MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders - Futures Only, February 5, 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 : 29,729: 3,133 2,587 729 20,067 18,131 23,929 21,447: 5,800 8,282
Old : 29,729: 3,133 2,587 729 20,067 18,131 23,929 21,447: 5,800 8,282
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 29, 2008 :
: -2,996: -406 100 -415 -2,011 -1,743 -2,832 -2,058: -164 -938
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.5 8.7 2.5 67.5 61.0 80.5 72.1: 19.5 27.9
Old : 100.0: 10.5 8.7 2.5 67.5 61.0 80.5 72.1: 19.5 27.9
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 : 58: 12 14 8 23 22 42 37:
Old : 58: 12 14 8 23 22 42 37:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.2 32.1 56.1 48.1 40.2 26.1 55.6 40.9
Old : 40.2 32.1 56.1 48.1 40.2 26.1 55.6 40.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
Commitments of Traders - Futures Only, February 5, 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 : 229,715: 50,985 57,919 46,209 110,840 90,345 208,034 194,473: 21,681 35,242
Old : 202,929: 41,754 66,713 35,730 106,668 68,761 184,152 171,204: 18,777 31,725
Other: 26,786: 19,708 1,683 2 4,172 21,584 23,882 23,269: 2,904 3,517
: : :
: : Changes in Commitments from: January 29, 2008 :
: 15,444: 6,922 2,033 4,400 4,355 6,739 15,677 13,172: -233 2,272
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.2 25.2 20.1 48.3 39.3 90.6 84.7: 9.4 15.3
Old : 100.0: 20.6 32.9 17.6 52.6 33.9 90.7 84.4: 9.3 15.6
Other: 100.0: 73.6 6.3 0.0 15.6 80.6 89.2 86.9: 10.8 13.1
: : :
:# Traders : Number of Traders in Each Category :
All : 237: 70 83 83 33 45 166 167:
Old : 235: 65 87 81 33 45 163 166:
Other: 74: 26 14 1 7 29 33 44:
:----------------------------------------------------------------------------------------------------
: 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 19.9 40.9 30.6 24.7 13.9 37.6 22.5
Old : 27.2 16.1 41.5 27.3 27.1 15.6 39.4 24.2
Other: 60.1 54.2 76.2 67.6 50.9 39.5 64.5 53.0
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders - Futures Only, February 5, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 271,252: 67,666 59,241 48,531 132,625 110,282 248,822 218,054: 22,430 53,198
Old : 271,252: 67,666 59,241 48,531 132,625 110,282 248,822 218,054: 22,430 53,198
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 29, 2008 :
: 10,013: 6,078 2,615 -744 2,590 6,261 7,924 8,132: 2,089 1,881
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.9 21.8 17.9 48.9 40.7 91.7 80.4: 8.3 19.6
Old : 100.0: 24.9 21.8 17.9 48.9 40.7 91.7 80.4: 8.3 19.6
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 : 331: 70 99 79 64 129 181 275:
Old : 331: 70 99 79 64 129 181 275:
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 : 25.4 12.6 40.3 21.1 25.3 11.4 38.9 16.5
Old : 25.4 12.6 40.3 21.1 25.3 11.4 38.9 16.5
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, February 5, 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 : 13,147: 4,743 4,675 2,526 3,738 3,276 11,007 10,477: 2,140 2,670
Old : 13,147: 4,743 4,675 2,526 3,738 3,276 11,007 10,477: 2,140 2,670
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 29, 2008 :
: 2,454: 394 22 1,260 480 936 2,134 2,218: 320 236
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.1 35.6 19.2 28.4 24.9 83.7 79.7: 16.3 20.3
Old : 100.0: 36.1 35.6 19.2 28.4 24.9 83.7 79.7: 16.3 20.3
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 : 98: 26 31 16 17 29 57 69:
Old : 98: 26 31 16 17 29 57 69:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.6 24.0 45.9 35.5 27.6 20.2 44.9 28.6
Old : 27.6 24.0 45.9 35.5 27.6 20.2 44.9 28.6
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, February 5, 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 : 40,356: 20,729 7,772 5,713 9,328 9,021 35,770 22,506: 4,586 17,850
Old : 40,356: 20,729 7,772 5,713 9,328 9,021 35,770 22,506: 4,586 17,850
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 29, 2008 :
: -101: 228 -149 435 -818 532 -155 818: 54 -919
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.4 19.3 14.2 23.1 22.4 88.6 55.8: 11.4 44.2
Old : 100.0: 51.4 19.3 14.2 23.1 22.4 88.6 55.8: 11.4 44.2
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 : 151: 37 40 32 31 51 89 107:
Old : 151: 37 40 32 31 51 89 107:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.9 8.3 41.4 14.7 25.0 6.9 38.9 11.9
Old : 26.9 8.3 41.4 14.7 25.0 6.9 38.9 11.9
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, February 5, 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 : 93,574: 30,603 20,363 1,776 32,036 54,769 64,415 76,908: 29,159 16,666
Old : 93,574: 30,603 20,363 1,776 32,036 54,769 64,415 76,908: 29,159 16,666
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 29, 2008 :
: 2,667: 4,655 -1,290 -94 -2,041 6,516 2,520 5,132: 147 -2,465
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.7 21.8 1.9 34.2 58.5 68.8 82.2: 31.2 17.8
Old : 100.0: 32.7 21.8 1.9 34.2 58.5 68.8 82.2: 31.2 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 : 76: 25 16 5 21 22 50 39:
Old : 76: 25 16 5 21 22 50 39:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.1 37.0 35.2 50.7 20.0 34.4 32.9 48.1
Old : 21.1 37.0 35.2 50.7 20.0 34.4 32.9 48.1
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, February 5, 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 : 64,353: 22,588 19,802 11 19,172 35,367 41,771 55,180: 22,582 9,173
Old : 64,353: 22,588 19,802 11 19,172 35,367 41,771 55,180: 22,582 9,173
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 29, 2008 :
: -6,453: -5,990 457 3 -443 -7,405 -6,430 -6,945: -23 492
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.1 30.8 0.0 29.8 55.0 64.9 85.7: 35.1 14.3
Old : 100.0: 35.1 30.8 0.0 29.8 55.0 64.9 85.7: 35.1 14.3
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 : 50: 22 10 1 12 13 35 23:
Old : 50: 22 10 1 12 13 35 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 : 33.9 46.1 42.3 64.4 33.9 44.7 42.2 62.5
Old : 33.9 46.1 42.3 64.4 33.9 44.7 42.2 62.5
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, February 5, 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 : 121,116: 79,122 7,067 1,033 33,096 109,270 113,251 117,370: 7,865 3,746
Old : 121,116: 79,122 7,067 1,033 33,096 109,270 113,251 117,370: 7,865 3,746
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 29, 2008 :
: 36,747: 27,931 -2,338 881 6,368 36,588 35,180 35,131: 1,567 1,616
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.3 5.8 0.9 27.3 90.2 93.5 96.9: 6.5 3.1
Old : 100.0: 65.3 5.8 0.9 27.3 90.2 93.5 96.9: 6.5 3.1
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 : 100: 57 19 3 9 19 67 40:
Old : 100: 57 19 3 9 19 67 40:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.5 73.2 61.4 83.6 37.5 59.2 49.9 67.7
Old : 44.5 73.2 61.4 83.6 37.5 59.2 49.9 67.7
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, February 5, 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 : 93,616: 30,757 38,566 1,788 44,380 29,039 76,925 69,393: 16,691 24,223
Old : 93,616: 30,757 38,566 1,788 44,380 29,039 76,925 69,393: 16,691 24,223
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 29, 2008 :
: 1,132: -8,131 5,036 784 6,908 -7,243 -439 -1,423: 1,571 2,555
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.9 41.2 1.9 47.4 31.0 82.2 74.1: 17.8 25.9
Old : 100.0: 32.9 41.2 1.9 47.4 31.0 82.2 74.1: 17.8 25.9
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 : 74: 15 31 4 20 17 38 49:
Old : 74: 15 31 4 20 17 38 49:
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 24.6 50.9 38.3 32.9 17.4 44.3 30.3
Old : 35.2 24.6 50.9 38.3 32.9 17.4 44.3 30.3
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, February 5, 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 : 225,290: 83,740 29,050 1,317 104,879 175,163 189,936 205,530: 35,354 19,760
Old : 225,290: 83,740 29,050 1,317 104,879 175,163 189,936 205,530: 35,354 19,760
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 29, 2008 :
: 19,128: 4,930 3,168 196 12,524 14,665 17,650 18,029: 1,478 1,099
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.2 12.9 0.6 46.6 77.8 84.3 91.2: 15.7 8.8
Old : 100.0: 37.2 12.9 0.6 46.6 77.8 84.3 91.2: 15.7 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 : 112: 44 25 9 27 26 75 56:
Old : 112: 44 25 9 27 26 75 56:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.8 51.5 43.6 66.0 24.4 46.3 37.4 57.2
Old : 29.8 51.5 43.6 66.0 24.4 46.3 37.4 57.2
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, February 5, 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 : 199,494: 60,106 47,542 2,113 86,513 109,379 148,732 159,034: 50,762 40,460
Old : 199,494: 60,106 47,542 2,113 86,513 109,379 148,732 159,034: 50,762 40,460
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 29, 2008 :
: 11,714: -1,972 7,920 -294 9,181 -2,077 6,915 5,549: 4,799 6,165
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.1 23.8 1.1 43.4 54.8 74.6 79.7: 25.4 20.3
Old : 100.0: 30.1 23.8 1.1 43.4 54.8 74.6 79.7: 25.4 20.3
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 : 132: 40 42 9 33 32 80 77:
Old : 132: 40 42 9 33 32 80 77:
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 : 32.8 33.0 44.8 44.7 30.9 30.7 40.1 41.1
Old : 32.8 33.0 44.8 44.7 30.9 30.7 40.1 41.1
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, February 5, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF NZD 100,000) :
: : :
All : 23,061: 16,150 1,361 87 3,859 20,565 20,096 22,013: 2,965 1,048
Old : 23,061: 16,150 1,361 87 3,859 20,565 20,096 22,013: 2,965 1,048
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 29, 2008 :
: 2,207: 2,721 -1,346 0 -920 3,617 1,801 2,271: 406 -64
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.0 5.9 0.4 16.7 89.2 87.1 95.5: 12.9 4.5
Old : 100.0: 70.0 5.9 0.4 16.7 89.2 87.1 95.5: 12.9 4.5
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 : 39: 16 4 1 8 15 24 20:
Old : 39: 16 4 1 8 15 24 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.0 66.7 67.2 82.9 49.0 66.4 67.2 82.1
Old : 49.0 66.7 67.2 82.9 49.0 66.4 67.2 82.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE Code-032741
Commitments of Traders - Futures Only, February 5, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $3,000,000) :
: : :
All : 47,550: 5,370 0 4,360 32,560 37,071 42,290 41,431: 5,260 6,119
Old : 47,550: 5,370 0 4,360 32,560 37,071 42,290 41,431: 5,260 6,119
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 29, 2008 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.3 0.0 9.2 68.5 78.0 88.9 87.1: 11.1 12.9
Old : 100.0: 11.3 0.0 9.2 68.5 78.0 88.9 87.1: 11.1 12.9
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 : 21: 2 0 2 12 13 14 15:
Old : 21: 2 0 2 12 13 14 15:
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 : 56.9 64.7 78.4 78.1 47.9 51.9 65.0 62.2
Old : 56.9 64.7 78.4 78.1 47.9 51.9 65.0 62.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
Commitments of Traders - Futures Only, February 5, 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 :11,396,992: 2,396,183 682,064 1,331,974 6,513,352 8,123,126 10,241,509 10,137,164: 1,155,483 1,259,828
Old :11,396,992: 2,396,183 682,064 1,331,974 6,513,352 8,123,126 10,241,509 10,137,164: 1,155,483 1,259,828
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 29, 2008 :
: -45,270: 305,169 68,355 -142,095 29,720 65,712 192,794 -8,028: -238,064 -37,242
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.0 6.0 11.7 57.1 71.3 89.9 88.9: 10.1 11.1
Old : 100.0: 21.0 6.0 11.7 57.1 71.3 89.9 88.9: 10.1 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 : 263: 58 43 85 139 131 246 226:
Old : 263: 58 43 85 139 131 246 226:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.5 23.5 29.8 36.5 19.9 19.5 26.8 29.6
Old : 21.5 23.5 29.8 36.5 19.9 19.5 26.8 29.6
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, February 5, 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 : 596,738: 74,915 86,593 7,181 403,335 391,318 485,431 485,092: 111,307 111,646
Old : 596,738: 74,915 86,593 7,181 403,335 391,318 485,431 485,092: 111,307 111,646
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 29, 2008 :
: 7,953: 6,923 4,112 627 562 -8,345 8,112 -3,606: -159 11,559
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.6 14.5 1.2 67.6 65.6 81.3 81.3: 18.7 18.7
Old : 100.0: 12.6 14.5 1.2 67.6 65.6 81.3 81.3: 18.7 18.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 206: 51 45 23 78 53 140 111:
Old : 206: 51 45 23 78 53 140 111:
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 : 19.7 29.9 28.4 41.5 19.4 29.9 27.5 41.2
Old : 19.7 29.9 28.4 41.5 19.4 29.9 27.5 41.2
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, February 5, 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 : 2,490,724: 507,868 601,538 36,135 1,548,318 1,577,047 2,092,321 2,214,720: 398,403 276,004
Old : 2,490,724: 507,868 601,538 36,135 1,548,318 1,577,047 2,092,321 2,214,720: 398,403 276,004
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 29, 2008 :
: 101,235: 42,934 47,505 1,997 20,270 33,727 65,201 83,229: 36,034 18,006
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.4 24.2 1.5 62.2 63.3 84.0 88.9: 16.0 11.1
Old : 100.0: 20.4 24.2 1.5 62.2 63.3 84.0 88.9: 16.0 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 : 368: 91 119 42 112 101 225 240:
Old : 368: 91 119 42 112 101 225 240:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.4 20.8 30.8 29.9 14.2 17.0 24.5 25.3
Old : 20.4 20.8 30.8 29.9 14.2 17.0 24.5 25.3
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, February 5, 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 : 107,529: 10,750 39,676 0 85,609 63,313 96,359 102,989: 11,170 4,540
Old : 107,529: 10,750 39,676 0 85,609 63,313 96,359 102,989: 11,170 4,540
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 29, 2008 :
: 2,495: -1,298 2,318 -1 3,802 388 2,503 2,705: -8 -210
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.0 36.9 0.0 79.6 58.9 89.6 95.8: 10.4 4.2
Old : 100.0: 10.0 36.9 0.0 79.6 58.9 89.6 95.8: 10.4 4.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 85: 9 19 0 40 28 49 47:
Old : 85: 9 19 0 40 28 49 47:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.3 38.7 42.1 63.4 23.3 38.7 41.6 62.1
Old : 23.3 38.7 42.1 63.4 23.3 38.7 41.6 62.1
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, February 5, 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 : 46,441: 11,520 9,591 68 28,095 30,354 39,683 40,013: 6,758 6,428
Old : 46,441: 11,520 9,591 68 28,095 30,354 39,683 40,013: 6,758 6,428
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 29, 2008 :
: -78: 1,055 -2,035 -470 -235 1,379 350 -1,126: -428 1,048
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.8 20.7 0.1 60.5 65.4 85.4 86.2: 14.6 13.8
Old : 100.0: 24.8 20.7 0.1 60.5 65.4 85.4 86.2: 14.6 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 : 57: 15 8 1 24 18 39 27:
Old : 57: 15 8 1 24 18 39 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.2 41.0 58.5 61.8 46.2 38.9 58.5 57.8
Old : 46.2 41.0 58.5 61.8 46.2 38.9 58.5 57.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
Commitments of Traders - Futures Only, February 5, 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 : 385,806: 92,011 168,355 10,394 247,064 173,334 349,469 352,083: 36,337 33,723
Old : 385,806: 92,011 168,355 10,394 247,064 173,334 349,469 352,083: 36,337 33,723
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 29, 2008 :
: 22,419: -6,948 13,316 4,121 25,401 1,042 22,574 18,479: -155 3,940
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.8 43.6 2.7 64.0 44.9 90.6 91.3: 9.4 8.7
Old : 100.0: 23.8 43.6 2.7 64.0 44.9 90.6 91.3: 9.4 8.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 243: 65 81 16 55 56 128 146:
Old : 243: 65 81 16 55 56 128 146:
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 : 30.5 25.5 47.2 39.1 25.9 25.3 42.0 36.7
Old : 30.5 25.5 47.2 39.1 25.9 25.3 42.0 36.7
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, February 5, 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 : 73,676: 45,325 12,428 15 5,230 51,209 50,570 63,652: 23,106 10,024
Old : 73,676: 45,325 12,428 15 5,230 51,209 50,570 63,652: 23,106 10,024
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 29, 2008 :
: 8,063: 16,288 -300 -73 -7,427 8,596 8,788 8,223: -725 -160
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.5 16.9 0.0 7.1 69.5 68.6 86.4: 31.4 13.6
Old : 100.0: 61.5 16.9 0.0 7.1 69.5 68.6 86.4: 31.4 13.6
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 : 50: 27 8 1 7 13 35 21:
Old : 50: 27 8 1 7 13 35 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.6 44.8 42.1 64.9 27.6 44.8 42.1 63.2
Old : 27.6 44.8 42.1 64.9 27.6 44.8 42.1 63.2
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, February 5, 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 : 43,593: 1,293 15,580 12 27,392 23,590 28,697 39,182: 14,896 4,411
Old : 43,593: 1,293 15,580 12 27,392 23,590 28,697 39,182: 14,896 4,411
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 29, 2008 :
: 1,028: 418 1,805 0 -233 217 185 2,022: 843 -994
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.0 35.7 0.0 62.8 54.1 65.8 89.9: 34.2 10.1
Old : 100.0: 3.0 35.7 0.0 62.8 54.1 65.8 89.9: 34.2 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 : 59: 2 20 1 18 26 21 46:
Old : 59: 2 20 1 18 26 21 46:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.7 25.6 58.8 43.0 48.8 24.7 55.9 41.3
Old : 51.7 25.6 58.8 43.0 48.8 24.7 55.9 41.3
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, February 5, 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 : 624,706: 61,723 255,994 2,258 542,768 290,349 606,749 548,601: 17,957 76,105
Old : 624,706: 61,723 255,994 2,258 542,768 290,349 606,749 548,601: 17,957 76,105
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 29, 2008 :
: 12,408: -1,917 22,927 -130 15,355 -15,050 13,308 7,747: -900 4,661
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.9 41.0 0.4 86.9 46.5 97.1 87.8: 2.9 12.2
Old : 100.0: 9.9 41.0 0.4 86.9 46.5 97.1 87.8: 2.9 12.2
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 : 273: 29 123 15 64 83 102 213:
Old : 273: 29 123 15 64 83 102 213:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.1 17.3 74.4 24.5 56.0 16.1 70.2 22.9
Old : 59.1 17.3 74.4 24.5 56.0 16.1 70.2 22.9
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, February 5, 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 : 80,163: 11,941 33,743 771 55,336 36,368 68,048 70,882: 12,115 9,281
Old : 80,163: 11,941 33,743 771 55,336 36,368 68,048 70,882: 12,115 9,281
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 29, 2008 :
: 129: 267 -2,981 15 1,344 3,973 1,626 1,007: -1,497 -878
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.9 42.1 1.0 69.0 45.4 84.9 88.4: 15.1 11.6
Old : 100.0: 14.9 42.1 1.0 69.0 45.4 84.9 88.4: 15.1 11.6
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 : 80: 17 22 3 19 25 38 48:
Old : 80: 17 22 3 19 25 38 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 : 49.4 37.4 66.3 51.1 49.4 36.7 65.2 49.8
Old : 49.4 37.4 66.3 51.1 49.4 36.7 65.2 49.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
Commitments of Traders - Futures Only, February 5, 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 : 81,267: 15,630 6,814 171 33,057 62,421 48,858 69,406: 32,409 11,861
Old : 81,267: 15,630 6,814 171 33,057 62,421 48,858 69,406: 32,409 11,861
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 29, 2008 :
: 2,291: -1,517 -309 100 1,499 2,813 82 2,604: 2,209 -313
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.2 8.4 0.2 40.7 76.8 60.1 85.4: 39.9 14.6
Old : 100.0: 19.2 8.4 0.2 40.7 76.8 60.1 85.4: 39.9 14.6
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 : 56: 16 7 1 19 19 35 27:
Old : 56: 16 7 1 19 19 35 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.7 51.2 40.2 69.3 23.5 51.2 35.0 66.6
Old : 28.7 51.2 40.2 69.3 23.5 51.2 35.0 66.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
Commitments of Traders - Futures Only, February 5, 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 : 21,114: 5,741 343 1 14,149 20,424 19,891 20,768: 1,223 346
Old : 21,114: 5,741 343 1 14,149 20,424 19,891 20,768: 1,223 346
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 29, 2008 :
: -262: -25 -295 0 -134 28 -159 -267: -103 5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.2 1.6 0.0 67.0 96.7 94.2 98.4: 5.8 1.6
Old : 100.0: 27.2 1.6 0.0 67.0 96.7 94.2 98.4: 5.8 1.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 9 3 1 7 5 16 9:
Old : 22: 9 3 1 7 5 16 9:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 69.8 96.2 85.5 98.4 69.0 96.0 84.6 97.0
Old : 69.8 96.2 85.5 98.4 69.0 96.0 84.6 97.0
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, February 5, 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 : 29,138: 6,870 3,915 2,254 14,516 10,690 23,640 16,859: 5,498 12,279
Old : 29,138: 6,870 3,915 2,254 14,516 10,690 23,640 16,859: 5,498 12,279
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 29, 2008 :
: -1,596: 521 0 -500 127 -494 148 -994: -1,744 -602
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.6 13.4 7.7 49.8 36.7 81.1 57.9: 18.9 42.1
Old : 100.0: 23.6 13.4 7.7 49.8 36.7 81.1 57.9: 18.9 42.1
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 : 37: 8 4 5 17 19 26 27:
Old : 37: 8 4 5 17 19 26 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.0 23.8 57.6 40.4 34.0 21.4 49.7 34.2
Old : 38.0 23.8 57.6 40.4 34.0 21.4 49.7 34.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 8, 2008