MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 12, 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 : 39,313: 2,748 1,787 5,524 24,518 21,431 32,790 28,742: 6,523 10,571
Old : 39,313: 2,748 1,787 5,524 24,518 21,431 32,790 28,742: 6,523 10,571
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 5, 2008 :
: 1,835: -113 -34 640 1,439 840 1,966 1,445: -131 391
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.0 4.5 14.1 62.4 54.5 83.4 73.1: 16.6 26.9
Old : 100.0: 7.0 4.5 14.1 62.4 54.5 83.4 73.1: 16.6 26.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 65: 16 15 19 24 28 54 48:
Old : 65: 16 15 19 24 28 54 48:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.7 25.6 51.2 38.4 33.8 20.1 47.5 31.8
Old : 35.7 25.6 51.2 38.4 33.8 20.1 47.5 31.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 12, 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 : 253,471: 56,051 51,860 58,819 114,708 105,964 229,578 216,643: 23,894 36,828
Old : 226,639: 46,881 60,083 48,807 110,319 84,236 206,007 193,126: 20,632 33,514
Other: 26,832: 18,404 1,013 777 4,389 21,728 23,570 23,517: 3,262 3,315
: : :
: : Changes in Commitments from: February 5, 2008 :
: -228: 2,921 -1,433 -914 -3,074 3,848 -1,068 1,501: 840 -1,729
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.1 20.5 23.2 45.3 41.8 90.6 85.5: 9.4 14.5
Old : 100.0: 20.7 26.5 21.5 48.7 37.2 90.9 85.2: 9.1 14.8
Other: 100.0: 68.6 3.8 2.9 16.4 81.0 87.8 87.6: 12.2 12.4
: : :
:# Traders : Number of Traders in Each Category :
All : 251: 80 86 97 40 50 189 183:
Old : 250: 76 89 96 40 49 188 181:
Other: 80: 32 10 14 9 32 45 52:
:----------------------------------------------------------------------------------------------------
: 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 20.2 37.3 32.1 23.0 15.9 34.5 23.8
Old : 24.5 17.3 36.9 29.2 24.5 16.3 35.4 25.1
Other: 60.7 50.4 73.1 65.5 50.4 35.6 59.8 50.7
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 12, 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 : 297,156: 74,019 52,949 61,337 139,159 125,409 274,515 239,694: 22,641 57,462
Old : 297,156: 74,019 52,949 61,337 139,159 125,409 274,515 239,694: 22,641 57,462
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 5, 2008 :
: 738: 2,367 -956 -703 424 1,966 2,089 307: -1,351 431
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.9 17.8 20.6 46.8 42.2 92.4 80.7: 7.6 19.3
Old : 100.0: 24.9 17.8 20.6 46.8 42.2 92.4 80.7: 7.6 19.3
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 : 345: 76 94 82 94 143 223 281:
Old : 345: 76 94 82 94 143 223 281:
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 13.4 37.2 21.1 23.1 12.1 35.8 17.2
Old : 23.3 13.4 37.2 21.1 23.1 12.1 35.8 17.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 12, 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 : 14,169: 4,757 4,329 2,600 4,072 4,461 11,429 11,390: 2,740 2,780
Old : 14,169: 4,757 4,329 2,600 4,072 4,461 11,429 11,390: 2,740 2,780
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 5, 2008 :
: 369: 188 -140 -444 174 1,088 -83 503: 452 -135
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.6 30.6 18.3 28.7 31.5 80.7 80.4: 19.3 19.6
Old : 100.0: 33.6 30.6 18.3 28.7 31.5 80.7 80.4: 19.3 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 : 99: 28 29 18 23 30 66 68:
Old : 99: 28 29 18 23 30 66 68:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.5 21.9 43.5 36.4 26.5 20.3 43.2 31.6
Old : 26.5 21.9 43.5 36.4 26.5 20.3 43.2 31.6
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 with Delta-adjusted Options and Futures Combined, February 12, 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 : 43,989: 21,026 6,870 8,142 9,832 10,186 39,000 25,198: 4,989 18,791
Old : 43,989: 21,026 6,870 8,142 9,832 10,186 39,000 25,198: 4,989 18,791
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 5, 2008 :
: 51: -235 63 137 236 622 138 822: -87 -772
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.8 15.6 18.5 22.4 23.2 88.7 57.3: 11.3 42.7
Old : 100.0: 47.8 15.6 18.5 22.4 23.2 88.7 57.3: 11.3 42.7
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 : 162: 43 39 40 46 57 114 117:
Old : 162: 43 39 40 46 57 114 117:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.8 9.1 38.4 15.7 22.9 7.6 35.2 12.1
Old : 24.8 9.1 38.4 15.7 22.9 7.6 35.2 12.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 12, 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 : 118,841: 47,310 22,452 8,609 26,394 68,706 82,313 99,767: 36,528 19,074
Old : 118,841: 47,310 22,452 8,609 26,394 68,706 82,313 99,767: 36,528 19,074
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 5, 2008 :
: 4,467: 12,538 1,902 -1,525 -11,158 4,612 -144 4,989: 4,611 -523
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.8 18.9 7.2 22.2 57.8 69.3 84.0: 30.7 16.0
Old : 100.0: 39.8 18.9 7.2 22.2 57.8 69.3 84.0: 30.7 16.0
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 : 75: 23 17 9 24 26 54 45:
Old : 75: 23 17 9 24 26 54 45:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.5 36.5 31.8 55.7 18.2 32.9 29.5 49.1
Old : 19.5 36.5 31.8 55.7 18.2 32.9 29.5 49.1
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 with Delta-adjusted Options and Futures Combined, February 12, 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 : 64,584: 17,590 13,950 3,096 20,130 38,322 40,816 55,367: 23,768 9,217
Old : 64,584: 17,590 13,950 3,096 20,130 38,322 40,816 55,367: 23,768 9,217
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 5, 2008 :
: -7,617: -4,724 -5,518 -929 -1,735 -13 -7,388 -6,460: -228 -1,157
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.2 21.6 4.8 31.2 59.3 63.2 85.7: 36.8 14.3
Old : 100.0: 27.2 21.6 4.8 31.2 59.3 63.2 85.7: 36.8 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 : 43: 16 9 2 11 14 28 24:
Old : 43: 16 9 2 11 14 28 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.6 46.3 44.0 62.2 32.9 41.3 40.3 56.6
Old : 34.6 46.3 44.0 62.2 32.9 41.3 40.3 56.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 12, 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 : 152,020: 111,054 5,026 659 34,044 144,244 145,757 149,929: 6,263 2,091
Old : 152,020: 111,054 5,026 659 34,044 144,244 145,757 149,929: 6,263 2,091
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 5, 2008 :
: 30,895: 31,932 -2,034 -381 948 34,974 32,499 32,559: -1,603 -1,664
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.1 3.3 0.4 22.4 94.9 95.9 98.6: 4.1 1.4
Old : 100.0: 73.1 3.3 0.4 22.4 94.9 95.9 98.6: 4.1 1.4
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 : 107: 64 16 3 10 20 77 37:
Old : 107: 64 16 3 10 20 77 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 : 48.9 73.3 65.4 88.1 46.2 61.8 55.9 74.8
Old : 48.9 73.3 65.4 88.1 46.2 61.8 55.9 74.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 12, 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 : 114,820: 27,061 39,197 11,641 56,481 35,421 95,183 86,259: 19,637 28,561
Old : 114,820: 27,061 39,197 11,641 56,481 35,421 95,183 86,259: 19,637 28,561
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 5, 2008 :
: -1,260: -4,536 1,945 -3,293 5,432 -1,862 -2,397 -3,211: 1,137 1,950
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.6 34.1 10.1 49.2 30.8 82.9 75.1: 17.1 24.9
Old : 100.0: 23.6 34.1 10.1 49.2 30.8 82.9 75.1: 17.1 24.9
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 : 78: 17 30 10 24 18 46 53:
Old : 78: 17 30 10 24 18 46 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 : 31.5 22.7 46.3 35.7 29.5 15.1 39.0 24.2
Old : 31.5 22.7 46.3 35.7 29.5 15.1 39.0 24.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 12, 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 : 284,970: 67,754 29,826 25,645 152,982 202,976 246,381 258,448: 38,589 26,523
Old : 284,970: 67,754 29,826 25,645 152,982 202,976 246,381 258,448: 38,589 26,523
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 5, 2008 :
: 1,282: -9,280 1,711 -3,151 13,562 -817 1,131 -2,257: 151 3,539
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.8 10.5 9.0 53.7 71.2 86.5 90.7: 13.5 9.3
Old : 100.0: 23.8 10.5 9.0 53.7 71.2 86.5 90.7: 13.5 9.3
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 : 114: 42 27 17 32 29 81 66:
Old : 114: 42 27 17 32 29 81 66:
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 : 35.8 47.2 48.6 62.5 25.4 43.2 36.2 50.4
Old : 35.8 47.2 48.6 62.5 25.4 43.2 36.2 50.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 12, 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 : 236,751: 53,858 40,741 21,859 110,330 126,344 186,048 188,944: 50,703 47,807
Old : 236,751: 53,858 40,741 21,859 110,330 126,344 186,048 188,944: 50,703 47,807
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 5, 2008 :
: -939: -4,164 -1,468 -7,149 15,444 5,983 4,131 -2,635: -5,070 1,696
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.7 17.2 9.2 46.6 53.4 78.6 79.8: 21.4 20.2
Old : 100.0: 22.7 17.2 9.2 46.6 53.4 78.6 79.8: 21.4 20.2
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 : 132: 41 44 27 35 36 90 93:
Old : 132: 41 44 27 35 36 90 93:
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 : 38.5 28.7 48.7 39.1 35.9 26.8 41.5 35.2
Old : 38.5 28.7 48.7 39.1 35.9 26.8 41.5 35.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 12, 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 : 24,074: 17,294 1,315 87 3,637 21,639 21,018 23,041: 3,056 1,033
Old : 24,074: 17,294 1,315 87 3,637 21,639 21,018 23,041: 3,056 1,033
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 5, 2008 :
: 1,013: 1,144 -46 0 -222 1,074 922 1,028: 91 -15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.8 5.5 0.4 15.1 89.9 87.3 95.7: 12.7 4.3
Old : 100.0: 71.8 5.5 0.4 15.1 89.9 87.3 95.7: 12.7 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 : 40: 17 4 1 8 15 25 20:
Old : 40: 17 4 1 8 15 25 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 : 48.1 65.3 65.2 83.6 48.1 64.9 65.2 82.6
Old : 48.1 65.3 65.2 83.6 48.1 64.9 65.2 82.6
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 with Delta-adjusted Options and Futures Combined, February 12, 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 : 47,381: 4,974 0 3,996 32,521 38,271 41,491 42,267: 5,890 5,114
Old : 47,381: 4,974 0 3,996 32,521 38,271 41,491 42,267: 5,890 5,114
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 5, 2008 :
: -169: -396 0 -364 -39 1,200 -799 836: 630 -1,005
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.5 0.0 8.4 68.6 80.8 87.6 89.2: 12.4 10.8
Old : 100.0: 10.5 0.0 8.4 68.6 80.8 87.6 89.2: 12.4 10.8
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 : 21: 2 0 1 12 13 14 14:
Old : 21: 2 0 1 12 13 14 14:
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 : 59.3 65.2 79.0 79.7 47.3 52.9 62.5 63.2
Old : 59.3 65.2 79.0 79.7 47.3 52.9 62.5 63.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 12, 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 :21,966,168: 1,172,616 449,005 9,550,694 9,820,812 10,639,027 20,544,122 20,638,726: 1,422,046 1,327,441
Old :21,966,168: 1,172,616 449,005 9,550,694 9,820,812 10,639,027 20,544,122 20,638,726: 1,422,046 1,327,441
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 5, 2008 :
: -428,157: -155,152 3,320 -366,480 -70,171 -89,032 -591,803 -452,191: 163,646 24,033
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.3 2.0 43.5 44.7 48.4 93.5 94.0: 6.5 6.0
Old : 100.0: 5.3 2.0 43.5 44.7 48.4 93.5 94.0: 6.5 6.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 277: 67 50 106 144 138 264 252:
Old : 277: 67 50 106 144 138 264 252:
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 20.6 31.9 31.3 10.4 7.7 13.1 12.6
Old : 21.5 20.6 31.9 31.3 10.4 7.7 13.1 12.6
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 with Delta-adjusted Options and Futures Combined, February 12, 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 : 758,288: 85,307 91,607 97,085 444,033 434,548 626,424 623,241: 131,864 135,047
Old : 758,288: 85,307 91,607 97,085 444,033 434,548 626,424 623,241: 131,864 135,047
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 5, 2008 :
: -7,010: 5,291 4,698 -6,606 -8,274 -9,934 -9,589 -11,842: 2,579 4,832
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.2 12.1 12.8 58.6 57.3 82.6 82.2: 17.4 17.8
Old : 100.0: 11.2 12.1 12.8 58.6 57.3 82.6 82.2: 17.4 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 : 232: 64 59 78 84 63 189 160:
Old : 232: 64 59 78 84 63 189 160:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.7 23.4 24.8 33.3 15.6 23.4 22.0 32.4
Old : 17.7 23.4 24.8 33.3 15.6 23.4 22.0 32.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 12, 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 : 2,680,094: 462,568 590,818 183,282 1,556,453 1,616,731 2,202,303 2,390,831: 477,791 289,263
Old : 2,680,094: 462,568 590,818 183,282 1,556,453 1,616,731 2,202,303 2,390,831: 477,791 289,263
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 5, 2008 :
: -15,818: -36,044 7,237 2,091 -45,585 -22,808 -79,538 -13,479: 63,720 -2,339
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.3 22.0 6.8 58.1 60.3 82.2 89.2: 17.8 10.8
Old : 100.0: 17.3 22.0 6.8 58.1 60.3 82.2 89.2: 17.8 10.8
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 : 383: 90 131 87 119 106 261 272:
Old : 383: 90 131 87 119 106 261 272:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.5 18.4 27.8 27.2 12.4 14.7 21.3 22.3
Old : 18.5 18.4 27.8 27.2 12.4 14.7 21.3 22.3
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 with Delta-adjusted Options and Futures Combined, February 12, 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 : 107,588: 10,982 39,657 0 84,945 63,519 95,927 103,176: 11,661 4,412
Old : 107,588: 10,982 39,657 0 84,945 63,519 95,927 103,176: 11,661 4,412
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 5, 2008 :
: 48: 232 -19 0 -664 195 -432 176: 480 -128
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.2 36.9 0.0 79.0 59.0 89.2 95.9: 10.8 4.1
Old : 100.0: 10.2 36.9 0.0 79.0 59.0 89.2 95.9: 10.8 4.1
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 : 85: 9 19 0 41 28 50 47:
Old : 85: 9 19 0 41 28 50 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 : 24.8 38.7 44.2 62.9 24.8 38.7 43.6 62.4
Old : 24.8 38.7 44.2 62.9 24.8 38.7 43.6 62.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 12, 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 : 50,415: 11,589 10,646 112 30,726 34,021 42,428 44,779: 7,987 5,636
Old : 50,415: 11,589 10,646 112 30,726 34,021 42,428 44,779: 7,987 5,636
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 5, 2008 :
: 3,879: 95 1,055 -4 2,611 3,652 2,702 4,703: 1,177 -824
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.0 21.1 0.2 60.9 67.5 84.2 88.8: 15.8 11.2
Old : 100.0: 23.0 21.1 0.2 60.9 67.5 84.2 88.8: 15.8 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 : 54: 13 9 2 22 19 35 30:
Old : 54: 13 9 2 22 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 : 46.8 40.5 58.8 60.9 46.8 38.6 58.6 57.1
Old : 46.8 40.5 58.8 60.9 46.8 38.6 58.6 57.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 12, 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 : 414,493: 94,394 176,511 16,127 263,810 178,519 374,330 371,156: 40,162 43,336
Old : 414,493: 94,394 176,511 16,127 263,810 178,519 374,330 371,156: 40,162 43,336
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 5, 2008 :
: 22,686: 2,929 8,272 1,370 15,258 4,018 19,557 13,659: 3,129 9,026
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.8 42.6 3.9 63.6 43.1 90.3 89.5: 9.7 10.5
Old : 100.0: 22.8 42.6 3.9 63.6 43.1 90.3 89.5: 9.7 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 : 243: 58 93 25 52 53 121 160:
Old : 243: 58 93 25 52 53 121 160:
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 : 32.7 22.5 49.3 35.9 28.1 22.3 43.9 33.6
Old : 32.7 22.5 49.3 35.9 28.1 22.3 43.9 33.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 12, 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 : 89,056: 53,448 17,839 718 6,134 61,060 60,300 79,616: 28,756 9,439
Old : 89,056: 53,448 17,839 718 6,134 61,060 60,300 79,616: 28,756 9,439
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 5, 2008 :
: 13,139: 8,184 5,235 -56 904 9,826 9,032 15,006: 4,107 -1,867
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.0 20.0 0.8 6.9 68.6 67.7 89.4: 32.3 10.6
Old : 100.0: 60.0 20.0 0.8 6.9 68.6 67.7 89.4: 32.3 10.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 55: 29 9 3 7 15 39 24:
Old : 55: 29 9 3 7 15 39 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.2 41.4 37.4 65.2 23.2 41.4 37.4 64.0
Old : 23.2 41.4 37.4 65.2 23.2 41.4 37.4 64.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE Code-239741
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 12, 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 : 45,235: 1,273 15,716 906 28,448 24,112 30,628 40,734: 14,608 4,502
Old : 45,235: 1,273 15,716 906 28,448 24,112 30,628 40,734: 14,608 4,502
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 5, 2008 :
: 737: -47 111 45 1,055 522 1,053 678: -315 59
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.8 34.7 2.0 62.9 53.3 67.7 90.0: 32.3 10.0
Old : 100.0: 2.8 34.7 2.0 62.9 53.3 67.7 90.0: 32.3 10.0
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 : 62: 4 22 4 19 25 25 49:
Old : 62: 4 22 4 19 25 25 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 : 51.1 25.0 58.5 41.1 48.3 23.9 54.3 38.0
Old : 51.1 25.0 58.5 41.1 48.3 23.9 54.3 38.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-239742
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 12, 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 : 665,163: 75,702 269,515 18,690 546,657 298,109 641,049 586,313: 24,114 78,850
Old : 665,163: 75,702 269,515 18,690 546,657 298,109 641,049 586,313: 24,114 78,850
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 5, 2008 :
: 17,282: 13,268 15,337 -1,802 1,459 3,345 12,925 16,879: 4,357 403
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.4 40.5 2.8 82.2 44.8 96.4 88.1: 3.6 11.9
Old : 100.0: 11.4 40.5 2.8 82.2 44.8 96.4 88.1: 3.6 11.9
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 : 301: 45 139 59 62 85 142 248:
Old : 301: 45 139 59 62 85 142 248:
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 : 56.3 16.6 71.5 23.8 53.5 15.6 67.9 22.2
Old : 56.3 16.6 71.5 23.8 53.5 15.6 67.9 22.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 12, 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 : 83,872: 12,277 33,773 723 57,035 38,805 70,035 73,301: 13,837 10,571
Old : 83,872: 12,277 33,773 723 57,035 38,805 70,035 73,301: 13,837 10,571
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 5, 2008 :
: 3,698: 333 28 -51 1,694 2,431 1,976 2,408: 1,722 1,290
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.6 40.3 0.9 68.0 46.3 83.5 87.4: 16.5 12.6
Old : 100.0: 14.6 40.3 0.9 68.0 46.3 83.5 87.4: 16.5 12.6
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: 21 23 6 20 24 44 50:
Old : 84: 21 23 6 20 24 44 50:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.3 35.7 64.2 50.1 47.3 35.7 63.4 49.3
Old : 47.3 35.7 64.2 50.1 47.3 35.7 63.4 49.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 12, 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 : 84,263: 17,200 7,379 55 34,979 64,868 52,234 72,302: 32,029 11,961
Old : 84,263: 17,200 7,379 55 34,979 64,868 52,234 72,302: 32,029 11,961
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 5, 2008 :
: 2,996: 1,570 565 -116 1,922 2,447 3,376 2,896: -380 100
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.4 8.8 0.1 41.5 77.0 62.0 85.8: 38.0 14.2
Old : 100.0: 20.4 8.8 0.1 41.5 77.0 62.0 85.8: 38.0 14.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 57: 17 6 1 18 20 35 27:
Old : 57: 17 6 1 18 20 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 : 27.1 50.9 41.4 69.7 21.7 50.9 36.0 66.6
Old : 27.1 50.9 41.4 69.7 21.7 50.9 36.0 66.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE Code-244741
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 12, 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 : 14,341: 2,623 7,879 169 9,031 4,183 11,823 12,231: 2,518 2,110
Old : 14,341: 2,623 7,879 169 9,031 4,183 11,823 12,231: 2,518 2,110
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 5, 2008 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.3 54.9 1.2 63.0 29.2 82.4 85.3: 17.6 14.7
Old : 100.0: 18.3 54.9 1.2 63.0 29.2 82.4 85.3: 17.6 14.7
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 : 21: 6 5 1 7 4 14 9:
Old : 21: 6 5 1 7 4 14 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 : 59.4 68.5 71.2 83.7 49.9 66.4 61.6 74.6
Old : 59.4 68.5 71.2 83.7 49.9 66.4 61.6 74.6
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 with Delta-adjusted Options and Futures Combined, February 12, 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 : 22,185: 6,023 282 5 14,143 20,830 20,171 21,117: 2,014 1,068
Old : 22,185: 6,023 282 5 14,143 20,830 20,171 21,117: 2,014 1,068
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 5, 2008 :
: 1,071: 282 -61 4 -6 406 280 349: 791 722
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.1 1.3 0.0 63.8 93.9 90.9 95.2: 9.1 4.8
Old : 100.0: 27.1 1.3 0.0 63.8 93.9 90.9 95.2: 9.1 4.8
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 : 21: 9 2 1 6 6 16 8:
Old : 21: 9 2 1 6 6 16 8:
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 : 66.4 92.6 81.6 95.2 65.6 92.6 80.8 93.8
Old : 66.4 92.6 81.6 95.2 65.6 92.6 80.8 93.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE Code-597741
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 12, 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 : 29,567: 6,881 4,215 2,254 14,604 10,994 23,739 17,463: 5,828 12,104
Old : 29,567: 6,881 4,215 2,254 14,604 10,994 23,739 17,463: 5,828 12,104
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 5, 2008 :
: 429: 11 300 0 88 304 99 604: 330 -175
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.3 14.3 7.6 49.4 37.2 80.3 59.1: 19.7 40.9
Old : 100.0: 23.3 14.3 7.6 49.4 37.2 80.3 59.1: 19.7 40.9
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 : 38: 8 5 5 17 19 26 28:
Old : 38: 8 5 5 17 19 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 : 37.5 24.2 57.5 40.5 33.5 21.8 49.4 34.7
Old : 37.5 24.2 57.5 40.5 33.5 21.8 49.4 34.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 15, 2008