MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 6, 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 : 42,205: 3,624 1,306 7,617 25,331 23,300 36,572 32,223: 5,634 9,982
Old : 42,205: 3,624 1,306 7,617 25,331 23,300 36,572 32,223: 5,634 9,982
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 29, 2008 :
: -1,409: 61 245 406 -1,637 -1,532 -1,169 -881: -240 -527
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.6 3.1 18.0 60.0 55.2 86.7 76.3: 13.3 23.7
Old : 100.0: 8.6 3.1 18.0 60.0 55.2 86.7 76.3: 13.3 23.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 62: 21 6 15 27 26 53 40:
Old : 62: 21 6 15 27 26 53 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 : 35.9 30.0 50.9 44.7 31.9 25.1 41.6 35.4
Old : 35.9 30.0 50.9 44.7 31.9 25.1 41.6 35.4
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, May 6, 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 : 276,519: 44,075 34,557 73,774 128,992 133,719 246,841 242,050: 29,678 34,470
Old : 209,939: 29,448 57,188 44,681 117,007 79,751 191,136 181,620: 18,803 28,319
Other: 66,580: 38,020 762 5,699 11,986 53,968 55,705 60,430: 10,875 6,150
: : :
: : Changes in Commitments from: April 29, 2008 :
: 5,328: 632 -492 2,978 1,119 2,496 4,729 4,982: 599 346
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.9 12.5 26.7 46.6 48.4 89.3 87.5: 10.7 12.5
Old : 100.0: 14.0 27.2 21.3 55.7 38.0 91.0 86.5: 9.0 13.5
Other: 100.0: 57.1 1.1 8.6 18.0 81.1 83.7 90.8: 16.3 9.2
: : :
:# Traders : Number of Traders in Each Category :
All : 237: 70 85 111 40 50 183 192:
Old : 230: 52 101 103 40 49 169 190:
Other: 132: 66 11 26 26 41 96 75:
:----------------------------------------------------------------------------------------------------
: 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 : 23.6 26.7 37.9 36.4 22.9 22.5 33.4 28.5
Old : 28.8 21.8 42.8 31.2 27.9 18.9 39.3 25.2
Other: 36.9 52.6 49.4 64.4 35.9 50.3 48.4 59.7
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE Code-056641
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 6, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 1,971: 367 303 181 691 1,029 1,239 1,513: 732 458
Old : 1,938: 374 303 162 685 1,027 1,221 1,492: 717 446
Other: 33: 0 7 12 6 2 18 21: 15 12
: : :
: : Changes in Commitments from: April 29, 2008 :
: -52: 50 -10 -14 -13 -34 23 -58: -75 6
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.6 15.4 9.2 35.1 52.2 62.9 76.8: 37.1 23.2
Old : 100.0: 19.3 15.6 8.4 35.3 53.0 63.0 77.0: 37.0 23.0
Other: 100.0: 0.0 21.2 36.4 18.2 6.1 54.5 63.6: 45.5 36.4
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 9 7 3 7 3 17 13:
Old : 26: 9 7 3 7 3 17 13:
Other: 5: 0 1 2 1 2 3 4:
:----------------------------------------------------------------------------------------------------
: 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 56.7 48.8 69.3 33.3 56.6 45.4 64.9
Old : 33.6 57.5 48.7 69.4 33.6 57.5 45.9 65.9
Other: 54.5 63.6 54.5 63.6 18.2 27.3 18.2 27.3
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 6, 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 : 356,425: 114,789 41,286 69,752 148,789 171,316 333,330 282,354: 23,095 74,071
Old : 356,425: 114,789 41,286 69,752 148,789 171,316 333,330 282,354: 23,095 74,071
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 29, 2008 :
: 6,983: 4,607 -1,928 2,092 -1,244 4,550 5,454 4,713: 1,528 2,269
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.2 11.6 19.6 41.7 48.1 93.5 79.2: 6.5 20.8
Old : 100.0: 32.2 11.6 19.6 41.7 48.1 93.5 79.2: 6.5 20.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 385: 102 87 97 101 181 254 321:
Old : 385: 102 87 97 101 181 254 321:
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 : 20.4 15.2 33.2 20.8 19.9 14.3 32.5 19.6
Old : 20.4 15.2 33.2 20.8 19.9 14.3 32.5 19.6
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, May 6, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 110,000 BOARD FEET) :
: : :
All : 14,816: 4,346 4,465 2,257 6,006 5,906 12,609 12,628: 2,207 2,187
Old : 14,816: 4,346 4,465 2,257 6,006 5,906 12,609 12,628: 2,207 2,187
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 29, 2008 :
: -679: 96 274 -198 -705 -641 -807 -566: 129 -113
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.3 30.1 15.2 40.5 39.9 85.1 85.2: 14.9 14.8
Old : 100.0: 29.3 30.1 15.2 40.5 39.9 85.1 85.2: 14.9 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 : 97: 29 25 16 25 29 62 68:
Old : 97: 29 25 16 25 29 62 68:
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 : 28.5 25.1 50.6 39.0 28.5 25.1 48.5 38.8
Old : 28.5 25.1 50.6 39.0 28.5 25.1 48.5 38.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 6, 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 : 34,393: 12,352 7,366 6,010 11,067 7,188 29,428 20,564: 4,965 13,830
Old : 34,393: 12,352 7,366 6,010 11,067 7,188 29,428 20,564: 4,965 13,830
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 29, 2008 :
: -1,850: -2,590 68 -423 774 -658 -2,239 -1,013: 389 -836
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.9 21.4 17.5 32.2 20.9 85.6 59.8: 14.4 40.2
Old : 100.0: 35.9 21.4 17.5 32.2 20.9 85.6 59.8: 14.4 40.2
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 : 140: 36 34 33 43 49 97 102:
Old : 140: 36 34 33 43 49 97 102:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.3 12.9 35.9 21.4 22.2 9.3 31.5 16.5
Old : 25.3 12.9 35.9 21.4 22.2 9.3 31.5 16.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 6, 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 : 130,695: 52,904 15,959 7,269 35,987 84,583 96,160 107,811: 34,536 22,884
Old : 130,695: 52,904 15,959 7,269 35,987 84,583 96,160 107,811: 34,536 22,884
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 29, 2008 :
: 17,088: 16,825 -7,623 -242 -4,768 22,104 11,816 14,240: 5,273 2,849
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.5 12.2 5.6 27.5 64.7 73.6 82.5: 26.4 17.5
Old : 100.0: 40.5 12.2 5.6 27.5 64.7 73.6 82.5: 26.4 17.5
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 : 80: 27 15 10 26 28 59 47:
Old : 80: 27 15 10 26 28 59 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 : 27.2 33.2 39.3 47.8 24.8 31.2 36.9 45.7
Old : 27.2 33.2 39.3 47.8 24.8 31.2 36.9 45.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 6, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF CHF 125,000) :
: : :
All : 74,377: 17,861 20,602 7,751 31,648 30,186 57,260 58,539: 17,117 15,838
Old : 74,377: 17,861 20,602 7,751 31,648 30,186 57,260 58,539: 17,117 15,838
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 29, 2008 :
: 3,802: -7,870 3,503 439 11,151 -2,829 3,720 1,113: 82 2,689
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.0 27.7 10.4 42.6 40.6 77.0 78.7: 23.0 21.3
Old : 100.0: 24.0 27.7 10.4 42.6 40.6 77.0 78.7: 23.0 21.3
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 : 46: 17 13 6 10 11 28 29:
Old : 46: 17 13 6 10 11 28 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 : 45.3 33.4 58.7 55.9 37.6 31.4 47.0 48.6
Old : 45.3 33.4 58.7 55.9 37.6 31.4 47.0 48.6
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, May 6, 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 : 122,815: 108,564 7,053 700 6,278 113,095 115,542 120,848: 7,273 1,967
Old : 122,815: 108,564 7,053 700 6,278 113,095 115,542 120,848: 7,273 1,967
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 29, 2008 :
: 6,345: 8,005 -2,710 65 -437 11,708 7,633 9,063: -1,288 -2,718
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 88.4 5.7 0.6 5.1 92.1 94.1 98.4: 5.9 1.6
Old : 100.0: 88.4 5.7 0.6 5.1 92.1 94.1 98.4: 5.9 1.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 107: 69 15 4 9 20 80 37:
Old : 107: 69 15 4 9 20 80 37:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.8 60.9 63.5 75.3 47.8 60.0 63.5 74.4
Old : 47.8 60.9 63.5 75.3 47.8 60.0 63.5 74.4
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, May 6, 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 : 163,951: 14,508 41,854 12,521 121,245 83,003 148,275 137,378: 15,676 26,573
Old : 163,951: 14,508 41,854 12,521 121,245 83,003 148,275 137,378: 15,676 26,573
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 29, 2008 :
: 12,937: -8,838 -4,053 1,309 19,332 16,333 11,803 13,589: 1,134 -652
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.8 25.5 7.6 74.0 50.6 90.4 83.8: 9.6 16.2
Old : 100.0: 8.8 25.5 7.6 74.0 50.6 90.4 83.8: 9.6 16.2
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 : 75: 15 29 10 22 24 42 58:
Old : 75: 15 29 10 22 24 42 58:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 69.0 39.8 76.8 52.1 66.4 35.3 70.4 46.0
Old : 69.0 39.8 76.8 52.1 66.4 35.3 70.4 46.0
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, May 6, 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 : 223,519: 65,319 20,966 24,281 104,617 155,465 194,217 200,712: 29,303 22,808
Old : 223,519: 65,319 20,966 24,281 104,617 155,465 194,217 200,712: 29,303 22,808
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 29, 2008 :
: 3,411: -4,837 2,738 860 8,513 -2,111 4,536 1,487: -1,125 1,924
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.2 9.4 10.9 46.8 69.6 86.9 89.8: 13.1 10.2
Old : 100.0: 29.2 9.4 10.9 46.8 69.6 86.9 89.8: 13.1 10.2
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 : 110: 39 32 20 25 25 77 64:
Old : 110: 39 32 20 25 25 77 64:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.8 42.4 49.7 60.1 31.0 37.7 40.4 50.3
Old : 33.8 42.4 49.7 60.1 31.0 37.7 40.4 50.3
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, May 6, 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 : 260,908: 55,773 62,429 44,833 110,418 104,965 211,024 212,227: 49,884 48,681
Old : 260,908: 55,773 62,429 44,833 110,418 104,965 211,024 212,227: 49,884 48,681
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 29, 2008 :
: 16,914: 4,852 -4,777 7,746 4,775 20,992 17,372 23,961: -458 -7,047
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.4 23.9 17.2 42.3 40.2 80.9 81.3: 19.1 18.7
Old : 100.0: 21.4 23.9 17.2 42.3 40.2 80.9 81.3: 19.1 18.7
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 : 165: 51 66 50 34 37 120 118:
Old : 165: 51 66 50 34 37 120 118:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.4 28.0 42.4 40.3 29.5 25.6 35.9 32.7
Old : 31.4 28.0 42.4 40.3 29.5 25.6 35.9 32.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 6, 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 : 23,946: 11,449 5,112 24 9,248 17,547 20,721 22,683: 3,225 1,263
Old : 23,946: 11,449 5,112 24 9,248 17,547 20,721 22,683: 3,225 1,263
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 29, 2008 :
: 322: 651 -197 -8 -1,172 16 -529 -189: 851 511
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.8 21.3 0.1 38.6 73.3 86.5 94.7: 13.5 5.3
Old : 100.0: 47.8 21.3 0.1 38.6 73.3 86.5 94.7: 13.5 5.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 39: 16 6 1 9 12 26 18:
Old : 39: 16 6 1 9 12 26 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.8 62.2 68.3 87.2 46.8 60.7 63.7 80.0
Old : 46.8 62.2 68.3 87.2 46.8 60.7 63.7 80.0
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, May 6, 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 :15,800,279: 920,351 570,048 5,697,877 8,015,135 8,497,904 14,633,362 14,765,828: 1,166,917 1,034,451
Old :15,800,279: 920,351 570,048 5,697,877 8,015,135 8,497,904 14,633,362 14,765,828: 1,166,917 1,034,451
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 29, 2008 :
: 309,775: 4,769 40,645 62,758 199,242 159,694 266,769 263,098: 43,005 46,677
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.8 3.6 36.1 50.7 53.8 92.6 93.5: 7.4 6.5
Old : 100.0: 5.8 3.6 36.1 50.7 53.8 92.6 93.5: 7.4 6.5
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 : 276: 87 40 103 139 138 260 251:
Old : 276: 87 40 103 139 138 260 251:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.2 20.4 26.9 32.1 11.9 12.0 15.2 17.8
Old : 17.2 20.4 26.9 32.1 11.9 12.0 15.2 17.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 6, 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 : 676,643: 65,620 74,820 77,090 403,584 396,396 546,294 548,305: 130,349 128,338
Old : 676,643: 65,620 74,820 77,090 403,584 396,396 546,294 548,305: 130,349 128,338
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 29, 2008 :
: 14,725: 2,190 4,773 7,012 658 1,838 9,860 13,623: 4,864 1,101
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.7 11.1 11.4 59.6 58.6 80.7 81.0: 19.3 19.0
Old : 100.0: 9.7 11.1 11.4 59.6 58.6 80.7 81.0: 19.3 19.0
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 : 216: 46 56 67 86 67 174 149:
Old : 216: 46 56 67 86 67 174 149:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.1 22.3 25.1 32.1 17.7 21.8 24.4 31.5
Old : 18.1 22.3 25.1 32.1 17.7 21.8 24.4 31.5
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, May 6, 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 : 2,293,248: 371,840 537,877 157,483 1,374,816 1,357,634 1,904,139 2,052,994: 389,109 240,254
Old : 2,293,248: 371,840 537,877 157,483 1,374,816 1,357,634 1,904,139 2,052,994: 389,109 240,254
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 29, 2008 :
: 75,430: 53,404 -811 14,135 13,848 21,873 81,387 35,198: -5,957 40,232
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.2 23.5 6.9 60.0 59.2 83.0 89.5: 17.0 10.5
Old : 100.0: 16.2 23.5 6.9 60.0 59.2 83.0 89.5: 17.0 10.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 355: 82 120 79 111 99 242 249:
Old : 355: 82 120 79 111 99 242 249:
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 : 17.1 20.3 26.8 31.6 12.5 15.7 21.4 26.6
Old : 17.1 20.3 26.8 31.6 12.5 15.7 21.4 26.6
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, May 6, 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 : 88,761: 6,163 41,988 65 72,211 41,942 78,439 83,995: 10,323 4,767
Old : 88,761: 6,163 41,988 65 72,211 41,942 78,439 83,995: 10,323 4,767
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 29, 2008 :
: -814: -716 -27 64 -555 -85 -1,207 -48: 392 -767
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.9 47.3 0.1 81.4 47.3 88.4 94.6: 11.6 5.4
Old : 100.0: 6.9 47.3 0.1 81.4 47.3 88.4 94.6: 11.6 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 : 89: 11 18 1 44 27 56 45:
Old : 89: 11 18 1 44 27 56 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 : 31.5 42.4 50.6 59.2 29.9 41.0 48.0 57.8
Old : 31.5 42.4 50.6 59.2 29.9 41.0 48.0 57.8
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, May 6, 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 : 36,912: 4,655 8,166 100 24,004 16,633 28,759 24,899: 8,153 12,013
Old : 36,912: 4,655 8,166 100 24,004 16,633 28,759 24,899: 8,153 12,013
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 29, 2008 :
: 3,378: 88 -29 84 1,307 2,860 1,479 2,915: 1,899 463
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.6 22.1 0.3 65.0 45.1 77.9 67.5: 22.1 32.5
Old : 100.0: 12.6 22.1 0.3 65.0 45.1 77.9 67.5: 22.1 32.5
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 : 52: 8 10 3 25 19 35 30:
Old : 52: 8 10 3 25 19 35 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 : 36.4 28.3 53.2 45.1 36.4 25.9 53.0 41.8
Old : 36.4 28.3 53.2 45.1 36.4 25.9 53.0 41.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 6, 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 : 382,091: 97,721 140,128 12,605 215,701 205,313 326,027 358,045: 56,064 24,046
Old : 382,091: 97,721 140,128 12,605 215,701 205,313 326,027 358,045: 56,064 24,046
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 29, 2008 :
: 34,689: 22,145 10,944 -1,277 12,972 24,948 33,840 34,616: 849 73
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.6 36.7 3.3 56.5 53.7 85.3 93.7: 14.7 6.3
Old : 100.0: 25.6 36.7 3.3 56.5 53.7 85.3 93.7: 14.7 6.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 225: 65 71 27 51 52 133 133:
Old : 225: 65 71 27 51 52 133 133:
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 : 32.3 28.2 43.7 43.0 32.2 28.0 43.1 41.8
Old : 32.3 28.2 43.7 43.0 32.2 28.0 43.1 41.8
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, May 6, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF AUD 100,000) :
: : :
All : 109,484: 75,286 10,320 2,598 2,094 86,190 79,978 99,108: 29,506 10,376
Old : 109,484: 75,286 10,320 2,598 2,094 86,190 79,978 99,108: 29,506 10,376
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 29, 2008 :
: 10,011: 14,450 -358 946 -5,643 9,375 9,752 9,963: 258 47
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.8 9.4 2.4 1.9 78.7 73.0 90.5: 27.0 9.5
Old : 100.0: 68.8 9.4 2.4 1.9 78.7 73.0 90.5: 27.0 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 : 62: 33 9 3 7 19 42 29:
Old : 62: 33 9 3 7 19 42 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 : 34.6 54.8 46.6 68.8 34.6 54.6 46.6 68.6
Old : 34.6 54.8 46.6 68.8 34.6 54.6 46.6 68.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE Code-239741
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 6, 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 : 40,055: 4,125 14,009 1,346 19,934 20,415 25,406 35,770: 14,649 4,284
Old : 40,055: 4,125 14,009 1,346 19,934 20,415 25,406 35,770: 14,649 4,284
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 29, 2008 :
: 1,463: 2,990 157 134 -2,146 730 978 1,021: 485 442
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.3 35.0 3.4 49.8 51.0 63.4 89.3: 36.6 10.7
Old : 100.0: 10.3 35.0 3.4 49.8 51.0 63.4 89.3: 36.6 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 : 60: 6 22 6 16 22 24 48:
Old : 60: 6 22 6 16 22 24 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 : 39.3 31.3 52.2 44.1 38.0 31.3 50.7 44.0
Old : 39.3 31.3 52.2 44.1 38.0 31.3 50.7 44.0
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, May 6, 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 : 689,765: 69,894 273,530 14,727 592,426 324,478 677,047 612,735: 12,718 77,030
Old : 689,765: 69,894 273,530 14,727 592,426 324,478 677,047 612,735: 12,718 77,030
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 29, 2008 :
: 6,960: 4,181 4,920 -1,324 3,222 -1,117 6,079 2,479: 880 4,480
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.1 39.7 2.1 85.9 47.0 98.2 88.8: 1.8 11.2
Old : 100.0: 10.1 39.7 2.1 85.9 47.0 98.2 88.8: 1.8 11.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 284: 38 131 42 64 86 136 225:
Old : 284: 38 131 42 64 86 136 225:
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 : 60.9 20.4 76.5 29.0 56.3 18.1 71.2 25.8
Old : 60.9 20.4 76.5 29.0 56.3 18.1 71.2 25.8
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, May 6, 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 : 88,725: 13,591 51,467 266 65,251 30,523 79,108 82,255: 9,617 6,470
Old : 88,725: 13,591 51,467 266 65,251 30,523 79,108 82,255: 9,617 6,470
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 29, 2008 :
: 5,716: 2,587 6,408 -0 2,482 341 5,069 6,749: 647 -1,033
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.3 58.0 0.3 73.5 34.4 89.2 92.7: 10.8 7.3
Old : 100.0: 15.3 58.0 0.3 73.5 34.4 89.2 92.7: 10.8 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 : 80: 20 22 2 18 24 40 46:
Old : 80: 20 22 2 18 24 40 46:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.0 48.5 67.9 64.1 52.0 48.5 65.4 61.8
Old : 52.0 48.5 67.9 64.1 52.0 48.5 65.4 61.8
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, May 6, 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 : 59,187: 24,380 4,134 596 18,538 36,575 43,514 41,305: 15,673 17,882
Old : 59,187: 24,380 4,134 596 18,538 36,575 43,514 41,305: 15,673 17,882
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 29, 2008 :
: 1,794: 5,643 1,606 -348 2,652 -1,372 7,947 -114: -6,153 1,908
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.2 7.0 1.0 31.3 61.8 73.5 69.8: 26.5 30.2
Old : 100.0: 41.2 7.0 1.0 31.3 61.8 73.5 69.8: 26.5 30.2
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 : 53: 16 9 2 14 15 30 26:
Old : 53: 16 9 2 14 15 30 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 : 39.9 36.8 51.5 51.9 39.9 36.5 49.8 49.7
Old : 39.9 36.8 51.5 51.9 39.9 36.5 49.8 49.7
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, May 6, 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 : 17,424: 2,350 10,898 97 12,775 4,982 15,222 15,977: 2,202 1,447
Old : 17,424: 2,350 10,898 97 12,775 4,982 15,222 15,977: 2,202 1,447
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 29, 2008 :
: 803: 69 162 -33 482 875 518 1,004: 285 -201
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.5 62.5 0.6 73.3 28.6 87.4 91.7: 12.6 8.3
Old : 100.0: 13.5 62.5 0.6 73.3 28.6 87.4 91.7: 12.6 8.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 5 5 1 8 7 13 13:
Old : 23: 5 5 1 8 7 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 : 66.5 71.3 78.3 83.6 57.5 67.2 69.3 76.6
Old : 66.5 71.3 78.3 83.6 57.5 67.2 69.3 76.6
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, May 6, 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 : 17,447: 6,956 216 34 9,220 16,518 16,210 16,768: 1,237 679
Old : 17,447: 6,956 216 34 9,220 16,518 16,210 16,768: 1,237 679
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 29, 2008 :
: -571: 83 77 34 120 90 237 201: -808 -772
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.9 1.2 0.2 52.8 94.7 92.9 96.1: 7.1 3.9
Old : 100.0: 39.9 1.2 0.2 52.8 94.7 92.9 96.1: 7.1 3.9
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: 13 1 1 6 5 19 7:
Old : 23: 13 1 1 6 5 19 7:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.8 94.1 75.6 96.1 60.7 94.1 74.5 94.1
Old : 61.8 94.1 75.6 96.1 60.7 94.1 74.5 94.1
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, May 6, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
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: : (CONTRACTS OF JPY 100,000,000) :
: : :
All : 26,544: 4,182 3,425 39 18,666 13,198 22,887 16,662: 3,657 9,882
Old : 26,544: 4,182 3,425 39 18,666 13,198 22,887 16,662: 3,657 9,882
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 29, 2008 :
: 2,191: 408 -100 0 774 -86 1,182 -186: 1,009 2,377
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.8 12.9 0.1 70.3 49.7 86.2 62.8: 13.8 37.2
Old : 100.0: 15.8 12.9 0.1 70.3 49.7 86.2 62.8: 13.8 37.2
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 : 35: 7 4 2 15 18 23 23:
Old : 35: 7 4 2 15 18 23 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.3 36.4 67.3 51.7 51.3 32.2 64.2 45.1
Old : 51.3 36.4 67.3 51.7 51.3 32.2 64.2 45.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated May 14, 2008