MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 20, 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 : 45,919: 4,170 1,220 8,524 26,918 25,510 39,612 35,255: 6,306 10,664
Old : 45,919: 4,170 1,220 8,524 26,918 25,510 39,612 35,255: 6,306 10,664
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 13, 2008 :
: 1,706: 210 242 357 647 565 1,214 1,164: 492 543
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.1 2.7 18.6 58.6 55.6 86.3 76.8: 13.7 23.2
Old : 100.0: 9.1 2.7 18.6 58.6 55.6 86.3 76.8: 13.7 23.2
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 : 66: 23 6 20 28 26 57 46:
Old : 66: 23 6 20 28 26 57 46:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.5 29.2 50.8 44.4 30.8 24.1 39.7 34.2
Old : 35.5 29.2 50.8 44.4 30.8 24.1 39.7 34.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 20, 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 : 280,872: 46,251 36,644 77,035 127,823 132,558 251,110 246,238: 29,762 34,634
Old : 205,169: 35,242 61,662 40,905 110,782 75,659 186,929 178,226: 18,240 26,943
Other: 75,703: 40,102 4,076 7,037 17,042 56,899 64,181 68,012: 11,522 7,692
: : :
: : Changes in Commitments from: May 13, 2008 :
: -1,250: -1,457 758 875 -1,627 -2,982 -2,209 -1,348: 960 99
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.5 13.0 27.4 45.5 47.2 89.4 87.7: 10.6 12.3
Old : 100.0: 17.2 30.1 19.9 54.0 36.9 91.1 86.9: 8.9 13.1
Other: 100.0: 53.0 5.4 9.3 22.5 75.2 84.8 89.8: 15.2 10.2
: : :
:# Traders : Number of Traders in Each Category :
All : 253: 82 92 111 37 52 197 193:
Old : 244: 68 103 92 37 51 173 188:
Other: 141: 74 13 30 23 42 101 82:
:----------------------------------------------------------------------------------------------------
: 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 : 24.9 28.5 37.0 36.8 24.5 23.5 33.9 29.7
Old : 30.1 23.9 43.3 33.6 30.1 22.9 41.7 29.7
Other: 30.2 48.5 43.3 59.3 29.5 46.2 42.7 53.8
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE Code-056641
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 20, 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 : 1,891: 574 352 16 544 979 1,134 1,347: 757 544
Old : 1,845: 574 352 16 538 977 1,128 1,345: 717 500
Other: 46: 0 0 0 6 2 6 2: 40 44
: : :
: : Changes in Commitments from: May 13, 2008 :
: -40: 120 20 -52 -79 -21 -11 -53: -29 13
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.4 18.6 0.8 28.8 51.8 60.0 71.2: 40.0 28.8
Old : 100.0: 31.1 19.1 0.9 29.2 53.0 61.1 72.9: 38.9 27.1
Other: 100.0: 0.0 0.0 0.0 13.0 4.3 13.0 4.3: 87.0 95.7
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 8 9 1 6 3 15 12:
Old : 25: 8 9 1 6 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 : 33.7 56.4 49.9 64.7 33.7 56.3 49.9 64.6
Old : 34.2 57.7 50.8 66.2 34.2 57.6 50.8 66.1
Other: 13.0 4.3 13.0 4.3 13.0 4.3 13.0 4.3
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 20, 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 : 361,919: 106,863 38,362 71,634 157,777 178,144 336,274 288,141: 25,645 73,779
Old : 361,919: 106,863 38,362 71,634 157,777 178,144 336,274 288,141: 25,645 73,779
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 13, 2008 :
: -3,631: -6,437 1,182 -124 2,274 -3,349 -4,287 -2,292: 656 -1,339
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.5 10.6 19.8 43.6 49.2 92.9 79.6: 7.1 20.4
Old : 100.0: 29.5 10.6 19.8 43.6 49.2 92.9 79.6: 7.1 20.4
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 : 386: 113 76 101 103 180 259 322:
Old : 386: 113 76 101 103 180 259 322:
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 : 20.3 15.1 32.8 21.1 19.9 14.3 31.7 19.8
Old : 20.3 15.1 32.8 21.1 19.9 14.3 31.7 19.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 20, 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 : 15,120: 4,940 4,867 2,363 5,739 5,963 13,042 13,194: 2,078 1,926
Old : 15,120: 4,940 4,867 2,363 5,739 5,963 13,042 13,194: 2,078 1,926
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 13, 2008 :
: -244: 277 241 -385 -196 -1 -304 -145: 60 -99
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.7 32.2 15.6 38.0 39.4 86.3 87.3: 13.7 12.7
Old : 100.0: 32.7 32.2 15.6 38.0 39.4 86.3 87.3: 13.7 12.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 102: 32 33 19 20 27 62 71:
Old : 102: 32 33 19 20 27 62 71:
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 25.0 48.9 40.8 27.0 25.0 46.8 37.8
Old : 27.2 25.0 48.9 40.8 27.0 25.0 46.8 37.8
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 20, 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 : 35,798: 11,735 5,656 9,072 10,481 7,442 31,288 22,170: 4,511 13,629
Old : 35,798: 11,735 5,656 9,072 10,481 7,442 31,288 22,170: 4,511 13,629
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 13, 2008 :
: 167: 459 -1,630 1,132 -662 616 929 118: -762 49
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.8 15.8 25.3 29.3 20.8 87.4 61.9: 12.6 38.1
Old : 100.0: 32.8 15.8 25.3 29.3 20.8 87.4 61.9: 12.6 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 : 155: 40 38 41 40 52 106 111:
Old : 155: 40 38 41 40 52 106 111:
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 : 25.9 16.1 37.5 24.5 21.1 8.2 30.2 13.3
Old : 25.9 16.1 37.5 24.5 21.1 8.2 30.2 13.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 20, 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 : 130,291: 57,673 21,080 6,898 28,221 80,872 92,792 108,850: 37,499 21,441
Old : 130,291: 57,673 21,080 6,898 28,221 80,872 92,792 108,850: 37,499 21,441
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 13, 2008 :
: 8,821: 6,771 4,949 488 -2,906 2,821 4,354 8,258: 4,467 563
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.3 16.2 5.3 21.7 62.1 71.2 83.5: 28.8 16.5
Old : 100.0: 44.3 16.2 5.3 21.7 62.1 71.2 83.5: 28.8 16.5
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 : 83: 36 11 9 25 27 63 45:
Old : 83: 36 11 9 25 27 63 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 : 23.2 28.7 34.5 46.6 22.2 27.8 33.1 44.5
Old : 23.2 28.7 34.5 46.6 22.2 27.8 33.1 44.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 20, 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 : 72,593: 18,795 22,517 5,453 27,603 31,408 51,852 59,378: 20,741 13,215
Old : 72,593: 18,795 22,517 5,453 27,603 31,408 51,852 59,378: 20,741 13,215
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 13, 2008 :
: -5,254: 5,751 -7,178 212 -13,499 3,581 -7,536 -3,384: 2,282 -1,870
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.9 31.0 7.5 38.0 43.3 71.4 81.8: 28.6 18.2
Old : 100.0: 25.9 31.0 7.5 38.0 43.3 71.4 81.8: 28.6 18.2
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 : 51: 17 16 3 9 13 28 30:
Old : 51: 17 16 3 9 13 28 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 : 35.2 32.2 50.1 53.8 27.3 31.4 37.5 45.8
Old : 35.2 32.2 50.1 53.8 27.3 31.4 37.5 45.8
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 20, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF MXN 500,000) :
: : :
All : 116,535: 97,539 6,940 723 14,543 103,896 112,805 111,559: 3,730 4,976
Old : 116,535: 97,539 6,940 723 14,543 103,896 112,805 111,559: 3,730 4,976
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 13, 2008 :
: -2,310: -7,294 1,135 161 6,795 -6,470 -338 -5,174: -1,972 2,864
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.7 6.0 0.6 12.5 89.2 96.8 95.7: 3.2 4.3
Old : 100.0: 83.7 6.0 0.6 12.5 89.2 96.8 95.7: 3.2 4.3
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 : 106: 63 19 6 13 17 80 38:
Old : 106: 63 19 6 13 17 80 38:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.1 66.1 57.0 80.4 41.1 64.9 57.0 79.2
Old : 41.1 66.1 57.0 80.4 41.1 64.9 57.0 79.2
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 20, 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 : 175,351: 23,152 46,482 9,111 125,984 92,772 158,248 148,365: 17,103 26,986
Old : 175,351: 23,152 46,482 9,111 125,984 92,772 158,248 148,365: 17,103 26,986
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 13, 2008 :
: -9,383: -3,773 -4,030 -2,439 -1,932 1,227 -8,144 -5,241: -1,239 -4,141
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.2 26.5 5.2 71.8 52.9 90.2 84.6: 9.8 15.4
Old : 100.0: 13.2 26.5 5.2 71.8 52.9 90.2 84.6: 9.8 15.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 80: 18 33 9 21 22 44 59:
Old : 80: 18 33 9 21 22 44 59:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.3 41.0 72.5 53.4 64.0 37.0 69.7 47.6
Old : 64.3 41.0 72.5 53.4 64.0 37.0 69.7 47.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 20, 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 : 217,281: 61,861 25,087 22,659 101,864 150,228 186,384 197,973: 30,897 19,308
Old : 217,281: 61,861 25,087 22,659 101,864 150,228 186,384 197,973: 30,897 19,308
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 13, 2008 :
: -7,704: 3,561 -3,627 603 -15,391 -4,325 -11,228 -7,349: 3,524 -355
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.5 11.5 10.4 46.9 69.1 85.8 91.1: 14.2 8.9
Old : 100.0: 28.5 11.5 10.4 46.9 69.1 85.8 91.1: 14.2 8.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 105: 41 25 18 25 25 73 61:
Old : 105: 41 25 18 25 25 73 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 : 34.2 40.9 53.2 57.6 32.0 37.0 40.5 47.4
Old : 34.2 40.9 53.2 57.6 32.0 37.0 40.5 47.4
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 20, 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 : 254,150: 70,843 60,055 32,291 102,780 113,685 205,913 206,031: 48,237 48,119
Old : 254,150: 70,843 60,055 32,291 102,780 113,685 205,913 206,031: 48,237 48,119
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 13, 2008 :
: 7,146: 14,719 -1,142 893 -10,919 5,766 4,693 5,517: 2,453 1,629
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.9 23.6 12.7 40.4 44.7 81.0 81.1: 19.0 18.9
Old : 100.0: 27.9 23.6 12.7 40.4 44.7 81.0 81.1: 19.0 18.9
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 : 156: 55 52 35 32 40 110 104:
Old : 156: 55 52 35 32 40 110 104:
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 : 30.7 31.6 41.8 43.5 30.0 30.9 38.5 38.3
Old : 30.7 31.6 41.8 43.5 30.0 30.9 38.5 38.3
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 20, 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 : 30,921: 12,274 7,733 0 16,327 21,836 28,601 29,569: 2,320 1,352
Old : 30,921: 12,274 7,733 0 16,327 21,836 28,601 29,569: 2,320 1,352
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 13, 2008 :
: 544: 1,081 -16 -24 -50 497 1,007 457: -463 87
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.7 25.0 0.0 52.8 70.6 92.5 95.6: 7.5 4.4
Old : 100.0: 39.7 25.0 0.0 52.8 70.6 92.5 95.6: 7.5 4.4
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 : 40: 16 7 0 8 11 24 18:
Old : 40: 16 7 0 8 11 24 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.6 58.2 76.5 83.7 54.1 58.2 70.9 81.9
Old : 56.6 58.2 76.5 83.7 54.1 58.2 70.9 81.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 20, 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 :16,325,808: 929,331 473,458 6,034,900 8,183,635 8,845,717 15,147,866 15,354,075: 1,177,942 971,733
Old :16,325,808: 929,331 473,458 6,034,900 8,183,635 8,845,717 15,147,866 15,354,075: 1,177,942 971,733
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 13, 2008 :
: 290,069: -3,788 -40,300 131,886 132,956 245,893 261,055 337,479: 29,014 -47,410
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.7 2.9 37.0 50.1 54.2 92.8 94.0: 7.2 6.0
Old : 100.0: 5.7 2.9 37.0 50.1 54.2 92.8 94.0: 7.2 6.0
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 : 277: 81 43 101 142 138 266 245:
Old : 277: 81 43 101 142 138 266 245:
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 : 17.7 19.9 27.7 32.0 11.5 11.6 15.3 17.3
Old : 17.7 19.9 27.7 32.0 11.5 11.6 15.3 17.3
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 20, 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 : 665,576: 65,748 81,692 71,032 397,953 389,869 534,733 542,593: 130,843 122,983
Old : 665,576: 65,748 81,692 71,032 397,953 389,869 534,733 542,593: 130,843 122,983
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 13, 2008 :
: 3,266: 2,726 817 -2,140 -2,261 -3,683 -1,675 -5,006: 4,941 8,273
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.9 12.3 10.7 59.8 58.6 80.3 81.5: 19.7 18.5
Old : 100.0: 9.9 12.3 10.7 59.8 58.6 80.3 81.5: 19.7 18.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 205: 40 53 57 82 70 159 144:
Old : 205: 40 53 57 82 70 159 144:
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 : 18.3 22.5 25.7 32.6 17.7 21.9 24.5 31.7
Old : 18.3 22.5 25.7 32.6 17.7 21.9 24.5 31.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 20, 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 : 2,380,369: 387,042 610,492 156,094 1,452,241 1,373,740 1,995,377 2,140,326: 384,993 240,044
Old : 2,380,369: 387,042 610,492 156,094 1,452,241 1,373,740 1,995,377 2,140,326: 384,993 240,044
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 13, 2008 :
: 59,079: 31,489 42,666 -25,283 9,690 4,494 15,896 21,876: 43,183 37,203
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.3 25.6 6.6 61.0 57.7 83.8 89.9: 16.2 10.1
Old : 100.0: 16.3 25.6 6.6 61.0 57.7 83.8 89.9: 16.2 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 : 355: 85 116 76 107 100 234 250:
Old : 355: 85 116 76 107 100 234 250:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.7 20.7 26.9 31.5 12.8 14.6 22.5 24.8
Old : 16.7 20.7 26.9 31.5 12.8 14.6 22.5 24.8
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 20, 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 : 90,459: 8,641 41,278 64 70,135 44,033 78,840 85,375: 11,620 5,084
Old : 90,459: 8,641 41,278 64 70,135 44,033 78,840 85,375: 11,620 5,084
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 13, 2008 :
: 268: 1,309 399 -6 -1,130 423 173 816: 95 -548
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.6 45.6 0.1 77.5 48.7 87.2 94.4: 12.8 5.6
Old : 100.0: 9.6 45.6 0.1 77.5 48.7 87.2 94.4: 12.8 5.6
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 : 84: 12 17 1 41 25 54 42:
Old : 84: 12 17 1 41 25 54 42:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.1 42.2 48.9 59.4 28.5 40.7 46.2 57.9
Old : 30.1 42.2 48.9 59.4 28.5 40.7 46.2 57.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 20, 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 : 37,386: 6,014 8,665 72 23,809 17,214 29,895 25,950: 7,491 11,435
Old : 37,386: 6,014 8,665 72 23,809 17,214 29,895 25,950: 7,491 11,435
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 13, 2008 :
: -551: 32 668 -38 -489 -23 -495 608: -56 -1,159
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.1 23.2 0.2 63.7 46.0 80.0 69.4: 20.0 30.6
Old : 100.0: 16.1 23.2 0.2 63.7 46.0 80.0 69.4: 20.0 30.6
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 : 55: 9 11 3 26 19 37 31:
Old : 55: 9 11 3 26 19 37 31:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.9 31.3 53.4 46.3 36.9 29.0 53.4 43.1
Old : 36.9 31.3 53.4 46.3 36.9 29.0 53.4 43.1
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 20, 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 : 379,533: 83,011 147,481 14,503 224,477 196,095 321,991 358,078: 57,541 21,454
Old : 379,533: 83,011 147,481 14,503 224,477 196,095 321,991 358,078: 57,541 21,454
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 13, 2008 :
: -14,458: -25,918 -152 847 10,774 -13,607 -14,297 -12,912: -162 -1,546
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.9 38.9 3.8 59.1 51.7 84.8 94.3: 15.2 5.7
Old : 100.0: 21.9 38.9 3.8 59.1 51.7 84.8 94.3: 15.2 5.7
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 : 221: 59 72 30 49 54 124 140:
Old : 221: 59 72 30 49 54 124 140:
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 27.9 43.8 42.2 33.2 27.0 42.9 39.4
Old : 33.8 27.9 43.8 42.2 33.2 27.0 42.9 39.4
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 20, 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 : 114,565: 72,453 11,877 2,342 8,600 89,280 83,395 103,499: 31,170 11,067
Old : 114,565: 72,453 11,877 2,342 8,600 89,280 83,395 103,499: 31,170 11,067
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 13, 2008 :
: 10,260: 3,070 -462 -191 1,639 9,928 4,517 9,274: 5,743 986
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.2 10.4 2.0 7.5 77.9 72.8 90.3: 27.2 9.7
Old : 100.0: 63.2 10.4 2.0 7.5 77.9 72.8 90.3: 27.2 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 : 66: 36 10 3 8 19 46 30:
Old : 66: 36 10 3 8 19 46 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 : 26.5 53.9 41.5 68.8 26.5 53.8 41.4 68.7
Old : 26.5 53.9 41.5 68.8 26.5 53.8 41.4 68.7
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 20, 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 : 41,898: 6,670 13,864 1,501 18,512 21,942 26,683 37,307: 15,215 4,591
Old : 41,898: 6,670 13,864 1,501 18,512 21,942 26,683 37,307: 15,215 4,591
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 13, 2008 :
: 916: -17 -306 54 596 699 632 447: 283 469
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.9 33.1 3.6 44.2 52.4 63.7 89.0: 36.3 11.0
Old : 100.0: 15.9 33.1 3.6 44.2 52.4 63.7 89.0: 36.3 11.0
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 : 58: 6 20 6 15 22 23 46:
Old : 58: 6 20 6 15 22 23 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 : 40.7 31.3 53.7 45.2 36.9 31.3 49.5 44.0
Old : 40.7 31.3 53.7 45.2 36.9 31.3 49.5 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 20, 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 : 721,871: 66,061 301,214 13,966 628,399 324,277 708,426 639,457: 13,445 82,414
Old : 721,871: 66,061 301,214 13,966 628,399 324,277 708,426 639,457: 13,445 82,414
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 13, 2008 :
: 10,193: -7,311 9,312 1,308 15,649 -2,268 9,647 8,352: 546 1,841
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.2 41.7 1.9 87.1 44.9 98.1 88.6: 1.9 11.4
Old : 100.0: 9.2 41.7 1.9 87.1 44.9 98.1 88.6: 1.9 11.4
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 : 269: 31 124 35 65 84 120 219:
Old : 269: 31 124 35 65 84 120 219:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.3 18.9 76.1 27.8 54.3 17.3 70.6 25.5
Old : 58.3 18.9 76.1 27.8 54.3 17.3 70.6 25.5
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 20, 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 : 90,534: 11,502 51,297 726 68,312 30,534 80,540 82,556: 9,994 7,978
Old : 90,534: 11,502 51,297 726 68,312 30,534 80,540 82,556: 9,994 7,978
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 13, 2008 :
: 84: -1,525 -991 115 1,708 486 298 -390: -214 474
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.7 56.7 0.8 75.5 33.7 89.0 91.2: 11.0 8.8
Old : 100.0: 12.7 56.7 0.8 75.5 33.7 89.0 91.2: 11.0 8.8
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 : 75: 18 22 3 16 22 37 44:
Old : 75: 18 22 3 16 22 37 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 : 52.7 46.6 69.1 63.9 50.9 45.2 64.2 60.1
Old : 52.7 46.6 69.1 63.9 50.9 45.2 64.2 60.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 20, 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 : 60,109: 23,277 5,383 635 18,606 36,710 42,518 42,728: 17,591 17,381
Old : 60,109: 23,277 5,383 635 18,606 36,710 42,518 42,728: 17,591 17,381
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 13, 2008 :
: 647: -1,136 -185 -170 -271 -910 -1,577 -1,265: 2,224 1,912
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.7 9.0 1.1 31.0 61.1 70.7 71.1: 29.3 28.9
Old : 100.0: 38.7 9.0 1.1 31.0 61.1 70.7 71.1: 29.3 28.9
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 : 52: 14 9 2 16 14 30 25:
Old : 52: 14 9 2 16 14 30 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.5 39.8 49.1 56.0 35.5 39.3 46.6 52.5
Old : 35.5 39.8 49.1 56.0 35.5 39.3 46.6 52.5
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 20, 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 : 17,499: 3,114 11,196 97 12,376 4,812 15,587 16,105: 1,912 1,394
Old : 17,499: 3,114 11,196 97 12,376 4,812 15,587 16,105: 1,912 1,394
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 13, 2008 :
: 429: 367 199 0 33 292 400 491: 29 -62
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.8 64.0 0.6 70.7 27.5 89.1 92.0: 10.9 8.0
Old : 100.0: 17.8 64.0 0.6 70.7 27.5 89.1 92.0: 10.9 8.0
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 : 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 : 64.6 72.5 78.9 84.6 55.8 68.4 70.2 77.9
Old : 64.6 72.5 78.9 84.6 55.8 68.4 70.2 77.9
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 20, 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 : 16,170: 6,378 344 0 8,598 15,256 14,976 15,600: 1,194 570
Old : 16,170: 6,378 344 0 8,598 15,256 14,976 15,600: 1,194 570
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 13, 2008 :
: -1,786: -431 128 0 -402 -1,057 -833 -929: -953 -857
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.4 2.1 0.0 53.2 94.3 92.6 96.5: 7.4 3.5
Old : 100.0: 39.4 2.1 0.0 53.2 94.3 92.6 96.5: 7.4 3.5
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: 12 2 0 5 5 17 7:
Old : 22: 12 2 0 5 5 17 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 : 63.8 93.8 80.8 96.5 62.6 93.8 79.6 94.6
Old : 63.8 93.8 80.8 96.5 62.6 93.8 79.6 94.6
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 20, 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 : 26,426: 4,081 2,455 39 20,600 13,902 24,720 16,396: 1,706 10,030
Old : 26,426: 4,081 2,455 39 20,600 13,902 24,720 16,396: 1,706 10,030
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 13, 2008 :
: -126: 103 -970 0 1,866 202 1,969 -768: -2,095 642
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.4 9.3 0.1 78.0 52.6 93.5 62.0: 6.5 38.0
Old : 100.0: 15.4 9.3 0.1 78.0 52.6 93.5 62.0: 6.5 38.0
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 : 34: 7 3 2 15 18 23 22:
Old : 34: 7 3 2 15 18 23 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.1 36.2 73.4 52.2 58.1 31.7 69.5 43.1
Old : 58.1 36.2 73.4 52.2 58.1 31.7 69.5 43.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated May 23, 2008