MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 4, 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 : 37,752: 2,180 1,507 5,913 23,477 20,808 31,570 28,228: 6,182 9,524
Old : 37,752: 2,180 1,507 5,913 23,477 20,808 31,570 28,228: 6,182 9,524
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 26, 2008 :
: -4,212: 190 -82 -670 -3,062 -1,985 -3,542 -2,737: -670 -1,475
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.8 4.0 15.7 62.2 55.1 83.6 74.8: 16.4 25.2
Old : 100.0: 5.8 4.0 15.7 62.2 55.1 83.6 74.8: 16.4 25.2
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 : 67: 18 14 14 24 28 51 47:
Old : 67: 18 14 14 24 28 51 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 : 34.0 27.4 49.9 40.2 32.2 22.2 46.3 34.4
Old : 34.0 27.4 49.9 40.2 32.2 22.2 46.3 34.4
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, March 4, 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 : 246,390: 49,526 55,981 48,873 122,118 106,198 220,517 211,052: 25,873 35,338
Old : 215,536: 37,180 62,904 40,873 117,152 80,062 195,204 183,838: 20,332 31,697
Other: 30,854: 19,459 190 887 4,966 26,136 25,312 27,214: 5,542 3,640
: : :
: : Changes in Commitments from: February 26, 2008 :
: 1,481: 841 2,577 -5,072 4,327 2,536 95 41: 1,386 1,439
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.1 22.7 19.8 49.6 43.1 89.5 85.7: 10.5 14.3
Old : 100.0: 17.3 29.2 19.0 54.4 37.1 90.6 85.3: 9.4 14.7
Other: 100.0: 63.1 0.6 2.9 16.1 84.7 82.0 88.2: 18.0 11.8
: : :
:# Traders : Number of Traders in Each Category :
All : 249: 74 93 90 38 49 172 190:
Old : 244: 65 98 89 38 48 166 189:
Other: 91: 44 6 15 13 33 58 53:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.7 20.3 39.4 31.8 23.7 15.7 35.9 24.1
Old : 26.2 18.1 40.9 28.5 26.0 16.0 37.7 25.4
Other: 50.0 50.9 63.4 66.0 43.3 40.3 54.9 55.3
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 4, 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 : 317,498: 79,404 55,979 70,025 145,242 132,767 294,672 258,772: 22,826 58,726
Old : 317,498: 79,404 55,979 70,025 145,242 132,767 294,672 258,772: 22,826 58,726
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 26, 2008 :
: 7,117: -256 4,269 2,635 7,228 380 9,607 7,285: -2,490 -168
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.0 17.6 22.1 45.7 41.8 92.8 81.5: 7.2 18.5
Old : 100.0: 25.0 17.6 22.1 45.7 41.8 92.8 81.5: 7.2 18.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 363: 87 101 91 89 147 229 297:
Old : 363: 87 101 91 89 147 229 297:
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 : 22.7 14.3 36.2 21.8 22.7 12.8 35.2 17.9
Old : 22.7 14.3 36.2 21.8 22.7 12.8 35.2 17.9
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, March 4, 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 : 14,127: 5,406 4,407 1,584 4,311 5,144 11,302 11,135: 2,826 2,992
Old : 14,127: 5,406 4,407 1,584 4,311 5,144 11,302 11,135: 2,826 2,992
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 26, 2008 :
: 395: 257 109 -270 50 349 37 189: 358 206
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.3 31.2 11.2 30.5 36.4 80.0 78.8: 20.0 21.2
Old : 100.0: 38.3 31.2 11.2 30.5 36.4 80.0 78.8: 20.0 21.2
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 : 97: 30 32 13 16 29 54 66:
Old : 97: 30 32 13 16 29 54 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 : 31.3 21.9 53.0 37.6 31.3 21.9 53.0 35.0
Old : 31.3 21.9 53.0 37.6 31.3 21.9 53.0 35.0
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, March 4, 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 : 42,414: 19,766 8,364 5,999 10,694 10,167 36,460 24,530: 5,955 17,884
Old : 42,414: 19,766 8,364 5,999 10,694 10,167 36,460 24,530: 5,955 17,884
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 26, 2008 :
: -568: -391 1,072 -1,356 624 276 -1,123 -9: 555 -559
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.6 19.7 14.1 25.2 24.0 86.0 57.8: 14.0 42.2
Old : 100.0: 46.6 19.7 14.1 25.2 24.0 86.0 57.8: 14.0 42.2
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 : 158: 41 37 34 44 56 103 116:
Old : 158: 41 37 34 44 56 103 116:
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 8.3 38.6 15.1 22.5 7.0 35.7 12.6
Old : 23.3 8.3 38.6 15.1 22.5 7.0 35.7 12.6
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, March 4, 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 : 140,393: 66,236 22,622 9,763 27,284 86,768 103,282 119,153: 37,111 21,240
Old : 140,393: 66,236 22,622 9,763 27,284 86,768 103,282 119,153: 37,111 21,240
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 26, 2008 :
: 8,884: 9,381 -1,092 501 -3,532 8,050 6,350 7,458: 2,534 1,426
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.2 16.1 7.0 19.4 61.8 73.6 84.9: 26.4 15.1
Old : 100.0: 47.2 16.1 7.0 19.4 61.8 73.6 84.9: 26.4 15.1
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 : 87: 32 17 10 26 30 64 51:
Old : 87: 32 17 10 26 30 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 : 23.7 34.5 35.3 53.2 22.2 31.6 32.6 46.9
Old : 23.7 34.5 35.3 53.2 22.2 31.6 32.6 46.9
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, March 4, 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 : 92,363: 24,668 24,667 4,706 33,581 50,159 62,955 79,532: 29,408 12,832
Old : 92,363: 24,668 24,667 4,706 33,581 50,159 62,955 79,532: 29,408 12,832
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 26, 2008 :
: 5,341: -7,401 1,295 1,113 7,086 1,118 798 3,526: 4,542 1,815
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.7 26.7 5.1 36.4 54.3 68.2 86.1: 31.8 13.9
Old : 100.0: 26.7 26.7 5.1 36.4 54.3 68.2 86.1: 31.8 13.9
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 : 54: 21 15 4 10 15 33 32:
Old : 54: 21 15 4 10 15 33 32:
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 : 36.5 42.7 48.9 57.2 34.7 37.8 43.0 52.3
Old : 36.5 42.7 48.9 57.2 34.7 37.8 43.0 52.3
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, March 4, 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 : 170,516: 120,841 7,953 1,267 41,779 159,118 163,887 168,338: 6,629 2,178
Old : 170,516: 120,841 7,953 1,267 41,779 159,118 163,887 168,338: 6,629 2,178
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 26, 2008 :
: -6,810: -10,824 1,628 744 4,465 -9,442 -5,615 -7,070: -1,195 260
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.9 4.7 0.7 24.5 93.3 96.1 98.7: 3.9 1.3
Old : 100.0: 70.9 4.7 0.7 24.5 93.3 96.1 98.7: 3.9 1.3
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 : 109: 66 19 6 12 18 81 40:
Old : 109: 66 19 6 12 18 81 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 : 41.7 76.3 62.4 89.3 38.6 66.4 50.6 73.7
Old : 41.7 76.3 62.4 89.3 38.6 66.4 50.6 73.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 4, 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 : 119,422: 38,220 19,407 12,234 46,229 61,253 96,683 92,893: 22,739 26,528
Old : 119,422: 38,220 19,407 12,234 46,229 61,253 96,683 92,893: 22,739 26,528
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 26, 2008 :
: 5,340: 7,534 -4,730 -676 -3,928 11,762 2,930 6,355: 2,410 -1,015
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.0 16.3 10.2 38.7 51.3 81.0 77.8: 19.0 22.2
Old : 100.0: 32.0 16.3 10.2 38.7 51.3 81.0 77.8: 19.0 22.2
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 : 69: 22 19 10 21 20 48 44:
Old : 69: 22 19 10 21 20 48 44:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.0 39.0 46.4 49.9 28.5 30.0 37.3 37.5
Old : 32.0 39.0 46.4 49.9 28.5 30.0 37.3 37.5
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, March 4, 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 : 324,118: 92,433 39,269 30,786 153,602 227,425 276,821 297,480: 47,297 26,638
Old : 324,118: 92,433 39,269 30,786 153,602 227,425 276,821 297,480: 47,297 26,638
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 26, 2008 :
: 34,104: 29,332 4,245 4,315 -9,300 23,100 24,347 31,660: 9,757 2,444
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.5 12.1 9.5 47.4 70.2 85.4 91.8: 14.6 8.2
Old : 100.0: 28.5 12.1 9.5 47.4 70.2 85.4 91.8: 14.6 8.2
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 : 121: 50 26 18 31 29 88 66:
Old : 121: 50 26 18 31 29 88 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 : 32.2 45.4 46.4 60.3 24.5 41.5 34.4 48.8
Old : 32.2 45.4 46.4 60.3 24.5 41.5 34.4 48.8
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, March 4, 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 : 277,684: 76,356 39,233 33,573 111,772 151,943 221,701 224,749: 55,983 52,935
Old : 277,684: 76,356 39,233 33,573 111,772 151,943 221,701 224,749: 55,983 52,935
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 26, 2008 :
: 23,998: 823 107 7,748 14,466 14,927 23,037 22,783: 961 1,215
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.5 14.1 12.1 40.3 54.7 79.8 80.9: 20.2 19.1
Old : 100.0: 27.5 14.1 12.1 40.3 54.7 79.8 80.9: 20.2 19.1
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 : 147: 47 51 35 35 39 100 107:
Old : 147: 47 51 35 35 39 100 107:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.4 26.5 43.0 38.3 27.4 24.4 34.8 32.4
Old : 30.4 26.5 43.0 38.3 27.4 24.4 34.8 32.4
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, March 4, 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 : 24,541: 14,988 1,357 68 6,646 22,125 21,702 23,550: 2,839 991
Old : 24,541: 14,988 1,357 68 6,646 22,125 21,702 23,550: 2,839 991
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 26, 2008 :
: -1,024: -1,966 -64 0 1,396 -851 -570 -915: -454 -109
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.1 5.5 0.3 27.1 90.2 88.4 96.0: 11.6 4.0
Old : 100.0: 61.1 5.5 0.3 27.1 90.2 88.4 96.0: 11.6 4.0
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 : 43: 17 6 1 9 15 27 21:
Old : 43: 17 6 1 9 15 27 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.1 66.1 71.6 82.8 52.0 65.5 71.5 82.0
Old : 52.1 66.1 71.6 82.8 52.0 65.5 71.5 82.0
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, March 4, 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 :21,409,579: 1,365,906 392,118 8,857,630 9,841,952 10,966,032 20,065,487 20,215,779: 1,344,092 1,193,800
Old :21,409,579: 1,365,906 392,118 8,857,630 9,841,952 10,966,032 20,065,487 20,215,779: 1,344,092 1,193,800
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 26, 2008 :
: 982,124: 19,184 -25,385 457,663 418,567 704,082 895,414 1,136,360: 86,710 -154,236
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.4 1.8 41.4 46.0 51.2 93.7 94.4: 6.3 5.6
Old : 100.0: 6.4 1.8 41.4 46.0 51.2 93.7 94.4: 6.3 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 : 285: 69 51 115 146 139 274 260:
Old : 285: 69 51 115 146 139 274 260:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.2 18.8 31.4 30.8 10.1 8.1 13.3 12.9
Old : 20.2 18.8 31.4 30.8 10.1 8.1 13.3 12.9
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, March 4, 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 : 742,170: 88,308 88,771 87,810 424,669 434,720 600,787 611,301: 141,382 130,869
Old : 742,170: 88,308 88,771 87,810 424,669 434,720 600,787 611,301: 141,382 130,869
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 26, 2008 :
: 20,919: 4,194 -1,574 15,513 -8,277 11,232 11,431 25,172: 9,488 -4,253
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.9 12.0 11.8 57.2 58.6 81.0 82.4: 19.0 17.6
Old : 100.0: 11.9 12.0 11.8 57.2 58.6 81.0 82.4: 19.0 17.6
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 : 218: 62 47 68 85 64 182 146:
Old : 218: 62 47 68 85 64 182 146:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.2 21.2 23.4 31.6 15.1 20.8 21.5 30.6
Old : 16.2 21.2 23.4 31.6 15.1 20.8 21.5 30.6
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, March 4, 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 : 2,599,401: 425,455 650,469 171,812 1,647,785 1,535,696 2,245,053 2,357,977: 354,348 241,424
Old : 2,599,401: 425,455 650,469 171,812 1,647,785 1,535,696 2,245,053 2,357,977: 354,348 241,424
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 26, 2008 :
: 81,588: -16,569 33,301 18,619 90,063 -37,174 92,113 14,745: -10,525 66,843
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.4 25.0 6.6 63.4 59.1 86.4 90.7: 13.6 9.3
Old : 100.0: 16.4 25.0 6.6 63.4 59.1 86.4 90.7: 13.6 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 : 377: 86 134 80 117 103 246 274:
Old : 377: 86 134 80 117 103 246 274:
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 : 19.8 14.2 29.2 23.6 13.7 10.5 22.5 19.7
Old : 19.8 14.2 29.2 23.6 13.7 10.5 22.5 19.7
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, March 4, 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 : 110,727: 12,050 40,096 0 86,128 66,287 98,178 106,383: 12,549 4,344
Old : 110,727: 12,050 40,096 0 86,128 66,287 98,178 106,383: 12,549 4,344
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 26, 2008 :
: 2,729: -194 847 -241 2,927 2,101 2,492 2,707: 237 22
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.9 36.2 0.0 77.8 59.9 88.7 96.1: 11.3 3.9
Old : 100.0: 10.9 36.2 0.0 77.8 59.9 88.7 96.1: 11.3 3.9
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 : 85: 7 19 0 44 28 51 47:
Old : 85: 7 19 0 44 28 51 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 : 27.6 36.7 46.1 60.7 27.6 36.7 45.4 59.9
Old : 27.6 36.7 46.1 60.7 27.6 36.7 45.4 59.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 4, 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 : 60,141: 14,780 15,340 0 36,815 38,934 51,595 54,274: 8,546 5,866
Old : 60,141: 14,780 15,340 0 36,815 38,934 51,595 54,274: 8,546 5,866
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 26, 2008 :
: 4,696: 831 2,990 -2 3,496 1,453 4,325 4,441: 370 255
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.6 25.5 0.0 61.2 64.7 85.8 90.2: 14.2 9.8
Old : 100.0: 24.6 25.5 0.0 61.2 64.7 85.8 90.2: 14.2 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 : 59: 10 13 0 26 22 36 35:
Old : 59: 10 13 0 26 22 36 35:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.3 43.2 62.0 64.7 51.3 41.8 61.4 62.1
Old : 51.3 43.2 62.0 64.7 51.3 41.8 61.4 62.1
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, March 4, 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 : 455,987: 110,372 198,627 16,631 305,131 204,256 432,134 419,513: 23,853 36,474
Old : 455,987: 110,372 198,627 16,631 305,131 204,256 432,134 419,513: 23,853 36,474
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 26, 2008 :
: 38,263: 7,768 20,898 288 32,257 10,537 40,313 31,723: -2,050 6,540
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.2 43.6 3.6 66.9 44.8 94.8 92.0: 5.2 8.0
Old : 100.0: 24.2 43.6 3.6 66.9 44.8 94.8 92.0: 5.2 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 : 250: 65 88 29 53 55 133 158:
Old : 250: 65 88 29 53 55 133 158:
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 : 31.9 19.7 51.7 32.1 29.2 19.5 47.9 31.3
Old : 31.9 19.7 51.7 32.1 29.2 19.5 47.9 31.3
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, March 4, 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 : 93,647: 55,808 18,714 968 6,127 62,934 62,903 82,616: 30,744 11,031
Old : 93,647: 55,808 18,714 968 6,127 62,934 62,903 82,616: 30,744 11,031
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 26, 2008 :
: -3,937: -1,401 -1,905 37 -3,184 -2,717 -4,548 -4,585: 611 648
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.6 20.0 1.0 6.5 67.2 67.2 88.2: 32.8 11.8
Old : 100.0: 59.6 20.0 1.0 6.5 67.2 67.2 88.2: 32.8 11.8
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 : 60: 28 12 3 11 17 42 29:
Old : 60: 28 12 3 11 17 42 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 : 22.1 40.8 36.7 62.3 22.1 40.2 36.7 60.7
Old : 22.1 40.8 36.7 62.3 22.1 40.2 36.7 60.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE Code-239741
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 4, 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 : 48,163: 998 16,945 1,230 30,420 26,333 32,648 44,508: 15,515 3,655
Old : 48,163: 998 16,945 1,230 30,420 26,333 32,648 44,508: 15,515 3,655
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 26, 2008 :
: 2,073: 1 1,597 274 898 1,236 1,173 3,107: 900 -1,034
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.1 35.2 2.6 63.2 54.7 67.8 92.4: 32.2 7.6
Old : 100.0: 2.1 35.2 2.6 63.2 54.7 67.8 92.4: 32.2 7.6
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 : 67: 3 24 5 18 30 24 56:
Old : 67: 3 24 5 18 30 24 56:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.3 24.0 59.7 38.4 45.7 22.9 54.0 37.3
Old : 48.3 24.0 59.7 38.4 45.7 22.9 54.0 37.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-239742
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 4, 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 : 712,148: 86,325 305,972 16,359 595,008 307,263 697,692 629,593: 14,456 82,555
Old : 712,148: 86,325 305,972 16,359 595,008 307,263 697,692 629,593: 14,456 82,555
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 26, 2008 :
: 32,079: -5,056 16,719 92 34,443 7,339 29,478 24,150: 2,600 7,929
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.1 43.0 2.3 83.6 43.1 98.0 88.4: 2.0 11.6
Old : 100.0: 12.1 43.0 2.3 83.6 43.1 98.0 88.4: 2.0 11.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 303: 51 133 48 61 86 132 247:
Old : 303: 51 133 48 61 86 132 247:
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 : 55.0 18.4 69.8 25.5 52.1 18.3 66.6 25.1
Old : 55.0 18.4 69.8 25.5 52.1 18.3 66.6 25.1
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, March 4, 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 : 83,501: 12,668 34,922 1,474 59,227 40,015 73,369 76,411: 10,132 7,090
Old : 83,501: 12,668 34,922 1,474 59,227 40,015 73,369 76,411: 10,132 7,090
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 26, 2008 :
: 3,029: 686 409 401 2,123 2,058 3,209 2,867: -180 162
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.2 41.8 1.8 70.9 47.9 87.9 91.5: 12.1 8.5
Old : 100.0: 15.2 41.8 1.8 70.9 47.9 87.9 91.5: 12.1 8.5
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 : 87: 21 25 7 20 27 45 55:
Old : 87: 21 25 7 20 27 45 55:
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 : 48.2 38.8 66.2 53.4 48.2 37.3 65.5 50.7
Old : 48.2 38.8 66.2 53.4 48.2 37.3 65.5 50.7
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, March 4, 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 : 86,600: 15,401 8,113 830 34,744 65,438 50,975 74,381: 35,625 12,219
Old : 86,600: 15,401 8,113 830 34,744 65,438 50,975 74,381: 35,625 12,219
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 26, 2008 :
: 1,300: 12 -944 775 665 -4 1,452 -173: -152 1,473
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.8 9.4 1.0 40.1 75.6 58.9 85.9: 41.1 14.1
Old : 100.0: 17.8 9.4 1.0 40.1 75.6 58.9 85.9: 41.1 14.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 59: 18 5 3 20 22 38 30:
Old : 59: 18 5 3 20 22 38 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 : 28.5 48.4 39.5 66.8 22.1 48.4 33.1 63.8
Old : 28.5 48.4 39.5 66.8 22.1 48.4 33.1 63.8
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, March 4, 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 : 15,355: 2,150 8,883 137 10,193 3,988 12,480 13,008: 2,875 2,347
Old : 15,355: 2,150 8,883 137 10,193 3,988 12,480 13,008: 2,875 2,347
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 26, 2008 :
: 719: -122 659 -32 700 -261 546 366: 173 353
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.0 57.9 0.9 66.4 26.0 81.3 84.7: 18.7 15.3
Old : 100.0: 14.0 57.9 0.9 66.4 26.0 81.3 84.7: 18.7 15.3
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 : 23: 5 7 1 7 5 13 12:
Old : 23: 5 7 1 7 5 13 12:
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 : 62.1 59.7 73.0 77.6 55.0 59.5 65.9 71.5
Old : 62.1 59.7 73.0 77.6 55.0 59.5 65.9 71.5
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, March 4, 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 : 19,765: 6,245 139 33 11,652 19,004 17,930 19,176: 1,835 589
Old : 19,765: 6,245 139 33 11,652 19,004 17,930 19,176: 1,835 589
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 26, 2008 :
: -891: 320 -3 33 -1,404 -984 -1,051 -954: 160 63
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.6 0.7 0.2 59.0 96.1 90.7 97.0: 9.3 3.0
Old : 100.0: 31.6 0.7 0.2 59.0 96.1 90.7 97.0: 9.3 3.0
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 : 24: 13 1 1 6 6 19 8:
Old : 24: 13 1 1 6 6 19 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 : 63.8 94.6 78.6 97.0 62.8 94.6 77.6 95.3
Old : 63.8 94.6 78.6 97.0 62.8 94.6 77.6 95.3
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, March 4, 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 : 33,629: 8,351 5,623 1,652 16,964 11,131 26,967 18,406: 6,662 15,223
Old : 33,629: 8,351 5,623 1,652 16,964 11,131 26,967 18,406: 6,662 15,223
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 26, 2008 :
: 1,428: 109 454 195 1,058 -4 1,362 645: 66 783
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.8 16.7 4.9 50.4 33.1 80.2 54.7: 19.8 45.3
Old : 100.0: 24.8 16.7 4.9 50.4 33.1 80.2 54.7: 19.8 45.3
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 : 41: 9 7 5 18 19 28 30:
Old : 41: 9 7 5 18 19 28 30:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.1 21.6 57.1 36.0 38.1 18.8 52.0 29.4
Old : 38.1 21.6 57.1 36.0 38.1 18.8 52.0 29.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 7, 2008