MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 15, 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 : 39,599: 3,042 1,450 5,397 25,204 21,784 33,643 28,631: 5,956 10,968
Old : 39,599: 3,042 1,450 5,397 25,204 21,784 33,643 28,631: 5,956 10,968
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 8, 2008 :
: 2,336: 590 -73 -260 1,652 2,535 1,982 2,202: 354 134
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.7 3.7 13.6 63.6 55.0 85.0 72.3: 15.0 27.7
Old : 100.0: 7.7 3.7 13.6 63.6 55.0 85.0 72.3: 15.0 27.7
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 : 64: 20 8 15 27 30 53 47:
Old : 64: 20 8 15 27 30 53 47:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.4 27.6 50.5 38.2 35.3 20.8 47.8 30.6
Old : 35.4 27.6 50.5 38.2 35.3 20.8 47.8 30.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 15, 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 : 240,925: 41,891 53,413 52,608 121,310 92,972 215,808 198,992: 25,117 41,932
Old : 224,380: 37,915 62,802 42,523 121,171 78,994 201,609 184,318: 22,771 40,062
Other: 16,545: 13,584 220 476 139 13,978 14,199 14,674: 2,346 1,871
: : :
: : Changes in Commitments from: January 8, 2008 :
: 6,581: -2,832 3,906 -2,904 10,238 3,035 4,502 4,037: 2,079 2,543
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.4 22.2 21.8 50.4 38.6 89.6 82.6: 10.4 17.4
Old : 100.0: 16.9 28.0 19.0 54.0 35.2 89.9 82.1: 10.1 17.9
Other: 100.0: 82.1 1.3 2.9 0.8 84.5 85.8 88.7: 14.2 11.3
: : :
:# Traders : Number of Traders in Each Category :
All : 244: 64 99 86 34 52 158 191:
Old : 244: 58 105 86 34 52 158 191:
Other: 67: 30 6 10 4 28 36 42:
:----------------------------------------------------------------------------------------------------
: 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 : 24.2 20.8 38.0 30.1 23.6 15.4 35.6 22.1
Old : 25.9 18.0 40.6 27.7 25.3 17.4 38.0 24.4
Other: 52.7 64.0 68.3 72.4 52.7 63.8 68.3 72.2
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE Code-056641
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 15, 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 : 2,163: 64 561 383 1,055 711 1,502 1,655: 661 508
Old : 2,163: 64 561 383 1,055 711 1,502 1,655: 661 508
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 8, 2008 :
: 29: -2 48 -147 76 98 -73 -1: 102 31
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.0 25.9 17.7 48.8 32.9 69.5 76.5: 30.5 23.5
Old : 100.0: 3.0 25.9 17.7 48.8 32.9 69.5 76.5: 30.5 23.5
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 : 20: 2 10 5 7 4 13 15:
Old : 20: 2 10 5 7 4 13 15:
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 : 44.2 43.7 62.1 63.3 43.2 35.9 47.4 48.4
Old : 44.2 43.7 62.1 63.3 43.2 35.9 47.4 48.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 15, 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 : 281,561: 59,631 50,017 63,284 134,513 112,959 257,427 226,260: 24,133 55,301
Old : 281,561: 59,631 50,017 63,284 134,513 112,959 257,427 226,260: 24,133 55,301
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 8, 2008 :
: 16,977: 315 2,622 7,828 7,968 5,641 16,111 16,092: 865 884
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.2 17.8 22.5 47.8 40.1 91.4 80.4: 8.6 19.6
Old : 100.0: 21.2 17.8 22.5 47.8 40.1 91.4 80.4: 8.6 19.6
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 : 339: 74 105 91 96 135 220 290:
Old : 339: 74 105 91 96 135 220 290:
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 11.7 36.5 18.9 23.3 10.2 34.8 15.2
Old : 23.4 11.7 36.5 18.9 23.3 10.2 34.8 15.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 15, 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 : 9,814: 3,956 4,584 762 3,311 1,979 8,030 7,326: 1,785 2,489
Old : 9,814: 3,956 4,584 762 3,311 1,979 8,030 7,326: 1,785 2,489
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 8, 2008 :
: 348: -285 -140 259 231 -124 204 -6: 144 354
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.3 46.7 7.8 33.7 20.2 81.8 74.6: 18.2 25.4
Old : 100.0: 40.3 46.7 7.8 33.7 20.2 81.8 74.6: 18.2 25.4
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: 22 27 10 18 26 48 57:
Old : 83: 22 27 10 18 26 48 57:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.7 27.9 53.9 36.6 33.7 27.9 53.9 36.1
Old : 33.7 27.9 53.9 36.6 33.7 27.9 53.9 36.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 15, 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 : 41,980: 19,302 5,803 6,706 10,650 8,449 36,658 20,958: 5,322 21,022
Old : 41,980: 19,302 5,803 6,706 10,650 8,449 36,658 20,958: 5,322 21,022
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 8, 2008 :
: 3,278: -478 114 329 2,709 1,131 2,560 1,574: 718 1,705
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.0 13.8 16.0 25.4 20.1 87.3 49.9: 12.7 50.1
Old : 100.0: 46.0 13.8 16.0 25.4 20.1 87.3 49.9: 12.7 50.1
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 : 153: 41 32 30 42 57 99 108:
Old : 153: 41 32 30 42 57 99 108:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.4 7.1 39.0 12.3 22.9 5.1 36.9 9.3
Old : 24.4 7.1 39.0 12.3 22.9 5.1 36.9 9.3
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 with Delta-adjusted Options and Futures Combined, January 15, 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 : 98,202: 25,629 15,187 9,478 31,105 53,098 66,213 77,764: 31,990 20,439
Old : 98,202: 25,629 15,187 9,478 31,105 53,098 66,213 77,764: 31,990 20,439
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 8, 2008 :
: 1,104: -8,533 -146 1,783 8,406 -1,155 1,657 482: -553 622
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.1 15.5 9.7 31.7 54.1 67.4 79.2: 32.6 20.8
Old : 100.0: 26.1 15.5 9.7 31.7 54.1 67.4 79.2: 32.6 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 : 62: 16 16 11 24 20 47 40:
Old : 62: 16 16 11 24 20 47 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 : 21.4 32.6 34.4 48.2 19.7 31.4 31.6 41.7
Old : 21.4 32.6 34.4 48.2 19.7 31.4 31.6 41.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 15, 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 : 74,383: 25,212 20,262 3,267 21,999 40,374 50,478 63,903: 23,906 10,480
Old : 74,383: 25,212 20,262 3,267 21,999 40,374 50,478 63,903: 23,906 10,480
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 8, 2008 :
: 6,851: 4,186 -3,319 884 -378 7,276 4,692 4,841: 2,159 2,010
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.9 27.2 4.4 29.6 54.3 67.9 85.9: 32.1 14.1
Old : 100.0: 33.9 27.2 4.4 29.6 54.3 67.9 85.9: 32.1 14.1
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 : 52: 23 11 4 12 14 36 28:
Old : 52: 23 11 4 12 14 36 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 : 31.6 35.9 42.5 53.5 31.5 34.3 39.4 52.0
Old : 31.6 35.9 42.5 53.5 31.5 34.3 39.4 52.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 15, 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 : 82,208: 38,271 8,319 249 37,926 71,473 76,446 80,041: 5,762 2,167
Old : 82,208: 38,271 8,319 249 37,926 71,473 76,446 80,041: 5,762 2,167
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 8, 2008 :
: -11,334: -23,849 2,065 1 13,121 -13,592 -10,727 -11,526: -607 192
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.6 10.1 0.3 46.1 86.9 93.0 97.4: 7.0 2.6
Old : 100.0: 46.6 10.1 0.3 46.1 86.9 93.0 97.4: 7.0 2.6
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 : 83: 41 20 2 10 17 53 37:
Old : 83: 41 20 2 10 17 53 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 : 42.8 75.2 60.1 87.4 42.3 75.2 59.6 86.7
Old : 42.8 75.2 60.1 87.4 42.3 75.2 59.6 86.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 15, 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 : 100,796: 33,863 30,606 11,437 34,765 32,838 80,066 74,881: 20,730 25,915
Old : 100,796: 33,863 30,606 11,437 34,765 32,838 80,066 74,881: 20,730 25,915
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 8, 2008 :
: 173: 2,460 -1,741 2,653 -6,615 -2,183 -1,502 -1,271: 1,675 1,444
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.6 30.4 11.3 34.5 32.6 79.4 74.3: 20.6 25.7
Old : 100.0: 33.6 30.4 11.3 34.5 32.6 79.4 74.3: 20.6 25.7
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 : 76: 21 28 13 21 18 47 54:
Old : 76: 21 28 13 21 18 47 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 : 25.9 22.9 42.3 36.6 23.6 15.3 32.7 25.8
Old : 25.9 22.9 42.3 36.6 23.6 15.3 32.7 25.8
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 with Delta-adjusted Options and Futures Combined, January 15, 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 : 258,778: 65,378 32,849 21,895 132,800 179,319 220,073 234,063: 38,705 24,715
Old : 258,778: 65,378 32,849 21,895 132,800 179,319 220,073 234,063: 38,705 24,715
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 8, 2008 :
: 19,031: 3,377 3,992 4,332 7,432 7,870 15,141 16,194: 3,890 2,837
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.3 12.7 8.5 51.3 69.3 85.0 90.4: 15.0 9.6
Old : 100.0: 25.3 12.7 8.5 51.3 69.3 85.0 90.4: 15.0 9.6
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 : 106: 38 27 17 31 28 78 63:
Old : 106: 38 27 17 31 28 78 63:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.6 44.1 47.0 64.1 25.8 41.2 35.5 51.5
Old : 34.6 44.1 47.0 64.1 25.8 41.2 35.5 51.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 15, 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 : 205,982: 80,663 33,420 20,315 49,051 109,343 150,029 163,079: 55,953 42,903
Old : 205,982: 80,663 33,420 20,315 49,051 109,343 150,029 163,079: 55,953 42,903
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 8, 2008 :
: 2,044: -3,271 2,885 2,023 1,956 -5,846 709 -938: 1,336 2,982
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.2 16.2 9.9 23.8 53.1 72.8 79.2: 27.2 20.8
Old : 100.0: 39.2 16.2 9.9 23.8 53.1 72.8 79.2: 27.2 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 : 139: 56 34 25 36 35 104 82:
Old : 139: 56 34 25 36 35 104 82:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.0 24.7 31.4 38.2 18.5 23.9 27.5 36.6
Old : 20.0 24.7 31.4 38.2 18.5 23.9 27.5 36.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 15, 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 : 22,467: 16,969 1,220 108 2,458 20,520 19,535 21,848: 2,932 619
Old : 22,467: 16,969 1,220 108 2,458 20,520 19,535 21,848: 2,932 619
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 8, 2008 :
: 1,181: 2,121 -125 51 -1,013 1,507 1,159 1,433: 22 -252
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.5 5.4 0.5 10.9 91.3 86.9 97.2: 13.1 2.8
Old : 100.0: 75.5 5.4 0.5 10.9 91.3 86.9 97.2: 13.1 2.8
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: 17 5 1 6 15 24 20:
Old : 40: 17 5 1 6 15 24 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.8 55.7 71.4 79.0 54.8 55.4 71.4 78.6
Old : 54.8 55.7 71.4 79.0 54.8 55.4 71.4 78.6
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 with Delta-adjusted Options and Futures Combined, January 15, 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 :21,635,094: 1,266,814 479,590 9,168,730 9,748,930 10,468,097 20,184,474 20,116,417: 1,450,620 1,518,678
Old :21,635,094: 1,266,814 479,590 9,168,730 9,748,930 10,468,097 20,184,474 20,116,417: 1,450,620 1,518,678
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 8, 2008 :
: 1,758,312: 26,802 83,046 805,339 799,944 692,973 1,632,085 1,581,359: 126,227 176,954
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.9 2.2 42.4 45.1 48.4 93.3 93.0: 6.7 7.0
Old : 100.0: 5.9 2.2 42.4 45.1 48.4 93.3 93.0: 6.7 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 : 283: 69 54 117 140 139 270 262:
Old : 283: 69 54 117 140 139 270 262:
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 : 24.2 20.9 34.8 31.5 11.5 7.5 14.2 12.8
Old : 24.2 20.9 34.8 31.5 11.5 7.5 14.2 12.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 15, 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 : 708,071: 70,848 76,991 84,274 424,411 426,892 579,534 588,157: 128,538 119,914
Old : 708,071: 70,848 76,991 84,274 424,411 426,892 579,534 588,157: 128,538 119,914
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 8, 2008 :
: 17,785: 7,287 3,769 3,725 14,529 7,918 25,540 15,413: -7,755 2,372
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.0 10.9 11.9 59.9 60.3 81.8 83.1: 18.2 16.9
Old : 100.0: 10.0 10.9 11.9 59.9 60.3 81.8 83.1: 18.2 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 : 215: 69 37 66 86 60 176 142:
Old : 215: 69 37 66 86 60 176 142:
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 : 16.6 25.8 24.2 35.9 16.0 25.8 22.3 35.3
Old : 16.6 25.8 24.2 35.9 16.0 25.8 22.3 35.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 15, 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 : 2,325,205: 426,343 502,186 180,047 1,379,145 1,461,697 1,985,535 2,143,930: 339,670 181,275
Old : 2,325,205: 426,343 502,186 180,047 1,379,145 1,461,697 1,985,535 2,143,930: 339,670 181,275
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 8, 2008 :
: 180,858: 15,402 -16,337 42,314 89,874 167,832 147,589 193,808: 33,269 -12,950
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.3 21.6 7.7 59.3 62.9 85.4 92.2: 14.6 7.8
Old : 100.0: 18.3 21.6 7.7 59.3 62.9 85.4 92.2: 14.6 7.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 346: 93 95 72 114 100 243 231:
Old : 346: 93 95 72 114 100 243 231:
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 : 18.4 20.7 29.0 32.4 13.9 17.6 23.1 28.5
Old : 18.4 20.7 29.0 32.4 13.9 17.6 23.1 28.5
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 with Delta-adjusted Options and Futures Combined, January 15, 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 : 105,791: 15,046 36,148 286 78,102 64,884 93,434 101,318: 12,357 4,473
Old : 105,791: 15,046 36,148 286 78,102 64,884 93,434 101,318: 12,357 4,473
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 8, 2008 :
: 3,832: 2,399 4,890 238 3,670 -2,249 6,307 2,879: -2,475 953
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.2 34.2 0.3 73.8 61.3 88.3 95.8: 11.7 4.2
Old : 100.0: 14.2 34.2 0.3 73.8 61.3 88.3 95.8: 11.7 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 : 87: 12 18 2 41 27 54 46:
Old : 87: 12 18 2 41 27 54 46:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.1 39.7 44.5 64.7 24.5 39.3 42.9 62.5
Old : 25.1 39.7 44.5 64.7 24.5 39.3 42.9 62.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 15, 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 : 41,700: 6,005 12,896 141 26,427 22,171 32,573 35,207: 9,127 6,493
Old : 41,700: 6,005 12,896 141 26,427 22,171 32,573 35,207: 9,127 6,493
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 8, 2008 :
: 2,301: 1,068 2,532 -360 2,162 -62 2,870 2,110: -569 191
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.4 30.9 0.3 63.4 53.2 78.1 84.4: 21.9 15.6
Old : 100.0: 14.4 30.9 0.3 63.4 53.2 78.1 84.4: 21.9 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 : 57: 11 13 2 23 18 34 33:
Old : 57: 11 13 2 23 18 34 33:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.8 35.7 56.6 52.1 46.8 34.2 55.8 49.8
Old : 46.8 35.7 56.6 52.1 46.8 34.2 55.8 49.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 15, 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 : 365,699: 88,475 175,310 17,800 226,925 149,625 333,201 342,735: 32,499 22,964
Old : 365,699: 88,475 175,310 17,800 226,925 149,625 333,201 342,735: 32,499 22,964
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 8, 2008 :
: 25,263: -28,560 11,090 5,499 54,986 5,753 31,925 22,342: -6,662 2,921
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.2 47.9 4.9 62.1 40.9 91.1 93.7: 8.9 6.3
Old : 100.0: 24.2 47.9 4.9 62.1 40.9 91.1 93.7: 8.9 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 : 234: 72 72 29 57 48 142 136:
Old : 234: 72 72 29 57 48 142 136:
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 : 23.9 30.5 39.9 43.4 23.7 30.3 37.5 40.6
Old : 23.9 30.5 39.9 43.4 23.7 30.3 37.5 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 with Delta-adjusted Options and Futures Combined, January 15, 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 : 83,586: 40,523 15,254 712 13,604 58,140 54,839 74,106: 28,747 9,480
Old : 83,586: 40,523 15,254 712 13,604 58,140 54,839 74,106: 28,747 9,480
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 8, 2008 :
: 3,540: 4,669 2,703 -299 629 3,461 4,999 5,865: -1,459 -2,325
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.5 18.2 0.9 16.3 69.6 65.6 88.7: 34.4 11.3
Old : 100.0: 48.5 18.2 0.9 16.3 69.6 65.6 88.7: 34.4 11.3
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 : 50: 23 10 2 8 13 32 24:
Old : 50: 23 10 2 8 13 32 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 : 24.0 50.6 35.7 71.9 24.0 50.6 35.7 71.4
Old : 24.0 50.6 35.7 71.9 24.0 50.6 35.7 71.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE Code-239741
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 15, 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 : 41,691: 1,464 14,599 803 26,842 22,410 29,109 37,812: 12,582 3,879
Old : 41,691: 1,464 14,599 803 26,842 22,410 29,109 37,812: 12,582 3,879
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 8, 2008 :
: 733: 52 -503 48 -97 1,239 3 784: 730 -51
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.5 35.0 1.9 64.4 53.8 69.8 90.7: 30.2 9.3
Old : 100.0: 3.5 35.0 1.9 64.4 53.8 69.8 90.7: 30.2 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 : 62: 3 22 3 20 25 25 48:
Old : 62: 3 22 3 20 25 25 48:
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 : 52.5 25.3 60.4 43.1 47.5 24.4 55.0 40.6
Old : 52.5 25.3 60.4 43.1 47.5 24.4 55.0 40.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-239742
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 15, 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 : 674,665: 67,243 262,820 18,671 566,244 322,173 652,159 603,664: 22,506 71,001
Old : 674,665: 67,243 262,820 18,671 566,244 322,173 652,159 603,664: 22,506 71,001
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 8, 2008 :
: 21,750: -814 -13,147 2,967 19,469 22,538 21,622 12,357: 127 9,392
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.0 39.0 2.8 83.9 47.8 96.7 89.5: 3.3 10.5
Old : 100.0: 10.0 39.0 2.8 83.9 47.8 96.7 89.5: 3.3 10.5
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 : 306: 63 128 65 67 77 150 250:
Old : 306: 63 128 65 67 77 150 250:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.8 20.6 72.1 28.1 55.0 20.5 69.2 27.6
Old : 56.8 20.6 72.1 28.1 55.0 20.5 69.2 27.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 15, 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 : 68,685: 12,332 33,665 233 43,877 25,135 56,442 59,033: 12,242 9,652
Old : 68,685: 12,332 33,665 233 43,877 25,135 56,442 59,033: 12,242 9,652
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 8, 2008 :
: 1,175: -28 -1,504 -95 241 2,273 118 674: 1,056 500
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.0 49.0 0.3 63.9 36.6 82.2 85.9: 17.8 14.1
Old : 100.0: 18.0 49.0 0.3 63.9 36.6 82.2 85.9: 17.8 14.1
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 : 73: 18 19 5 17 21 38 42:
Old : 73: 18 19 5 17 21 38 42:
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 : 42.6 47.1 60.4 59.3 42.6 47.0 59.7 59.2
Old : 42.6 47.1 60.4 59.3 42.6 47.0 59.7 59.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 15, 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 : 64,602: 13,766 8,241 104 23,170 43,838 37,040 52,183: 27,562 12,419
Old : 64,602: 13,766 8,241 104 23,170 43,838 37,040 52,183: 27,562 12,419
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 8, 2008 :
: 6,332: -1,942 4,277 31 2,007 4,228 96 8,536: 6,236 -2,204
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.3 12.8 0.2 35.9 67.9 57.3 80.8: 42.7 19.2
Old : 100.0: 21.3 12.8 0.2 35.9 67.9 57.3 80.8: 42.7 19.2
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 : 50: 13 8 1 16 14 29 23:
Old : 50: 13 8 1 16 14 29 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 : 29.5 51.9 41.9 65.5 26.5 51.9 38.9 64.9
Old : 29.5 51.9 41.9 65.5 26.5 51.9 38.9 64.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 15, 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 : 22,626: 5,682 825 0 14,050 20,201 19,732 21,026: 2,894 1,600
Old : 22,626: 5,682 825 0 14,050 20,201 19,732 21,026: 2,894 1,600
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 8, 2008 :
: 1,046: -582 -167 0 -83 -138 -665 -305: 1,711 1,351
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.1 3.6 0.0 62.1 89.3 87.2 92.9: 12.8 7.1
Old : 100.0: 25.1 3.6 0.0 62.1 89.3 87.2 92.9: 12.8 7.1
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 : 20: 8 3 0 7 5 15 8:
Old : 20: 8 3 0 7 5 15 8:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 65.3 90.5 80.6 92.9 65.0 90.2 80.0 91.6
Old : 65.3 90.5 80.6 92.9 65.0 90.2 80.0 91.6
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 with Delta-adjusted Options and Futures Combined, January 15, 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 : 27,468: 5,230 3,885 3,344 13,394 11,050 21,968 18,279: 5,500 9,189
Old : 27,468: 5,230 3,885 3,344 13,394 11,050 21,968 18,279: 5,500 9,189
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 8, 2008 :
: 4,211: -1,267 354 1,367 1,903 1,072 2,003 2,793: 2,208 1,418
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.0 14.1 12.2 48.8 40.2 80.0 66.5: 20.0 33.5
Old : 100.0: 19.0 14.1 12.2 48.8 40.2 80.0 66.5: 20.0 33.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 36: 7 5 6 15 18 24 27:
Old : 36: 7 5 6 15 18 24 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.4 29.2 61.0 46.7 36.1 26.7 50.4 39.1
Old : 43.4 29.2 61.0 46.7 36.1 26.7 50.4 39.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 18, 2008