MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 15, 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 : 41,206: 2,849 1,199 6,381 26,008 23,468 35,238 31,048: 5,968 10,158
Old : 41,206: 2,849 1,199 6,381 26,008 23,468 35,238 31,048: 5,968 10,158
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 8, 2008 :
: 2,566: 175 -154 761 1,447 1,742 2,383 2,349: 183 217
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.9 2.9 15.5 63.1 57.0 85.5 75.3: 14.5 24.7
Old : 100.0: 6.9 2.9 15.5 63.1 57.0 85.5 75.3: 14.5 24.7
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 : 62: 18 7 11 25 28 48 41:
Old : 62: 18 7 11 25 28 48 41:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.0 28.6 50.3 42.9 30.0 24.2 43.6 36.1
Old : 34.0 28.6 50.3 42.9 30.0 24.2 43.6 36.1
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, April 15, 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 : 246,427: 47,881 37,893 53,469 119,485 121,204 220,835 212,565: 25,592 33,862
Old : 190,941: 27,853 53,663 34,298 112,144 73,782 174,295 161,743: 16,646 29,198
Other: 55,486: 36,052 254 3,147 7,341 47,422 46,540 50,822: 8,946 4,663
: : :
: : Changes in Commitments from: April 8, 2008 :
: -2,953: 108 -4,336 -1,543 -3,124 4,235 -4,559 -1,643: 1,606 -1,310
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.4 15.4 21.7 48.5 49.2 89.6 86.3: 10.4 13.7
Old : 100.0: 14.6 28.1 18.0 58.7 38.6 91.3 84.7: 8.7 15.3
Other: 100.0: 65.0 0.5 5.7 13.2 85.5 83.9 91.6: 16.1 8.4
: : :
:# Traders : Number of Traders in Each Category :
All : 226: 78 72 90 37 48 160 178:
Old : 218: 48 97 84 37 47 149 175:
Other: 106: 58 4 17 18 34 77 54:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.9 24.9 40.3 33.9 25.9 21.6 36.7 28.3
Old : 30.8 17.2 44.2 27.0 30.3 16.1 41.3 24.1
Other: 39.4 59.2 53.2 69.9 39.4 54.9 50.5 64.1
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE Code-056641
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 15, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 2,094: 292 277 132 845 1,151 1,269 1,560: 825 534
Old : 2,070: 296 277 118 839 1,149 1,253 1,544: 817 526
Other: 24: 0 4 10 6 2 16 16: 8 8
: : :
: : Changes in Commitments from: April 8, 2008 :
: 69: 77 -22 52 -40 -11 89 19: -20 50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.9 13.2 6.3 40.3 55.0 60.6 74.5: 39.4 25.5
Old : 100.0: 14.3 13.4 5.7 40.5 55.5 60.5 74.6: 39.5 25.4
Other: 100.0: 0.0 16.7 41.7 25.0 8.3 66.7 66.7: 33.3 33.3
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 7 5 3 7 4 14 12:
Old : 21: 7 5 3 7 4 14 12:
Other: 5: 0 1 2 1 2 3 4:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.7 55.0 52.0 69.0 34.1 54.7 44.0 63.8
Old : 39.6 55.5 51.8 69.3 34.2 55.2 44.2 64.5
Other: 66.7 66.7 66.7 66.7 25.0 25.0 25.0 25.0
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 15, 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 : 329,229: 106,338 47,424 58,066 142,494 155,849 306,898 261,338: 22,331 67,891
Old : 329,229: 106,338 47,424 58,066 142,494 155,849 306,898 261,338: 22,331 67,891
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 8, 2008 :
: 10,628: 2,616 -3,218 6,062 2,631 6,568 11,309 9,413: -681 1,216
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.3 14.4 17.6 43.3 47.3 93.2 79.4: 6.8 20.6
Old : 100.0: 32.3 14.4 17.6 43.3 47.3 93.2 79.4: 6.8 20.6
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 : 362: 104 77 82 85 159 220 296:
Old : 362: 104 77 82 85 159 220 296:
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 : 21.7 15.0 34.9 21.6 21.4 14.1 34.2 20.6
Old : 21.7 15.0 34.9 21.6 21.4 14.1 34.2 20.6
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, April 15, 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 : 15,310: 4,269 3,775 2,640 5,787 6,295 12,697 12,710: 2,613 2,600
Old : 15,310: 4,269 3,775 2,640 5,787 6,295 12,697 12,710: 2,613 2,600
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 8, 2008 :
: -220: -92 70 -215 33 -225 -274 -370: 54 150
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.9 24.7 17.2 37.8 41.1 82.9 83.0: 17.1 17.0
Old : 100.0: 27.9 24.7 17.2 37.8 41.1 82.9 83.0: 17.1 17.0
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 : 101: 29 27 19 24 33 65 71:
Old : 101: 29 27 19 24 33 65 71:
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 : 26.3 22.5 47.3 36.5 26.3 21.9 45.5 34.5
Old : 26.3 22.5 47.3 36.5 26.3 21.9 45.5 34.5
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, April 15, 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 : 41,163: 19,097 9,815 6,410 10,914 8,419 36,421 24,644: 4,742 16,518
Old : 41,163: 19,097 9,815 6,410 10,914 8,419 36,421 24,644: 4,742 16,518
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 8, 2008 :
: -700: -562 -503 45 -434 -334 -951 -792: 251 92
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.4 23.8 15.6 26.5 20.5 88.5 59.9: 11.5 40.1
Old : 100.0: 46.4 23.8 15.6 26.5 20.5 88.5 59.9: 11.5 40.1
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 : 154: 39 42 29 40 53 98 107:
Old : 154: 39 42 29 40 53 98 107:
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 : 24.3 10.9 39.8 18.7 23.5 8.8 36.6 15.8
Old : 24.3 10.9 39.8 18.7 23.5 8.8 36.6 15.8
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, April 15, 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 : 118,625: 36,746 27,032 7,904 45,955 63,420 90,606 98,356: 28,019 20,269
Old : 118,625: 36,746 27,032 7,904 45,955 63,420 90,606 98,356: 28,019 20,269
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 8, 2008 :
: -1,044: -4,380 -3,616 403 3,056 1,876 -922 -1,337: -122 292
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.0 22.8 6.7 38.7 53.5 76.4 82.9: 23.6 17.1
Old : 100.0: 31.0 22.8 6.7 38.7 53.5 76.4 82.9: 23.6 17.1
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 : 81: 23 20 9 25 27 52 52:
Old : 81: 23 20 9 25 27 52 52:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.1 29.6 42.4 44.2 27.7 25.0 39.2 39.1
Old : 30.1 29.6 42.4 44.2 27.7 25.0 39.2 39.1
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, April 15, 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 : 71,319: 26,679 19,570 6,351 18,255 33,855 51,286 59,776: 20,033 11,542
Old : 71,319: 26,679 19,570 6,351 18,255 33,855 51,286 59,776: 20,033 11,542
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 8, 2008 :
: 4,210: 2,803 -1,554 258 1,338 3,453 4,398 2,156: -188 2,054
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.4 27.4 8.9 25.6 47.5 71.9 83.8: 28.1 16.2
Old : 100.0: 37.4 27.4 8.9 25.6 47.5 71.9 83.8: 28.1 16.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 45: 21 10 4 8 11 31 23:
Old : 45: 21 10 4 8 11 31 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.7 42.6 52.3 67.3 29.7 39.8 40.3 59.1
Old : 36.7 42.6 52.3 67.3 29.7 39.8 40.3 59.1
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, April 15, 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 : 136,544: 122,670 7,776 465 6,161 126,190 129,296 134,431: 7,248 2,113
Old : 136,544: 122,670 7,776 465 6,161 126,190 129,296 134,431: 7,248 2,113
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 8, 2008 :
: -1,892: -1,446 -937 -85 -129 -1,222 -1,660 -2,244: -232 352
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 89.8 5.7 0.3 4.5 92.4 94.7 98.5: 5.3 1.5
Old : 100.0: 89.8 5.7 0.3 4.5 92.4 94.7 98.5: 5.3 1.5
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 : 104: 65 16 3 8 20 75 37:
Old : 104: 65 16 3 8 20 75 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 : 52.4 61.5 66.0 76.8 52.4 61.5 66.0 76.4
Old : 52.4 61.5 66.0 76.8 52.4 61.5 66.0 76.4
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, April 15, 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 : 131,145: 30,188 45,081 9,075 76,332 49,949 115,595 104,105: 15,550 27,040
Old : 131,145: 30,188 45,081 9,075 76,332 49,949 115,595 104,105: 15,550 27,040
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 8, 2008 :
: 14,864: -2,619 1,263 207 19,156 10,833 16,745 12,303: -1,881 2,561
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.0 34.4 6.9 58.2 38.1 88.1 79.4: 11.9 20.6
Old : 100.0: 23.0 34.4 6.9 58.2 38.1 88.1 79.4: 11.9 20.6
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 : 81: 19 33 9 20 20 43 58:
Old : 81: 19 33 9 20 20 43 58:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.3 31.1 67.5 44.8 54.8 25.8 60.8 38.0
Old : 58.3 31.1 67.5 44.8 54.8 25.8 60.8 38.0
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, April 15, 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 : 231,608: 65,954 20,005 23,793 110,527 166,945 200,273 210,743: 31,334 20,865
Old : 231,608: 65,954 20,005 23,793 110,527 166,945 200,273 210,743: 31,334 20,865
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 8, 2008 :
: -1,535: -2,011 -7,364 2,517 -1,497 54 -991 -4,793: -544 3,258
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.5 8.6 10.3 47.7 72.1 86.5 91.0: 13.5 9.0
Old : 100.0: 28.5 8.6 10.3 47.7 72.1 86.5 91.0: 13.5 9.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 103: 38 25 17 27 23 72 58:
Old : 103: 38 25 17 27 23 72 58:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.1 42.9 50.3 62.4 31.2 40.7 44.6 55.7
Old : 32.1 42.9 50.3 62.4 31.2 40.7 44.6 55.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 15, 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 : 219,285: 78,537 54,743 32,112 55,674 80,436 166,322 167,291: 52,963 51,994
Old : 219,285: 78,537 54,743 32,112 55,674 80,436 166,322 167,291: 52,963 51,994
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 8, 2008 :
: 5,415: -8,971 1,500 3,145 6,987 -1,596 1,161 3,049: 4,254 2,366
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.8 25.0 14.6 25.4 36.7 75.8 76.3: 24.2 23.7
Old : 100.0: 35.8 25.0 14.6 25.4 36.7 75.8 76.3: 24.2 23.7
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 : 147: 51 54 37 28 33 102 101:
Old : 147: 51 54 37 28 33 102 101:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.4 19.4 36.3 34.1 21.4 19.3 30.3 29.7
Old : 22.4 19.4 36.3 34.1 21.4 19.3 30.3 29.7
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, April 15, 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 : 22,254: 12,015 5,421 17 7,812 15,976 19,844 21,414: 2,410 840
Old : 22,254: 12,015 5,421 17 7,812 15,976 19,844 21,414: 2,410 840
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 8, 2008 :
: 1,303: -397 1,381 0 2,165 406 1,768 1,787: -465 -484
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.0 24.4 0.1 35.1 71.8 89.2 96.2: 10.8 3.8
Old : 100.0: 54.0 24.4 0.1 35.1 71.8 89.2 96.2: 10.8 3.8
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 : 38: 16 6 1 8 11 25 17:
Old : 38: 16 6 1 8 11 25 17:
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 : 37.3 62.0 65.5 84.2 37.1 62.0 61.3 80.4
Old : 37.3 62.0 65.5 84.2 37.1 62.0 61.3 80.4
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, April 15, 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 :15,763,388: 1,278,705 359,099 5,699,140 7,561,981 8,617,882 14,539,825 14,676,120: 1,223,563 1,087,268
Old :15,763,388: 1,278,705 359,099 5,699,140 7,561,981 8,617,882 14,539,825 14,676,120: 1,223,563 1,087,268
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 8, 2008 :
: -540,351: -8,809 -16,114 -439,608 -186,233 -97,991 -634,650 -553,713: 94,298 13,362
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.1 2.3 36.2 48.0 54.7 92.2 93.1: 7.8 6.9
Old : 100.0: 8.1 2.3 36.2 48.0 54.7 92.2 93.1: 7.8 6.9
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 : 268: 84 39 102 132 131 251 243:
Old : 268: 84 39 102 132 131 251 243:
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 : 15.4 19.7 25.6 31.7 10.4 13.1 14.2 19.1
Old : 15.4 19.7 25.6 31.7 10.4 13.1 14.2 19.1
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, April 15, 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 : 675,279: 64,979 79,458 79,696 405,338 397,684 550,013 556,838: 125,266 118,440
Old : 675,279: 64,979 79,458 79,696 405,338 397,684 550,013 556,838: 125,266 118,440
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 8, 2008 :
: 4,323: 2,063 4,692 4,612 -998 -638 5,676 8,665: -1,353 -4,343
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.6 11.8 11.8 60.0 58.9 81.4 82.5: 18.6 17.5
Old : 100.0: 9.6 11.8 11.8 60.0 58.9 81.4 82.5: 18.6 17.5
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 : 224: 52 56 71 87 70 178 159:
Old : 224: 52 56 71 87 70 178 159:
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 : 18.6 20.5 26.2 30.8 18.2 20.5 25.1 30.8
Old : 18.6 20.5 26.2 30.8 18.2 20.5 25.1 30.8
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, April 15, 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 : 2,209,058: 329,316 517,422 176,664 1,330,628 1,325,190 1,836,608 2,019,276: 372,450 189,783
Old : 2,209,058: 329,316 517,422 176,664 1,330,628 1,325,190 1,836,608 2,019,276: 372,450 189,783
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 8, 2008 :
: -50,810: 36,103 2,020 14,768 -102,084 -64,510 -51,214 -47,722: 404 -3,088
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.9 23.4 8.0 60.2 60.0 83.1 91.4: 16.9 8.6
Old : 100.0: 14.9 23.4 8.0 60.2 60.0 83.1 91.4: 16.9 8.6
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 : 355: 89 115 85 103 99 235 256:
Old : 355: 89 115 85 103 99 235 256:
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 18.8 27.6 30.0 13.0 15.6 22.0 26.1
Old : 17.7 18.8 27.6 30.0 13.0 15.6 22.0 26.1
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, April 15, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 400 INDEX X $100) :
: : :
All : 90,280: 6,495 43,178 169 73,054 41,604 79,718 84,951: 10,562 5,329
Old : 90,280: 6,495 43,178 169 73,054 41,604 79,718 84,951: 10,562 5,329
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 8, 2008 :
: -998: -84 589 169 -1,174 -61 -1,089 697: 90 -1,696
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.2 47.8 0.2 80.9 46.1 88.3 94.1: 11.7 5.9
Old : 100.0: 7.2 47.8 0.2 80.9 46.1 88.3 94.1: 11.7 5.9
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 : 87: 10 20 1 42 27 53 47:
Old : 87: 10 20 1 42 27 53 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 : 28.6 41.8 47.5 60.7 26.9 40.9 45.2 59.8
Old : 28.6 41.8 47.5 60.7 26.9 40.9 45.2 59.8
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, April 15, 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 : 31,403: 3,540 8,640 1 22,206 13,651 25,747 22,292: 5,656 9,112
Old : 31,403: 3,540 8,640 1 22,206 13,651 25,747 22,292: 5,656 9,112
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 8, 2008 :
: 460: -767 1,123 -13 1,009 790 229 1,900: 231 -1,440
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.3 27.5 0.0 70.7 43.5 82.0 71.0: 18.0 29.0
Old : 100.0: 11.3 27.5 0.0 70.7 43.5 82.0 71.0: 18.0 29.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 52: 10 11 1 21 22 31 34:
Old : 52: 10 11 1 21 22 31 34:
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 : 43.2 26.8 60.0 42.1 43.2 25.7 56.5 38.1
Old : 43.2 26.8 60.0 42.1 43.2 25.7 56.5 38.1
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, April 15, 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 : 320,777: 65,296 151,647 8,663 198,055 140,612 272,014 300,922: 48,763 19,855
Old : 320,777: 65,296 151,647 8,663 198,055 140,612 272,014 300,922: 48,763 19,855
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 8, 2008 :
: -143: -3,620 1,355 603 8,685 -289 5,669 1,669: -5,811 -1,812
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.4 47.3 2.7 61.7 43.8 84.8 93.8: 15.2 6.2
Old : 100.0: 20.4 47.3 2.7 61.7 43.8 84.8 93.8: 15.2 6.2
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 : 224: 48 77 22 55 61 117 146:
Old : 224: 48 77 22 55 61 117 146:
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 : 35.1 25.0 48.4 36.8 34.4 24.9 47.5 36.0
Old : 35.1 25.0 48.4 36.8 34.4 24.9 47.5 36.0
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, April 15, 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 : 92,795: 57,788 13,282 1,706 7,569 68,620 67,062 83,607: 25,733 9,187
Old : 92,795: 57,788 13,282 1,706 7,569 68,620 67,062 83,607: 25,733 9,187
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 8, 2008 :
: 1,836: -2,271 4,746 483 3,041 -4,307 1,254 922: 583 914
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.3 14.3 1.8 8.2 73.9 72.3 90.1: 27.7 9.9
Old : 100.0: 62.3 14.3 1.8 8.2 73.9 72.3 90.1: 27.7 9.9
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 : 55: 23 10 3 10 17 35 28:
Old : 55: 23 10 3 10 17 35 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 : 33.2 50.3 46.7 68.4 33.2 50.3 46.7 68.4
Old : 33.2 50.3 46.7 68.4 33.2 50.3 46.7 68.4
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, April 15, 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 : 37,002: 745 14,347 928 22,286 17,938 23,959 33,213: 13,042 3,789
Old : 37,002: 745 14,347 928 22,286 17,938 23,959 33,213: 13,042 3,789
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 8, 2008 :
: 2,387: 43 1,357 -198 1,756 987 1,601 2,146: 786 241
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.0 38.8 2.5 60.2 48.5 64.8 89.8: 35.2 10.2
Old : 100.0: 2.0 38.8 2.5 60.2 48.5 64.8 89.8: 35.2 10.2
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 : 58: 5 23 6 18 19 25 46:
Old : 58: 5 23 6 18 19 25 46:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.1 31.4 53.6 44.8 40.5 26.2 48.6 38.8
Old : 43.1 31.4 53.6 44.8 40.5 26.2 48.6 38.8
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, April 15, 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 : 670,568: 64,121 273,074 12,300 578,247 314,237 654,667 599,610: 15,901 70,958
Old : 670,568: 64,121 273,074 12,300 578,247 314,237 654,667 599,610: 15,901 70,958
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 8, 2008 :
: 10,869: -2,225 6,226 -1,444 9,443 1,360 5,774 6,142: 5,095 4,727
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.6 40.7 1.8 86.2 46.9 97.6 89.4: 2.4 10.6
Old : 100.0: 9.6 40.7 1.8 86.2 46.9 97.6 89.4: 2.4 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 : 286: 42 131 46 62 81 130 232:
Old : 286: 42 131 46 62 81 130 232:
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 19.9 78.2 29.8 60.1 18.8 74.1 27.6
Old : 63.8 19.9 78.2 29.8 60.1 18.8 74.1 27.6
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, April 15, 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 : 73,596: 9,321 38,782 200 55,210 27,883 64,732 66,866: 8,864 6,730
Old : 73,596: 9,321 38,782 200 55,210 27,883 64,732 66,866: 8,864 6,730
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 8, 2008 :
: 1,479: -935 -919 -1 2,525 2,099 1,588 1,178: -109 301
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.7 52.7 0.3 75.0 37.9 88.0 90.9: 12.0 9.1
Old : 100.0: 12.7 52.7 0.3 75.0 37.9 88.0 90.9: 12.0 9.1
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 : 69: 13 21 2 16 21 31 42:
Old : 69: 13 21 2 16 21 31 42:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.4 47.6 71.9 62.7 56.4 47.6 70.7 61.7
Old : 56.4 47.6 71.9 62.7 56.4 47.6 70.7 61.7
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, April 15, 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 : 50,186: 14,894 1,187 524 18,187 33,454 33,605 35,165: 16,581 15,021
Old : 50,186: 14,894 1,187 524 18,187 33,454 33,605 35,165: 16,581 15,021
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 8, 2008 :
: 1,040: -3,840 -3,056 241 2,159 5,686 -1,440 2,871: 2,480 -1,831
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.7 2.4 1.0 36.2 66.7 67.0 70.1: 33.0 29.9
Old : 100.0: 29.7 2.4 1.0 36.2 66.7 67.0 70.1: 33.0 29.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 50: 16 4 2 15 16 31 22:
Old : 50: 16 4 2 15 16 31 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.7 40.1 44.7 55.1 30.7 39.8 42.2 52.7
Old : 30.7 40.1 44.7 55.1 30.7 39.8 42.2 52.7
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, April 15, 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 : 16,151: 1,501 10,671 280 12,576 3,624 14,357 14,575: 1,794 1,576
Old : 16,151: 1,501 10,671 280 12,576 3,624 14,357 14,575: 1,794 1,576
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 8, 2008 :
: -266: -377 -637 0 -132 155 -509 -482: 243 216
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.3 66.1 1.7 77.9 22.4 88.9 90.2: 11.1 9.8
Old : 100.0: 9.3 66.1 1.7 77.9 22.4 88.9 90.2: 11.1 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 : 21: 4 6 2 7 5 12 12:
Old : 21: 4 6 2 7 5 12 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 : 72.2 68.9 83.0 84.6 64.8 68.1 75.6 79.0
Old : 72.2 68.9 83.0 84.6 64.8 68.1 75.6 79.0
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, April 15, 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 : 18,190: 6,700 160 253 9,576 16,863 16,529 17,276: 1,661 914
Old : 18,190: 6,700 160 253 9,576 16,863 16,529 17,276: 1,661 914
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 8, 2008 :
: 872: 9 -87 243 372 744 624 900: 248 -28
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.8 0.9 1.4 52.6 92.7 90.9 95.0: 9.1 5.0
Old : 100.0: 36.8 0.9 1.4 52.6 92.7 90.9 95.0: 9.1 5.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 9 2 1 7 5 17 7:
Old : 20: 9 2 1 7 5 17 7:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 65.0 92.4 78.4 95.0 63.8 89.7 77.3 89.8
Old : 65.0 92.4 78.4 95.0 63.8 89.7 77.3 89.8
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, April 15, 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 : 22,456: 3,366 3,155 39 14,803 13,259 18,208 16,453: 4,248 6,003
Old : 22,456: 3,366 3,155 39 14,803 13,259 18,208 16,453: 4,248 6,003
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 8, 2008 :
: -326: 2 -9 0 480 -176 482 -185: -808 -141
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.0 14.0 0.2 65.9 59.0 81.1 73.3: 18.9 26.7
Old : 100.0: 15.0 14.0 0.2 65.9 59.0 81.1 73.3: 18.9 26.7
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 : 36: 7 4 2 14 19 22 24:
Old : 36: 7 4 2 14 19 22 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 : 43.1 37.2 62.5 57.0 42.1 34.8 56.3 50.3
Old : 43.1 37.2 62.5 57.0 42.1 34.8 56.3 50.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated April 18, 2008