MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 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 : 43,614: 3,562 1,061 7,211 26,967 24,833 37,741 33,104: 5,873 10,510
Old : 43,614: 3,562 1,061 7,211 26,967 24,833 37,741 33,104: 5,873 10,510
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 22, 2008 :
: 690: 527 123 324 276 247 1,127 694: -437 -4
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.2 2.4 16.5 61.8 56.9 86.5 75.9: 13.5 24.1
Old : 100.0: 8.2 2.4 16.5 61.8 56.9 86.5 75.9: 13.5 24.1
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 : 62: 20 5 13 27 27 50 42:
Old : 62: 20 5 13 27 27 50 42:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.3 28.5 50.7 44.1 29.9 24.0 42.1 36.2
Old : 34.3 28.5 50.7 44.1 29.9 24.0 42.1 36.2
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 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 : 271,192: 43,443 35,049 70,796 127,873 131,223 242,112 237,067: 29,080 34,124
Old : 207,013: 28,836 59,048 40,875 118,753 78,398 188,464 178,321: 18,548 28,692
Other: 64,179: 39,457 851 5,071 9,120 52,825 53,648 58,747: 10,531 5,432
: : :
: : Changes in Commitments from: April 22, 2008 :
: 3,745: -6,475 -2,711 5,252 1,775 1,349 552 3,889: 3,193 -144
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.0 12.9 26.1 47.2 48.4 89.3 87.4: 10.7 12.6
Old : 100.0: 13.9 28.5 19.7 57.4 37.9 91.0 86.1: 9.0 13.9
Other: 100.0: 61.5 1.3 7.9 14.2 82.3 83.6 91.5: 16.4 8.5
: : :
:# Traders : Number of Traders in Each Category :
All : 235: 70 84 112 37 50 177 194:
Old : 228: 53 98 98 37 49 160 189:
Other: 125: 63 11 23 24 37 90 68:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.1 26.0 38.7 35.5 23.1 22.7 33.8 28.5
Old : 29.1 21.4 43.6 30.6 28.0 19.2 39.7 25.5
Other: 39.3 54.0 50.7 65.3 39.2 51.9 49.8 61.4
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE Code-056641
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 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 : 2,023: 317 313 195 704 1,063 1,216 1,571: 807 452
Old : 1,993: 318 306 183 698 1,061 1,199 1,550: 794 443
Other: 30: 1 9 10 6 2 17 21: 13 9
: : :
: : Changes in Commitments from: April 22, 2008 :
: -81: 143 36 -10 -37 1 96 27: -177 -108
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.7 15.5 9.6 34.8 52.5 60.1 77.7: 39.9 22.3
Old : 100.0: 16.0 15.4 9.2 35.0 53.2 60.1 77.8: 39.9 22.2
Other: 100.0: 3.3 30.0 33.3 20.0 6.7 56.7 70.0: 43.3 30.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 6 10 4 7 3 17 13:
Old : 25: 7 8 4 7 3 17 13:
Other: 6: 1 2 2 1 2 3 5:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.8 57.2 47.0 69.8 33.8 56.8 44.5 64.6
Old : 34.8 57.6 47.2 70.0 34.0 57.5 44.9 65.5
Other: 56.7 66.7 56.7 70.0 23.3 36.7 23.3 36.7
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 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 : 349,442: 110,182 43,215 67,660 150,033 166,766 327,875 277,641: 21,567 71,801
Old : 349,442: 110,182 43,215 67,660 150,033 166,766 327,875 277,641: 21,567 71,801
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 22, 2008 :
: 9,151: 5,104 -1,211 630 3,140 6,184 8,873 5,603: 278 3,549
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.5 12.4 19.4 42.9 47.7 93.8 79.5: 6.2 20.5
Old : 100.0: 31.5 12.4 19.4 42.9 47.7 93.8 79.5: 6.2 20.5
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 : 376: 104 86 90 91 168 239 308:
Old : 376: 104 86 90 91 168 239 308:
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 : 21.1 15.0 34.2 21.0 20.8 14.1 33.4 19.8
Old : 21.1 15.0 34.2 21.0 20.8 14.1 33.4 19.8
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 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 : 15,494: 4,250 4,191 2,455 6,712 6,548 13,417 13,194: 2,078 2,300
Old : 15,494: 4,250 4,191 2,455 6,712 6,548 13,417 13,194: 2,078 2,300
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 22, 2008 :
: 452: 20 110 119 685 479 823 708: -371 -256
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.4 27.1 15.8 43.3 42.3 86.6 85.2: 13.4 14.8
Old : 100.0: 27.4 27.1 15.8 43.3 42.3 86.6 85.2: 13.4 14.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 102: 32 26 18 26 30 66 69:
Old : 102: 32 26 18 26 30 66 69:
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 : 26.3 22.2 46.6 36.4 26.3 22.2 45.9 35.0
Old : 26.3 22.2 46.6 36.4 26.3 22.2 45.9 35.0
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 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 : 36,243: 14,942 7,298 6,432 10,293 7,846 31,667 21,577: 4,576 14,666
Old : 36,243: 14,942 7,298 6,432 10,293 7,846 31,667 21,577: 4,576 14,666
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 22, 2008 :
: -4,055: -3,122 -2,087 -458 -323 -594 -3,904 -3,139: -151 -916
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.2 20.1 17.7 28.4 21.6 87.4 59.5: 12.6 40.5
Old : 100.0: 41.2 20.1 17.7 28.4 21.6 87.4 59.5: 12.6 40.5
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 : 152: 45 33 35 42 52 105 107:
Old : 152: 45 33 35 42 52 105 107:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.6 12.7 36.1 20.6 22.9 8.9 32.1 15.8
Old : 24.6 12.7 36.1 20.6 22.9 8.9 32.1 15.8
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 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 : 113,607: 36,079 23,582 7,511 40,754 62,479 84,344 93,572: 29,263 20,035
Old : 113,607: 36,079 23,582 7,511 40,754 62,479 84,344 93,572: 29,263 20,035
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 22, 2008 :
: -6,862: -12,128 -2,410 72 7,237 -5,069 -4,819 -7,407: -2,043 545
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.8 20.8 6.6 35.9 55.0 74.2 82.4: 25.8 17.6
Old : 100.0: 31.8 20.8 6.6 35.9 55.0 74.2 82.4: 25.8 17.6
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 : 78: 22 22 10 24 25 51 52:
Old : 78: 22 22 10 24 25 51 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 : 30.0 31.8 42.4 45.7 27.4 26.4 39.2 39.8
Old : 30.0 31.8 42.4 45.7 27.4 26.4 39.2 39.8
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 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 : 70,575: 25,731 17,099 7,311 20,496 33,015 53,539 57,425: 17,036 13,150
Old : 70,575: 25,731 17,099 7,311 20,496 33,015 53,539 57,425: 17,036 13,150
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 22, 2008 :
: 593: 1,456 -2,405 783 1,724 924 3,962 -698: -3,369 1,291
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.5 24.2 10.4 29.0 46.8 75.9 81.4: 24.1 18.6
Old : 100.0: 36.5 24.2 10.4 29.0 46.8 75.9 81.4: 24.1 18.6
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 : 51: 20 15 6 9 11 32 29:
Old : 51: 20 15 6 9 11 32 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 : 37.4 38.5 51.9 60.8 29.7 36.9 40.4 51.7
Old : 37.4 38.5 51.9 60.8 29.7 36.9 40.4 51.7
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 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 : 116,470: 100,559 9,763 635 6,715 101,387 107,909 111,785: 8,561 4,685
Old : 116,470: 100,559 9,763 635 6,715 101,387 107,909 111,785: 8,561 4,685
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 22, 2008 :
: -25,536: -27,510 2,551 155 37 -30,770 -27,318 -28,064: 1,782 2,528
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.3 8.4 0.5 5.8 87.0 92.6 96.0: 7.4 4.0
Old : 100.0: 86.3 8.4 0.5 5.8 87.0 92.6 96.0: 7.4 4.0
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 : 104: 63 18 5 9 19 75 40:
Old : 104: 63 18 5 9 19 75 40:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.3 54.5 63.2 70.0 49.3 53.6 63.2 68.8
Old : 49.3 54.5 63.2 70.0 49.3 53.6 63.2 68.8
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 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 : 151,014: 23,346 45,908 11,212 101,913 66,669 136,471 123,789: 14,543 27,225
Old : 151,014: 23,346 45,908 11,212 101,913 66,669 136,471 123,789: 14,543 27,225
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 22, 2008 :
: 18,383: -12,548 16,688 667 33,184 -1,657 21,302 15,698: -2,919 2,685
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.5 30.4 7.4 67.5 44.1 90.4 82.0: 9.6 18.0
Old : 100.0: 15.5 30.4 7.4 67.5 44.1 90.4 82.0: 9.6 18.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 78: 19 28 10 23 22 45 57:
Old : 78: 19 28 10 23 22 45 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 : 67.0 34.7 74.6 47.2 62.6 29.5 66.8 40.4
Old : 67.0 34.7 74.6 47.2 62.6 29.5 66.8 40.4
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 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 : 220,108: 70,156 18,228 23,421 96,104 157,576 189,681 199,225: 30,428 20,883
Old : 220,108: 70,156 18,228 23,421 96,104 157,576 189,681 199,225: 30,428 20,883
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 22, 2008 :
: -6,726: 12,868 -7,135 74 -21,074 -326 -8,132 -7,388: 1,406 662
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.9 8.3 10.6 43.7 71.6 86.2 90.5: 13.8 9.5
Old : 100.0: 31.9 8.3 10.6 43.7 71.6 86.2 90.5: 13.8 9.5
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 : 107: 46 26 19 23 23 78 59:
Old : 107: 46 26 19 23 23 78 59:
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 : 33.9 44.3 50.4 62.8 31.5 41.3 41.6 54.5
Old : 33.9 44.3 50.4 62.8 31.5 41.3 41.6 54.5
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, April 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 : 243,994: 50,921 67,206 37,087 105,643 83,973 193,651 188,266: 50,342 55,728
Old : 243,994: 50,921 67,206 37,087 105,643 83,973 193,651 188,266: 50,342 55,728
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 22, 2008 :
: 11,882: -33,185 6,532 -786 52,909 7,601 18,938 13,347: -7,056 -1,466
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.9 27.5 15.2 43.3 34.4 79.4 77.2: 20.6 22.8
Old : 100.0: 20.9 27.5 15.2 43.3 34.4 79.4 77.2: 20.6 22.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 154: 53 59 42 30 34 106 112:
Old : 154: 53 59 42 30 34 106 112:
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 : 33.6 24.3 44.3 37.1 31.6 22.4 37.3 29.5
Old : 33.6 24.3 44.3 37.1 31.6 22.4 37.3 29.5
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 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 : 23,624: 10,798 5,309 32 10,420 17,531 21,250 22,872: 2,374 752
Old : 23,624: 10,798 5,309 32 10,420 17,531 21,250 22,872: 2,374 752
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 22, 2008 :
: 259: -1,928 477 0 2,576 236 648 713: -389 -454
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.7 22.5 0.1 44.1 74.2 90.0 96.8: 10.0 3.2
Old : 100.0: 45.7 22.5 0.1 44.1 74.2 90.0 96.8: 10.0 3.2
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 : 37: 16 5 1 8 11 25 16:
Old : 37: 16 5 1 8 11 25 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 : 46.8 61.2 70.6 86.6 46.8 60.1 66.5 78.9
Old : 46.8 61.2 70.6 86.6 46.8 60.1 66.5 78.9
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 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 :15,490,505: 915,582 529,403 5,635,119 7,815,893 8,338,209 14,366,593 14,502,731: 1,123,912 987,774
Old :15,490,505: 915,582 529,403 5,635,119 7,815,893 8,338,209 14,366,593 14,502,731: 1,123,912 987,774
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 22, 2008 :
: 265,529: -82,622 84,883 153,814 278,902 5,724 350,094 244,421: -84,565 21,108
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.9 3.4 36.4 50.5 53.8 92.7 93.6: 7.3 6.4
Old : 100.0: 5.9 3.4 36.4 50.5 53.8 92.7 93.6: 7.3 6.4
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 : 273: 80 43 103 138 137 259 249:
Old : 273: 80 43 103 138 137 259 249:
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 : 16.7 20.0 26.8 31.6 11.8 11.6 15.2 17.2
Old : 16.7 20.0 26.8 31.6 11.8 11.6 15.2 17.2
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 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 : 661,918: 63,430 70,047 70,078 402,926 394,557 536,433 534,682: 125,485 127,237
Old : 661,918: 63,430 70,047 70,078 402,926 394,557 536,433 534,682: 125,485 127,237
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 22, 2008 :
: 2,786: 452 -4,394 2,308 350 2,781 3,110 695: -324 2,091
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.6 10.6 10.6 60.9 59.6 81.0 80.8: 19.0 19.2
Old : 100.0: 9.6 10.6 10.6 60.9 59.6 81.0 80.8: 19.0 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 : 212: 46 54 65 86 65 172 145:
Old : 212: 46 54 65 86 65 172 145:
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 : 19.1 22.3 26.1 32.3 18.7 21.7 25.6 31.7
Old : 19.1 22.3 26.1 32.3 18.7 21.7 25.6 31.7
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, April 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 : 2,217,818: 318,436 538,688 143,348 1,360,968 1,335,761 1,822,753 2,017,797: 395,066 200,022
Old : 2,217,818: 318,436 538,688 143,348 1,360,968 1,335,761 1,822,753 2,017,797: 395,066 200,022
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 22, 2008 :
: 45,219: -14,848 16,933 1,857 38,229 19,289 25,238 38,079: 19,981 7,140
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.4 24.3 6.5 61.4 60.2 82.2 91.0: 17.8 9.0
Old : 100.0: 14.4 24.3 6.5 61.4 60.2 82.2 91.0: 17.8 9.0
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 : 342: 77 118 75 100 95 219 246:
Old : 342: 77 118 75 100 95 219 246:
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 : 17.1 20.6 26.9 32.1 12.6 15.9 21.5 26.7
Old : 17.1 20.6 26.9 32.1 12.6 15.9 21.5 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 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 : 89,575: 6,879 42,015 1 72,765 42,026 79,645 84,042: 9,930 5,533
Old : 89,575: 6,879 42,015 1 72,765 42,026 79,645 84,042: 9,930 5,533
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 22, 2008 :
: 1,791: -434 -398 1 1,099 1,929 666 1,532: 1,125 259
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.7 46.9 0.0 81.2 46.9 88.9 93.8: 11.1 6.2
Old : 100.0: 7.7 46.9 0.0 81.2 46.9 88.9 93.8: 11.1 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 : 90: 12 19 1 42 28 55 47:
Old : 90: 12 19 1 42 28 55 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 : 29.4 41.4 48.3 59.4 27.8 40.2 45.5 58.3
Old : 29.4 41.4 48.3 59.4 27.8 40.2 45.5 58.3
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 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 : 33,534: 4,567 8,194 16 22,697 13,774 27,280 21,984: 6,254 11,550
Old : 33,534: 4,567 8,194 16 22,697 13,774 27,280 21,984: 6,254 11,550
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 22, 2008 :
: 1,280: 29 546 0 607 167 636 713: 644 566
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.6 24.4 0.0 67.7 41.1 81.4 65.6: 18.6 34.4
Old : 100.0: 13.6 24.4 0.0 67.7 41.1 81.4 65.6: 18.6 34.4
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 : 53: 11 9 2 25 19 37 29:
Old : 53: 11 9 2 25 19 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 : 40.8 26.7 55.8 41.1 40.8 26.6 54.2 39.5
Old : 40.8 26.7 55.8 41.1 40.8 26.6 54.2 39.5
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 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 : 347,402: 75,577 129,184 13,881 202,729 180,365 292,187 323,430: 55,215 23,973
Old : 347,402: 75,577 129,184 13,881 202,729 180,365 292,187 323,430: 55,215 23,973
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 22, 2008 :
: 21,216: 10,899 -1,180 500 8,026 18,438 19,425 17,758: 1,791 3,458
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.8 37.2 4.0 58.4 51.9 84.1 93.1: 15.9 6.9
Old : 100.0: 21.8 37.2 4.0 58.4 51.9 84.1 93.1: 15.9 6.9
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 : 219: 53 73 26 53 57 124 138:
Old : 219: 53 73 26 53 57 124 138:
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 : 33.9 25.3 44.6 38.1 33.2 24.4 44.0 36.8
Old : 33.9 25.3 44.6 38.1 33.2 24.4 44.0 36.8
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 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 : 99,474: 60,836 10,678 1,652 7,737 76,815 70,226 89,145: 29,248 10,329
Old : 99,474: 60,836 10,678 1,652 7,737 76,815 70,226 89,145: 29,248 10,329
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 22, 2008 :
: -4,806: -10,190 -2,106 -31 5,170 -4,238 -5,052 -6,375: 245 1,569
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.2 10.7 1.7 7.8 77.2 70.6 89.6: 29.4 10.4
Old : 100.0: 61.2 10.7 1.7 7.8 77.2 70.6 89.6: 29.4 10.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 58: 27 11 3 9 18 38 30:
Old : 58: 27 11 3 9 18 38 30:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.1 55.6 47.1 69.5 32.1 55.5 47.1 69.3
Old : 32.1 55.6 47.1 69.5 32.1 55.5 47.1 69.3
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 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 : 38,591: 1,135 13,852 1,212 22,080 19,685 24,427 34,749: 14,164 3,842
Old : 38,591: 1,135 13,852 1,212 22,080 19,685 24,427 34,749: 14,164 3,842
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 22, 2008 :
: -420: 1 -896 145 -1,279 -112 -1,133 -864: 713 444
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.9 35.9 3.1 57.2 51.0 63.3 90.0: 36.7 10.0
Old : 100.0: 2.9 35.9 3.1 57.2 51.0 63.3 90.0: 36.7 10.0
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 : 60: 5 22 6 18 22 25 48:
Old : 60: 5 22 6 18 22 25 48:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.0 29.8 52.2 42.7 39.7 29.7 50.7 42.6
Old : 41.0 29.8 52.2 42.7 39.7 29.7 50.7 42.6
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, April 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 : 682,805: 65,713 268,611 16,050 589,204 325,594 670,967 610,255: 11,838 72,550
Old : 682,805: 65,713 268,611 16,050 589,204 325,594 670,967 610,255: 11,838 72,550
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 22, 2008 :
: 13,506: 1,632 1,680 3,550 8,733 8,316 13,915 13,545: -409 -40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.6 39.3 2.4 86.3 47.7 98.3 89.4: 1.7 10.6
Old : 100.0: 9.6 39.3 2.4 86.3 47.7 98.3 89.4: 1.7 10.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 271: 30 127 35 64 82 124 214:
Old : 271: 30 127 35 64 82 124 214:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.0 20.7 77.4 29.6 57.4 18.6 72.2 26.4
Old : 62.0 20.7 77.4 29.6 57.4 18.6 72.2 26.4
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 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 : 83,009: 11,004 45,058 266 62,769 30,182 74,039 75,506: 8,970 7,503
Old : 83,009: 11,004 45,058 266 62,769 30,182 74,039 75,506: 8,970 7,503
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 22, 2008 :
: 4,870: 53 3,158 -0 4,608 847 4,661 4,005: 209 865
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.3 54.3 0.3 75.6 36.4 89.2 91.0: 10.8 9.0
Old : 100.0: 13.3 54.3 0.3 75.6 36.4 89.2 91.0: 10.8 9.0
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 : 76: 18 22 2 16 23 36 45:
Old : 76: 18 22 2 16 23 36 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 : 53.2 45.3 69.8 59.6 53.2 45.3 67.4 57.6
Old : 53.2 45.3 69.8 59.6 53.2 45.3 67.4 57.6
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 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 : 57,393: 18,737 2,528 944 15,886 37,947 35,567 41,419: 21,826 15,974
Old : 57,393: 18,737 2,528 944 15,886 37,947 35,567 41,419: 21,826 15,974
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 22, 2008 :
: 3,030: 3,998 -441 350 -351 3,761 3,997 3,670: -967 -640
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.6 4.4 1.6 27.7 66.1 62.0 72.2: 38.0 27.8
Old : 100.0: 32.6 4.4 1.6 27.7 66.1 62.0 72.2: 38.0 27.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 54: 18 7 2 13 18 31 27:
Old : 54: 18 7 2 13 18 31 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 : 30.6 38.3 42.3 52.6 30.6 36.9 39.0 49.4
Old : 30.6 38.3 42.3 52.6 30.6 36.9 39.0 49.4
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 29, 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 : 16,621: 2,281 10,736 130 12,293 4,107 14,704 14,973: 1,917 1,648
Old : 16,621: 2,281 10,736 130 12,293 4,107 14,704 14,973: 1,917 1,648
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 22, 2008 :
: 109: 66 257 -150 -97 -241 -181 -134: 290 243
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.7 64.6 0.8 74.0 24.7 88.5 90.1: 11.5 9.9
Old : 100.0: 13.7 64.6 0.8 74.0 24.7 88.5 90.1: 11.5 9.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 5 6 1 8 6 13 13:
Old : 23: 5 6 1 8 6 13 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 67.3 69.7 79.0 81.3 59.3 65.7 71.0 75.5
Old : 67.3 69.7 79.0 81.3 59.3 65.7 71.0 75.5
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 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 : 18,018: 6,873 139 0 9,100 16,428 15,973 16,567: 2,045 1,451
Old : 18,018: 6,873 139 0 9,100 16,428 15,973 16,567: 2,045 1,451
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 22, 2008 :
: 805: -18 0 0 -40 -77 -58 -77: 863 882
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.1 0.8 0.0 50.5 91.2 88.7 91.9: 11.3 8.1
Old : 100.0: 38.1 0.8 0.0 50.5 91.2 88.7 91.9: 11.3 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 : 23: 13 1 0 6 5 19 6:
Old : 23: 13 1 0 6 5 19 6:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.7 90.5 72.9 91.9 58.6 90.1 71.8 90.1
Old : 59.7 90.5 72.9 91.9 58.6 90.1 71.8 90.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE Code-597741
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 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 : 24,353: 3,774 3,525 39 17,892 13,284 21,705 16,848: 2,648 7,505
Old : 24,353: 3,774 3,525 39 17,892 13,284 21,705 16,848: 2,648 7,505
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 22, 2008 :
: -383: 405 70 0 161 -513 566 -443: -949 60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.5 14.5 0.2 73.5 54.5 89.1 69.2: 10.9 30.8
Old : 100.0: 15.5 14.5 0.2 73.5 54.5 89.1 69.2: 10.9 30.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 36: 7 5 2 14 18 22 24:
Old : 36: 7 5 2 14 18 22 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.3 38.5 70.7 55.5 54.3 33.8 67.8 50.4
Old : 54.3 38.5 70.7 55.5 54.3 33.8 67.8 50.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated May 2, 2008