MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 13, 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 : 44,212: 3,961 979 8,167 26,270 24,946 38,398 34,091: 5,814 10,121
Old : 44,212: 3,961 979 8,167 26,270 24,946 38,398 34,091: 5,814 10,121
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 6, 2008 :
: 2,007: 337 -327 550 939 1,645 1,826 1,868: 181 139
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.0 2.2 18.5 59.4 56.4 86.8 77.1: 13.2 22.9
Old : 100.0: 9.0 2.2 18.5 59.4 56.4 86.8 77.1: 13.2 22.9
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 : 65: 22 6 18 28 26 56 44:
Old : 65: 22 6 18 28 26 56 44:
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 : 35.6 29.7 50.7 45.2 30.8 24.8 40.0 34.9
Old : 35.6 29.7 50.7 45.2 30.8 24.8 40.0 34.9
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 13, 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 : 282,122: 47,708 35,886 76,160 129,451 135,540 253,319 247,586: 28,803 34,536
Old : 208,009: 33,311 59,101 43,465 113,209 78,008 189,985 180,574: 18,024 27,435
Other: 74,113: 40,207 2,595 6,885 16,242 57,532 63,334 67,012: 10,779 7,101
: : :
: : Changes in Commitments from: May 6, 2008 :
: 5,602: 3,633 1,329 2,386 459 1,821 6,478 5,536: -875 66
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.9 12.7 27.0 45.9 48.0 89.8 87.8: 10.2 12.2
Old : 100.0: 16.0 28.4 20.9 54.4 37.5 91.3 86.8: 8.7 13.2
Other: 100.0: 54.3 3.5 9.3 21.9 77.6 85.5 90.4: 14.5 9.6
: : :
:# Traders : Number of Traders in Each Category :
All : 246: 71 93 111 39 52 190 195:
Old : 238: 58 104 96 38 51 168 192:
Other: 134: 67 13 29 24 42 96 80:
:----------------------------------------------------------------------------------------------------
: 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 28.5 37.7 36.6 23.6 24.0 34.0 29.5
Old : 28.7 23.5 42.7 31.6 28.6 22.0 40.2 27.7
Other: 34.4 49.8 47.3 60.8 33.6 47.8 46.4 56.2
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE Code-056641
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 13, 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 : 1,931: 454 332 68 623 1,000 1,145 1,400: 786 531
Old : 1,899: 454 332 68 617 998 1,139 1,398: 760 501
Other: 32: 0 0 0 6 2 6 2: 26 30
: : :
: : Changes in Commitments from: May 6, 2008 :
: -40: 87 29 -113 -68 -29 -94 -113: 54 73
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.5 17.2 3.5 32.3 51.8 59.3 72.5: 40.7 27.5
Old : 100.0: 23.9 17.5 3.6 32.5 52.5 60.0 73.6: 40.0 26.4
Other: 100.0: 0.0 0.0 0.0 18.8 6.3 18.8 6.3: 81.3 93.8
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 6 9 2 7 3 15 12:
Old : 24: 6 9 2 7 3 15 12:
Other: 3: 0 0 0 1 2 1 2:
:----------------------------------------------------------------------------------------------------
: 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 56.3 48.3 66.0 32.3 56.2 48.3 64.9
Old : 32.5 57.2 48.8 67.0 32.5 57.0 48.8 65.9
Other: 18.8 6.3 18.8 6.3 18.8 6.3 18.8 6.3
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 13, 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 : 365,550: 113,300 37,180 71,758 155,503 181,494 340,561 290,432: 24,989 75,118
Old : 365,550: 113,300 37,180 71,758 155,503 181,494 340,561 290,432: 24,989 75,118
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 6, 2008 :
: 9,125: -1,489 -4,106 2,006 6,714 10,178 7,231 8,078: 1,894 1,047
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.0 10.2 19.6 42.5 49.6 93.2 79.5: 6.8 20.5
Old : 100.0: 31.0 10.2 19.6 42.5 49.6 93.2 79.5: 6.8 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 : 391: 115 78 101 101 183 266 319:
Old : 391: 115 78 101 101 183 266 319:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.7 16.1 32.3 21.5 19.5 15.4 31.0 20.3
Old : 19.7 16.1 32.3 21.5 19.5 15.4 31.0 20.3
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 13, 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 : 15,364: 4,663 4,627 2,748 5,935 5,964 13,346 13,339: 2,018 2,026
Old : 15,364: 4,663 4,627 2,748 5,935 5,964 13,346 13,339: 2,018 2,026
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 6, 2008 :
: 548: 317 162 491 -71 57 737 710: -188 -162
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.3 30.1 17.9 38.6 38.8 86.9 86.8: 13.1 13.2
Old : 100.0: 30.3 30.1 17.9 38.6 38.8 86.9 86.8: 13.1 13.2
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 : 102: 31 31 16 24 28 64 70:
Old : 102: 31 31 16 24 28 64 70:
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 : 27.6 24.7 48.9 39.1 27.3 24.7 46.8 37.5
Old : 27.6 24.7 48.9 39.1 27.3 24.7 46.8 37.5
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 13, 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 : 35,631: 11,277 7,286 7,939 11,143 6,827 30,359 22,052: 5,272 13,580
Old : 35,631: 11,277 7,286 7,939 11,143 6,827 30,359 22,052: 5,272 13,580
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 6, 2008 :
: 1,238: -1,075 -80 1,929 76 -361 931 1,488: 307 -250
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.6 20.4 22.3 31.3 19.2 85.2 61.9: 14.8 38.1
Old : 100.0: 31.6 20.4 22.3 31.3 19.2 85.2 61.9: 14.8 38.1
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 : 146: 36 40 32 43 46 99 100:
Old : 146: 36 40 32 43 46 99 100:
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 15.6 36.8 23.6 21.6 8.3 30.7 15.1
Old : 24.6 15.6 36.8 23.6 21.6 8.3 30.7 15.1
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 13, 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 : 121,470: 50,902 16,132 6,409 31,127 78,051 88,438 100,592: 33,032 20,878
Old : 121,470: 50,902 16,132 6,409 31,127 78,051 88,438 100,592: 33,032 20,878
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 6, 2008 :
: -9,225: -2,002 173 -860 -4,860 -6,532 -7,722 -7,219: -1,503 -2,006
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.9 13.3 5.3 25.6 64.3 72.8 82.8: 27.2 17.2
Old : 100.0: 41.9 13.3 5.3 25.6 64.3 72.8 82.8: 27.2 17.2
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 : 78: 29 11 9 25 28 59 44:
Old : 78: 29 11 9 25 28 59 44:
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 : 25.6 29.6 37.9 46.8 23.8 28.7 36.1 45.3
Old : 25.6 29.6 37.9 46.8 23.8 28.7 36.1 45.3
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 13, 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 : 77,847: 13,045 29,695 5,241 41,102 27,826 59,388 62,762: 18,459 15,084
Old : 77,847: 13,045 29,695 5,241 41,102 27,826 59,388 62,762: 18,459 15,084
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 6, 2008 :
: 3,470: -4,816 9,093 -2,510 9,454 -2,359 2,128 4,223: 1,341 -754
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.8 38.1 6.7 52.8 35.7 76.3 80.6: 23.7 19.4
Old : 100.0: 16.8 38.1 6.7 52.8 35.7 76.3 80.6: 23.7 19.4
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 : 45: 13 17 3 9 11 23 30:
Old : 45: 13 17 3 9 11 23 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 : 47.6 36.3 61.3 56.0 42.4 36.3 51.5 49.3
Old : 47.6 36.3 61.3 56.0 42.4 36.3 51.5 49.3
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 13, 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 : 118,845: 104,833 5,805 562 7,748 110,366 113,143 116,733: 5,702 2,112
Old : 118,845: 104,833 5,805 562 7,748 110,366 113,143 116,733: 5,702 2,112
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 6, 2008 :
: -3,970: -3,731 -1,248 -138 1,470 -2,729 -2,399 -4,115: -1,571 145
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 88.2 4.9 0.5 6.5 92.9 95.2 98.2: 4.8 1.8
Old : 100.0: 88.2 4.9 0.5 6.5 92.9 95.2 98.2: 4.8 1.8
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: 58 16 4 9 19 70 36:
Old : 97: 58 16 4 9 19 70 36:
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 : 46.2 64.5 61.7 79.3 46.2 63.3 61.7 78.1
Old : 46.2 64.5 61.7 79.3 46.2 63.3 61.7 78.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 13, 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 : 184,734: 26,925 50,512 11,550 127,917 91,544 166,392 153,606: 18,342 31,128
Old : 184,734: 26,925 50,512 11,550 127,917 91,544 166,392 153,606: 18,342 31,128
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 6, 2008 :
: 20,783: 12,417 8,657 -971 6,671 8,542 18,117 16,228: 2,666 4,555
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.6 27.3 6.3 69.2 49.6 90.1 83.1: 9.9 16.9
Old : 100.0: 14.6 27.3 6.3 69.2 49.6 90.1 83.1: 9.9 16.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 79: 17 33 10 20 23 42 61:
Old : 79: 17 33 10 20 23 42 61:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 67.0 39.4 75.7 51.0 67.0 35.5 71.5 45.8
Old : 67.0 39.4 75.7 51.0 67.0 35.5 71.5 45.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 13, 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 : 224,985: 58,300 28,713 22,056 117,255 154,552 197,611 205,322: 27,373 19,663
Old : 224,985: 58,300 28,713 22,056 117,255 154,552 197,611 205,322: 27,373 19,663
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 6, 2008 :
: 1,466: -7,019 7,747 -2,225 12,638 -912 3,395 4,610: -1,929 -3,145
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.9 12.8 9.8 52.1 68.7 87.8 91.3: 12.2 8.7
Old : 100.0: 25.9 12.8 9.8 52.1 68.7 87.8 91.3: 12.2 8.7
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 : 103: 34 29 18 28 23 70 62:
Old : 103: 34 29 18 28 23 70 62:
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 : 34.1 41.9 50.7 58.8 30.8 35.8 41.6 47.8
Old : 34.1 41.9 50.7 58.8 30.8 35.8 41.6 47.8
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 13, 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 : 247,005: 56,124 61,197 31,398 113,698 107,919 201,220 200,514: 45,785 46,490
Old : 247,005: 56,124 61,197 31,398 113,698 107,919 201,220 200,514: 45,785 46,490
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 6, 2008 :
: -13,903: 351 -1,232 -13,435 3,280 2,954 -9,804 -11,713: -4,100 -2,191
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.7 24.8 12.7 46.0 43.7 81.5 81.2: 18.5 18.8
Old : 100.0: 22.7 24.8 12.7 46.0 43.7 81.5 81.2: 18.5 18.8
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 : 150: 48 52 34 33 41 102 106:
Old : 150: 48 52 34 33 41 102 106:
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 : 37.2 30.5 45.8 42.5 35.3 29.7 40.8 37.3
Old : 37.2 30.5 45.8 42.5 35.3 29.7 40.8 37.3
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 13, 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 : 30,377: 11,193 7,749 24 16,377 21,339 27,594 29,112: 2,783 1,265
Old : 30,377: 11,193 7,749 24 16,377 21,339 27,594 29,112: 2,783 1,265
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 6, 2008 :
: 6,431: -256 2,637 0 7,129 3,792 6,873 6,429: -442 2
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.8 25.5 0.1 53.9 70.2 90.8 95.8: 9.2 4.2
Old : 100.0: 36.8 25.5 0.1 53.9 70.2 90.8 95.8: 9.2 4.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 40: 12 10 1 9 11 22 21:
Old : 40: 12 10 1 9 11 22 21:
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 : 54.5 55.8 72.9 81.2 52.0 55.8 67.7 79.2
Old : 54.5 55.8 72.9 81.2 52.0 55.8 67.7 79.2
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 13, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $1,000,000) :
: : :
All :16,035,739: 933,118 513,758 5,903,014 8,050,679 8,599,824 14,886,811 15,016,596: 1,148,928 1,019,143
Old :16,035,739: 933,118 513,758 5,903,014 8,050,679 8,599,824 14,886,811 15,016,596: 1,148,928 1,019,143
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 6, 2008 :
: 235,460: 12,768 -56,290 205,137 35,544 101,921 253,449 250,768: -17,990 -15,308
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.8 3.2 36.8 50.2 53.6 92.8 93.6: 7.2 6.4
Old : 100.0: 5.8 3.2 36.8 50.2 53.6 92.8 93.6: 7.2 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 : 280: 91 43 111 136 135 266 255:
Old : 280: 91 43 111 136 135 266 255:
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 : 17.3 20.3 27.3 32.3 11.7 11.8 15.5 17.7
Old : 17.3 20.3 27.3 32.3 11.7 11.8 15.5 17.7
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 13, 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 : 662,310: 63,022 80,875 73,172 400,213 393,552 536,407 547,599: 125,902 114,710
Old : 662,310: 63,022 80,875 73,172 400,213 393,552 536,407 547,599: 125,902 114,710
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 6, 2008 :
: -14,333: -2,598 6,055 -3,918 -3,370 -2,843 -9,886 -706: -4,447 -13,628
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.5 12.2 11.0 60.4 59.4 81.0 82.7: 19.0 17.3
Old : 100.0: 9.5 12.2 11.0 60.4 59.4 81.0 82.7: 19.0 17.3
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 : 216: 47 58 68 83 68 172 153:
Old : 216: 47 58 68 83 68 172 153:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.4 22.8 25.9 32.8 18.1 22.2 24.9 32.1
Old : 18.4 22.8 25.9 32.8 18.1 22.2 24.9 32.1
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 13, 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 : 2,321,290: 355,553 567,826 181,377 1,442,550 1,369,246 1,979,481 2,118,449: 341,810 202,841
Old : 2,321,290: 355,553 567,826 181,377 1,442,550 1,369,246 1,979,481 2,118,449: 341,810 202,841
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 6, 2008 :
: 28,042: -16,287 29,949 23,894 67,734 11,612 75,341 65,455: -47,299 -37,413
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.3 24.5 7.8 62.1 59.0 85.3 91.3: 14.7 8.7
Old : 100.0: 15.3 24.5 7.8 62.1 59.0 85.3 91.3: 14.7 8.7
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 : 374: 90 128 86 113 102 249 270:
Old : 374: 90 128 86 113 102 249 270:
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 : 17.0 20.2 26.8 31.1 12.6 15.2 21.6 25.7
Old : 17.0 20.2 26.8 31.1 12.6 15.2 21.6 25.7
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, May 13, 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 : 90,192: 7,332 40,879 70 71,265 43,610 78,667 84,559: 11,525 5,632
Old : 90,192: 7,332 40,879 70 71,265 43,610 78,667 84,559: 11,525 5,632
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 6, 2008 :
: 1,431: 1,169 -1,109 5 -945 1,669 229 565: 1,202 866
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.1 45.3 0.1 79.0 48.4 87.2 93.8: 12.8 6.2
Old : 100.0: 8.1 45.3 0.1 79.0 48.4 87.2 93.8: 12.8 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 : 89: 13 17 2 43 27 57 45:
Old : 89: 13 17 2 43 27 57 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 : 30.4 42.2 49.2 59.3 28.8 40.4 46.4 57.5
Old : 30.4 42.2 49.2 59.3 28.8 40.4 46.4 57.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 13, 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 : 37,937: 5,982 7,997 109 24,298 17,236 30,390 25,342: 7,547 12,594
Old : 37,937: 5,982 7,997 109 24,298 17,236 30,390 25,342: 7,547 12,594
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 6, 2008 :
: 1,024: 1,327 -169 9 294 603 1,630 443: -606 581
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.8 21.1 0.3 64.0 45.4 80.1 66.8: 19.9 33.2
Old : 100.0: 15.8 21.1 0.3 64.0 45.4 80.1 66.8: 19.9 33.2
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 : 57: 10 10 3 27 21 39 32:
Old : 57: 10 10 3 27 21 39 32:
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 : 37.1 27.8 53.3 44.3 37.1 25.5 53.3 41.2
Old : 37.1 27.8 53.3 44.3 37.1 25.5 53.3 41.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 13, 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 : 393,991: 108,929 147,633 13,656 213,703 209,701 336,288 370,990: 57,703 23,001
Old : 393,991: 108,929 147,633 13,656 213,703 209,701 336,288 370,990: 57,703 23,001
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 6, 2008 :
: 11,899: 11,208 7,505 1,051 -1,998 4,389 10,261 12,945: 1,639 -1,045
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.6 37.5 3.5 54.2 53.2 85.4 94.2: 14.6 5.8
Old : 100.0: 27.6 37.5 3.5 54.2 53.2 85.4 94.2: 14.6 5.8
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 : 231: 65 76 31 50 53 134 141:
Old : 231: 65 76 31 50 53 134 141:
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 : 31.0 29.7 44.8 45.0 30.7 29.4 44.2 42.8
Old : 31.0 29.7 44.8 45.0 30.7 29.4 44.2 42.8
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 13, 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 : 104,305: 69,383 12,339 2,533 6,961 79,352 78,877 94,224: 25,428 10,081
Old : 104,305: 69,383 12,339 2,533 6,961 79,352 78,877 94,224: 25,428 10,081
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 6, 2008 :
: -5,179: -5,903 2,019 -65 4,867 -6,838 -1,101 -4,884: -4,078 -295
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.5 11.8 2.4 6.7 76.1 75.6 90.3: 24.4 9.7
Old : 100.0: 66.5 11.8 2.4 6.7 76.1 75.6 90.3: 24.4 9.7
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: 31 11 3 8 17 40 30:
Old : 62: 31 11 3 8 17 40 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 : 32.3 57.8 46.9 68.0 32.3 57.6 46.9 67.9
Old : 32.3 57.8 46.9 68.0 32.3 57.6 46.9 67.9
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 13, 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 : 40,983: 6,687 14,170 1,448 17,916 21,243 26,051 36,860: 14,932 4,123
Old : 40,983: 6,687 14,170 1,448 17,916 21,243 26,051 36,860: 14,932 4,123
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 6, 2008 :
: 928: 2,562 160 102 -2,018 828 645 1,090: 283 -162
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.3 34.6 3.5 43.7 51.8 63.6 89.9: 36.4 10.1
Old : 100.0: 16.3 34.6 3.5 43.7 51.8 63.6 89.9: 36.4 10.1
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 : 59: 6 21 6 15 22 23 47:
Old : 59: 6 21 6 15 22 23 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 : 39.8 31.7 53.4 45.4 36.4 31.7 49.6 44.6
Old : 39.8 31.7 53.4 45.4 36.4 31.7 49.6 44.6
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, May 13, 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 : 711,678: 73,372 291,903 12,658 612,749 326,545 698,779 631,105: 12,899 80,573
Old : 711,678: 73,372 291,903 12,658 612,749 326,545 698,779 631,105: 12,899 80,573
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 6, 2008 :
: 21,913: 3,478 18,372 -2,068 20,323 2,067 21,733 18,371: 180 3,543
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.3 41.0 1.8 86.1 45.9 98.2 88.7: 1.8 11.3
Old : 100.0: 10.3 41.0 1.8 86.1 45.9 98.2 88.7: 1.8 11.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 286: 36 134 40 66 86 135 227:
Old : 286: 36 134 40 66 86 135 227:
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 : 58.9 19.1 75.4 28.2 54.8 17.4 69.8 25.7
Old : 58.9 19.1 75.4 28.2 54.8 17.4 69.8 25.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 13, 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 : 90,450: 13,027 52,288 611 66,604 30,048 80,242 82,946: 10,208 7,504
Old : 90,450: 13,027 52,288 611 66,604 30,048 80,242 82,946: 10,208 7,504
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 6, 2008 :
: 1,725: -564 821 345 1,353 -475 1,134 691: 591 1,034
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.4 57.8 0.7 73.6 33.2 88.7 91.7: 11.3 8.3
Old : 100.0: 14.4 57.8 0.7 73.6 33.2 88.7 91.7: 11.3 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 : 78: 19 24 3 16 22 38 46:
Old : 78: 19 24 3 16 22 38 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 : 51.4 46.5 67.7 63.3 51.1 46.3 64.2 60.9
Old : 51.4 46.5 67.7 63.3 51.1 46.3 64.2 60.9
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 13, 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 : 59,462: 24,413 5,568 805 18,877 37,620 44,095 43,993: 15,367 15,469
Old : 59,462: 24,413 5,568 805 18,877 37,620 44,095 43,993: 15,367 15,469
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 6, 2008 :
: 275: 33 1,434 209 339 1,045 581 2,688: -306 -2,413
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.1 9.4 1.4 31.7 63.3 74.2 74.0: 25.8 26.0
Old : 100.0: 41.1 9.4 1.4 31.7 63.3 74.2 74.0: 25.8 26.0
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 : 57: 16 9 2 17 16 33 27:
Old : 57: 16 9 2 17 16 33 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 : 38.2 38.6 50.6 53.5 38.2 38.0 48.6 50.6
Old : 38.2 38.6 50.6 53.5 38.2 38.0 48.6 50.6
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 13, 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 : 17,070: 2,747 10,997 97 12,343 4,520 15,187 15,614: 1,883 1,456
Old : 17,070: 2,747 10,997 97 12,343 4,520 15,187 15,614: 1,883 1,456
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 6, 2008 :
: -354: 397 99 0 -432 -462 -35 -363: -319 9
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.1 64.4 0.6 72.3 26.5 89.0 91.5: 11.0 8.5
Old : 100.0: 16.1 64.4 0.6 72.3 26.5 89.0 91.5: 11.0 8.5
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 : 22: 5 5 1 8 6 13 12:
Old : 22: 5 5 1 8 6 13 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 65.5 73.9 78.7 86.3 56.3 69.8 69.5 78.4
Old : 65.5 73.9 78.7 86.3 56.3 69.8 69.5 78.4
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 13, 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 : 17,956: 6,809 216 0 9,000 16,313 15,809 16,529: 2,147 1,427
Old : 17,956: 6,809 216 0 9,000 16,313 15,809 16,529: 2,147 1,427
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 6, 2008 :
: 509: -147 0 -34 -220 -205 -401 -239: 910 748
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.9 1.2 0.0 50.1 90.8 88.0 92.1: 12.0 7.9
Old : 100.0: 37.9 1.2 0.0 50.1 90.8 88.0 92.1: 12.0 7.9
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 : 22: 13 1 0 5 5 18 6:
Old : 22: 13 1 0 5 5 18 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 : 59.8 90.3 74.8 92.1 58.8 90.3 73.7 90.3
Old : 59.8 90.3 74.8 92.1 58.8 90.3 73.7 90.3
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 13, 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 : 26,552: 3,978 3,425 39 18,734 13,700 22,751 17,164: 3,801 9,388
Old : 26,552: 3,978 3,425 39 18,734 13,700 22,751 17,164: 3,801 9,388
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 6, 2008 :
: 8: -204 0 0 68 502 -136 502: 144 -494
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.0 12.9 0.1 70.6 51.6 85.7 64.6: 14.3 35.4
Old : 100.0: 15.0 12.9 0.1 70.6 51.6 85.7 64.6: 14.3 35.4
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 : 35: 7 4 2 16 18 24 23:
Old : 35: 7 4 2 16 18 24 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 : 51.0 36.8 66.5 52.1 51.0 32.6 62.1 44.7
Old : 51.0 36.8 66.5 52.1 51.0 32.6 62.1 44.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated May 16, 2008