MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders - Futures Only, May 20, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 30,711: 6,261 1,329 633 19,167 21,319 26,061 23,281: 4,650 7,430
Old : 30,711: 6,261 1,329 633 19,167 21,319 26,061 23,281: 4,650 7,430
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 13, 2008 :
: 1,116: 438 326 -65 314 392 687 653: 429 463
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.4 4.3 2.1 62.4 69.4 84.9 75.8: 15.1 24.2
Old : 100.0: 20.4 4.3 2.1 62.4 69.4 84.9 75.8: 15.1 24.2
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 : 60: 20 5 14 26 22 48 39:
Old : 60: 20 5 14 26 22 48 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 : 32.8 40.7 46.8 57.9 32.4 36.2 44.6 50.5
Old : 32.8 40.7 46.8 57.9 32.4 36.2 44.6 50.5
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, May 20, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 252,068: 41,813 42,258 62,457 119,956 116,629 224,226 221,344: 27,842 30,724
Old : 187,675: 33,198 66,041 30,401 107,084 66,617 170,683 163,059: 16,992 24,616
Other: 64,393: 37,547 5,149 3,124 12,872 50,012 53,543 58,285: 10,850 6,108
: : :
: : Changes in Commitments from: May 13, 2008 :
: -293: -1,656 155 1,533 -1,287 -2,220 -1,410 -532: 1,117 239
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.6 16.8 24.8 47.6 46.3 89.0 87.8: 11.0 12.2
Old : 100.0: 17.7 35.2 16.2 57.1 35.5 90.9 86.9: 9.1 13.1
Other: 100.0: 58.3 8.0 4.9 20.0 77.7 83.2 90.5: 16.8 9.5
: : :
:# Traders : Number of Traders in Each Category :
All : 247: 73 91 103 32 52 183 189:
Old : 238: 58 106 81 32 51 156 184:
Other: 135: 63 19 18 18 40 87 72:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.5 27.9 40.0 35.6 26.1 23.3 36.5 29.8
Old : 32.2 24.4 46.7 33.2 32.2 23.0 44.9 30.2
Other: 32.9 50.2 47.7 61.2 32.9 47.8 47.7 56.5
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE Code-056641
Commitments of Traders - Futures Only, May 20, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 1,887: 574 352 16 544 979 1,134 1,347: 753 540
Old : 1,841: 574 352 16 538 977 1,128 1,345: 713 496
Other: 46: 0 0 0 6 2 6 2: 40 44
: : :
: : Changes in Commitments from: May 13, 2008 :
: -39: 120 20 -52 -79 -21 -11 -53: -28 14
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.4 18.7 0.8 28.8 51.9 60.1 71.4: 39.9 28.6
Old : 100.0: 31.2 19.1 0.9 29.2 53.1 61.3 73.1: 38.7 26.9
Other: 100.0: 0.0 0.0 0.0 13.0 4.3 13.0 4.3: 87.0 95.7
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 8 9 1 6 3 15 12:
Old : 25: 8 9 1 6 3 15 12:
Other: 3: 0 0 0 1 2 1 2:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.8 56.5 50.0 64.9 33.8 56.4 50.0 64.8
Old : 34.3 57.8 51.0 66.4 34.3 57.7 51.0 66.3
Other: 13.0 4.3 13.0 4.3 13.0 4.3 13.0 4.3
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders - Futures Only, May 20, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 297,598: 97,971 39,382 42,104 134,464 150,737 274,539 232,223: 23,059 65,375
Old : 297,598: 97,971 39,382 42,104 134,464 150,737 274,539 232,223: 23,059 65,375
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 13, 2008 :
: -1,215: -5,618 845 1,203 2,262 -2,545 -2,153 -497: 938 -718
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.9 13.2 14.1 45.2 50.7 92.3 78.0: 7.7 22.0
Old : 100.0: 32.9 13.2 14.1 45.2 50.7 92.3 78.0: 7.7 22.0
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 : 372: 110 72 90 74 169 220 303:
Old : 372: 110 72 90 74 169 220 303:
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 : 22.2 14.7 36.4 20.8 21.9 14.3 36.1 20.3
Old : 22.2 14.7 36.4 20.8 21.9 14.3 36.1 20.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
Commitments of Traders - Futures Only, May 20, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 110,000 BOARD FEET) :
: : :
All : 14,681: 4,924 4,917 2,143 5,656 5,801 12,723 12,861: 1,958 1,820
Old : 14,681: 4,924 4,917 2,143 5,656 5,801 12,723 12,861: 1,958 1,820
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 13, 2008 :
: -219: 259 205 -343 -197 14 -281 -124: 62 -95
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.5 33.5 14.6 38.5 39.5 86.7 87.6: 13.3 12.4
Old : 100.0: 33.5 33.5 14.6 38.5 39.5 86.7 87.6: 13.3 12.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 101: 32 31 15 17 27 58 67:
Old : 101: 32 31 15 17 27 58 67:
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 : 28.0 25.7 50.4 41.9 27.8 25.7 48.2 39.1
Old : 28.0 25.7 50.4 41.9 27.8 25.7 48.2 39.1
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, May 20, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50,000 POUNDS) :
: : :
All : 32,702: 11,588 7,119 6,826 10,347 6,692 28,761 20,637: 3,941 12,065
Old : 32,702: 11,588 7,119 6,826 10,347 6,692 28,761 20,637: 3,941 12,065
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 13, 2008 :
: 265: 470 -1,493 1,120 -715 576 875 203: -610 62
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.4 21.8 20.9 31.6 20.5 87.9 63.1: 12.1 36.9
Old : 100.0: 35.4 21.8 20.9 31.6 20.5 87.9 63.1: 12.1 36.9
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 : 145: 33 41 28 29 47 83 101:
Old : 145: 33 41 28 29 47 83 101:
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 : 28.4 17.6 41.0 26.8 23.1 9.0 33.1 14.7
Old : 28.4 17.6 41.0 26.8 23.1 9.0 33.1 14.7
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, May 20, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF CAD 100,000) :
: : :
All : 115,665: 53,118 21,700 2,029 26,201 73,244 81,348 96,973: 34,317 18,692
Old : 115,665: 53,118 21,700 2,029 26,201 73,244 81,348 96,973: 34,317 18,692
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 13, 2008 :
: 7,138: 6,872 4,863 -341 -3,440 2,164 3,091 6,686: 4,047 452
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.9 18.8 1.8 22.7 63.3 70.3 83.8: 29.7 16.2
Old : 100.0: 45.9 18.8 1.8 22.7 63.3 70.3 83.8: 29.7 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 : 82: 34 13 5 20 24 56 40:
Old : 82: 34 13 5 20 24 56 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 : 21.2 30.1 33.7 47.6 21.2 30.0 33.2 47.6
Old : 21.2 30.1 33.7 47.6 21.2 30.0 33.2 47.6
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, May 20, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF CHF 125,000) :
: : :
All : 62,984: 19,037 23,980 0 24,695 27,624 43,732 51,604: 19,252 11,380
Old : 62,984: 19,037 23,980 0 24,695 27,624 43,732 51,604: 19,252 11,380
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 13, 2008 :
: -6,204: 5,279 -7,214 0 -13,679 2,977 -8,400 -4,237: 2,196 -1,967
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.2 38.1 0.0 39.2 43.9 69.4 81.9: 30.6 18.1
Old : 100.0: 30.2 38.1 0.0 39.2 43.9 69.4 81.9: 30.6 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 : 51: 17 16 0 9 12 26 28:
Old : 51: 17 16 0 9 12 26 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 : 34.9 36.2 48.5 56.7 33.2 36.2 45.0 54.5
Old : 34.9 36.2 48.5 56.7 33.2 36.2 45.0 54.5
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, May 20, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF MXN 500,000) :
: : :
All : 116,535: 97,539 6,940 723 14,543 103,896 112,805 111,559: 3,730 4,976
Old : 116,535: 97,539 6,940 723 14,543 103,896 112,805 111,559: 3,730 4,976
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 13, 2008 :
: -2,310: -7,294 1,135 161 6,795 -6,470 -338 -5,174: -1,972 2,864
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.7 6.0 0.6 12.5 89.2 96.8 95.7: 3.2 4.3
Old : 100.0: 83.7 6.0 0.6 12.5 89.2 96.8 95.7: 3.2 4.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 106: 63 19 6 13 17 80 38:
Old : 106: 63 19 6 13 17 80 38:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.1 66.1 57.0 80.4 41.1 64.9 57.0 79.2
Old : 41.1 66.1 57.0 80.4 41.1 64.9 57.0 79.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
Commitments of Traders - Futures Only, May 20, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF GBP 62,500) :
: : :
All : 160,094: 22,233 47,573 113 122,488 87,829 144,834 135,515: 15,260 24,579
Old : 160,094: 22,233 47,573 113 122,488 87,829 144,834 135,515: 15,260 24,579
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 13, 2008 :
: -5,749: -3,640 -3,104 6 -681 1,500 -4,315 -1,598: -1,434 -4,151
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.9 29.7 0.1 76.5 54.9 90.5 84.6: 9.5 15.4
Old : 100.0: 13.9 29.7 0.1 76.5 54.9 90.5 84.6: 9.5 15.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 76: 16 31 3 19 20 36 53:
Old : 76: 16 31 3 19 20 36 53:
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 : 70.0 42.4 77.3 54.6 69.7 39.8 75.9 51.3
Old : 70.0 42.4 77.3 54.6 69.7 39.8 75.9 51.3
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, May 20, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF JPY 12,500,000) :
: : :
All : 165,388: 65,203 25,155 1,636 69,969 121,168 136,808 147,959: 28,580 17,429
Old : 165,388: 65,203 25,155 1,636 69,969 121,168 136,808 147,959: 28,580 17,429
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 13, 2008 :
: -9,035: 2,994 -3,238 161 -15,496 -5,408 -12,341 -8,485: 3,306 -550
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.4 15.2 1.0 42.3 73.3 82.7 89.5: 17.3 10.5
Old : 100.0: 39.4 15.2 1.0 42.3 73.3 82.7 89.5: 17.3 10.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 99: 38 25 9 22 21 64 51:
Old : 99: 38 25 9 22 21 64 51:
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 : 37.5 44.1 51.6 60.2 35.4 39.0 46.2 52.7
Old : 37.5 44.1 51.6 60.2 35.4 39.0 46.2 52.7
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, May 20, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF EUR 125,000) :
: : :
All : 212,882: 70,240 63,399 3,481 94,653 104,525 168,374 171,405: 44,508 41,477
Old : 212,882: 70,240 63,399 3,481 94,653 104,525 168,374 171,405: 44,508 41,477
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 13, 2008 :
: 5,536: 14,831 -1,509 412 -12,179 5,846 3,064 4,749: 2,472 787
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.0 29.8 1.6 44.5 49.1 79.1 80.5: 20.9 19.5
Old : 100.0: 33.0 29.8 1.6 44.5 49.1 79.1 80.5: 20.9 19.5
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 : 145: 56 41 10 30 35 91 81:
Old : 145: 56 41 10 30 35 91 81:
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 : 36.3 37.6 46.7 47.9 35.8 36.9 46.0 45.8
Old : 36.3 37.6 46.7 47.9 35.8 36.9 46.0 45.8
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, May 20, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF NZD 100,000) :
: : :
All : 30,921: 12,274 7,733 0 16,327 21,836 28,601 29,569: 2,320 1,352
Old : 30,921: 12,274 7,733 0 16,327 21,836 28,601 29,569: 2,320 1,352
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 13, 2008 :
: 544: 1,081 -16 -24 -50 497 1,007 457: -463 87
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.7 25.0 0.0 52.8 70.6 92.5 95.6: 7.5 4.4
Old : 100.0: 39.7 25.0 0.0 52.8 70.6 92.5 95.6: 7.5 4.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 40: 16 7 0 8 11 24 18:
Old : 40: 16 7 0 8 11 24 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.6 58.2 76.5 83.7 54.1 58.2 70.9 81.9
Old : 56.6 58.2 76.5 83.7 54.1 58.2 70.9 81.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
Commitments of Traders - Futures Only, May 20, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $1,000,000) :
: : :
All : 9,230,299: 1,820,321 758,041 740,746 5,602,973 6,826,603 8,164,040 8,325,390: 1,066,259 904,909
Old : 9,230,299: 1,820,321 758,041 740,746 5,602,973 6,826,603 8,164,040 8,325,390: 1,066,259 904,909
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 13, 2008 :
: -33,486: 9,522 -78,143 -10,156 -42,192 104,168 -42,826 15,869: 9,340 -49,355
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.7 8.2 8.0 60.7 74.0 88.4 90.2: 11.6 9.8
Old : 100.0: 19.7 8.2 8.0 60.7 74.0 88.4 90.2: 11.6 9.8
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 : 257: 75 29 83 130 131 238 220:
Old : 257: 75 29 83 130 131 238 220:
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 26.6 31.4 40.8 20.0 20.3 27.7 32.2
Old : 22.0 26.6 31.4 40.8 20.0 20.3 27.7 32.2
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, May 20, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 500 INDEX X $250.00) :
: : :
All : 565,457: 66,741 86,674 9,402 371,939 363,235 448,082 459,311: 117,375 106,146
Old : 565,457: 66,741 86,674 9,402 371,939 363,235 448,082 459,311: 117,375 106,146
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 13, 2008 :
: 8,673: 4,213 3,200 1,213 -684 -2,915 4,742 1,498: 3,931 7,175
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.8 15.3 1.7 65.8 64.2 79.2 81.2: 20.8 18.8
Old : 100.0: 11.8 15.3 1.7 65.8 64.2 79.2 81.2: 20.8 18.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 189: 36 42 19 77 62 124 112:
Old : 189: 36 42 19 77 62 124 112:
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 : 21.2 26.5 29.7 38.0 20.9 25.8 28.9 37.3
Old : 21.2 26.5 29.7 38.0 20.9 25.8 28.9 37.3
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, May 20, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($50 X S&P 500 INDEX) :
: : :
All : 2,225,222: 391,253 616,037 46,810 1,412,445 1,338,440 1,850,508 2,001,287: 374,714 223,935
Old : 2,225,222: 391,253 616,037 46,810 1,412,445 1,338,440 1,850,508 2,001,287: 374,714 223,935
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 13, 2008 :
: 96,018: 26,334 46,454 -4,588 29,236 16,271 50,982 58,137: 45,036 37,881
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.6 27.7 2.1 63.5 60.1 83.2 89.9: 16.8 10.1
Old : 100.0: 17.6 27.7 2.1 63.5 60.1 83.2 89.9: 16.8 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 : 347: 79 114 42 100 98 202 231:
Old : 347: 79 114 42 100 98 202 231:
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 : 17.8 22.2 28.8 33.7 13.7 15.6 24.0 26.5
Old : 17.8 22.2 28.8 33.7 13.7 15.6 24.0 26.5
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, May 20, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 400 INDEX X $100) :
: : :
All : 90,442: 8,641 41,278 64 70,131 44,033 78,836 85,375: 11,606 5,067
Old : 90,442: 8,641 41,278 64 70,131 44,033 78,836 85,375: 11,606 5,067
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 13, 2008 :
: 298: 1,309 399 -6 -1,095 423 208 816: 90 -518
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.6 45.6 0.1 77.5 48.7 87.2 94.4: 12.8 5.6
Old : 100.0: 9.6 45.6 0.1 77.5 48.7 87.2 94.4: 12.8 5.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 84: 12 17 1 40 25 53 42:
Old : 84: 12 17 1 40 25 53 42:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.1 42.2 48.9 59.4 28.5 40.7 46.2 57.9
Old : 30.1 42.2 48.9 59.4 28.5 40.7 46.2 57.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
Commitments of Traders - Futures Only, May 20, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NASDAQ 100 INDEX X $100) :
: : :
All : 37,186: 6,014 8,679 16 23,772 17,204 29,802 25,899: 7,384 11,287
Old : 37,186: 6,014 8,679 16 23,772 17,204 29,802 25,899: 7,384 11,287
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 13, 2008 :
: -485: 32 649 0 -469 -1 -437 648: -48 -1,133
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.2 23.3 0.0 63.9 46.3 80.1 69.6: 19.9 30.4
Old : 100.0: 16.2 23.3 0.0 63.9 46.3 80.1 69.6: 19.9 30.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 54: 9 10 1 26 19 35 30:
Old : 54: 9 10 1 26 19 35 30:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.1 31.5 53.7 46.5 37.1 29.2 53.7 43.3
Old : 37.1 31.5 53.7 46.5 37.1 29.2 53.7 43.3
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, May 20, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ( NASDAQ 100 STOCK INDEX X $20) :
: : :
All : 372,819: 83,403 148,611 10,900 221,793 192,720 316,096 352,231: 56,723 20,588
Old : 372,819: 83,403 148,611 10,900 221,793 192,720 316,096 352,231: 56,723 20,588
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 13, 2008 :
: -7,497: -26,453 -142 3,679 15,854 -9,530 -6,920 -5,993: -577 -1,504
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.4 39.9 2.9 59.5 51.7 84.8 94.5: 15.2 5.5
Old : 100.0: 22.4 39.9 2.9 59.5 51.7 84.8 94.5: 15.2 5.5
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 : 219: 60 69 21 49 53 119 133:
Old : 219: 60 69 21 49 53 119 133:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.2 28.4 44.5 42.6 34.1 27.7 44.0 40.4
Old : 34.2 28.4 44.5 42.6 34.1 27.7 44.0 40.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
Commitments of Traders - Futures Only, May 20, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF AUD 100,000) :
: : :
All : 111,047: 72,418 11,117 914 8,600 89,280 81,932 101,311: 29,115 9,736
Old : 111,047: 72,418 11,117 914 8,600 89,280 81,932 101,311: 29,115 9,736
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 13, 2008 :
: 9,531: 2,625 -1,222 114 1,639 9,928 4,378 8,820: 5,153 711
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.2 10.0 0.8 7.7 80.4 73.8 91.2: 26.2 8.8
Old : 100.0: 65.2 10.0 0.8 7.7 80.4 73.8 91.2: 26.2 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 : 66: 37 9 2 8 19 46 29:
Old : 66: 37 9 2 8 19 46 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 : 27.4 55.6 42.8 71.0 27.3 55.5 42.8 70.9
Old : 27.4 55.6 42.8 71.0 27.3 55.5 42.8 70.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE Code-239741
Commitments of Traders - Futures Only, May 20, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (RUSSEL 2000 INDEX X $500) :
: : :
All : 40,170: 6,528 13,705 12 18,511 21,942 25,051 35,659: 15,119 4,511
Old : 40,170: 6,528 13,705 12 18,511 21,942 25,051 35,659: 15,119 4,511
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 13, 2008 :
: 867: -10 -298 0 596 699 586 401: 281 466
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.3 34.1 0.0 46.1 54.6 62.4 88.8: 37.6 11.2
Old : 100.0: 16.3 34.1 0.0 46.1 54.6 62.4 88.8: 37.6 11.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 52: 3 17 1 15 22 19 39:
Old : 52: 3 17 1 15 22 19 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 : 42.5 32.7 55.6 47.1 38.5 32.7 51.6 45.9
Old : 42.5 32.7 55.6 47.1 38.5 32.7 51.6 45.9
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, May 20, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (RUSSEL 2000 INDEX X $100) :
: : :
All : 711,598: 65,771 301,687 5,568 627,369 323,198 698,708 630,453: 12,890 81,145
Old : 711,598: 65,771 301,687 5,568 627,369 323,198 698,708 630,453: 12,890 81,145
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 13, 2008 :
: 10,360: -6,597 9,858 592 15,904 -2,100 9,899 8,350: 461 2,010
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.2 42.4 0.8 88.2 45.4 98.2 88.6: 1.8 11.4
Old : 100.0: 9.2 42.4 0.8 88.2 45.4 98.2 88.6: 1.8 11.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 263: 29 120 18 65 82 106 208:
Old : 263: 29 120 18 65 82 106 208:
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 19.2 77.2 28.2 55.1 17.6 71.6 25.9
Old : 59.1 19.2 77.2 28.2 55.1 17.6 71.6 25.9
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, May 20, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NIKKEI INDEX X $5.00) :
: : :
All : 90,528: 11,502 51,293 725 68,307 30,532 80,534 82,550: 9,994 7,978
Old : 90,528: 11,502 51,293 725 68,307 30,532 80,534 82,550: 9,994 7,978
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 13, 2008 :
: 84: -1,525 -991 115 1,708 486 298 -390: -214 474
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.7 56.7 0.8 75.5 33.7 89.0 91.2: 11.0 8.8
Old : 100.0: 12.7 56.7 0.8 75.5 33.7 89.0 91.2: 11.0 8.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 74: 17 22 2 16 21 35 43:
Old : 74: 17 22 2 16 21 35 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 : 52.7 46.6 69.1 63.9 50.9 45.2 64.2 60.1
Old : 52.7 46.6 69.1 63.9 50.9 45.2 64.2 60.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
Commitments of Traders - Futures Only, May 20, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NIKKEI INDEX X JPY 500) :
: : :
All : 60,109: 23,277 5,383 635 18,606 36,710 42,518 42,728: 17,591 17,381
Old : 60,109: 23,277 5,383 635 18,606 36,710 42,518 42,728: 17,591 17,381
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 13, 2008 :
: 647: -1,136 -185 -170 -271 -910 -1,577 -1,265: 2,224 1,912
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.7 9.0 1.1 31.0 61.1 70.7 71.1: 29.3 28.9
Old : 100.0: 38.7 9.0 1.1 31.0 61.1 70.7 71.1: 29.3 28.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 52: 14 9 2 16 14 30 25:
Old : 52: 14 9 2 16 14 30 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.5 39.8 49.1 56.0 35.5 39.3 46.6 52.5
Old : 35.5 39.8 49.1 56.0 35.5 39.3 46.6 52.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE Code-244741
Commitments of Traders - Futures Only, May 20, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (MSCI EAFE INDEX X $50) :
: : :
All : 17,499: 3,114 11,196 97 12,376 4,812 15,587 16,105: 1,912 1,394
Old : 17,499: 3,114 11,196 97 12,376 4,812 15,587 16,105: 1,912 1,394
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 13, 2008 :
: 429: 367 199 0 33 292 400 491: 29 -62
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.8 64.0 0.6 70.7 27.5 89.1 92.0: 10.9 8.0
Old : 100.0: 17.8 64.0 0.6 70.7 27.5 89.1 92.0: 10.9 8.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 5 5 1 8 7 13 13:
Old : 23: 5 5 1 8 7 13 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.6 72.5 78.9 84.6 55.8 68.4 70.2 77.9
Old : 64.6 72.5 78.9 84.6 55.8 68.4 70.2 77.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
Commitments of Traders - Futures Only, May 20, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (GSCI X $250) :
: : :
All : 16,170: 6,378 344 0 8,598 15,256 14,976 15,600: 1,194 570
Old : 16,170: 6,378 344 0 8,598 15,256 14,976 15,600: 1,194 570
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 13, 2008 :
: -1,786: -431 128 0 -402 -1,057 -833 -929: -953 -857
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.4 2.1 0.0 53.2 94.3 92.6 96.5: 7.4 3.5
Old : 100.0: 39.4 2.1 0.0 53.2 94.3 92.6 96.5: 7.4 3.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 12 2 0 5 5 17 7:
Old : 22: 12 2 0 5 5 17 7:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.8 93.8 80.8 96.5 62.6 93.8 79.6 94.6
Old : 63.8 93.8 80.8 96.5 62.6 93.8 79.6 94.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE Code-597741
Commitments of Traders - Futures Only, May 20, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF JPY 100,000,000) :
: : :
All : 26,426: 4,081 2,455 39 20,600 13,902 24,720 16,396: 1,706 10,030
Old : 26,426: 4,081 2,455 39 20,600 13,902 24,720 16,396: 1,706 10,030
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 13, 2008 :
: -126: 103 -970 0 1,866 202 1,969 -768: -2,095 642
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.4 9.3 0.1 78.0 52.6 93.5 62.0: 6.5 38.0
Old : 100.0: 15.4 9.3 0.1 78.0 52.6 93.5 62.0: 6.5 38.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 34: 7 3 2 15 18 23 22:
Old : 34: 7 3 2 15 18 23 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.1 36.2 73.4 52.2 58.1 31.7 69.5 43.1
Old : 58.1 36.2 73.4 52.2 58.1 31.7 69.5 43.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated May 23, 2008