MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders - Futures Only, June 10, 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 : 31,544: 8,047 1,165 439 18,910 22,751 27,396 24,355: 4,148 7,189
Old : 31,544: 8,047 1,165 439 18,910 22,751 27,396 24,355: 4,148 7,189
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 3, 2008 :
: 1,350: 921 -380 -24 410 1,619 1,307 1,215: 43 135
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.5 3.7 1.4 59.9 72.1 86.9 77.2: 13.1 22.8
Old : 100.0: 25.5 3.7 1.4 59.9 72.1 86.9 77.2: 13.1 22.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 59: 16 8 14 28 25 48 43:
Old : 59: 16 8 14 28 25 48 43:
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 : 38.3 44.5 56.5 59.8 38.3 40.6 52.9 53.0
Old : 38.3 44.5 56.5 59.8 38.3 40.6 52.9 53.0
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 - Futures Only, June 10, 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 : 242,936: 41,328 43,560 58,333 116,325 111,598 215,986 213,491: 26,950 29,445
Old : 170,948: 33,638 62,858 25,481 96,334 60,046 155,453 148,385: 15,495 22,563
Other: 71,988: 34,992 8,004 5,550 19,991 51,552 60,533 65,106: 11,455 6,882
: : :
: : Changes in Commitments from: June 3, 2008 :
: -17,137: -1,847 -2,981 -3,996 -10,475 -9,154 -16,318 -16,131: -819 -1,006
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.0 17.9 24.0 47.9 45.9 88.9 87.9: 11.1 12.1
Old : 100.0: 19.7 36.8 14.9 56.4 35.1 90.9 86.8: 9.1 13.2
Other: 100.0: 48.6 11.1 7.7 27.8 71.6 84.1 90.4: 15.9 9.6
: : :
:# Traders : Number of Traders in Each Category :
All : 232: 84 75 90 33 47 170 172:
Old : 221: 63 91 70 32 46 145 164:
Other: 137: 54 26 25 22 41 88 81:
:----------------------------------------------------------------------------------------------------
: 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 : 25.8 28.8 39.7 36.7 24.8 25.0 36.7 31.0
Old : 32.8 25.5 46.6 35.0 31.4 25.3 44.7 31.9
Other: 28.3 45.0 44.9 57.1 28.0 43.4 44.3 52.4
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE Code-056641
Commitments of Traders - Futures Only, June 10, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 2,220: 760 535 182 419 958 1,361 1,675: 859 545
Old : 2,164: 760 534 181 413 956 1,354 1,671: 810 493
Other: 56: 0 1 1 6 2 7 4: 49 52
: : :
: : Changes in Commitments from: June 3, 2008 :
: 98: 69 52 31 -71 18 29 101: 69 -3
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.2 24.1 8.2 18.9 43.2 61.3 75.5: 38.7 24.5
Old : 100.0: 35.1 24.7 8.4 19.1 44.2 62.6 77.2: 37.4 22.8
Other: 100.0: 0.0 1.8 1.8 10.7 3.6 12.5 7.1: 87.5 92.9
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 12 12 3 5 3 19 16:
Old : 31: 12 12 3 5 3 19 16:
Other: 5: 0 1 1 1 2 2 4:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.2 47.4 43.4 61.7 28.2 47.3 41.5 59.0
Old : 28.7 48.6 44.2 63.2 28.7 48.4 42.3 60.4
Other: 12.5 7.1 12.5 7.1 10.7 5.4 10.7 5.4
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders - Futures Only, June 10, 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 : 295,678: 90,131 31,005 40,209 142,097 155,019 272,437 226,233: 23,241 69,445
Old : 295,678: 90,131 31,005 40,209 142,097 155,019 272,437 226,233: 23,241 69,445
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 3, 2008 :
: -1,869: -680 -3,352 -4,590 3,818 4,880 -1,452 -3,062: -417 1,193
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.5 10.5 13.6 48.1 52.4 92.1 76.5: 7.9 23.5
Old : 100.0: 30.5 10.5 13.6 48.1 52.4 92.1 76.5: 7.9 23.5
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 : 377: 117 69 84 64 164 223 286:
Old : 377: 117 69 84 64 164 223 286:
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 : 23.8 14.1 37.3 20.6 22.6 13.8 35.8 19.7
Old : 23.8 14.1 37.3 20.6 22.6 13.8 35.8 19.7
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 - Futures Only, June 10, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 110,000 BOARD FEET) :
: : :
All : 14,741: 4,851 5,183 2,233 5,563 5,288 12,647 12,704: 2,094 2,037
Old : 14,741: 4,851 5,183 2,233 5,563 5,288 12,647 12,704: 2,094 2,037
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 3, 2008 :
: -87: 293 528 -240 302 -102 355 186: -442 -273
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.9 35.2 15.1 37.7 35.9 85.8 86.2: 14.2 13.8
Old : 100.0: 32.9 35.2 15.1 37.7 35.9 85.8 86.2: 14.2 13.8
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 : 106: 38 30 17 18 28 59 74:
Old : 106: 38 30 17 18 28 59 74:
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 : 26.6 27.0 48.5 40.3 25.9 27.0 44.1 39.8
Old : 26.6 27.0 48.5 40.3 25.9 27.0 44.1 39.8
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 - Futures Only, June 10, 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 : 32,266: 9,660 5,287 7,718 10,883 7,142 28,261 20,147: 4,005 12,119
Old : 32,266: 9,660 5,287 7,718 10,883 7,142 28,261 20,147: 4,005 12,119
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 3, 2008 :
: 243: 227 324 457 -112 -429 572 352: -329 -109
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.9 16.4 23.9 33.7 22.1 87.6 62.4: 12.4 37.6
Old : 100.0: 29.9 16.4 23.9 33.7 22.1 87.6 62.4: 12.4 37.6
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 : 137: 35 31 28 27 44 84 88:
Old : 137: 35 31 28 27 44 84 88:
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 : 27.7 19.1 38.7 28.7 19.1 10.1 27.6 15.1
Old : 27.7 19.1 38.7 28.7 19.1 10.1 27.6 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 - Futures Only, June 10, 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 : 123,950: 43,276 25,697 4,755 32,551 62,810 80,582 93,262: 43,368 30,688
Old : 123,950: 43,276 25,697 4,755 32,551 62,810 80,582 93,262: 43,368 30,688
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 3, 2008 :
: 1,131: -20,549 7,610 2,018 9,415 -12,921 -9,116 -3,293: 10,247 4,424
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.9 20.7 3.8 26.3 50.7 65.0 75.2: 35.0 24.8
Old : 100.0: 34.9 20.7 3.8 26.3 50.7 65.0 75.2: 35.0 24.8
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: 26 14 7 22 23 50 43:
Old : 75: 26 14 7 22 23 50 43:
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 25.4 28.3 39.9 15.4 23.6 25.5 38.0
Old : 17.3 25.4 28.3 39.9 15.4 23.6 25.5 38.0
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 - Futures Only, June 10, 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 : 68,666: 15,820 19,552 2,157 31,843 31,292 49,820 53,001: 18,846 15,665
Old : 68,666: 15,820 19,552 2,157 31,843 31,292 49,820 53,001: 18,846 15,665
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 3, 2008 :
: 3,349: 1,692 -1,847 1,457 -1,251 4,991 1,898 4,601: 1,451 -1,252
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.0 28.5 3.1 46.4 45.6 72.6 77.2: 27.4 22.8
Old : 100.0: 23.0 28.5 3.1 46.4 45.6 72.6 77.2: 27.4 22.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 46: 16 14 5 12 13 31 29:
Old : 46: 16 14 5 12 13 31 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.9 38.0 47.8 54.1 28.0 35.2 38.3 46.8
Old : 34.9 38.0 47.8 54.1 28.0 35.2 38.3 46.8
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 - Futures Only, June 10, 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 : 148,568: 90,984 6,822 1,436 43,767 131,369 136,187 139,627: 12,381 8,941
Old : 148,568: 90,984 6,822 1,436 43,767 131,369 136,187 139,627: 12,381 8,941
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 3, 2008 :
: -2,134: -13,852 821 -799 12,876 -554 -1,775 -532: -359 -1,602
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.2 4.6 1.0 29.5 88.4 91.7 94.0: 8.3 6.0
Old : 100.0: 61.2 4.6 1.0 29.5 88.4 91.7 94.0: 8.3 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 : 97: 62 13 7 11 17 76 35:
Old : 97: 62 13 7 11 17 76 35:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.4 61.4 56.9 76.9 32.0 50.9 42.5 62.2
Old : 36.4 61.4 56.9 76.9 32.0 50.9 42.5 62.2
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 - Futures Only, June 10, 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 : 176,947: 28,040 49,091 1,615 130,137 101,916 159,792 152,622: 17,155 24,325
Old : 176,947: 28,040 49,091 1,615 130,137 101,916 159,792 152,622: 17,155 24,325
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 3, 2008 :
: 14,300: 9,460 1,483 1,262 6,246 11,229 16,968 13,974: -2,668 326
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.8 27.7 0.9 73.5 57.6 90.3 86.3: 9.7 13.7
Old : 100.0: 15.8 27.7 0.9 73.5 57.6 90.3 86.3: 9.7 13.7
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 : 78: 18 32 6 19 18 39 54:
Old : 78: 18 32 6 19 18 39 54:
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 : 64.2 43.1 73.7 56.1 64.1 35.0 69.5 46.3
Old : 64.2 43.1 73.7 56.1 64.1 35.0 69.5 46.3
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 - Futures Only, June 10, 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 : 202,372: 43,391 35,675 821 132,747 133,166 176,959 169,662: 25,413 32,710
Old : 202,372: 43,391 35,675 821 132,747 133,166 176,959 169,662: 25,413 32,710
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 3, 2008 :
: 37,918: -11,618 4,031 278 50,442 32,875 39,102 37,184: -1,184 734
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.4 17.6 0.4 65.6 65.8 87.4 83.8: 12.6 16.2
Old : 100.0: 21.4 17.6 0.4 65.6 65.8 87.4 83.8: 12.6 16.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 89: 27 26 4 25 20 54 48:
Old : 89: 27 26 4 25 20 54 48:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.0 45.5 61.0 58.3 28.3 25.5 36.3 34.3
Old : 48.0 45.5 61.0 58.3 28.3 25.5 36.3 34.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
Commitments of Traders - Futures Only, June 10, 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 : 254,812: 57,544 65,084 11,537 148,879 135,196 217,960 211,817: 36,852 42,995
Old : 254,812: 57,544 65,084 11,537 148,879 135,196 217,960 211,817: 36,852 42,995
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 3, 2008 :
: 24,179: 1,699 -5,215 8,068 20,030 29,820 29,797 32,673: -5,618 -8,494
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.6 25.5 4.5 58.4 53.1 85.5 83.1: 14.5 16.9
Old : 100.0: 22.6 25.5 4.5 58.4 53.1 85.5 83.1: 14.5 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 : 136: 45 43 13 30 35 81 85:
Old : 136: 45 43 13 30 35 81 85:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.9 44.1 55.6 52.6 38.1 33.4 44.9 39.3
Old : 42.9 44.1 55.6 52.6 38.1 33.4 44.9 39.3
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 - Futures Only, June 10, 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 : 36,876: 11,677 8,477 81 22,045 21,652 33,803 30,210: 3,073 6,666
Old : 36,876: 11,677 8,477 81 22,045 21,652 33,803 30,210: 3,073 6,666
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 3, 2008 :
: 3,922: -2,288 840 48 5,522 2,902 3,282 3,790: 640 132
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.7 23.0 0.2 59.8 58.7 91.7 81.9: 8.3 18.1
Old : 100.0: 31.7 23.0 0.2 59.8 58.7 91.7 81.9: 8.3 18.1
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 : 40: 12 9 2 12 14 25 24:
Old : 40: 12 9 2 12 14 25 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.7 52.1 75.7 73.9 48.2 45.2 63.9 58.3
Old : 52.7 52.1 75.7 73.9 48.2 45.2 63.9 58.3
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 - Futures Only, June 10, 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 : 9,742,168: 1,656,850 849,079 780,899 6,209,715 7,075,147 8,647,464 8,705,125: 1,094,704 1,037,043
Old : 9,742,168: 1,656,850 849,079 780,899 6,209,715 7,075,147 8,647,464 8,705,125: 1,094,704 1,037,043
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 3, 2008 :
: 251,045: -148,301 27,092 63,731 300,834 84,104 216,264 174,927: 34,781 76,118
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.0 8.7 8.0 63.7 72.6 88.8 89.4: 11.2 10.6
Old : 100.0: 17.0 8.7 8.0 63.7 72.6 88.8 89.4: 11.2 10.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 254: 65 38 82 128 128 232 219:
Old : 254: 65 38 82 128 128 232 219:
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 : 23.7 28.0 33.8 41.2 22.6 20.1 30.8 31.0
Old : 23.7 28.0 33.8 41.2 22.6 20.1 30.8 31.0
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 - Futures Only, June 10, 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 : 572,324: 64,847 107,011 7,799 386,133 355,483 458,779 470,293: 113,545 102,031
Old : 572,324: 64,847 107,011 7,799 386,133 355,483 458,779 470,293: 113,545 102,031
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 3, 2008 :
: 13,261: 1,977 12,392 -2,100 17,035 1,723 16,912 12,015: -3,651 1,246
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.3 18.7 1.4 67.5 62.1 80.2 82.2: 19.8 17.8
Old : 100.0: 11.3 18.7 1.4 67.5 62.1 80.2 82.2: 19.8 17.8
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 : 194: 37 47 20 80 67 129 122:
Old : 194: 37 47 20 80 67 129 122:
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 : 22.0 23.9 30.9 37.9 21.4 22.0 30.1 35.2
Old : 22.0 23.9 30.9 37.9 21.4 22.0 30.1 35.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
Commitments of Traders - Futures Only, June 10, 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 : 2,452,965: 478,175 662,406 75,297 1,608,307 1,500,505 2,161,779 2,238,208: 291,186 214,757
Old : 2,452,965: 478,175 662,406 75,297 1,608,307 1,500,505 2,161,779 2,238,208: 291,186 214,757
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 3, 2008 :
: 104,104: 26,797 40,871 6,649 100,411 47,015 133,857 94,535: -29,753 9,569
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.5 27.0 3.1 65.6 61.2 88.1 91.2: 11.9 8.8
Old : 100.0: 19.5 27.0 3.1 65.6 61.2 88.1 91.2: 11.9 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 : 356: 77 122 51 102 107 210 250:
Old : 356: 77 122 51 102 107 210 250:
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 : 25.2 21.6 35.5 31.9 20.2 13.8 29.9 23.8
Old : 25.2 21.6 35.5 31.9 20.2 13.8 29.9 23.8
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 - Futures Only, June 10, 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 : 100,524: 13,868 41,925 324 73,729 53,261 87,921 95,510: 12,603 5,014
Old : 100,524: 13,868 41,925 324 73,729 53,261 87,921 95,510: 12,603 5,014
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 3, 2008 :
: 4,060: 831 -297 -29 2,143 3,456 2,945 3,130: 1,115 930
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.8 41.7 0.3 73.3 53.0 87.5 95.0: 12.5 5.0
Old : 100.0: 13.8 41.7 0.3 73.3 53.0 87.5 95.0: 12.5 5.0
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 : 89: 14 18 3 40 30 55 50:
Old : 89: 14 18 3 40 30 55 50:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.2 37.9 46.1 58.5 27.0 36.9 44.6 57.4
Old : 28.2 37.9 46.1 58.5 27.0 36.9 44.6 57.4
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 - Futures Only, June 10, 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 : 37,719: 3,876 8,042 0 26,953 18,725 30,829 26,767: 6,890 10,952
Old : 37,719: 3,876 8,042 0 26,953 18,725 30,829 26,767: 6,890 10,952
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 3, 2008 :
: 438: -1,312 418 0 2,102 -677 790 -259: -352 697
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.3 21.3 0.0 71.5 49.6 81.7 71.0: 18.3 29.0
Old : 100.0: 10.3 21.3 0.0 71.5 49.6 81.7 71.0: 18.3 29.0
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 : 56: 9 11 0 28 20 37 31:
Old : 56: 9 11 0 28 20 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 : 37.0 32.2 54.1 49.3 37.0 31.4 53.5 47.0
Old : 37.0 32.2 54.1 49.3 37.0 31.4 53.5 47.0
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 - Futures Only, June 10, 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 : 391,735: 90,747 146,281 13,721 220,617 197,032 325,085 357,034: 66,650 34,701
Old : 391,735: 90,747 146,281 13,721 220,617 197,032 325,085 357,034: 66,650 34,701
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 3, 2008 :
: 19,109: 794 -1,749 3,564 -1,830 7,327 2,528 9,142: 16,581 9,967
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.2 37.3 3.5 56.3 50.3 83.0 91.1: 17.0 8.9
Old : 100.0: 23.2 37.3 3.5 56.3 50.3 83.0 91.1: 17.0 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 : 236: 64 75 22 52 58 128 145:
Old : 236: 64 75 22 52 58 128 145:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.1 27.5 42.8 44.3 31.9 27.1 42.4 42.7
Old : 32.1 27.5 42.8 44.3 31.9 27.1 42.4 42.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
Commitments of Traders - Futures Only, June 10, 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 : 106,214: 57,536 10,039 1,375 16,770 71,084 75,681 82,498: 30,533 23,716
Old : 106,214: 57,536 10,039 1,375 16,770 71,084 75,681 82,498: 30,533 23,716
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 3, 2008 :
: -2,842: -6,137 -327 649 5,016 -5,575 -472 -5,253: -2,370 2,411
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.2 9.5 1.3 15.8 66.9 71.3 77.7: 28.7 22.3
Old : 100.0: 54.2 9.5 1.3 15.8 66.9 71.3 77.7: 28.7 22.3
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 : 59: 29 9 4 9 17 40 28:
Old : 59: 29 9 4 9 17 40 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.1 49.7 36.8 60.0 21.6 48.5 35.4 58.8
Old : 23.1 49.7 36.8 60.0 21.6 48.5 35.4 58.8
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 - Futures Only, June 10, 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 : 41,631: 7,043 13,788 12 17,432 24,094 24,487 37,894: 17,144 3,737
Old : 41,631: 7,043 13,788 12 17,432 24,094 24,487 37,894: 17,144 3,737
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 3, 2008 :
: 466: 299 197 0 -119 805 180 1,002: 286 -536
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.9 33.1 0.0 41.9 57.9 58.8 91.0: 41.2 9.0
Old : 100.0: 16.9 33.1 0.0 41.9 57.9 58.8 91.0: 41.2 9.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 52: 3 16 1 16 25 20 41:
Old : 52: 3 16 1 16 25 20 41:
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 : 38.0 29.6 51.5 47.0 37.2 27.8 44.9 41.4
Old : 38.0 29.6 51.5 47.0 37.2 27.8 44.9 41.4
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 - Futures Only, June 10, 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 : 739,161: 82,113 310,572 6,499 636,864 337,044 725,476 654,115: 13,685 85,046
Old : 739,161: 82,113 310,572 6,499 636,864 337,044 725,476 654,115: 13,685 85,046
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 3, 2008 :
: 1,834: 6,526 2,751 714 -7,092 -3,890 148 -425: 1,686 2,259
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.1 42.0 0.9 86.2 45.6 98.1 88.5: 1.9 11.5
Old : 100.0: 11.1 42.0 0.9 86.2 45.6 98.1 88.5: 1.9 11.5
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 : 271: 42 112 19 69 81 123 200:
Old : 271: 42 112 19 69 81 123 200:
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 : 56.5 19.3 75.6 28.5 52.4 17.6 70.4 25.8
Old : 56.5 19.3 75.6 28.5 52.4 17.6 70.4 25.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
Commitments of Traders - Futures Only, June 10, 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 : 105,962: 10,285 50,901 1,728 80,676 41,586 92,689 94,215: 13,273 11,747
Old : 105,962: 10,285 50,901 1,728 80,676 41,586 92,689 94,215: 13,273 11,747
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 3, 2008 :
: 12,480: -340 -397 1,001 8,953 8,826 9,614 9,430: 2,866 3,050
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.7 48.0 1.6 76.1 39.2 87.5 88.9: 12.5 11.1
Old : 100.0: 9.7 48.0 1.6 76.1 39.2 87.5 88.9: 12.5 11.1
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 : 82: 14 29 9 21 28 43 59:
Old : 82: 14 29 9 21 28 43 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 : 48.7 38.4 65.6 55.0 43.2 33.8 57.1 48.2
Old : 48.7 38.4 65.6 55.0 43.2 33.8 57.1 48.2
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 - Futures Only, June 10, 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 : 80,398: 22,014 6,030 1,052 25,175 49,296 48,241 56,378: 32,157 24,020
Old : 80,398: 22,014 6,030 1,052 25,175 49,296 48,241 56,378: 32,157 24,020
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 3, 2008 :
: 14,670: -230 2 14 3,016 7,891 2,800 7,907: 11,870 6,763
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.4 7.5 1.3 31.3 61.3 60.0 70.1: 40.0 29.9
Old : 100.0: 27.4 7.5 1.3 31.3 61.3 60.0 70.1: 40.0 29.9
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 : 59: 19 7 6 21 23 41 35:
Old : 59: 19 7 6 21 23 41 35:
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 : 23.7 34.9 34.7 48.3 22.3 31.5 30.4 42.9
Old : 23.7 34.9 34.7 48.3 22.3 31.5 30.4 42.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE Code-244741
Commitments of Traders - Futures Only, June 10, 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 : 17,419: 4,626 10,563 161 10,570 5,016 15,357 15,740: 2,062 1,679
Old : 17,419: 4,626 10,563 161 10,570 5,016 15,357 15,740: 2,062 1,679
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 3, 2008 :
: 1,121: 1,084 -74 99 -177 949 1,006 974: 115 147
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.6 60.6 0.9 60.7 28.8 88.2 90.4: 11.8 9.6
Old : 100.0: 26.6 60.6 0.9 60.7 28.8 88.2 90.4: 11.8 9.6
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 : 24: 9 4 2 7 6 17 11:
Old : 24: 9 4 2 7 6 17 11:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.6 73.8 73.1 86.5 52.1 69.7 64.7 79.1
Old : 60.6 73.8 73.1 86.5 52.1 69.7 64.7 79.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE Code-597741
Commitments of Traders - Futures Only, June 10, 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 : 29,124: 4,037 4,327 450 22,891 12,601 27,378 17,378: 1,746 11,746
Old : 29,124: 4,037 4,327 450 22,891 12,601 27,378 17,378: 1,746 11,746
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 3, 2008 :
: -283: 0 486 0 -934 -1,360 -934 -874: 651 591
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.9 14.9 1.5 78.6 43.3 94.0 59.7: 6.0 40.3
Old : 100.0: 13.9 14.9 1.5 78.6 43.3 94.0 59.7: 6.0 40.3
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 : 38: 8 5 4 18 17 29 23:
Old : 38: 8 5 4 18 17 29 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 : 54.2 36.2 68.3 48.5 54.2 32.5 65.2 42.1
Old : 54.2 36.2 68.3 48.5 54.2 32.5 65.2 42.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 13, 2008