MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 1, 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 : 41,483: 2,406 1,643 6,128 26,577 23,573 35,112 31,344: 6,371 10,139
Old : 41,483: 2,406 1,643 6,128 26,577 23,573 35,112 31,344: 6,371 10,139
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 25, 2008 :
: 2,008: -42 223 489 953 943 1,399 1,655: 609 353
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.8 4.0 14.8 64.1 56.8 84.6 75.6: 15.4 24.4
Old : 100.0: 5.8 4.0 14.8 64.1 56.8 84.6 75.6: 15.4 24.4
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 : 65: 17 10 15 27 30 52 47:
Old : 65: 17 10 15 27 30 52 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 : 33.3 27.0 51.1 40.3 31.5 22.7 47.0 34.3
Old : 33.3 27.0 51.1 40.3 31.5 22.7 47.0 34.3
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, April 1, 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 : 252,308: 49,122 46,014 54,623 124,727 115,273 228,472 215,911: 23,836 36,397
Old : 210,212: 30,892 53,391 43,856 117,710 81,168 192,458 178,415: 17,753 31,797
Other: 42,097: 26,985 1,378 2,012 7,017 34,106 36,014 37,496: 6,083 4,601
: : :
: : Changes in Commitments from: March 25, 2008 :
: 2,322: -1,939 1,135 3,722 1,472 -1,906 3,255 2,951: -933 -629
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.5 18.2 21.6 49.4 45.7 90.6 85.6: 9.4 14.4
Old : 100.0: 14.7 25.4 20.9 56.0 38.6 91.6 84.9: 8.4 15.1
Other: 100.0: 64.1 3.3 4.8 16.7 81.0 85.6 89.1: 14.4 10.9
: : :
:# Traders : Number of Traders in Each Category :
All : 247: 71 96 98 38 52 170 199:
Old : 243: 63 100 94 38 51 164 196:
Other: 103: 48 14 18 15 34 68 61:
:----------------------------------------------------------------------------------------------------
: 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 22.2 38.8 32.0 25.0 17.4 35.9 25.6
Old : 27.9 17.8 40.6 27.2 27.8 14.9 38.8 24.0
Other: 42.2 52.6 59.0 65.0 39.9 44.5 52.8 56.8
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 1, 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 : 320,721: 101,032 52,181 54,667 140,560 149,735 296,259 256,583: 24,462 64,138
Old : 320,721: 101,032 52,181 54,667 140,560 149,735 296,259 256,583: 24,462 64,138
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 25, 2008 :
: 8,876: 8,266 3,510 -170 600 4,100 8,696 7,440: 180 1,436
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.5 16.3 17.0 43.8 46.7 92.4 80.0: 7.6 20.0
Old : 100.0: 31.5 16.3 17.0 43.8 46.7 92.4 80.0: 7.6 20.0
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 : 366: 100 86 83 94 157 232 296:
Old : 366: 100 86 83 94 157 232 296:
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 : 21.5 14.4 34.8 21.7 21.5 13.6 34.4 20.1
Old : 21.5 14.4 34.8 21.7 21.5 13.6 34.4 20.1
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, April 1, 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 : 15,886: 4,625 4,360 2,943 5,791 5,647 13,359 12,950: 2,527 2,935
Old : 15,886: 4,625 4,360 2,943 5,791 5,647 13,359 12,950: 2,527 2,935
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 25, 2008 :
: 1,900: -678 337 568 1,415 456 1,304 1,360: 596 540
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.1 27.4 18.5 36.5 35.5 84.1 81.5: 15.9 18.5
Old : 100.0: 29.1 27.4 18.5 36.5 35.5 84.1 81.5: 15.9 18.5
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 : 111: 33 28 23 24 36 70 81:
Old : 111: 33 28 23 24 36 70 81:
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 : 25.7 20.6 45.8 33.8 25.3 19.8 43.2 30.6
Old : 25.7 20.6 45.8 33.8 25.3 19.8 43.2 30.6
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, April 1, 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 : 41,487: 20,690 9,736 5,699 10,607 9,781 36,996 25,216: 4,492 16,271
Old : 41,487: 20,690 9,736 5,699 10,607 9,781 36,996 25,216: 4,492 16,271
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 25, 2008 :
: 851: 61 161 385 253 324 700 870: 151 -19
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.9 23.5 13.7 25.6 23.6 89.2 60.8: 10.8 39.2
Old : 100.0: 49.9 23.5 13.7 25.6 23.6 89.2 60.8: 10.8 39.2
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 : 154: 42 40 37 37 54 99 114:
Old : 154: 42 40 37 37 54 99 114:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.9 9.1 45.2 16.7 27.2 8.8 42.9 15.3
Old : 28.9 9.1 45.2 16.7 27.2 8.8 42.9 15.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 1, 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 : 118,467: 32,776 26,910 8,997 46,356 62,921 88,129 98,828: 30,338 19,639
Old : 118,467: 32,776 26,910 8,997 46,356 62,921 88,129 98,828: 30,338 19,639
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 25, 2008 :
: 3,673: 534 1,487 1,017 1,628 435 3,179 2,939: 494 734
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.7 22.7 7.6 39.1 53.1 74.4 83.4: 25.6 16.6
Old : 100.0: 27.7 22.7 7.6 39.1 53.1 74.4 83.4: 25.6 16.6
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 : 80: 26 17 11 26 26 54 52:
Old : 80: 26 17 11 26 26 54 52:
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 : 27.0 32.1 38.3 46.4 24.0 26.2 34.0 40.5
Old : 27.0 32.1 38.3 46.4 24.0 26.2 34.0 40.5
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, April 1, 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 : 70,451: 29,109 20,763 8,763 13,869 31,068 51,742 60,595: 18,710 9,857
Old : 70,451: 29,109 20,763 8,763 13,869 31,068 51,742 60,595: 18,710 9,857
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 25, 2008 :
: 369: -48 1,763 716 1,986 -3,436 2,654 -958: -2,285 1,327
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.3 29.5 12.4 19.7 44.1 73.4 86.0: 26.6 14.0
Old : 100.0: 41.3 29.5 12.4 19.7 44.1 73.4 86.0: 26.6 14.0
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: 24 11 6 7 13 33 28:
Old : 50: 24 11 6 7 13 33 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.0 34.9 49.7 58.8 26.0 31.9 36.1 51.5
Old : 36.0 34.9 49.7 58.8 26.0 31.9 36.1 51.5
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, April 1, 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 : 140,168: 127,875 6,972 29 6,033 131,569 133,937 138,570: 6,231 1,598
Old : 140,168: 127,875 6,972 29 6,033 131,569 133,937 138,570: 6,231 1,598
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 25, 2008 :
: 19,852: 18,557 1,505 -38 591 18,480 19,110 19,947: 742 -95
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 91.2 5.0 0.0 4.3 93.9 95.6 98.9: 4.4 1.1
Old : 100.0: 91.2 5.0 0.0 4.3 93.9 95.6 98.9: 4.4 1.1
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 : 103: 61 17 1 7 21 69 38:
Old : 103: 61 17 1 7 21 69 38:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.5 65.9 65.9 80.8 53.5 65.9 65.9 80.6
Old : 53.5 65.9 65.9 80.8 53.5 65.9 65.9 80.6
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, April 1, 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 : 117,925: 35,791 34,616 11,908 53,004 47,723 100,703 94,247: 17,222 23,678
Old : 117,925: 35,791 34,616 11,908 53,004 47,723 100,703 94,247: 17,222 23,678
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 25, 2008 :
: 21,773: -8,817 13,954 -181 29,923 5,006 20,925 18,778: 848 2,995
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.4 29.4 10.1 44.9 40.5 85.4 79.9: 14.6 20.1
Old : 100.0: 30.4 29.4 10.1 44.9 40.5 85.4 79.9: 14.6 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 : 78: 18 29 9 21 22 45 55:
Old : 78: 18 29 9 21 22 45 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 : 44.4 28.2 60.1 42.2 41.7 25.3 53.7 37.6
Old : 44.4 28.2 60.1 42.2 41.7 25.3 53.7 37.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 1, 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 : 246,229: 73,742 24,819 26,750 112,043 175,931 212,535 227,500: 33,694 18,729
Old : 246,229: 73,742 24,819 26,750 112,043 175,931 212,535 227,500: 33,694 18,729
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 25, 2008 :
: -9,412: -11,888 2,807 166 1,823 -13,658 -9,899 -10,684: 487 1,272
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.9 10.1 10.9 45.5 71.5 86.3 92.4: 13.7 7.6
Old : 100.0: 29.9 10.1 10.9 45.5 71.5 86.3 92.4: 13.7 7.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 103: 40 25 19 26 23 76 57:
Old : 103: 40 25 19 26 23 76 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 : 29.9 43.3 46.3 61.3 28.4 42.5 40.4 55.3
Old : 29.9 43.3 46.3 61.3 28.4 42.5 40.4 55.3
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, April 1, 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 : 223,018: 81,122 48,741 40,106 48,919 82,038 170,148 170,885: 52,870 52,133
Old : 223,018: 81,122 48,741 40,106 48,919 82,038 170,148 170,885: 52,870 52,133
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 25, 2008 :
: 7,207: -11,681 1,621 4,529 8,813 -4,218 1,662 1,932: 5,545 5,275
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.4 21.9 18.0 21.9 36.8 76.3 76.6: 23.7 23.4
Old : 100.0: 36.4 21.9 18.0 21.9 36.8 76.3 76.6: 23.7 23.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 148: 49 52 38 33 36 107 101:
Old : 148: 49 52 38 33 36 107 101:
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 : 20.2 17.2 33.4 31.4 18.2 16.0 25.8 25.0
Old : 20.2 17.2 33.4 31.4 18.2 16.0 25.8 25.0
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, April 1, 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 : 19,790: 11,600 4,146 0 5,292 14,194 16,892 18,340: 2,898 1,450
Old : 19,790: 11,600 4,146 0 5,292 14,194 16,892 18,340: 2,898 1,450
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 25, 2008 :
: 1,460: -876 1,121 0 1,994 -243 1,118 878: 342 582
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.6 20.9 0.0 26.7 71.7 85.4 92.7: 14.6 7.3
Old : 100.0: 58.6 20.9 0.0 26.7 71.7 85.4 92.7: 14.6 7.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 13 5 0 8 10 21 15:
Old : 33: 13 5 0 8 10 21 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 : 42.8 65.3 66.3 83.7 42.8 65.3 64.5 81.1
Old : 42.8 65.3 66.3 83.7 42.8 65.3 64.5 81.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 1, 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 :16,284,797: 1,224,840 448,135 6,061,484 7,780,331 8,763,865 15,066,656 15,273,484: 1,218,142 1,011,313
Old :16,284,797: 1,224,840 448,135 6,061,484 7,780,331 8,763,865 15,066,656 15,273,484: 1,218,142 1,011,313
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 25, 2008 :
: -225,441: -140,689 46,684 -265,891 -53,637 63,815 -460,216 -155,393: 234,775 -70,048
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.5 2.8 37.2 47.8 53.8 92.5 93.8: 7.5 6.2
Old : 100.0: 7.5 2.8 37.2 47.8 53.8 92.5 93.8: 7.5 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 : 258: 76 34 99 132 131 244 237:
Old : 258: 76 34 99 132 131 244 237:
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 : 16.3 19.1 26.1 31.0 10.2 11.9 13.9 17.6
Old : 16.3 19.1 26.1 31.0 10.2 11.9 13.9 17.6
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, April 1, 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 : 672,231: 67,634 74,514 69,595 406,476 395,579 543,706 539,689: 128,525 132,542
Old : 672,231: 67,634 74,514 69,595 406,476 395,579 543,706 539,689: 128,525 132,542
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 25, 2008 :
: 13,677: 1,799 -1,757 -2,402 9,650 10,557 9,048 6,398: 4,630 7,279
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.1 11.1 10.4 60.5 58.8 80.9 80.3: 19.1 19.7
Old : 100.0: 10.1 11.1 10.4 60.5 58.8 80.9 80.3: 19.1 19.7
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 : 213: 45 53 61 84 68 166 146:
Old : 213: 45 53 61 84 68 166 146:
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 : 17.6 20.8 25.3 31.6 17.3 20.8 24.6 31.2
Old : 17.6 20.8 25.3 31.6 17.3 20.8 24.6 31.2
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, April 1, 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 : 2,261,958: 297,943 532,247 140,385 1,431,362 1,386,921 1,869,690 2,059,553: 392,268 202,405
Old : 2,261,958: 297,943 532,247 140,385 1,431,362 1,386,921 1,869,690 2,059,553: 392,268 202,405
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 25, 2008 :
: 39,342: -7,835 3,171 30,044 59,608 46,769 81,816 79,983: -42,475 -40,642
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.2 23.5 6.2 63.3 61.3 82.7 91.1: 17.3 8.9
Old : 100.0: 13.2 23.5 6.2 63.3 61.3 82.7 91.1: 17.3 8.9
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 : 346: 67 122 77 107 106 231 248:
Old : 346: 67 122 77 107 106 231 248:
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 : 19.7 18.2 30.4 30.4 15.4 15.4 24.9 26.7
Old : 19.7 18.2 30.4 30.4 15.4 15.4 24.9 26.7
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, April 1, 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 : 97,095: 5,819 42,551 77 76,443 43,181 82,339 85,809: 14,756 11,286
Old : 97,095: 5,819 42,551 77 76,443 43,181 82,339 85,809: 14,756 11,286
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 25, 2008 :
: 3,400: -1,164 -465 52 -2,733 -3,732 -3,845 -4,145: 7,245 7,545
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.0 43.8 0.1 78.7 44.5 84.8 88.4: 15.2 11.6
Old : 100.0: 6.0 43.8 0.1 78.7 44.5 84.8 88.4: 15.2 11.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 85: 9 17 1 42 28 52 45:
Old : 85: 9 17 1 42 28 52 45:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.4 38.4 46.0 56.9 24.6 38.0 43.7 56.5
Old : 26.4 38.4 46.0 56.9 24.6 38.0 43.7 56.5
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, April 1, 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 : 30,511: 3,410 7,243 22 21,430 12,790 24,862 20,055: 5,649 10,456
Old : 30,511: 3,410 7,243 22 21,430 12,790 24,862 20,055: 5,649 10,456
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 25, 2008 :
: 2,724: 227 537 22 3,285 140 3,534 699: -810 2,026
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.2 23.7 0.1 70.2 41.9 81.5 65.7: 18.5 34.3
Old : 100.0: 11.2 23.7 0.1 70.2 41.9 81.5 65.7: 18.5 34.3
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 : 45: 9 7 2 21 18 31 26:
Old : 45: 9 7 2 21 18 31 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.1 25.6 60.3 41.7 45.1 25.6 58.4 39.2
Old : 45.1 25.6 60.3 41.7 45.1 25.6 58.4 39.2
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, April 1, 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 : 317,573: 77,975 147,036 6,389 179,649 139,634 264,013 293,059: 53,560 24,514
Old : 317,573: 77,975 147,036 6,389 179,649 139,634 264,013 293,059: 53,560 24,514
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 25, 2008 :
: 2,814: -5,273 -12,243 1,061 -3,772 10,329 -7,984 -854: 10,798 3,668
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.6 46.3 2.0 56.6 44.0 83.1 92.3: 16.9 7.7
Old : 100.0: 24.6 46.3 2.0 56.6 44.0 83.1 92.3: 16.9 7.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 217: 66 64 22 47 53 125 127:
Old : 217: 66 64 22 47 53 125 127:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.3 27.7 43.1 40.0 33.3 27.3 42.4 39.7
Old : 33.3 27.7 43.1 40.0 33.3 27.3 42.4 39.7
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, April 1, 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 : 75,186: 40,847 4,078 1,785 10,506 59,894 53,138 65,758: 22,047 9,428
Old : 75,186: 40,847 4,078 1,785 10,506 59,894 53,138 65,758: 22,047 9,428
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 25, 2008 :
: 971: 856 -514 -103 1,623 1,090 2,376 474: -1,406 497
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.3 5.4 2.4 14.0 79.7 70.7 87.5: 29.3 12.5
Old : 100.0: 54.3 5.4 2.4 14.0 79.7 70.7 87.5: 29.3 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 : 54: 27 6 3 12 17 40 25:
Old : 54: 27 6 3 12 17 40 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 : 23.4 49.9 37.1 67.1 23.4 48.3 37.1 65.5
Old : 23.4 49.9 37.1 67.1 23.4 48.3 37.1 65.5
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, April 1, 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 : 33,849: 702 12,774 1,090 19,793 16,499 21,585 30,363: 12,264 3,486
Old : 33,849: 702 12,774 1,090 19,793 16,499 21,585 30,363: 12,264 3,486
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 25, 2008 :
: 205: -1,384 -600 42 411 414 -931 -144: 1,136 349
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.1 37.7 3.2 58.5 48.7 63.8 89.7: 36.2 10.3
Old : 100.0: 2.1 37.7 3.2 58.5 48.7 63.8 89.7: 36.2 10.3
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 : 56: 5 22 6 16 19 23 45:
Old : 56: 5 22 6 16 19 23 45:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.4 28.4 55.4 42.4 43.1 21.2 49.0 35.2
Old : 47.4 28.4 55.4 42.4 43.1 21.2 49.0 35.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-239742
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 1, 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 : 652,488: 67,624 267,941 12,096 559,214 302,863 638,934 582,900: 13,554 69,588
Old : 652,488: 67,624 267,941 12,096 559,214 302,863 638,934 582,900: 13,554 69,588
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 25, 2008 :
: 7,354: 2,505 -11,719 1,587 -8 12,175 4,084 2,042: 3,270 5,312
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.4 41.1 1.9 85.7 46.4 97.9 89.3: 2.1 10.7
Old : 100.0: 10.4 41.1 1.9 85.7 46.4 97.9 89.3: 2.1 10.7
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 : 278: 36 127 38 62 80 124 219:
Old : 278: 36 127 38 62 80 124 219:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 65.6 19.5 79.7 30.0 61.9 18.6 75.8 27.7
Old : 65.6 19.5 79.7 30.0 61.9 18.6 75.8 27.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 1, 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 : 72,871: 10,169 41,554 846 52,804 23,862 63,819 66,262: 9,052 6,609
Old : 72,871: 10,169 41,554 846 52,804 23,862 63,819 66,262: 9,052 6,609
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 25, 2008 :
: -525: -3,581 -1,769 -88 2,959 1,180 -710 -677: 185 152
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.0 57.0 1.2 72.5 32.7 87.6 90.9: 12.4 9.1
Old : 100.0: 14.0 57.0 1.2 72.5 32.7 87.6 90.9: 12.4 9.1
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 : 74: 18 22 3 13 23 34 45:
Old : 74: 18 22 3 13 23 34 45:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.6 52.1 70.2 64.5 55.6 52.1 69.9 64.5
Old : 55.6 52.1 70.2 64.5 55.6 52.1 69.9 64.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 1, 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 : 47,314: 19,051 2,912 103 15,119 25,686 34,273 28,701: 13,041 18,613
Old : 47,314: 19,051 2,912 103 15,119 25,686 34,273 28,701: 13,041 18,613
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 25, 2008 :
: 1,591: -1,238 -125 103 -676 951 -1,811 929: 3,402 662
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.3 6.2 0.2 32.0 54.3 72.4 60.7: 27.6 39.3
Old : 100.0: 40.3 6.2 0.2 32.0 54.3 72.4 60.7: 27.6 39.3
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 : 48: 14 6 1 15 15 29 22:
Old : 48: 14 6 1 15 15 29 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.3 38.0 54.7 49.0 39.6 38.0 52.7 48.9
Old : 40.3 38.0 54.7 49.0 39.6 38.0 52.7 48.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE Code-244741
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 1, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (MSCI EAFE INDEX X $50) :
: : :
All : 16,707: 1,849 10,769 280 12,829 4,308 14,958 15,357: 1,749 1,350
Old : 16,707: 1,849 10,769 280 12,829 4,308 14,958 15,357: 1,749 1,350
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 25, 2008 :
: 1,266: -324 856 93 1,232 394 1,001 1,343: 265 -77
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.1 64.5 1.7 76.8 25.8 89.5 91.9: 10.5 8.1
Old : 100.0: 11.1 64.5 1.7 76.8 25.8 89.5 91.9: 10.5 8.1
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 : 24: 5 7 2 6 7 12 15:
Old : 24: 5 7 2 6 7 12 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 : 73.1 65.0 83.6 81.8 66.8 65.0 77.3 77.5
Old : 73.1 65.0 83.6 81.8 66.8 65.0 77.3 77.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 1, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (GSCI X $250) :
: : :
All : 17,318: 6,691 247 10 9,204 16,119 15,905 16,376: 1,413 942
Old : 17,318: 6,691 247 10 9,204 16,119 15,905 16,376: 1,413 942
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 25, 2008 :
: 28: 443 -15 10 -69 -142 384 -147: -356 175
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.6 1.4 0.1 53.1 93.1 91.8 94.6: 8.2 5.4
Old : 100.0: 38.6 1.4 0.1 53.1 93.1 91.8 94.6: 8.2 5.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 11 2 1 5 5 16 8:
Old : 21: 11 2 1 5 5 16 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 : 68.3 92.0 81.8 94.6 67.1 91.6 80.6 92.5
Old : 68.3 92.0 81.8 94.6 67.1 91.6 80.6 92.5
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, April 1, 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 : 21,439: 1,962 2,982 39 14,280 13,180 16,281 16,201: 5,158 5,238
Old : 21,439: 1,962 2,982 39 14,280 13,180 16,281 16,201: 5,158 5,238
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 25, 2008 :
: 160: 155 -62 -100 -1,402 1,660 -1,347 1,498: 1,507 -1,338
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.2 13.9 0.2 66.6 61.5 75.9 75.6: 24.1 24.4
Old : 100.0: 9.2 13.9 0.2 66.6 61.5 75.9 75.6: 24.1 24.4
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 : 34: 7 3 2 13 18 21 22:
Old : 34: 7 3 2 13 18 21 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.6 37.8 62.6 57.7 44.4 36.3 55.2 54.7
Old : 45.6 37.8 62.6 57.7 44.4 36.3 55.2 54.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated April 4, 2008