7,980 -31,246 -17,391 -13,579: 7,617 3,805
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.1 39.7 2.7 59.7 50.9 86.6 93.4: 13.4 6.6
Old : 100.0: 24.1 39.7 2.7 59.7 50.9 86.6 93.4: 13.4 6.6
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 : 229: 61 75 18 51 55 121 139:
Old : 229: 61 75 18 51 55 121 139:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.8 27.1 45.5 42.2 34.7 25.9 45.2 40.6
Old : 34.8 27.1 45.5 42.2 34.7 25.9 45.2 40.6
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 3, 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 : 109,056: 63,673 10,366 726 11,754 76,659 76,153 87,751: 32,903 21,305
Old : 109,056: 63,673 10,366 726 11,754 76,659 76,153 87,751: 32,903 21,305
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 27, 2008 :
: 1,172: -3,527 458 -348 2,825 -10,643 -1,050 -10,533: 2,222 11,705
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.4 9.5 0.7 10.8 70.3 69.8 80.5: 30.2 19.5
Old : 100.0: 58.4 9.5 0.7 10.8 70.3 69.8 80.5: 30.2 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 : 62: 35 8 2 9 15 45 24:
Old : 62: 35 8 2 9 15 45 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 : 23.7 55.9 37.1 66.4 23.6 55.7 37.0 66.2
Old : 23.7 55.9 37.1 66.4 23.6 55.7 37.0 66.2
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 3, 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 : 41,165: 6,744 13,591 12 17,551 23,289 24,307 36,892: 16,858 4,273
Old : 41,165: 6,744 13,591 12 17,551 23,289 24,307 36,892: 16,858 4,273
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 27, 2008 :
: 815: -504 236 0 -508 783 -1,012 1,019: 1,827 -204
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.4 33.0 0.0 42.6 56.6 59.0 89.6: 41.0 10.4
Old : 100.0: 16.4 33.0 0.0 42.6 56.6 59.0 89.6: 41.0 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 : 51: 3 16 1 15 24 19 40:
Old : 51: 3 16 1 15 24 19 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 : 40.5 32.8 53.4 48.8 37.6 32.8 47.5 46.2
Old : 40.5 32.8 53.4 48.8 37.6 32.8 47.5 46.2
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 3, 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 : 737,327: 75,587 307,821 5,785 643,956 340,934 725,328 654,540: 11,999 82,787
Old : 737,327: 75,587 307,821 5,785 643,956 340,934 725,328 654,540: 11,999 82,787
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 27, 2008 :
: 11,730: 366 10,677 -1,370 13,676 1,714 12,672 11,021: -942 709
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.3 41.7 0.8 87.3 46.2 98.4 88.8: 1.6 11.2
Old : 100.0: 10.3 41.7 0.8 87.3 46.2 98.4 88.8: 1.6 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 : 274: 36 117 19 70 82 120 204:
Old : 274: 36 117 19 70 82 120 204:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.0 18.5 76.1 27.6 53.2 17.1 70.8 25.2
Old : 57.0 18.5 76.1 27.6 53.2 17.1 70.8 25.2
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 3, 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 : 93,482: 10,625 51,298 727 71,723 32,760 83,075 84,785: 10,407 8,697
Old : 93,482: 10,625 51,298 727 71,723 32,760 83,075 84,785: 10,407 8,697
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 27, 2008 :
: 2,727: -921 -63 333 2,179 1,979 1,591 2,249: 1,136 478
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.4 54.9 0.8 76.7 35.0 88.9 90.7: 11.1 9.3
Old : 100.0: 11.4 54.9 0.8 76.7 35.0 88.9 90.7: 11.1 9.3
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 : 76: 15 26 5 17 22 36 49:
Old : 76: 15 26 5 17 22 36 49:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.3 42.1 69.2 60.4 49.2 39.6 63.0 55.5
Old : 52.3 42.1 69.2 60.4 49.2 39.6 63.0 55.5
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 3, 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 : 65,728: 22,244 6,028 1,038 22,159 41,405 45,441 48,471: 20,287 17,257
Old : 65,728: 22,244 6,028 1,038 22,159 41,405 45,441 48,471: 20,287 17,257
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 27, 2008 :
: 2,939: -58 247 282 2,573 3,093 2,797 3,622: 142 -683
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.8 9.2 1.6 33.7 63.0 69.1 73.7: 30.9 26.3
Old : 100.0: 33.8 9.2 1.6 33.7 63.0 69.1 73.7: 30.9 26.3
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 : 58: 18 8 5 20 17 38 30:
Old : 58: 18 8 5 20 17 38 30:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.6 39.7 41.9 54.3 28.1 36.3 38.6 49.5
Old : 28.6 39.7 41.9 54.3 28.1 36.3 38.6 49.5
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 3, 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 : 16,298: 3,542 10,637 62 10,747 4,067 14,351 14,766: 1,947 1,532
Old : 16,298: 3,542 10,637 62 10,747 4,067 14,351 14,766: 1,947 1,532
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 27, 2008 :
: -525: 63 -470 -35 -512 -55 -484 -560: -41 35
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.7 65.3 0.4 65.9 25.0 88.1 90.6: 11.9 9.4
Old : 100.0: 21.7 65.3 0.4 65.9 25.0 88.1 90.6: 11.9 9.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 6 4 2 8 5 14 11:
Old : 21: 6 4 2 8 5 14 11:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.7 75.7 76.1 88.4 52.5 71.5 67.0 79.1
Old : 61.7 75.7 76.1 88.4 52.5 71.5 67.0 79.1
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 3, 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 : 16,160: 6,490 328 0 8,332 15,109 14,822 15,437: 1,338 723
Old : 16,160: 6,490 328 0 8,332 15,109 14,822 15,437: 1,338 723
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 27, 2008 :
: 67: 210 124 0 -199 -22 11 102: 56 -35
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.2 2.0 0.0 51.6 93.5 91.7 95.5: 8.3 4.5
Old : 100.0: 40.2 2.0 0.0 51.6 93.5 91.7 95.5: 8.3 4.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 11 2 0 5 5 16 7:
Old : 21: 11 2 0 5 5 16 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 : 62.2 92.8 79.1 95.5 61.1 92.8 77.9 93.6
Old : 62.2 92.8 79.1 95.5 61.1 92.8 77.9 93.6
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 3, 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 : 29,407: 4,037 3,841 450 23,825 13,961 28,312 18,252: 1,095 11,155
Old : 29,407: 4,037 3,841 450 23,825 13,961 28,312 18,252: 1,095 11,155
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 27, 2008 :
: 2,309: -822 1,120 411 3,558 131 3,147 1,662: -838 647
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.7 13.1 1.5 81.0 47.5 96.3 62.1: 3.7 37.9
Old : 100.0: 13.7 13.1 1.5 81.0 47.5 96.3 62.1: 3.7 37.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 36: 8 4 4 16 16 27 21:
Old : 36: 8 4 4 16 16 27 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 : 59.2 32.4 73.2 49.8 59.2 27.9 69.9 41.1
Old : 59.2 32.4 73.2 49.8 59.2 27.9 69.9 41.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 6, 2008