MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 29, 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 : 41,423: 3,250 1,771 5,583 25,719 22,806 34,551 30,160: 6,872 11,263
Old : 41,423: 3,250 1,771 5,583 25,719 22,806 34,551 30,160: 6,872 11,263
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 22, 2008 :
: 971: 88 13 201 -80 537 209 751: 762 220
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.8 4.3 13.5 62.1 55.1 83.4 72.8: 16.6 27.2
Old : 100.0: 7.8 4.3 13.5 62.1 55.1 83.4 72.8: 16.6 27.2
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 : 63: 20 9 18 26 28 55 46:
Old : 63: 20 9 18 26 28 55 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 : 35.9 27.0 51.1 39.0 35.4 20.5 48.5 31.7
Old : 35.9 27.0 51.1 39.0 35.4 20.5 48.5 31.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 29, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 238,443: 46,421 51,174 54,680 114,200 96,061 215,301 201,915: 23,141 36,528
Old : 215,452: 38,253 59,793 44,617 111,889 77,351 194,758 181,761: 20,694 33,691
Other: 22,991: 17,511 724 721 2,312 18,709 20,543 20,154: 2,448 2,836
: : :
: : Changes in Commitments from: January 22, 2008 :
: 1,306: 4,980 898 1,482 -4,189 1,655 2,273 4,036: -967 -2,730
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.5 21.5 22.9 47.9 40.3 90.3 84.7: 9.7 15.3
Old : 100.0: 17.8 27.8 20.7 51.9 35.9 90.4 84.4: 9.6 15.6
Other: 100.0: 76.2 3.1 3.1 10.1 81.4 89.4 87.7: 10.6 12.3
: : :
:# Traders : Number of Traders in Each Category :
All : 242: 69 84 84 36 54 164 183:
Old : 242: 65 90 83 36 54 163 183:
Other: 72: 30 9 10 5 29 39 44:
:----------------------------------------------------------------------------------------------------
: 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 21.2 36.1 31.6 22.5 15.2 32.9 22.2
Old : 25.4 18.2 38.8 29.2 24.9 17.4 36.1 25.0
Other: 52.0 54.2 70.6 66.9 49.3 44.9 64.0 57.6
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE Code-056641
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 29, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 1,846: 97 534 206 940 734 1,243 1,475: 603 371
Old : 1,846: 97 534 206 940 734 1,243 1,475: 603 371
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 22, 2008 :
: -314: 25 -45 -126 -148 25 -249 -145: -65 -169
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.3 28.9 11.2 50.9 39.8 67.4 79.9: 32.6 20.1
Old : 100.0: 5.3 28.9 11.2 50.9 39.8 67.4 79.9: 32.6 20.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 2 12 5 6 4 13 16:
Old : 21: 2 12 5 6 4 13 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.1 44.4 62.5 63.6 46.6 42.7 50.9 54.2
Old : 49.1 44.4 62.5 63.6 46.6 42.7 50.9 54.2
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 29, 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 : 293,121: 65,191 50,313 67,415 137,605 119,105 270,212 236,833: 22,910 56,288
Old : 293,121: 65,191 50,313 67,415 137,605 119,105 270,212 236,833: 22,910 56,288
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 22, 2008 :
: 10,362: 2,737 1,368 6,092 2,620 3,224 11,450 10,684: -1,087 -322
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.2 17.2 23.0 46.9 40.6 92.2 80.8: 7.8 19.2
Old : 100.0: 22.2 17.2 23.0 46.9 40.6 92.2 80.8: 7.8 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 : 351: 82 99 95 92 135 232 289:
Old : 351: 82 99 95 92 135 232 289:
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 : 22.8 12.6 35.9 20.1 22.5 10.8 34.3 16.4
Old : 22.8 12.6 35.9 20.1 22.5 10.8 34.3 16.4
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 with Delta-adjusted Options and Futures Combined, January 29, 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 : 11,289: 4,235 4,498 1,686 3,407 2,426 9,328 8,610: 1,961 2,679
Old : 11,289: 4,235 4,498 1,686 3,407 2,426 9,328 8,610: 1,961 2,679
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 22, 2008 :
: 764: 62 -85 609 -18 327 652 850: 111 -86
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.5 39.8 14.9 30.2 21.5 82.6 76.3: 17.4 23.7
Old : 100.0: 37.5 39.8 14.9 30.2 21.5 82.6 76.3: 17.4 23.7
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 : 94: 30 28 17 20 25 60 64:
Old : 94: 30 28 17 20 25 60 64:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.0 25.0 48.5 35.7 29.0 24.0 48.2 33.1
Old : 29.0 25.0 48.5 35.7 29.0 24.0 48.2 33.1
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 29, 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 : 45,045: 20,909 6,702 8,377 10,482 9,167 39,769 24,246: 5,276 20,799
Old : 45,045: 20,909 6,702 8,377 10,482 9,167 39,769 24,246: 5,276 20,799
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 22, 2008 :
: 2,030: 921 688 1,066 -329 611 1,658 2,365: 372 -335
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.4 14.9 18.6 23.3 20.4 88.3 53.8: 11.7 46.2
Old : 100.0: 46.4 14.9 18.6 23.3 20.4 88.3 53.8: 11.7 46.2
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 : 161: 41 39 35 51 58 113 116:
Old : 161: 41 39 35 51 58 113 116:
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 : 25.3 7.2 38.3 13.2 23.9 5.6 36.4 9.5
Old : 25.3 7.2 38.3 13.2 23.9 5.6 36.4 9.5
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 29, 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 : 110,391: 29,712 21,976 9,815 39,241 56,457 78,769 88,249: 31,623 22,143
Old : 110,391: 29,712 21,976 9,815 39,241 56,457 78,769 88,249: 31,623 22,143
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 22, 2008 :
: 5,573: 2,218 4,968 -415 3,463 1,872 5,266 6,426: 307 -852
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.9 19.9 8.9 35.5 51.1 71.4 79.9: 28.6 20.1
Old : 100.0: 26.9 19.9 8.9 35.5 51.1 71.4 79.9: 28.6 20.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 71: 19 18 12 25 23 51 46:
Old : 71: 19 18 12 25 23 51 46:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.2 29.1 36.4 46.9 19.3 25.9 31.8 40.4
Old : 21.2 29.1 36.4 46.9 19.3 25.9 31.8 40.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 29, 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 : 78,538: 28,282 19,227 3,840 22,316 45,293 54,438 68,360: 24,100 10,178
Old : 78,538: 28,282 19,227 3,840 22,316 45,293 54,438 68,360: 24,100 10,178
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 22, 2008 :
: -519: -381 5,761 160 1,301 -8,351 1,080 -2,429: -1,600 1,910
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.0 24.5 4.9 28.4 57.7 69.3 87.0: 30.7 13.0
Old : 100.0: 36.0 24.5 4.9 28.4 57.7 69.3 87.0: 30.7 13.0
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 : 50: 22 10 4 11 13 34 26:
Old : 50: 22 10 4 11 13 34 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 : 30.9 40.9 43.7 59.1 30.8 39.7 40.3 56.5
Old : 30.9 40.9 43.7 59.1 30.8 39.7 40.3 56.5
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 29, 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 : 84,369: 51,191 9,405 152 26,728 72,682 78,071 82,239: 6,298 2,130
Old : 84,369: 51,191 9,405 152 26,728 72,682 78,071 82,239: 6,298 2,130
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 22, 2008 :
: 2,664: 16,576 -1,247 -36 -13,417 5,561 3,123 4,278: -459 -1,614
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.7 11.1 0.2 31.7 86.1 92.5 97.5: 7.5 2.5
Old : 100.0: 60.7 11.1 0.2 31.7 86.1 92.5 97.5: 7.5 2.5
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 : 77: 42 12 1 9 19 52 31:
Old : 77: 42 12 1 9 19 52 31:
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 : 35.7 77.5 54.8 87.4 35.5 77.5 53.7 85.1
Old : 35.7 77.5 54.8 87.4 35.5 77.5 53.7 85.1
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 with Delta-adjusted Options and Futures Combined, January 29, 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 : 112,662: 39,861 32,097 12,772 42,919 43,455 95,552 88,324: 17,109 24,337
Old : 112,662: 39,861 32,097 12,772 42,919 43,455 95,552 88,324: 17,109 24,337
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 22, 2008 :
: 735: 6,070 972 -533 -2,334 4,434 3,203 4,873: -2,468 -4,138
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.4 28.5 11.3 38.1 38.6 84.8 78.4: 15.2 21.6
Old : 100.0: 35.4 28.5 11.3 38.1 38.6 84.8 78.4: 15.2 21.6
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 : 79: 22 31 13 18 18 47 55:
Old : 79: 22 31 13 18 18 47 55:
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 : 31.4 25.4 48.1 38.3 27.9 15.5 41.2 25.7
Old : 31.4 25.4 48.1 38.3 27.9 15.5 41.2 25.7
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 29, 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 : 262,906: 73,478 25,155 26,702 125,594 189,146 225,774 241,002: 37,132 21,903
Old : 262,906: 73,478 25,155 26,702 125,594 189,146 225,774 241,002: 37,132 21,903
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 22, 2008 :
: 11,267: 9,705 -2,611 -725 4,352 14,805 13,331 11,469: -2,064 -202
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.9 9.6 10.2 47.8 71.9 85.9 91.7: 14.1 8.3
Old : 100.0: 27.9 9.6 10.2 47.8 71.9 85.9 91.7: 14.1 8.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 110: 43 24 15 31 28 80 61:
Old : 110: 43 24 15 31 28 80 61:
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 : 35.2 47.8 48.0 65.2 24.8 43.9 33.6 50.5
Old : 35.2 47.8 48.0 65.2 24.8 43.9 33.6 50.5
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 29, 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 : 222,601: 60,854 34,381 26,828 84,975 120,749 172,656 181,958: 49,945 40,642
Old : 222,601: 60,854 34,381 26,828 84,975 120,749 172,656 181,958: 49,945 40,642
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 22, 2008 :
: 4,694: -3,072 -3,626 2,836 13,933 12,578 13,697 11,788: -9,003 -7,094
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.3 15.4 12.1 38.2 54.2 77.6 81.7: 22.4 18.3
Old : 100.0: 27.3 15.4 12.1 38.2 54.2 77.6 81.7: 22.4 18.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 141: 45 46 27 36 35 98 92:
Old : 141: 45 46 27 36 35 98 92:
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 28.7 37.5 40.2 23.3 26.7 31.6 37.1
Old : 25.1 28.7 37.5 40.2 23.3 26.7 31.6 37.1
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 29, 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 : 20,854: 13,429 2,707 87 4,779 16,948 18,295 19,742: 2,559 1,112
Old : 20,854: 13,429 2,707 87 4,779 16,948 18,295 19,742: 2,559 1,112
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 22, 2008 :
: -964: -977 -244 -21 87 -565 -911 -830: -53 -134
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.4 13.0 0.4 22.9 81.3 87.7 94.7: 12.3 5.3
Old : 100.0: 64.4 13.0 0.4 22.9 81.3 87.7 94.7: 12.3 5.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 15 4 1 9 13 24 18:
Old : 37: 15 4 1 9 13 24 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.8 61.2 65.1 83.3 46.8 60.9 65.1 80.8
Old : 46.8 61.2 65.1 83.3 46.8 60.9 65.1 80.8
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 29, 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 :22,310,795: 1,224,563 456,702 9,834,963 9,764,304 10,624,914 20,823,830 20,916,579: 1,486,965 1,394,216
Old :22,310,795: 1,224,563 456,702 9,834,963 9,764,304 10,624,914 20,823,830 20,916,579: 1,486,965 1,394,216
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 22, 2008 :
:-1,143,735: -149,695 -33,956 -530,896 -441,255 -290,982 -1,121,845 -855,834: -21,889 -287,901
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.5 2.0 44.1 43.8 47.6 93.3 93.8: 6.7 6.2
Old : 100.0: 5.5 2.0 44.1 43.8 47.6 93.3 93.8: 6.7 6.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 271: 53 59 107 138 134 259 247:
Old : 271: 53 59 107 138 134 259 247:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.3 20.8 34.3 32.0 10.4 8.0 13.4 12.4
Old : 23.3 20.8 34.3 32.0 10.4 8.0 13.4 12.4
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 29, 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 : 748,442: 72,435 83,731 97,563 448,543 447,064 618,541 628,358: 129,901 120,084
Old : 748,442: 72,435 83,731 97,563 448,543 447,064 618,541 628,358: 129,901 120,084
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 22, 2008 :
: -27,904: -3,091 1,177 -7,614 884 -2,925 -9,821 -9,363: -18,083 -18,542
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.7 11.2 13.0 59.9 59.7 82.6 84.0: 17.4 16.0
Old : 100.0: 9.7 11.2 13.0 59.9 59.7 82.6 84.0: 17.4 16.0
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 : 219: 58 48 65 88 64 177 146:
Old : 219: 58 48 65 88 64 177 146:
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 : 16.5 24.7 24.2 35.5 15.7 24.6 22.6 33.7
Old : 16.5 24.7 24.2 35.5 15.7 24.6 22.6 33.7
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 29, 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 : 2,578,595: 459,255 542,751 165,657 1,578,416 1,596,940 2,203,328 2,305,349: 375,267 273,246
Old : 2,578,595: 459,255 542,751 165,657 1,578,416 1,596,940 2,203,328 2,305,349: 375,267 273,246
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 22, 2008 :
: -111,115: -66,441 69,061 -7,221 64,889 -121,969 -8,773 -60,128: -102,342 -50,987
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.8 21.0 6.4 61.2 61.9 85.4 89.4: 14.6 10.6
Old : 100.0: 17.8 21.0 6.4 61.2 61.9 85.4 89.4: 14.6 10.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 363: 76 126 73 119 102 245 251:
Old : 363: 76 126 73 119 102 245 251:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.8 20.9 29.7 30.2 14.9 18.7 24.4 27.2
Old : 19.8 20.9 29.7 30.2 14.9 18.7 24.4 27.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 29, 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 : 105,034: 12,048 37,358 1 81,807 62,925 93,856 100,284: 11,178 4,750
Old : 105,034: 12,048 37,358 1 81,807 62,925 93,856 100,284: 11,178 4,750
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 22, 2008 :
: -965: -2,772 981 -56 1,531 -2,276 -1,297 -1,351: 332 386
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.5 35.6 0.0 77.9 59.9 89.4 95.5: 10.6 4.5
Old : 100.0: 11.5 35.6 0.0 77.9 59.9 89.4 95.5: 10.6 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 : 85: 9 19 1 42 27 52 46:
Old : 85: 9 19 1 42 27 52 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 : 23.8 39.9 43.3 65.5 23.8 39.9 41.7 63.9
Old : 23.8 39.9 43.3 65.5 23.8 39.9 41.7 63.9
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 with Delta-adjusted Options and Futures Combined, January 29, 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 : 46,602: 10,446 11,626 581 28,349 28,987 39,376 41,194: 7,227 5,409
Old : 46,602: 10,446 11,626 581 28,349 28,987 39,376 41,194: 7,227 5,409
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 22, 2008 :
: 1,995: 469 -665 513 2,098 2,815 3,080 2,663: -1,085 -668
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.4 24.9 1.2 60.8 62.2 84.5 88.4: 15.5 11.6
Old : 100.0: 22.4 24.9 1.2 60.8 62.2 84.5 88.4: 15.5 11.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 59: 14 12 3 25 16 40 31:
Old : 59: 14 12 3 25 16 40 31:
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 : 43.7 41.6 56.7 60.9 43.7 39.6 56.7 56.8
Old : 43.7 41.6 56.7 60.9 43.7 39.6 56.7 56.8
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 29, 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 : 368,502: 98,327 154,633 10,208 222,966 173,267 331,501 338,108: 37,000 30,393
Old : 368,502: 98,327 154,633 10,208 222,966 173,267 331,501 338,108: 37,000 30,393
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 22, 2008 :
: -11,826: -12,123 13,723 -3,365 33,841 4,257 18,352 14,614: -30,178 -26,440
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.7 42.0 2.8 60.5 47.0 90.0 91.8: 10.0 8.2
Old : 100.0: 26.7 42.0 2.8 60.5 47.0 90.0 91.8: 10.0 8.2
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 : 228: 69 72 25 46 55 124 143:
Old : 228: 69 72 25 46 55 124 143:
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 : 29.7 24.1 44.6 37.7 23.6 23.9 38.4 34.1
Old : 29.7 24.1 44.6 37.7 23.6 23.9 38.4 34.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 29, 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 : 67,678: 28,805 12,728 822 12,657 42,633 42,284 56,183: 25,394 11,495
Old : 67,678: 28,805 12,728 822 12,657 42,633 42,284 56,183: 25,394 11,495
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 22, 2008 :
: -2,307: 5,090 -5,507 172 -7,168 5,375 -1,906 40: -400 -2,346
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.6 18.8 1.2 18.7 63.0 62.5 83.0: 37.5 17.0
Old : 100.0: 42.6 18.8 1.2 18.7 63.0 62.5 83.0: 37.5 17.0
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 : 46: 19 9 2 8 14 27 25:
Old : 46: 19 9 2 8 14 27 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.4 40.1 42.3 58.9 29.4 40.0 40.6 57.6
Old : 29.4 40.1 42.3 58.9 29.4 40.0 40.6 57.6
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 29, 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 : 43,477: 902 13,798 869 27,626 23,373 29,397 38,041: 14,080 5,436
Old : 43,477: 902 13,798 869 27,626 23,373 29,397 38,041: 14,080 5,436
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 22, 2008 :
: 223: -391 -1,125 -86 751 345 274 -866: -52 1,088
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.1 31.7 2.0 63.5 53.8 67.6 87.5: 32.4 12.5
Old : 100.0: 2.1 31.7 2.0 63.5 53.8 67.6 87.5: 32.4 12.5
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: 4 21 4 19 26 25 49:
Old : 62: 4 21 4 19 26 25 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 : 51.8 23.7 58.9 39.6 48.9 22.5 56.0 37.6
Old : 51.8 23.7 58.9 39.6 48.9 22.5 56.0 37.6
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 29, 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 : 635,444: 64,585 232,045 20,115 529,972 309,528 614,673 561,689: 20,771 73,755
Old : 635,444: 64,585 232,045 20,115 529,972 309,528 614,673 561,689: 20,771 73,755
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 22, 2008 :
: -32,091: -4,091 -19,681 -1,766 -23,075 -33,393 -28,932 -54,840: -3,158 22,749
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.2 36.5 3.2 83.4 48.7 96.7 88.4: 3.3 11.6
Old : 100.0: 10.2 36.5 3.2 83.4 48.7 96.7 88.4: 3.3 11.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 284: 43 124 44 61 84 127 229:
Old : 284: 43 124 44 61 84 127 229:
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 : 57.4 17.9 72.1 25.4 54.7 17.1 68.6 24.0
Old : 57.4 17.9 72.1 25.4 54.7 17.1 68.6 24.0
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 29, 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 : 80,044: 11,676 36,726 759 53,997 32,400 66,432 69,885: 13,612 10,159
Old : 80,044: 11,676 36,726 759 53,997 32,400 66,432 69,885: 13,612 10,159
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 22, 2008 :
: 3,732: -178 605 -301 4,309 1,629 3,829 1,933: -97 1,799
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.6 45.9 0.9 67.5 40.5 83.0 87.3: 17.0 12.7
Old : 100.0: 14.6 45.9 0.9 67.5 40.5 83.0 87.3: 17.0 12.7
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 : 81: 17 28 5 16 24 36 54:
Old : 81: 17 28 5 16 24 36 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 : 49.4 37.2 66.6 50.7 49.4 37.0 65.6 49.1
Old : 49.4 37.2 66.6 50.7 49.4 37.0 65.6 49.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 29, 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 : 78,976: 17,147 7,123 71 31,558 59,608 48,776 66,802: 30,200 12,174
Old : 78,976: 17,147 7,123 71 31,558 59,608 48,776 66,802: 30,200 12,174
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 22, 2008 :
: 4,887: -1,527 4,635 -11 3,326 4,249 1,788 8,873: 3,099 -3,986
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.7 9.0 0.1 40.0 75.5 61.8 84.6: 38.2 15.4
Old : 100.0: 21.7 9.0 0.1 40.0 75.5 61.8 84.6: 38.2 15.4
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 : 60: 19 10 2 18 17 37 29:
Old : 60: 19 10 2 18 17 37 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.5 51.9 42.3 68.2 25.0 51.9 37.6 66.0
Old : 27.5 51.9 42.3 68.2 25.0 51.9 37.6 66.0
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 29, 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 : 21,376: 5,766 638 1 14,283 20,396 20,050 21,035: 1,326 341
Old : 21,376: 5,766 638 1 14,283 20,396 20,050 21,035: 1,326 341
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 22, 2008 :
: 283: 406 283 1 111 120 518 404: -235 -121
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.0 3.0 0.0 66.8 95.4 93.8 98.4: 6.2 1.6
Old : 100.0: 27.0 3.0 0.0 66.8 95.4 93.8 98.4: 6.2 1.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 9 4 1 7 5 16 10:
Old : 23: 9 4 1 7 5 16 10:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 69.0 95.4 84.6 97.9 68.2 95.4 83.9 97.2
Old : 69.0 95.4 84.6 97.9 68.2 95.4 83.9 97.2
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 29, 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 : 30,734: 6,349 3,915 2,754 14,389 11,184 23,492 17,853: 7,242 12,881
Old : 30,734: 6,349 3,915 2,754 14,389 11,184 23,492 17,853: 7,242 12,881
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 22, 2008 :
: -1,119: -2,548 200 807 1,303 -323 -438 684: -681 -1,803
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.7 12.7 9.0 46.8 36.4 76.4 58.1: 23.6 41.9
Old : 100.0: 20.7 12.7 9.0 46.8 36.4 76.4 58.1: 23.6 41.9
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 : 37: 8 4 5 15 19 24 27:
Old : 37: 8 4 5 15 19 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 : 36.0 23.6 55.2 40.2 31.2 21.1 46.1 33.0
Old : 36.0 23.6 55.2 40.2 31.2 21.1 46.1 33.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 1, 2008